.csv export of Trade List from Portfolio Trader in MC 9.1

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hilbert
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.csv export of Trade List from Portfolio Trader in MC 9.1

Postby hilbert » 03 Nov 2014

Please refer below request.
https://www.multicharts.com/pm/viewissu ... no=MC-1734

Portfolio Trader is taking hours to export to .xlsx. We want export to .csv format. With .csv format enabled, export would be within few seconds. Difference is from hours to seconds!!

MC Team, can you please confirm if we are going to get ability to export to .csv format of trade list from portfolio Trader in 9.1 release? Thanks.

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 05 Nov 2014

MC Team, kindly provide clarity on this. Thank You.

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Henry MultiСharts
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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby Henry MultiСharts » 05 Nov 2014

Hello hilbert,

Ability to export the List of Trades into .csv format is not yet targeted to any particular version of MultiCharts.

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 05 Nov 2014

Hello hilbert,

Ability to export the List of Trades into .csv format is not yet targeted to any particular version of MultiCharts.
Hi Henry,
Sorry to hear that, I am extremely disappointed. :(
In 9.1 version, MC team is already implementing selecting different sheets to export to xlsx from portfolio trading results, what is the reason for not exporting to .csv format instead?

I ask this because I fail to understand when you are already going ahead and doing 90% of the job, why sticking on the remaining 10% of the job, which will have a "huge huge" performance improvement on a core functionality. Basically, this step makes portfolio trader much more easily usable!!!

I understand that I as a customer can only influence management to a very limited extent, but I just fail to see any reason why you are not allowing .csv export in 9.1. Will you please shed some light on why this decision has been taken? Maybe some clarity from MC side will help us understand why MC team is not implementing such a core user functionality.

Thank You and I appreciate the job that you guys are doing, implementing so many functionality and answering questions to a tough customer base! Have a nice day! :)

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 06 Nov 2014

Since speed issues continue to be a huge bottleneck if you want to export performance data. These 2 links might help people with MC.NET to export to .csv format (I am not sure however, since I don't use MC.NET and I don't know how much low level functionality of MC has been exposed in MC.NET). Anyways,

1) There is a free version available for personal use.
http://www.gemboxsoftware.com/spreadsheet/overview

2) http://www.codeproject.com/Articles/841 ... V-Excel-fi

P.S. Exporting to .csv is so much faster. Look at below link using example of panda library. Instead of forever with .xlsx, it takes 25ms to export as .csv
http://stackoverflow.com/questions/1618 ... peed-issue

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 06 Nov 2014

MC backtest strategy report has an option to export to xml format. But, MC portfolio backtester doesn't has the option to export to xml format. I don't understand why this discrepancy? Maybe this functionality just slipped attention when 9.0 was being implemented. Can you please confirm if this is something that is getting implemented in 9.1?

If exporting as xml is not part of 9.1 version yet, I request MC team to kindly include it in 9.1 rollout. If MC team implements export to xml format for portfolio strategy report also, this will serve as an adequate solution to this problem. Since exporting to xml format is much faster than exporting to xlsx format.

Thank You.

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Henry MultiСharts
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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby Henry MultiСharts » 10 Nov 2014

Sorry to hear that, I am extremely disappointed. :(
In 9.1 version, MC team is already implementing selecting different sheets to export to xlsx from portfolio trading results, what is the reason for not exporting to .csv format instead?

I ask this because I fail to understand when you are already going ahead and doing 90% of the job, why sticking on the remaining 10% of the job, which will have a "huge huge" performance improvement on a core functionality. Basically, this step makes portfolio trader much more easily usable!!!
These two features are not related.
I understand that I as a customer can only influence management to a very limited extent, but I just fail to see any reason why you are not allowing .csv export in 9.1. Will you please shed some light on why this decision has been taken? Maybe some clarity from MC side will help us understand why MC team is not implementing such a core user functionality.

Thank You and I appreciate the job that you guys are doing, implementing so many functionality and answering questions to a tough customer base! Have a nice day! :)
At the moment this feature does not fit into our current roadmap, but we will definitely get back to it when time permits.
MC backtest strategy report has an option to export to xml format. But, MC portfolio backtester doesn't has the option to export to xml format. I don't understand why this discrepancy? Maybe this functionality just slipped attention when 9.0 was being implemented. Can you please confirm if this is something that is getting implemented in 9.1?

If exporting as xml is not part of 9.1 version yet, I request MC team to kindly include it in 9.1 rollout. If MC team implements export to xml format for portfolio strategy report also, this will serve as an adequate solution to this problem. Since exporting to xml format is much faster than exporting to xlsx format. Thank You.
The XML export file is created for the RINA application. It supports only individual report files, it is not designed for portfolio metrics.

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 10 Nov 2014

At the moment this feature does not fit into our current roadmap, but we will definitely get back to it when time permits.
Many Thanks Henry!
The XML export file is created for the RINA application. It supports only individual report files, it is not designed for portfolio metrics.
I am not using xml file for RINA applications. Since export to csv is not planned right now, as a workaround I am exporting to xml and then to csv. I created a chart with 300 days of 5 minute ESM4 data. I added 4 pre-built strategies: MovAvg Cross LE, MovAvg Cross LX, MovAvg Cross SE and MovAvg Cross SX, set Maxbarsback to 10, IOG turned OFF, and backtested. It generated 3400 Trades.

Method 1:
Exported it as .xlsx took 2 min 40 seconds. "List of Trades" took around 2 minutes.

Method 2:
a) Exported it as .xml file. Time taken = 3 seconds.
b) I used following xml to csv converter. http://xmltocsv.codeplex.com/
Time Taken = 30 seconds (Total time including starting converter software, locating xml file to convert, and converting it to csv). Converter generates 6 files: we just need the file named Trade. It has the list of all trades, which is what a lot of people need for further analysis.

With this method, we can get our file in 33 seconds instead of 2 min 40 sec. Time saved = 80%. :) :) :) :)

If it takes 60 minutes to export a portfolio strategy file in .xlsx format, with xml method, it will take around 12 minutes to get our csv with list of all trades. This is why I asked if we can get xml with portfolio trader in version 9.1, since MC team has already got xml implemented for individual backtesting.

Thanks for listening :)

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby hilbert » 10 Nov 2014

Wow!!! I was not sure how my test would scale-up when we increase number of trades and number of bars loaded on a chart. So, I changed the resolution of above 300 days ESM4 chart from 5 minute to 2 minutes. I made IOG On with 2 trades per bar, and backtested with same strategies. It generated 21000 Trades.

Method 1:
Exported it as .xlsx took 55 minutes. "List of Trades" took around 54 minutes.

Method 2:
a) Exported it as .xml file. Time taken = 10 seconds.
b) I used following xml to csv converter. http://xmltocsv.codeplex.com/
Time Taken = 45 seconds (Total time including starting converter software, locating xml file to convert, and converting it to csv).

So, instead of 55 minutes, this workaround took 55 seconds.

You now see Henry how if we can get xml for portfolio trader in 9.1 version, or as a hotfix release, it will GREATLY improve the usability of portfolio trader for many of us. Thank You!!

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Re: .csv export of Trade List from Portfolio Trader in MC 9.

Postby PatrickSocal » 10 Nov 2014

Excellent thread Hilbert! Thank you for taking the time to research this. It's clear that this "Export Trades" situation is a problem for us.

I really hope MC addresses it. You have shown them *proof* that it can be done, and even given them a shortcut to implementing it. I wish they would give this problem the attention it deserves.


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