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Post From: Trading: Closed Profit/Loss Study

[2019-02-01 08:28:00] Link To Thread - Link To Post [Go To First Post]
ILIM KIRGIZ - Posts: 187
Thank you for the clarification. What I'm trying to achieve is creating a statistical dashboard to be able to view my trading stats at a glance. I need to monitor below metrics for all pairs I trade. -total profit/loss: (Sierra study is Trading: Closed Profit/Loss study), also in the trade activity log. -daily profit loss: (Sierra study is Trading: Daily Profit/Loss study), also in the trade activity log -Profit Factor: exists in the trade activity log -Pessimistic Return Ratio: N/A in Sierra. -Average R-Multiple (Expectancy): N/A in Sierra. -Return/Drawdown Ratio: N/A in Sierra. -Modified Sharpe Ratio: N/A in Sierra. -Risk of Ruin: N/A in Sierra. -Average Drawdown (%): N/A in Sierra. -Worst-case Drawdown (%): N/A in Sierra. -Percent of Equity of longest drawdown: N/A in Sierra. -SQN (equity curve's linearity): N/A in Sierra. I see that Sierra Trade Activity Log can export Trade Activity, Trade Statistics, Trades, Period Trade Stats, Trade Statistics for Charts data. It is a manual method. I will talk to my programmer to develop a study by using sc.GetTradePositionForSymbolAndAccount() function of ACSIL to collect these data and write back into a file to share with Market System Analyzer and/or Performance Analyzer. The second option of mine would be to create Sierra studies to collect/draw these metrics. Currently, I can't even define the balance of my account in Sierra as LMAX does not share this data over FIX. I'm planning to use this tool http://www.adaptrade.com/MSA/index.htm and/or this for https://profsoftware.com/tsadd/perfana/ position sizing optimization and performance metrics tracking. (The ones I needed are enumerated above) If you suggest a different supplier which is integrated already with Sierra, please let me know. I use TradeStation for backtesting, walk forward optimization, Monte Carlo simulation to test my candidate strategies before trading them. As I trade via Sierra Chart (As it is one of the best charting and trading platform available in the market per my experience and research, I have tested TradeStation, MultiCharts, NinjaTrader, MetaTrader, AmiBroker) I need my trade stats to evaluate my ongoing performance. I believe trading/charting and performance evaluation are different specialties. I would be happy to see you offering different support levels as I'm planning to be a loyal customer of yours. Thanks again. Date Time Of Last Edit: 2019-02-01 12:13:51