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SysScan2K

SysStatsScanner2000

System Reporting Module for TradeStation™

• Generate Stats on 10,000 Stocks in One Spreadsheet File !
• Works with the Workspace Assistant in TS2000i or TS8 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 TS8 or TS2000 Workspace Assistant
SysStatsScanner2000™ was developed to capture system performance information on multiple commodities or securities when using Omega's Workplace Assistant. With TS8, it is able to test a strategy on a list of symbols. The easiest way to do this is to create a Radarscreen of the symbol list. Then create a chart with the strategy running in it. Use the "Symbol Link" feature to link the chart to the Radarscreen and then go down the Radarscreen clicking on one symbol at a time. This will load the symbol ito the chart where the strategy runs and the data is output by SysstatScanner2000

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.

     
Inside Edge Systems
Tel:(203)454-2754 Fax:(203)286-1321
E-Mail: 1000mileman@mindspring.com
Copyright © 2010 Inside Edge Systems (Last modified: January 2, 2010)