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RT Soft  Trading tools Real-Time Portfolio Analyzer |
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Tool to TradeStation (TradeStation 2000i, TradeStation 6.x and TradeStation 7.x) for designing, testing and managing portfolio of trading strategies and assets using money management algorithms in real time.
Popular trading platforms (in particular, TradeStation by TradeStation Group, Inc., former Omega Research, Inc.) function using the scheme “one asset – one strategy” and originally were not designed for portfolio trading. Moreover, all of these operate with the statistics of particular transactions’ results, and not of equity changes. Another problem is that the statistics is calculated in relative but not in absolute values, which is not correct: asset price alteration of $5 while asset price being $10 is not equal to price alteration of $5 while asset price being $100. In order to eliminate these limitations we have developed RealTime PortfolioAnalyzer - a program application for TradeStation, Excel and MetaStock designed for working out, testing, and managing a portfolio of different assets and applicable asset trading strategies in the real-time with a possibility of using user’s own equity management algorithms. RealTime PortfolioAnalyzer is a new step to realizing an automatic system trading. Download demo version...Buy it now! RealTime PortfolioAnalyzer’s Possibilities In contrast to the contemporary equity management programs RealTime PortfolioAnalyzer allows:
In addition, RealTime PortfolioAnalyzer allows: Finally, RealTime PortfolioAnalyzer
Different Versions of
Description of RealTime PortfolioAnalyzer’s functional possibilities RealTime PortfolioAnalyzer is a program addition to TradeStation. Information exchange between all strategies and indicators (activated in the TradeStation and opened in different Templates), and RealTime PortfolioAnalyzer is carried out by means of adding a few lines in EasyLanguage codes of corresponding signals and indicators. At the same time information on individual strategies’ results is sent to RealTime PortfolioAnalyzer, and the integrated information on the state of a portfolio returns to the TradeStation. This information can be used for continuous regulation of the size of a position in the real-time regime, thus providing new opportunities for risk management. All indices are calculated in percent (in order to compare various portfolio components properly) as well as in relation to current prices. In the Portfolio Tab PortfolioAnalyzer allows to evaluate the main portfolio characteristics and components in the real-time.
In addition, main portfolio characteristics can be exported to the TradeStation in the form of indicators. RealTime PortfolioAnalyzer’s Equity Summary Tab provides thorough information on the current state of a portfolio:
In Equity Statistics Tab RealTime PortfolioAnalyzer calculates equity growth statistical characteristics (no only the main ones, but also high-degree moments for in-depth analysis).
There is a possibility to modify a base period of the equity growth statistics’ calculation.
In addition, RealTime PortfolioAnalyzer calculates the statistics of other important portfolio, drawdowns and runups characteristics in the corresponding tab:
Moreover, RealTime PortfolioAnalyzer performs the statistical analysis of time, which equity spends in the state of drawdowns, runups and achieves new maxima.
In the Graphs Tab RealTime PortfolioAnalyzer presents all characteristics of portfolio and its components being calculated as different graphs and histograms.
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