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Tradestation performance report file


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  #1 (permalink)
soacm
Bucharest, Romania
 
Posts: 71 since Mar 2022
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Hi, is there a way to save the daily returns (excel) including the days when the strategy did not execute any trade?
Thank you.


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  #2 (permalink)
 Billiwon 
Los Angeles, California
 
Experience: Advanced
Platform: TradeStation
Broker: TradeStation, ToS
Trading: Index futures, etc.
Frequency: Several times daily
Posts: 67 since Aug 2014
Thanks Given: 118
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This is the only way I know how to save daily Net Profits available from the TS Strategy Performance Report --

Go to the Periodical Returns tab at the bottom. Choose the report type to Daily on top. Then press Control-C at the same time to copy the whole page and paste to an Excel spreadsheet page. Delete the columns that you don't need. The example in the attached screen capture shows also the days with no strategy buys or sells.

Hope that helps.
~ Bill


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  #3 (permalink)
OccamsRazorTrader
Fort Myers Florida/USA
 
Posts: 70 since May 2020
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Hey Bill, would you be so kind as to post that actual system?
Those results are outrageously good!


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  #4 (permalink)
 kevinkdog   is a Vendor
 
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soacm View Post
Hi, is there a way to save the daily returns (excel) including the days when the strategy did not execute any trade?
Thank you.

The TS Performance Report only show Daily data when you are in a trade. If there is no trade, there is no daily data reported (weekends or weekdays).

The only way around this is within the strategy have a print statement to send the Daily equity to a file, where each new day has an entry (which might be zero).


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Last Updated on July 18, 2022


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