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Subject: Create Custom Report?

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jbts
Posts:11

02-13-2007 11:05 PM Alert 

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

 

murray
Posts:435

02-13-2007 11:12 PM Alert 

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.

jbts
Posts:11

02-13-2007 11:44 PM Alert 

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

 

murray
Posts:435

02-14-2007 12:28 AM Alert 

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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