it is simple and complicated at the same time.
if you have only one strategy per account then it is simple in STT you do not select any filters and you have the data.
but because i have multiple strategies per trading account and i want to track the open profits as well as the closed to be more realistic not optimistic (tracking only closed trades shows better results but does not reflect the same numbers as amibroker does) so i created one excel sheet that trades daily the market value of the trading accounts and the strategies then it calculates the VAMI Equity graph DD and some more graphs and KPI (key performance indicators) that helps me in understanding what is going on. To be honest the file is automated so it does not take much time to update i only set the date market value of the accounts and strategies and it updates but the problem with it that it is super customised for my accounts and strategies and any modification is a headache.
the good thing that i got pissed of the same exercise everyday so i decided to build online application that does it all, it is work in progress and i hope that it will be done soon and sure i will share it with all.
but if you want to do it by yourself here is what i do for the graphs that i display
so i have 4 accounts for each account i calculate the daily PnL and i calculate the percentage of this PnL based on the previous day account value then i get the running total of the account PnL from this one i can calculate the VAMI as well as the i can plot the graph for the equity.
the DD is simple it is the distance from the HHV to the current value.
also it shows some stuff that i don’t post such as how much cash i have in each account, the weight of each strategy relative to the account and to the total invested capital as well as contribution.
Normally these stuff starts simple and you add on them and add then you reach one stage where it is really nice but rigid and this is one of the problems of excel anyhow if you need any help i am here for it
