SysStatsScanner2000
System Reporting Module for TradeStation
Generate Stats on
10,000 Stocks in One Spreadsheet File !
Works with the Workspace Assistant to Create Summary Results
Generates Daily, Weekly, Monthly, Yearly or Summary Results
Equity Calculations Mark-to-Market Trades
(Close+Open Trade)
Tracks Omega Drawdown and the Mark-to-Market Drawdown
Print to Errorlog Window or to Files
Called by IncludeSystem Statement, Minimizing Usage of .EXE Code
Provides Automatic Record Keeping of Date,Time, Slippage and Commission
Provides Space for You to Record Your Custom System Inputs
Use with TS4 ChartScanner or TS2000 Workspace Assistant
SysStatsScanner2000 was developed to capture system
performance information on multiple commodities or securities when using Omega's Workplace
Assistant. It does not combine the results (as in a portfolio simulation), but it does
generate summary results in either a page-by-page format
or in a spreadsheet format. It can also be used
to capture the same information on just one commodity. It also allows you to create
a file of daily, weekly, monthly, or yearly equity and drawdown results. Results are based
on the mark-to-market trade equity. The spreadsheet report can be imported into
Excel (or other spreadsheet) for plotting.
Mark-to-Market
Drawdown
SysStatsScanner2000 provides both the Omega and
Mark-to-Market Drawdown calculations. The Omega drawdown calculation ignores
drawdown from equity peaks on profitable trades. Professional money managers know that
substantial drawdowns can occur by giving back much of the profit on profitable trades. By
marking the equity to market every day, the Mark-to-Market Drawdown can show dramatically
different results from Omega's calculation.
Ease of Operating
SysStatsScanner2000 is a system that is called by your system
using the IncludeSystem command. It is simple to use and consumes only a minimal amount of
your valuable system resources. It uses 5 inputs, allowing you to decide which report to
print, where you want it sent, and initial starting equity for a realistic simulation. It
is compatible with TS 2000. It generates printed reports ready for distribution. It
automatically dates and time stamps the reports, records the slippage and commission used,
and allows you space to record the system name, and the input settings. No longer will you
have a pile of test results, wondering what the inputs were set at and whether or not you
included slippage and commission. The code is unprotected so that you can modify it to
meet your own needs.
|
|