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MSA - Market System Analyzer (www.adaptrade.com)


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MSA - Market System Analyzer (www.adaptrade.com)

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  #1 (permalink)
 PandaWarrior 
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I want to use a software system called Market System Analyzer Money management software :: Market System Analyzer

but it costs about $300.

Does anyone know of a free version or perhaps a lower cost version from another vendor?

This would replace my spreadsheet as I want it to do things I have no idea how to program it to do!

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  #3 (permalink)
 Fat Tails 
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aztrader9 View Post
I want to use a software system called Market System Analyzer Money management software :: Market System Analyzer

but it costs about $300.

Does anyone know of a free version or perhaps a lower cost version from another vendor?

This would replace my spreadsheet as I want it to do things I have no idea how to program it to do!


Two questions:

How do you transfer market data from NinjaTrader to the Market System Analyzer?

What use do you want to make of the software?

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  #4 (permalink)
 PandaWarrior 
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Fat Tails View Post
Two questions:

How do you transfer market data from NinjaTrader to the Market System Analyzer?

What use do you want to make of the software?


you can export the trade summary via excel from Ninnie to MSA

and the software is for tracking your trading performance. Visit the website and you will see the versatility of it.

Simplicity is the ultimate sophistication, Leonardo da Vinci


Most people chose unhappiness over uncertainty, Tim Ferris
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  #5 (permalink)
 Big Mike 
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Software looks interesting.

I've tried something like this before, though, and quickly found that it wasn't compatible with NinjaTrader very well. In other words, when I exported from NT it lost a great deal of functionality, I had to basically manually input each trade. I just went back to my spreadsheet instead.

I'd be curious to specifically know about the import capabilities from NinjaTrader and what functionality is lost or retained, and what has to be manually setup.

Mike

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  #6 (permalink)
 PandaWarrior 
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Big Mike View Post
Software looks interesting.

I've tried something like this before, though, and quickly found that it wasn't compatible with NinjaTrader very well. In other words, when I exported from NT it lost a great deal of functionality, I had to basically manually input each trade. I just went back to my spreadsheet instead.

I'd be curious to specifically know about the import capabilities from NinjaTrader and what functionality is lost or retained, and what has to be manually setup.

Mike

I exported friday's trades via CSV format, and then imported into the MSA software. Bear in mind its only 8 trades. But this is what it yielded in terms of output.

The export/import process took about 3-4 minutes total. Since it uses a field mapping tool, the process was super easy. The items not imported into the MSA I don't use anyway so no functionality was lost at least for me.

There are a number of set and forget settings in the software. 4 per point, margins, commissions, etc. I think if I just import the info from Ninnie, I'll get all this anyway. We'll see over time.

The MSA software does not allow for multiple targets on one trade. So if you wanted to calculate the total profit or loss on a multi target trade, you would need to input each trade manually and split out the contracts by target.

But since Ninnie calculates the average exit price, you could just use the Ninnie trade summary exit price as your MSA exit price on the entire position regardless of how many targets you had on any one trade.

The down side here is you don't get a measure of how often those extra targets are hit vs how often the first target is hit.

I think the upside to the software outweigh this small issue.

Also, in Ninnie, you must calculate the summary using currency instead of points, the mapping tool in the MSA has a field for profit/loss. It does not calculate the P&L using entry/exit prices. This is also a small issue in my opinion.

I've downloaded a trial copy of the software and will use it every day to track my trades. At the end of the 30 days, i will report on my experience and I will also post both my normal spreadsheet and the MSA results.

Simplicity is the ultimate sophistication, Leonardo da Vinci


Most people chose unhappiness over uncertainty, Tim Ferris
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 PandaWarrior 
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It is a power piece of software and one which will take me many days to really explore its capabilities.

I imported all of July's trades from my spreadsheet. The items I track in the spread are used slightly different in MSA but its accurate enough for this experiment and I will continue to use the spreadsheet to decide when to increase contract size for now.

The image below is the result of July's import. There are many ways to analyze the data once its in, this is the default view.

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  #8 (permalink)
 jdfagan 
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Thanks for your report on MSA. I also have just started playing with this tool recently. One thing I noticed that MSA can import in is the stop price with regards to your trades (which I usually do have with my NinjaTrader strategies). Unfortunately NT does not output in the Trades tab of a backtest where one's max stop loss they may have had during a trade.

Do you know of any way to potentially get this stop loss information for a trade from Ninja to MSA? I'm guessing we'd have to write some custom stuff in NinjaTrader to output the Trades array to a file and simply add in the extra stop info (if you had one on during a trade).

JD

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  #9 (permalink)
 PandaWarrior 
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jdfagan View Post
Thanks for your report on MSA. I also have just started playing with this tool recently. One thing I noticed that MSA can import in is the stop price with regards to your trades (which I usually do have with my NinjaTrader strategies). Unfortunately NT does not output in the Trades tab of a backtest where one's max stop loss they may have had during a trade.

Do you know of any way to potentially get this stop loss information for a trade from Ninja to MSA? I'm guessing we'd have to write some custom stuff in NinjaTrader to output the Trades array to a file and simply add in the extra stop info (if you had one on during a trade).

JD

I noticed this too, as I am not a programmer, I do it the hard way, I manually track my initial stop loss on a piece of paper, then when I export the trades grid to excel, i insert a column and manually type it in before importing to MSA. i am sure someone could figure this out but that someone is not me.

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 Trader.Jon 
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jdfagan View Post
Thanks for your report on MSA. I also have just started playing with this tool recently. One thing I noticed that MSA can import in is the stop price with regards to your trades (which I usually do have with my NinjaTrader strategies). Unfortunately NT does not output in the Trades tab of a backtest where one's max stop loss they may have had during a trade.

Do you know of any way to potentially get this stop loss information for a trade from Ninja to MSA? I'm guessing we'd have to write some custom stuff in NinjaTrader to output the Trades array to a file and simply add in the extra stop info (if you had one on during a trade).

JD

Can MSA read in a .csv ? Not that I have done it, but I think Steamwriter should be able to export that value from your strategy to a text file, if it is something that you are already generating within a dataseries or plot ?? Just a hunch ..

TJ

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