(If you already have an account, login at the top of the page)
futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.
At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.
With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.
We are fundamentally different than most other trading sites:
We are here to help. Just let us know what you need.
We work extremely hard to keep things positive in our community.
We do not tolerate rude behavior, trolling, or vendors advertising in posts.
We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
We expect our members to participate and become a part of the community. Help yourself by helping others.
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.
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.
Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.
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.
Nicolas
Last edited by Nicolas11; September 25th, 2013 at 02:24 AM.
