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Forums    February 9, 2012
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Create Custom Report?
Last Post 02-14-2007 12:28 AM by mur ang. 3 Replies.
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Jerry Brown
New Member
New Member
Posts:9

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02-13-2007 11:05 PM

    Murray,

    I have reviewed the TradersStudio Basic manual, Custom Reports and Advanced Functions, trying to build my first Custom Report.  I would like to create a Custom Report that computes the value of evalfactor = (trading win %) * (avg win size / avg loss size) * (gross winnings / gross losses) for each execution of a system in an optimization session.  In the Custom report, I would then like to be able to sort on the size of the evalfactors to see the particular combination of optimization parameters that yielded a specific evalfactor.

    Although I have written many Systems and Trade Plans, I do not know how to start in creating a Custom Report.  In the Editor, go to File, New, then which radio button to select?   And once the code for the Custom Report is entered, how is it attached to, or called by a particular system or session?

    Thank you for your kind and generous attention to the questions in this forum! 

    Jerry

     

    mur ang
    Advanced Member
    Advanced Member
    Posts:525

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    02-13-2007 11:12 PM

    Custom report is either the same type as a system or a system function when used in a system.

     

    Custom report is the same type as a tradeplan or tradeplan function when used in a trade plan.

    Jerry Brown
    New Member
    New Member
    Posts:9

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    02-13-2007 11:44 PM

    How are the values for SystemInfo -- Percent Profitable, Ratio avg win / avg loss, and Gross Profit and Gross Loss referenced within the Custom Report code?

    Thanks,

    Jerry

     

    mur ang
    Advanced Member
    Advanced Member
    Posts:525

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    02-14-2007 12:28 AM

    Sub GetProcessorSumInfo()
    Dim Summ As TSProcessor.ISummary

       Summ=thismarket.Summary
        MsgBox("Net Profit = " & Summ.NetProfit)
    End Sub

    I think this should work see below for all members of ISummary Object

    Property Type Description
    Slippage Double
    Commissions Double
    StartDate Integer
    EndDate Integer
    NetProfit Double
    GrossProfit Double
    GrossLoss Double
    NoTrades Integer
    PctProfit Double
    Wins Integer
    Losses Integer
    LargestWin Double
    LargestLoss Double
    AvgWin Double
    AvgLoss Double
    AvgWinToAvgLoss Double
    AvgTrade Double
    MaxConWin Integer
    MaxConLoss Integer
    AvgWinStreak Double
    AvgLossStreak Double
    MaxDrawDown Double
    ProfitFactor Double
    OpenPosPL Double
    WinBars Double
    LossBars Double
    LNetProfit Double
    LGrossProfit Double
    LGrossLoss Double
    LNoTrades Integer
    LPctProfit Double
    LWins Integer
    LLosses Ingeger
    LLargestLoss Double
    LLargestWin Double
    LAvgWin Double
    LAvgLoss Double
    LAvgWinToAvgLoss Double
    LAvgTrade Double
    LMaxConWin Integer
    LmaxConLoss Integer
    LAvgWinStreak Double
    LAvgLossStreak Double
    LMaxDrawDown Double
    LProfitFactor Double
    LOpenPosPL Double
    LWinBars Double
    LLossBars Double
    SNetProfit Double
    SGrossProfit Double
    SGrossLoss Double
    SNoTrades Integer
    SPctProfit Double
    SWins Double
    SLosses Double
    SLargestWin Double
    SLargestLoss Double
    SAvgWin Double
    SAvgLoss Double
    SAvgWinToAvgLoss Double
    SAvgTrade Double
    SMaxConWin Integer
    SMaxConLoss Integer
    SAvgWinStreak Double
    SAvgLossStreak Double
    SMaxDrawDown Double
    SProfitFactor Double
    SOpenPosPL Double
    SWinBars Double
    SLossBars Double
    MaxContractsHeld Integer
    LMaxContractsHeld Integer
    SMaxContractsHeld Integer

     

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