Friday, April 30, 2010

April Trading Summary

Net breakdown:
ZS $3558, GCL $1511
RESULTS FOR APRIL
Contracts:280
Net $P/L:5069
Wins:23
Losses:28
Win%:45
Avg$Win:839
Avg$Loss:-508

4 comments:

  1. I actually am curious what your result over the last year was, even given all the time you were still learning. I remember seeing some bad drawdowns, and then seeing people post negative things. And you are really transforming yourself against all odds, it's very impressive.

    Of course, I'm still a proponent of automation for your backtesting. Maybe you can help me out with some Excel work (I don't know how to use Excel; I use R.) in exchange for some backtest help. TradeStation outputs these trading report summaries, that I kind of want to write some macros to pull data out of to create more intuitive reports across multiple strategies. I don't know how to do this. Right now, I have it write out what it's doing to separate files and then write outside programs to do it, but it would be nice to get the information straight out of the Excel spreadsheets it creates.

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  2. Thanks AT!

    TC, just type in "summary" in the search box on top left of my blog - that should work.
    Not sure I can help much with Excel macros - I don't use them really. I mostly just use lots of formulas (If statements) in Excel to get what I need. That said, I do use a product called Macro Express to automate some repetitive key strokes. It can work between programs and may be what you need? Check it out.

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