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Old 03-06-2008, 04:55 AM
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Sparrow Sparrow is offline
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MBT FX Trading Performance Script

Hi guys,

this is a script for assessing performance with MBT Trading FX. It's written in Perl so most of you won't find it useful.
How it works is this: download the trade confirmations online and save them in a text file. Afterwards use the file as an input for the parser:

Quote:
usage: mbt_parser.pl: [file] [short/long] [summary] [tab sep]
short/long: detailed report or short
summary: summary line at the end of the report
tab sep: tabulator seperated or simple space

e.g.:

Quote:
mbt_parser2.pl 080306.csv 1 1 1
and the result would be something like this, although my trading is seldomly as good as this(short version).

Quote:
EUR/JPY - 160.045 160.15 -10.5
EUR/JPY - 160.165 159.875 29
GBP/JPY - 212.52 212.58 -6
GBP/JPY - 212.425 212.23 19.5
GBP/JPY - 212.91 212.95 -4
GBP/JPY + 212.95 212.96 1
GBP/JPY + 212.57 212.59 2
GBP/JPY - 212.59 212.57 2
win #t % avg tot net
5 8 62.5 3.8 31.1 14.9
Hope someone can find some use for it. One other note, trades should be balanced and I have found it quite useful and accurate for assessing my results.

Cheers
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File Type: zip mbt_fx_parser.zip (1.5 KB, 1 views)

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Old 03-06-2008, 05:45 AM
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Re: MBT FX Trading Performance Script

Hey, this is great! Thanks, I'm sure I'm going use this since I use MBT. It's a same MBT doesn't have this same analysis like TS.

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Old 03-06-2008, 06:18 AM
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Re: MBT FX Trading Performance Script

I've converted it to an exe, however it is still a console utility
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File Type: zip mbt_fx_parser_exe.zip (340.5 KB, 5 views)

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Old 03-06-2008, 07:12 AM
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Re: MBT FX Trading Performance Script

To clear up one point before the question arises, I merely mark the trade confirmations and copy them into a text file, I don't use the available excel file itself.

Also the way how pips in the summary are calculated is this:
I weight pips by volume traded, so if one trade is twice the size it will be counted as twice as many pips, but in the list it appears as the normal pips amount.

For the net pips calculation the gross pips are divided by gross profit, commissions is now multiplied by the number and subtracted from the gross pips figure.

Hope I haven't confused anyone.

I am pretty sure the script works well enough to get good results, but I've only tested it with my trading style.

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