Can someone let me know your experience on which of the following software/tools might be the best option for position sizing, diversification, portfolio management and analysis?
- Market System Analyser (MSA - Adaptrade)
- Portfolio Analyst Pro (PAPro - Trademaid)
- Titan (A. Unger)
Is there any other portfolio management software I should be looking into as well?
Cheers,
Can you help answer these questions from other members on futures io?
I spent one year developing mine with Python. I was (not) a (good) sw programmer in my previous life, a lot time passed and I had to restart from scratch. It was hard but I admit I'm quite satisfy at t he moment.
I adopted a main engine based on equity curve management, recently added a light position management feature (1 or 2 contracts).
I wrote some add-on on NT8 to make much more easy to export historical trades. I had to, working with 100+ strategies at the moment. It tooks less than one hour to export, transfer from VPS to local PC, run the portfolio manager, enable the proposed strategies.
I usually adjust my strategies on a weekly base.
The good part is that a back test is always performed till the week before with some kind of walking forward. So, once decided a parameter setup, I have validation and proposal for next week in one shot.
I'm more than happy to share further info in case.
The following user says Thank You to BERN Algos for this post:
Very impressive ! Do you have any written documentation for your creation ?
Does it need to be adapted to accomodate another platform like Multicharts ?
No written docs but I will put together something and post here.
The tool is agnostic, just need a set of csv files, one per strategy, including only closing date and cumulative gain for each trade (at the moment partial close not managed).
I designed the tool to work on one year data, rolling. So, last year actually.
See attached example (oh, I put a naming rule on filename, to start with "MS__")
Once you are able to pack data this way it should be possible to make it run.
In my systems, both remote and local PC, the format is ok, it could be a matter of import in your excell or csv viewer. Try something different, even Notepad to check.
