Autotrade Performance Reports

[Tams 20]

Just for fun,

I slapped together some codes,

and ran some tests...

 

here are the results.

 

I did not do any in depth analysis,

like I said, it was just for fun, nothing serious.

 

Feel free to butcher the ratios and offer your expert insights.

 

 

[SIUYA 11]

no commission and slippage???

[Tams 20]

no commission and slippage???

 

if I put them in, I will show a loss.

 

 

 

I learned this simple and useful vendor trick from the forums.

[SIUYA 11]

LOL....sorry for ruining the thread so early - us naysayers often do that.

 

I recently conversed with Interactive brokers - a number of times as per normal - before they understood.....I had to ask them on their new TWS Mosaic system - where can I see some commission columns ???? They finally admitted -- ahh we forgot those....

 

.....it makes a big difference if you are doing a lot of small marginal trades. (currently the case for me while trying to test some higher than normal automation )