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Does anyone have EasyLanguage code that would output some of the key
values in the TS Strategy Performance Report to a file (ideally comma
delimited for excel)?
The fields I'm looking for include Total Profit/Loss, Number of Trades,
Number of Winning Trades, Number of Losing Trades, % Profitable,
Profit/Loss per Trade.
I am running a batch test on an entire portfolio via the command line
window
driven by a windows keystroke generating macro. It is way to complex a
task for
the macro to save each SPR, and then I need a program to summarize the
SPRs.
This way I get a reasonable summary I can view in excel. Sure, it would
be nice
to have the RINA Index, Sharpe Ratio, etc, but the basics will do.
OK, this isn't rocket science, but its a good days work (at least for
me) just getting things right.
I deleted my version when I upgraded to TS 7.2 and lost the most recent
version of TSPRO.ELD. How did this happen? Well, I accidently
installed TS 7.2 under F:\Program. That's right, NOT under
F:\Program\TradeStation 7.2. So when I performed a windows uninstall of
TS 7.2, windows uninstall deleted all applications under F:\Program!
That's pretty stupid, but that's what happened! I have a backup that's
doesn't include the required EL code.
Thanks, Peter
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