Trading Performance Report (TPR)

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evdl
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Trading Performance Report (TPR)

Postby evdl » 15 Mar 2016

On every chart with a strategy you can watch the TPR individual. Is there an overview or an overall TPR of all the strategies that are in use on different charts combined.

To keep track of my trades I need to open all the individual TPR's of each strategy and export this to excel to get a combination of all done trades. This is a daily returning task.

And if there is no overall overview, is it possible to get data from the TPR with Powerlanguage, so I can write my own overall TPR mechanisme with GV or something.

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JoshM
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Re: Trading Performance Report (TPR)

Postby JoshM » 16 Mar 2016

Is there an overview or an overall TPR of all the strategies that are in use on different charts combined.
Not that I know, unfortunately.
And if there is no overall overview, is it possible to get data from the TPR with Powerlanguage, so I can write my own overall TPR mechanisme with GV or something.
No, it's not possible to get values from the performance report in PowerLanguage. You can calculate most values yourself (see the strategy performance and strategy position trades keywords). But this is quite a task.

Have you thought about exporting the trades to a csv file? That might be easier to implement in PowerLanguage (since considerably less data is needed). You might then load that csv file in the tab of an Excel worksheet, while another sheet then calculates the strategies combined performance.

This is still a lot of work, of course. But less work in my view plus you'll also have a log of all trades for any analysis you want to do in the future.

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Re: Trading Performance Report (TPR)

Postby evdl » 16 Mar 2016

Thanks JoshM,

In some strategies I already use exitname, entryname, entryprice, exitprice etc. It is doable to create something to keep track of your trades and combine this in one file. Although it will take some work. And is often not exactly accurate. Especially the capturing of the entryprice and exitprice is sometimes a bit off. This is because I needed a workaround to get the right entrytime and exittime and not the end of bar time which is used by the entryprice and exitprice reserved words. (this is also the case in the reports)

You can save the whole TPR to excel. How can I export only the trades to csv?

What we should have, is access to all the info in the order and position window. That information is accurate and also usefull for orderstatus. Hopefully in one of the upcoming versions of MC.

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JoshM
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Re: Trading Performance Report (TPR)

Postby JoshM » 18 Mar 2016

And is often not exactly accurate. Especially the capturing of the entryprice and exitprice is sometimes a bit off. This is because I needed a workaround to get the right entrytime and exittime and not the end of bar time which is used by the entryprice and exitprice reserved words. (this is also the case in the reports)
That's true for the regular keywords, but the `PosTrade*` keywords can get the exact information (including time in DateTime format) of each trade into a position. They do require a little bit of extra coding though.
You can save the whole TPR to excel. How can I export only the trades to csv?
There's a feature request for selecting which kind of data to export from the performance report, but I super rarely use that feature so don't know how. (I was talking about having the code export the trades to a file, by the way).

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Henry MultiСharts
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Re: Trading Performance Report (TPR)

Postby Henry MultiСharts » 22 Mar 2016

On every chart with a strategy you can watch the TPR individual. Is there an overview or an overall TPR of all the strategies that are in use on different charts combined.
Hello evdl,

Have you tried using the Order and Position Tracker Trades Summary Tab? This functionality is available since MultiCharts 9.1.
You can save the whole TPR to excel. How can I export only the trades to csv?
There's a feature request for selecting which kind of data to export from the performance report, but I super rarely use that feature so don't know how. (I was talking about having the code export the trades to a file, by the way).
Correct, this functionality is also available since MultiCharts 9.1. When you save the report - a popup window with the list of the report tabs for export appears.

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Re: Trading Performance Report (TPR)

Postby evdl » 22 Mar 2016

I am still using MC9.0. Will have a look at this when I find the time to update my test PC with 9.1 and test my strategies with the new version.

Good to know it probably is implemented, thanks Henry.


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