I have been looking into software to log my trades and keep track of actual trade performance. I was looking for:
1. Simple import process from Interactive Brokers TWS Log Files.
2. Be able to code and run custom statistics on portfolio level trades, not just per instrument.
3. Be able to see my entry and exit on a price chart.
4. Visualize Portfolio Equity Curve.
There are some great commercial software out there but they mostly lack the ability to visualize entry and exit points. I liked trading diary pro
as it works well with IB. But it's more of a bookkeeping tool than a custom analysis tool.
I also tried Excel to no avail.
So I wrote my own script for Amibroker
(mostly based on an existing script in the AB library written by Herman).
The scripts reads the trades from IB's TWS export.
Here is a screenshot:
Note: The equity curve is for ALL instruments traded.
There's still a lot to be done:
1. Export sorted trades and make backup copy to Excel.
2. Append TWS daily .csv files automatically.
3. Equity Curve taking into account daily prices, not just entry and exit. (Hard).
4. Equity Curves per Instrument.
5. More Stats: Drawdown, CAR/MDD, etc.