Data Analytics on past trades - Seeking solutions

 

Hello all,

I am trying to deply a data mining capability on my past trades. I am running some EAs and I want to create the dashboard that would show me information such as:

  • winning/losing hours
  • winning/losing days
  • winning/losing pairs
  • etc

I know that most likely I will have to design/set up the dashboard myself, but I want to hear from the forum if anyone has used a specific Trading related software for this.

I could always go for Plateau, Qlikview, etc, but I was wondering if anyone can suggest any offline software or SaaS that they have used and found useful and Trading-focused.

Please let's keep the discussion to "experiences/solutions" and not to advertising.

It would also be great if anyone can post a couple of screenshots (redacted ofc) of your dashboards look like.

We need to take this to the next level!!

 

I do something similar but with back test results, although I haven't bothered creating a Dashboard

Using FileOpen/FileWrite embedded into my EAs, I push the required data into 2 CSVs after/while the strategy tester is running (one for the results and another with various indicator values)

I then have an SSIS package which imports the data into a SQL database, where I can analyse it further, although I quite often use Excel pivot tables on the results and indicating data as a way of optimizing/filtering trades setups

As far as a Dashboard goes you could add the FileOpen/FileWrite functionality into your EA and then using Power BI with these files as datasource to create a Dashboard, providing Power BI is set up on the same machine as MT4/MT5 you just need to click refresh data in power BI to update it as new trades come in

 
but I was wondering if anyone can suggest any offline software
I suppose it's personal preference (and your programming ability), but I prefer to roll my own. It takes more time, but I understand every part of the process.

iRick:

Using FileOpen/FileWrite embedded into my EAs, I push the required data into 2 CSVs after/while the strategy tester is running (one for the results and another with various indicator values)

This is essentially what I do, too. Once a CSV is created, I use a variety of external tools to interpret and visualize the data. I use such tools as LibreOffice Calc, home-brewed python scripts, and gnuplot.
Reason: