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RE: Excel Portfolio Analysis?



PureBytes Links

Trading Reference Links

by printing the system equity to file and then reading thast into excel it
is possible, but you need to input a line of code into system, and then also
write a corresponding macro in excel, to read the file with

line in tradestation

FileAppend("c:\omega\Syseval.TXT", numtostr(netprofit+openpositionprofit)+
newline);

you might want to start the code with a line to delete the old file so you
don't duplicate your prints...

if currentbar=1 then filedelete("c:\omega\Syseval.TXT");

good luck 

Olof

> Is it possible to import the system test results from TS into Excel -
> equity
> on a bar by bar basis?  If it is, then portfolio analysis would be
> possible
> using one time line.  I suspect it's not, that's why Omega has another
> product for this purpose.  In addition to performing a task that I think
> is
> valuable, it would allow me to use my own definition of MaxDD.
> 
> Is the purchase of a specialty product the only way to accomplish this
> task?
> 
> ~Alan