Looking for a statistic tool - futures io
futures io

Looking for a statistic tool

Discussion in Trading Reviews and Vendors

    1. trending_up 1,017 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Search this Thread

Looking for a statistic tool

(login for full post details)
  #1 (permalink)
Munich, Germany
Experience: None
Platform: NinjaTrader
Trading: Stocks
Posts: 2 since Aug 2012
Thanks: 0 given, 0 received

Does anybody know a statisctic tool which is able to import a trade list as csv (e.g. from amibroker), filter the trades and create stats from the filtered trades?

Thereby it should be possible to get stats for a specific time periode without retest and to remove trades with unusual high profits. Another nice feature would be to estimate the effect of sucequently introducing initial stops by aim of the MAE.

Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Multi Time Frame High/Low/Median levels
help with take profit several targets
in depth understanding of last, bid, and ask volume in c …
How do I create Strategy with the Second Entry indicator
How to pay for market data with Dorman LLC
Best Threads (Most Thanked)
in the last 7 days on futures io
Is anyone actually making money?
88 thanks
An embarrassing, honest confession
26 thanks
Sierra vs. Ninja : why I chose .....
8 thanks
Want your NinjaTrader indicator created, free?
7 thanks
ApexTraderFunding.com experience and review
6 thanks
(login for full post details)
  #3 (permalink)
near Paris, France
Experience: Beginner
Platform: -
Trading: -
Nicolas11's Avatar
Posts: 1,071 since Aug 2011
Thanks: 2,232 given, 1,762 received


I think that it depends how far you want to go in the analysis.

If you want to process only the trades (delete outliers, filter according to time in the day, etc...), it could be done with 3 lines of code with R. I guess that it is possible in Excel too.

Calculating MAE is another story, since you need to know how the price of the instrument has evolved during the trade.

Two not-so-difficult alternative ideas come to my mind. They both require some coding skills.

(1) import the trades list into your platform (through a study run on the chart displaying the price of the instrument), and process. It is possible with Sierra Chart (C++), and I guess that it is possible with Ninja Trader (C#) or MultiCharts .NET (C#)

(2) import the trades list and the price in R and process.


Visit my futures io Trade Journal Reply With Quote

futures io Trading Community Trading Reviews and Vendors > Looking for a statistic tool

Last Updated on September 24, 2013

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Copyright © 2023 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts