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Does anyone have a code that can calculate the
average win per trade in --> percentage <-- terms if there
are multiple positions that are overlapping?
Its no problem with point values but with %.
Any help would be greatly appreciated,
Daniel
----- Original Message -----
From: "Peter McKenna" <pmckenn@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, January 12, 2004 11:42 PM
Subject: EasyLanguage code to output key values in the TS Strategy
Performance Report
> 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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