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coccigelus
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Both files have pyramiding. GLd does not import for me too. (but same system as goog) I have other couple of symbols that can't be imported.
I have other files without pyramiding that show DD discrepancies between Strategy performance report AND PA. If You would like to get it let me know.
THX!
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admin
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Quote: Originally posted by coccigelus  | Both files have pyramiding. GLd does not import for me too. (but same system as goog) I have other couple of symbols that can't be imported.
I have other files without pyramiding that show DD discrepancies between Strategy performance report AND PA. If You would like to get it let me know.
THX! |
Im going to get this looked into, but pyramiding is very complex and we might not have a perfect solution. As a bare min will try to get the gold file
to import and max max intraday dd improved
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coccigelus
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Pls look at the periodical return as well. They are all wrong . This can be seen having a look at the equity graph which is correct.
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admin
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| Quote: Originally posted by coccigelus | | Pls look at the periodical return as well. They are all wrong . This can be seen having a look at the equity graph which is correct.
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shall do
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+1 coccigelus at 2021-01-14 23:32:16
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admin
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pa pro 20200120 build is out.
Bug fixes, and
option to max ave of 5 worst drawdown soft coded.
(see misc option)
not documented yet, but option to have say this situation.
2 gold systems are on 1 chart (same session time used - (needed for TS, not for pa)
limit of 1 contract traded at any time, so if second trade occurs its ignored
Thanks received (3):
+1 Bruce at 2021-01-23 22:12:29 +1 cotila1 at 2021-01-23 07:29:09 +1 coccigelus at 2021-01-22 06:46:57
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cotila1
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| Quote: Originally posted by admin | pa pro 20200120 build is out.
Bug fixes, and
option to max ave of 5 worst drawdown soft coded.
(see misc option)
not documented yet, but option to have say this situation.
2 gold systems are on 1 chart (same session time used - (needed for TS, not for pa)
limit of 1 contract traded at any time, so if second trade occurs its ignored |
this is very good indeed, Peter. thanks
2 questions:
* I made a test for 4 ES systems. in this case, I would expect that if set Max systems=4 and max N contracts=4, the auto-portfolio selection should
return the same results of the original?
But As per screenshot it seems the result are different (the other 2 limit tabs (systems, symbols) are disabled)
* could this kind of test in PA give a rough indications even when I use in PA systems with different sessions time? In the above test the 4 ES
systems have slightly different session times.
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admin
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I have updated the PA docs with some current live examples of the real messy world, not just the hyperthetical
https://trademaid.info/gsbhelp/Arealworldexample.html
Next build will have symbol mapping.
Use for IQfeed etc
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+1 BlackBox at 2021-04-28 20:49:19
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admin
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The next release of PA pro will have current reports of most of the systems for sale, also one swing ES system from Murray Ruggiero
and will download futures updates as one zipped up file. The current auto update does one file at a time which is slow and less reliable.
Also a bug fix for systems on daily bars like swing dax system
The better download can only be effective after you have this new build
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+1 Bruce at 2021-08-22 22:32:02
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coccigelus
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Peter,
Would be possible to have added a feature to make a divisor for a specific system (or market) in the portfolio?
Example: I use CL as a feed but trade MCL. MCL does not have any history, making impossible inclusion into the portfolio. So I would like to use CL
but with a divisor of 10.
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admin
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version 20210924.1 under testing.
It has the option to export into a html file that should be able to be read by all browsers.
ts reports can be read by internet explorer only. Not firefox, edge or chrome.
example is here.
https://trademaid.info/gsbhelp/reports/Swing3/index.html
If any one wants to test this build, let me know
You hit the zip button, unzip the file and click on index.html
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admin
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I am contemplating merging paPro with pa cloud.
What that means is you can go straight from ts to make documents that look like this,
and to have zipped performance reports done from command line.
nice format that you can see all the metrics with a click of the mouse on left side
as well as ziped report you can download.
https://trademaid.info/gsbhelp/reports/GSBSYS4b.GC.zip
It MIGHT be possible to automate this so every trade made is appended to the performance report. There are some significant issues in doing this last
step, so it may not happen.
