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Jay
the problem with portfolio analyser is that you can only compare the very
limited variables which it produces for each commodity (system) and then
only compare in a limited preset format - ie, drawdown, profit and
efficiency - it appears Portfolio Evaluator (the Y2K upgrade ) may offer
what you need, {what I thought I'd bought with Portfolio Maximiser} but it
also apears that you need TS2000 for Evaluator to work - despite what
Rinasystems say.
In EL You could write your report as a system - and include the system as 12
different systems(ie per commodity) that way you would have the report in
the same format addressing each market, your trouble then is combining all
12 which you could do in excel- this is a chore for even 3 systems which
trade averagly 4 times a day!
IMO outputting system data from TS4 for analysis is cumbersome and
timeconsuming particulary when you have more than 1 system and because of
the 13,000 bar restriction an absolute nightmare for say 1 minute bars, that
means you can only output a maximum of 25 days results (with a system with 3
data sources on 1 minute bars) - the restrictiction also extends to
Portfolio Maximiser as well because you cannot load up each 25 day section
ontop of the last but only compare them as PM treats each entry as a new
system -
Now if I have this wrong and those more profficient in TS have found a way
to analyse cross data from different systems more effectively I would very
much like to know?
>I thought I had a terrific idea for creating a "poor mans"
>portfolio analyizer. BUT, fate stepped in the way. Here's
>the problem I am trying to solve....
>
>I created a workspace with 12 different commodity charts.
>I wrote one system, and applied it to all of these charts. Of
>course, if I want to optimize a parameter to see its impact,
>I have to do this separately on each chart, and tally up the
>results manually.
>
>Another way is to change the parameters by hard-coding
>them in EasyLanguage, re-verify the system, and let it run in
>all 12 charts. Of course, this isn't an optimization, but it
>does allow me to see the effect of a change of input (or of
>logic) across all of the commodities I am testing. The problem
>again is that I need to add up the results manually to see if
>the change represents an improvement.
>
>My bright idea was to have the system write its results to a
>file upon completion of the final bar, with a statement like:
>
> If LastBarOnChart then Print(File("c:\directory\filenam.xls"),
> @NetProfit, @NumWinTrades, @TotalTrades);
>
>If this could create a file with multiple rows, one for each
>commodity analyized, I could import it into Excel, and simply
>add the columns to get a total Net and % winners (of course,
>I could write other stuff, and get other statistics as well).
>
>The problem is that TradeStation overwrites the file each
>time the system runs on the next chart. It doesn't keep
>adding rows - as it does when a system/indicator writes to
>the print log. So, I was left with a file that just had one row
>- which just contained data for the last chart run.
>
>Does anyone know a way around this (yea, I know - buy
>Portfolio Analyizer) For example, is there a way I can
>write a "new line" command, so when the file is re-opened
>the next time around, the system/indicator will begin to
>write at record number N + 1 ?
>
>thanks
>
>Jay Mackro
>
>
>
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