Looking for a reporting tool

tbmuc

Newbie
2 0
I'm using amibroker for backtesting and optimization. However, some of the tests take a lot of time. because they are performed on all americal stocks. That is the reason I would like to seperate reporting from testing.

The Idea is to create a trade list of a long time periode by amibroker and use a tool to get estimated reportings for several time intervals.

Do you know a tool which is able to read a trade list and create reporting from that?

I tried Adaptrade Market System Analyzer but missed a lot of metrics I need.

Is there an opensource or commercial software for that?
 
L

Liquid validity

0 0
Don't know of a dedicated software app.
If you don't find anything, knock up a template excel sheet,
export ami data and process.

Once you construct the framework in excel for cumulative profit, strike rate,
trade counting (inc. streaks, win/ loss etc.) drawdown, av trade, av win, av loss etc.
Then its simply a matter of dumping the data into the cells the excel calculations address.
 
 
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