- ago
I have some strategies that will read a spreadsheet and replay the trades (WL6 not yet ported to WL7). It was interesting to review my trading log and review trading recommendations from different sources.

At the time I was in a user group and shared the strategy. I was surprised how many traders adapted it to replay their own list of trades.

I never got to the point of including the detail that @mtahta is using, but it's a nice feature to be able to replay trades with our strategies.
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Cone7
 ( 34.90% )
- ago
#1
You have to put the trades in an ASCII format, but "replay" is what the Trade History Strategy does.

Just select New Strategy > Trade History, point to the file, select the Parser (there are parsers for TDA and IB), and follow the instructions.
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- ago
#2
I guess that topic starter may mean something like what Bar Replay does in TradingView or AmiBroker.
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- ago
#3
Interesting. I'll have to check it out more carefully. I didn't see commission among the imported fields. ;-)

***

The replay strategy in my user group started out due to a discussion on whether a host (Jim Cramer Mad Money) generated a tradable event when he recommended a stock. I found a web site that listed the dates of his most recent recommendations and created a CSV file for the symbol and date for those events. I shared the code and CSV file with the group to try their own strategy testing against those recommendations. I'm not sure we got any answers to the original question, but others used the base code to implement their own strategies based on a list of trades. Some modified it to view their trade history.

I was planning on rewriting some of these in WL7. I was going to load the file in BacktestBegin() so I could load the file once during the strategy; however, I couldn't figure out how to find the strategy date range at that stage (for now I could just load the whole thing). In Initialize() I'd construct a TimeSeries.

At least those were my initial thoughts. I figured I'd toss out the plan in case you had any tips. Perhaps I can adapt Trading History to get what I need.
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Cone7
 ( 34.90% )
- ago
#4
Who pays commissions to trade stocks anymore?

If you have an ASCII file, just use the ASCII file parser for TradeHistory.
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- ago
#5
Good point. I have a small fee with closed positions, but it's negligible for my trades.

I'll look into the TradeHistory parser to see if it helps me.
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