Portfolio Analyst Pro exe file

Quote: Originally posted by admin

@DANIEL, Did you get the new version? I want to know if anyone else had the same issue as Carl

Thanks Peter,

I actually have issues with both versions of this file. The one without DLL fails File Append function. So i DEcided to try the DLL version (but didn't have DLL file.)
Currently It stopped asking for the DLL (I placed it in C/Windows/System), but the issue with FileAppend persists in both PA strategy files.

Note: I corrected the path in EL code to: "vars:fname("c:\Program Files (x86)\Portfolio Analyst Pro\data\"+Sysname);" - Adding the "Pro"

ISSUES ON THE MOST RECENT BUILD OF TS 10 WITH PA PRO
Ts removed xml export on the last build of ts 10
This means you can only use portfolioAnalyst1.x exporter
see C:\Program Files (x86)\Portfolio Analyst Pro\TradestationCode
or you need to go back to prev build of ts 10
or use 9.5
Its documented that in my opinion, there was zero reason to go to ts 10, and many reasons to avoid it.
Basically for the first year or so, feedback on ts 10 was damming. Unstable.
Now I hear less which is a good sign
The only think I personally want out of ts is 64 bit os, which will not happen in version 10

Please complain here
https://community.tradestation.com/Discussions/Topic.aspx?To...

The portfolioAnalyst1.x exporter doesnt support pyramiding
To do this, we need a exported trade list that does
trade#1 entry
trade#1 exit

trade#2 entry
trade#2 exit

current pa export exports in time sequence. This will not work

ie
trade#1 entry
trade#2 entry
trade#1 exit
trade#2 exit

I am unable to do the revised format, so if any one knows, then help appreciated.

Hi Peter,

As you mentioned above, I am unable to neither download trade list in format of xml directly nor using PortfolioAnalyst1/ PortfolioAnalyst1.2/PortfolioAnalyst1.21

Hi Peter,

Thank you that helped, but trades are not present in output file.

When i load this file, it says no trades found

I got this warning about this part in the code. Dont understand what to do.

next build of pa has the ability to trade ( and not trade) certain dates. IE fed interest rates
So what we want to see is the equity curve of your entire portfolio on those days to determine if they should be traded.
This is currently working on my not released build, but I want to enhance the power of this significantly. Not sure if it can/will be be done yet.

We now have the ability of choosing only trades on certain news dates, to know if we should excluded them
Still one more feature to go before release.

Quote: Originally posted by admin

We now have the ability of choosing only trades on certain news dates, to know if we should excluded them Still one more feature to go before release.

New build of pa coming

Symbol limit feature fixed.
This means we can trade no more than X contracts on any one market

A few more refinements to come

Hi all, using EL code for PA files works great since XML format is not available anymore. However the systems for sale called swing daily, i get this warning. This was not a problem when using XML before. Anyone that came around this ?

If pressing yes here the results go bananas =)

It would be nice to get at least the closing results even if not intraday.

The new PA was released yesterday. Lots of refinements, and also systems for sale pa files dated 2 feb 2023

Im excited to say a new very useful feature is being added to the next release.
It was requested by one of the first GSB users some time ago.
When we build a portfolio, pa shows us the systems that will give the highest fitness.
However there are numerous combinations, and we might like a different combination thats just a little lower in fitness
see example below. Example showed an initial random group of 10 systems

Still working on some improvements to the report..

PA Pro XML converter

Quote: Originally posted by admin

We hope ts will put xml back, but until it does you cant have xml unless you use 9.5 or a older version of ts10 The alternative is .pa file You need to insert the c:\papro\TradestationCode\PORTFOLIOANALYST...eld on your chart best run ts10 as windows adminstrator, otherwise you need to change the path in the eld as ts by default doesnt have write access any more to folders under program files as its no longer running as windows adminstrator

What am I doing wrong?

c:\papro\TradestationCode\PORTFOLIO ANALYST

PORTFOLIO ANALYST? does not exist in the TradestationCode folder.

Open TDS10 in administrator mode.

Where is the problem?

Quote: Originally posted by admin

use version 1.21 without events filter Please read the updated docs here https://trademaid.info/gsbhelp/GettingdatafromTradestationto...

Quote: Originally posted by admin

use version 1.21 without events filter Please read the updated docs here https://trademaid.info/gsbhelp/GettingdatafromTradestationto...

There is a new PApro file. Update to exe and other files so best do a new install. In a months time this update will be pushed to all users - but more improvements to come.
When the update is pushed - a word of warning for older pa users whi have pa installed under c:\programfiles\... Auto update will be in a constant loop unless you run papro as windows administrator. THis is because papro doesnt have permission from the operating systems to write under c:\programfiles folders
Newer pa install into c:\papro

Here is the main thing thats new.

next build
correlation of each system draw down to overall draw down curve

as you can see, TF10es/nq day trade system makes little difference to draw down of 6 other longer term systems
In practice I am doing eminis on tf10es/nq and micros on the long term systems - which would show a more balanced view of systems contributing to dd , but regardless this shows the idea.

also you can move systems up and down in the first page where they are selected

this is close to what I am trading
1 emini on each day trading and 2 micros on the 23 hour swing systems
note how the tfes affects DD least. I would put this down to it being a different market than all the other NQ systems

update to pa pro updated by auto update.
a bug fix and number of contracts /systems traded over time
version PortfolioAnalyst.20240305.2

Next build of pa, has the option to choose the amount of generations / population / children
Over simplified, but the amount of combinations is 2^(number of systems)
so when your doing massive amount of combinations, it takes too long. You can reduce parameters here, but note of course then its a less accurate final solution.

Other options to reduce combinations is to reduce the amount of contracts / systems allowed. There are numerous fields for this.

If anyone wants the pre-release build let me know.
Current build works fine, but im hoping to add a max time limit option.
Particle swarm also has similar options
Under whats new, there are tips for users who have long cpu calculation times
2024 July 25

more updates. Under advanced you can stop pa if no more improvements after x generations.
If any one wants to try this build, email me

next build of PA pro
this is really useful as more detail on how systems have been going in the last year is really useful to spot weak systems

Quote: Originally posted by bldgr

After updating to 20251103.1 I get error message that some files cannot be imported because Pyramiding is not supported, even though these files do not use pyramiding.