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Automated detailed trading reports for JForex
 Post subject: Automated detailed trading reports for JForex Post rating: 0   New post Posted: Fri 19 Oct, 2012, 12:50 

User rating: 1
Joined: Tue 20 Mar, 2012, 09:03
Posts: 41
Hi,

I've written some code that creates detailed reports for my automated jforex strategies.
Theoretically I could create a strategy for JForex which could be added to your live trading and produce those reports for manual trades.
Furthermore I could provide a library (Jar) that could be used with your automated strategies and produce these reports for your backtests and your automated live trading.
During automated live trading, you could also perhaps send daily reports per email or anything, anytime you want. Since the reports are based on JasperReports/DynamicReports/JFreeCharts, you could also change the format from PDF to HTML or anything else.

Anyhow I would be interested in what you think about it and if there is interest in something like this. :)

Here is the link to a sample reports I could create a strategy/library for (created using a sample automated strategy that only produces loss trades):
--> https://invesdwin.de/public/Pluggable_Report.pdf

The report is structured like this:
- Depot overview of the whole strategy timeframe
- Each instrument from the point on when it has been subscribed to during the strategy timeframe
- Each trade on the instrument with its own detailed timeframe
- Always one statistics page followed by a chart page

Maybe you also have suggestions on how to improve the reports. For now I've integrated the statistics I saw on myfxbook.com, in MT4 reports and in the JForex reports and made my own enhancements.

-- Edit:
Since the other sample report is missing the instrument chart (because I've commented out too much code to produce the pluggable report) here is the complete report that also contains the report pages that can only be created for strategies that are implemented in my own platform independend API for which JForex is a backend:
--> https://invesdwin.de/public/Complete-API ... Report.pdf
In those reports I am also able to create charts for technical analysis since I have my own indicators that are used there (work in progress). I have not planned yet to create a wrapper based indicator that can use JForex internal indicators and thus generate a chart for those. For now this is restricted to strategies using my own API. I am also planning to include a profiling page with performance information about the time each strategy method call took, like JForex has in its reports. Though this would also be limited to my API only.
The first report above gives a clue what a JForex limited report could look like. :)


 
 Post subject: Re: Automated detailed trading reports for JForex Post rating: 0   New post Posted: Mon 29 Oct, 2012, 13:40 
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
Congratulations on this effort, very nice work.

Definitely the reporting aspect of JForex is one of the areas still in need of work, lacking for example mere Avg Pips, Consecutive Pips, Drawdown, Sharpe Ratio, visual charting and so on -
essentials needed just to commence analysis.

In my own case I'm hoping to generate custom, detailed and heavily branded backtesting reports and live historical reports for 3rd parties so would eventually be starting down the same road as yourself hoping to produce performance reports against a more stringent set of criteria.

Are you planning to release your source for other's to expand on?

A binary upload for people to play around with might inspire some curiosity if not full blown interest.

The problem I'm seeing with this kind of thing though, perhaps for yourself as well as Dukascopy, is the fact that a well-made comprehensive reporting system/module requires a lot of work with respect to customisation of the report structure and data generation policy, templating permitting one-report-source to many style outputs, custom and user-definable calculations (scripting) within the reports, presentation management for email, pdf, charting and so on. The kind of effort that would result in a commercial product or perhaps a community project.

It's possible that the demand for professional reporting remains low within the community and that many have simply decided where they needed more to just get on with writing the code or play around with exporting the trading data into other formats for import into things like MyFxBook.

As one of those needing more from the reporting found in JForex, your work is definitely a start in the right direction and what the community/platform needs.


 
 Post subject: Re: Automated detailed trading reports for JForex Post rating: 0   New post Posted: Wed 28 Nov, 2012, 12:54 
User avatar

User rating: 70
Joined: Sat 22 Sep, 2012, 17:43
Posts: 118
Location: Brazil, Fortaleza, Ceará
Hey Edwin

There doesn't seem to be much community interest in the thread which is surprising. In any case, I'm still trying to find out if there's anyway I can access the work you have done as I mentioned in the thread. I am still in the planning and research stage with respect to the kind of performance statistics I would like to collect, how to technically implement this aspect in the most efficient way and of course how to best present the performance results.

I don't have enough "reputation points" to message you in private so I much follow up with you here.

Thanks for your time.


 
 Post subject: Re: Automated detailed trading reports for JForex Post rating: 0   New post Posted: Sun 02 Dec, 2012, 12:52 

User rating: 1
Joined: Tue 20 Mar, 2012, 09:03
Posts: 41
If you want we could chat about it. My skype name is "gsubes".


 

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