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Portfolio Output Indicator
Version 1
The Portfolio Output Indicator, by Capstone Trading Systems, is a simple indicator and a valuable tool to export end of day profit and loss data for individual trading systems. The data can be used in a spreadsheet for combined equity curve or portfolio analysis. The indicator can be added to a chart with a strategy and has two primary functions: 1.) Plot the Daily P/L 2.) Write the Daily P/L to a text file The Daily P/L is the hypothetical result based on the trade signals for your trading system. If the strategy is profitable by 1 tick or more then the plot is green. If the strategy is negative by 1 tick or more then the plot is yellow. This indicator provides a reference point to quickly see how the system should be doing and check it against real time results. The indicator can also write the Daily P/L to a file when the WriteToFile input is set to True. It simply exports the Date and the Daily P/L to a text file.
The Portfolio Output Indicator, by Capstone Trading Systems, is a simple indicator and a valuable tool to export end of day profit and loss data for individual trading systems. The data can be used in a spreadsheet for combined equity curve or portfolio analysis. The indicator can be added to a chart with a strategy and has two primary functions:
1.) Plot the Daily P/L
2.) Write the Daily P/L to a text file
The Daily P/L is the hypothetical result based on the trade signals for your trading system. If the strategy is profitable by 1 tick or more then the plot is green. If the strategy is negative by 1 tick or more then the plot is yellow. This indicator provides a reference point to quickly see how the system should be doing and check it against real time results.
The indicator can also write the Daily P/L to a file when the WriteToFile input is set to True. It simply exports the Date and the Daily P/L to a text file.
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Developer
Requirements
Tradestation 9.5 (Update 22)
Support Documents
Asset Type
Stock, Future, Forex, Option
Style
Intraday
Methodology
Other
Analysis Techniques
Applications