Im thinking of a small upgrade price for the feature
Peter
comments welcome
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coccigelus
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Peter,
May we have implemented a moltiplicator/divisor for each strategy in the portfolio?(not symbol) I will consider this a great addition to overcome
situation when for limited data history missing custom symbol etc etc we are forced to use the biggest symbol.
example: @mes=106xn has limited history. I want to use the biggest contract. Or I trade silver using the 1000$ instead of the mammouth 5000$ . (which
TS doesn't provide as continuos ) etc.
I would love have this feature implemented.
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coccigelus
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Peter,
May we have implemented a moltiplicator/divisor for each strategy in the portfolio?(not symbol) I will consider this a great addition to overcome
situation when due to limited data history, missing custom symbol, etc etc we are forced to use the bigger contract.
example: @mes=106xn has limited history. Thus, I am forced to use the bigger contract. Or I trade silver using the 1000$ instead of the mammouth 5000$
. (which TS doesn't provide as continuos so not back-testable) etc.
I would love have this feature implemented. THX!
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admin
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I think we have that already. You can set contracts to 0.2 etc
for @mes I would do @es and use 0.1 mutiplier.
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admin
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Incidentally, my TS execution replacement allows you to key of the big contracts, but trade the small
https://trademaid.info/gsbhelp/TrademaidAutomationforTS.html
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coccigelus
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OOps this quite embarrassing. Just figure out how easy is the process to change the multiplier.
My last PA version is 20210429.1 is this the last version available? I am always launch the app via the Run as Admin.
I checked the presentation of your plugin and IT looks a great solution for all those that don't want waste time figuring out how to get a reliable
execution at TS given how unreliable and limited the Tradestation Automation Engine is.
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admin
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The latest build is dec 2 2021.
Some features are not documented, like command line creation of html files.
This was needed as most browsers dont read ts 9.5 reports.
I will release next week the new build
Updating might not be smooth as all files were downloaded one at a time.
The new build downloads them as a single zipped file. But you need the new build for this feature
Thanks received (1):
+1 coccigelus at 2022-01-15 00:49:39
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Ketil
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Correlation in PA
Hi,
Why isn't the correlation between two systems the same independent of the number of systems in the portfolio? If you take a look at the pictures below
you will see that the negative correlation between NQ_day2 and NQ_day3 is increasing when you add more systems to the portfolio. What is the reason
for that? Thanks.
  
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admin
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@Ketil, my guess is adding systems changes the dates used in corelation tests. This will affect colreation.
lets say systemA & B has 1 year data
If you add SystemC with 10 years of data, then sysa&B are compared over 10 years of data, not 1.
Limit your dates to the newest start date of the system. 20070101 is often a good choice
Thanks received (1):
+1 Ketil at 2022-01-18 01:24:00
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admin
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Jan 19 2022
Released dec 2021 build.
See top of thread for all updates in this build
Has new PA files for all systems for sale too.
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coccigelus
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@Peter,
I tried to launch PA as admin but Unfortunately I don't see any update process starting. Any idea? I have also checked the folder and the last zip is
dated 9/2/21
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admin
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@coccigelus, can you send me anydesk details?
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Carl
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Hi Peter, when I start PA 20210429.1 thw update process starts.
Files are downloaded.
But when starting this "new" version, PA 20210429.1 opens.
Even when I start the portfolioanalyst.exe.
The exe file is 1248 kB. The same size as the older version
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admin
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| Quote: Originally posted by Carl | Hi Peter, when I start PA 20210429.1 thw update process starts.
Files are downloaded.
But when starting this "new" version, PA 20210429.1 opens.
Even when I start the portfolioanalyst.exe.
The exe file is 1248 kB. The same size as the older version
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one other user had the same issue. I will look at this tomorrow. Its later here now
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Daniel UK1
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I just launched PA, but i get no new update at all, or its somehow supposed to be delivered from RM?
Edit, user error, launched as admin, and now it works,
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