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Trade Analyser- tool to enhance your trading strategy
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3293
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Author:  giailang [ Fri Nov 29, 2013 11:30 am ]
Post subject:  Trade Analyser- tool to enhance your trading strategy

For roughly qualification, online tools provide well tested environment to estimate your result on the fly. However, IMO, we should have personal tools for the advanced development phases. Sean Overton shows some nice tools on his site, includes market analyzer and trade analyzer that he uses in daily works. Unfortunately, I am not his old friend to ask for such tools. Therefore, I hope that with the help of coders in SHF, we can make tools for ourselves.

Re trade analyzer, I am looking for the Equity Analyzer that provides some main features:
+ Cycle Analyzer for active orders: this feature assess how the active series fit within a minor/ major wave of the market. This feature should show the fitness of price and time, so that we can find the conditions that pulls our strategy into over trade.
+ PL Estimation: The active series' PL fluctuate along the price's wave. On the fly analysis gives hints for risk on/risk off by same instrument, to neutralise the current loss by non-correlated instrument(s). I figure this feature may take history data and price history to calculate the deviation of PL curve and floating DD curve, thus, finding out the fakey conditions that we should filter for evolving the strategy.

Thanks for your contributions.
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