Trade Activity Log
Executive Summary
My brother and I have been experimenting with trade
automation in the futures market and have found very useful software that will
allow us to test our algorithms both historically and live. The software
however has its limits. Usually we test a years’ worth of trades for each of
our algorithms. The software will create a log of all the trades that our
algorithms have triggered. The log however doesn't really display much
information. We know how much money we have lost or gained but we don't know
really which months have been better or maybe what time of the day or any other
analysis. So I have created VBA solutions that will interpret the trade
activity log and create monthly, weekday and hourly summaries.
Files:
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