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Enhanced System Tester results export to a spreadsheet
Rank: Newbie
Groups: Registered, Registered Users Joined: 4/27/2005(UTC) Posts: 5
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Does anyone know of a way, or a product, that will allow all of the trade data from MetaStock’s Enhanced System Tester tests to be exported to a spreadsheet? Specifically, FOR EVERY TRADE, export at least; the 1) security’s symbol, 2) whether the trade was a Long or a Sell Short, 3) the entry price per share, 4) the entry date, 5) the number of shares, 6) the exit price per share, 7) the exit date or Not Closed (closed at the end of the test, not an exit signal), 8) the total number of bars while in the trade.
I know I can do this by cutting and pasting each stock’s report data, one at a time, but this takes many laborious hours for each test.
If I could do this, I can use the data to calculate my own evaluation metrics, histograms, and charts. The reports that MetaStock generates just do not give me all the information I need. The data I want is all in MetaStock, but I can’t get at it easily. Does TradeSim do this? Anyone? Thanks, Bill
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 9/8/2004(UTC) Posts: 2,266
Was thanked: 1 time(s) in 1 post(s)
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Are you good with MS Access queries :D
All the data you are asking for is stored in (usually)
C:\\Program Files\\Equis\\MetaStock\\ST_DATA.MDB
I'm decent with MS SQL databases but never really had a use for access ... Maybe an access guru could help ...
Patrick :mrgreen:
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 10/28/2004(UTC) Posts: 2
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Hello Patrick,
I looked at ST_DATA.MDB by opening it in MS Access. It seems that the kind of detailed data that BillyB is looking for is not available from ST_DATA.MDB.
This database contains 9 Tables:
Analysis
AnalysisData
AnalysisEvents
AnalysisResult
AnalysisVariablePermutation
Optimization
SystemDefinition
SystemHistory
TestOption
The AnalysisResult table contains some of the data that we see on the Enhanced System Tester Views, but mostly it contains summarized data, not the detail that BillyB is looking for. So from where we can get the details? Can you verify this by asking Equis Developers?
AnalysisResult table contains following:
ResultID
SystemID
DataID
VariablePermutationID
ResultStatus
ResultDate
InitialEquity
FinalEquity
ProfitableTrades
UnprofitableTrades
IncomeFromProfitablePositions
LossFromUnprofitablePositions
PointsOnlyTest
FirstDate
FirstTime
LastDate
LastTime
BuyHoldProfit
ProfitableShortTrades
ProfitableLongTrades
UnprofitableShortTrades
UnprofitableLongTrades
TotalTrades
HighestProfitableTrade
AverageProfitableTrade
LowestProfitableTrade
HighestUnprofitableTrade
AverageUnprofitableTrade
LowestUnprofitableTrade
MostConsecutiveProfitableTrades
MostConsecutiveUnprofitableTrades
LongestProfitableTradeLength
ShortestProfitableTradeLength
TotalProfitableTradeLength
AverageProfitableTradeLength
LongestUnprofitableTradeLength
ShortestUnprofitableTradeLength
AverageUnprofitableTradeLength
TotalUnprofitableTradeLength
LongestSidelineLength
ShortestSidelineLength
AverageSidelineLength
TotalSidelineLength
HighestOpenDrawdown
HighestClosedDrawdown
LowestAccountBalance
HighestAccountBalance
HighestPortfolioValue
CommissionCharged
InterestCredited
InterestCharged
MarginCalls
Overdrafts
ProfitLossIndex
BuyHoldIndex
RewardRiskIndex
ValueOfOpenPositions
CountOfOpenPositions
ResultProfit
ResultPerformance
ResultBars
LongMaxAdverseExcursion
LongMaxFavorableExcursion
ShortMaxAdverseExcursion
ShortMaxFavorableExcursion
AverageLongEntryEfficiency
AverageLongExitEfficiency
AverageLongTotalEfficiency
AverageShortEntryEfficiency
AverageShortExitEfficiency
AverageShortTotalEfficiency
AverageEntryEfficiency
AverageExitEfficiency
AverageTotalEfficiency
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Enhanced System Tester results export to a spreadsheet
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