Overview: Functional possibilities

RealTime PortfolioAnalyzer is a program addition to TradeStation. Information exchange between all strategies and indicators (activated in the TradeStation and opened in different Templates), and RealTime PortfolioAnalyzer is carried out by means of adding a few lines in EasyLanguage codes of corresponding signals and indicators. At the same time information on individual strategies’ results is sent to RealTime PortfolioAnalyzer, and the integrated information on the state of a portfolio returns to the TradeStation. This information can be used for continuous regulation of the size of a position in the real-time regime, thus providing new opportunities for risk management.

All indices are calculated in percent (in order to compare various portfolio components properly) as well as in relation to current prices.

In the Portfolio Tab PortfolioAnalyzer allows to evaluate the main portfolio characteristics and components in the real-time.

In addition, main portfolio characteristics can be exported to the TradeStation in the form of indicators.

RealTime PortfolioAnalyzer’s Equity Summary Tab provides thorough information on the current state of a portfolio:

In Equity Statistics Tab RealTime PortfolioAnalyzer calculates equity growth statistical characteristics (no only the main ones, but also high-degree moments for in-depth analysis).

There is a possibility to modify a base period of the equity growth statistics’ calculation.

In addition, RealTime PortfolioAnalyzer calculates the statistics of other important portfolio, drawdowns and runups characteristics in the corresponding tab:

Moreover, RealTime PortfolioAnalyzer performs the statistical analysis of time, which equity spends in the state of drawdowns, runups and achieves new maxima.

In the Graphs Tab RealTime PortfolioAnalyzer presents all characteristics of portfolio and its components being calculated as different graphs and histograms.

For details of working with RealTime PortfolioAnalyzer, see "Online Help".