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In a precedent post i was asking :
By the way have your heard about add on or new coding for the
Tradestation performance summary (for TS200i) to make it updated based on
Percent values, not only on $ or points values (updated max DD, trade by
trade , net profits and so on).
Back testing systems with long historical data's is a must to test
robustness and the Performance summary from TS give information either
wrong or at least not useful at all, because in $ and not updated in
% .
MaxDD are erroneous as, MAE, MFE, Average trade, net profit and all
intermediate results.
What a confusion !!!
Good news for system backtesters with TS2000i ( ? for TS7 & 8) :
An add on exists here and seems to be very complete , monitoring portfolio
in real time and ...
RealTime PortfolioAnalyzer
http://www.tsresearchgroup.com/en/articles/prod_20020328110411.php
Does somebody use it ?
Regards
Philippe
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