Export any data from indicators/price.. with trade history

[Makai]

Now that I have been digesting material like videos of seminars and books from David Stendahl and Van Tharp as well as courses on probability and statistics I want to use this to evaluate trading systems.
The data that Forex Tester exports out of the box at the moment however is not sufficient to properly calculate this.

I was made aware by the FT support team that what I am thinking about is possible with EAs (which would need to be programmed first of course, which I will most likely not be able to do).
A direct implementation in Forex Tester would be the preferred way, of course.

Here is what I would like to export via csv (preferably in the same document with the trade history):

1.
I would need to have balance plus open positions to be calculated at regular times so I can have my spreadsheet calculate mean and average of profits/losses for particular times of day/sessions/weekdays.
For monthly and yearly statistics this is indispensable. I want to also use it tp look into the performance of a system in the Asia-, Euro-, USA-sessions vs. at night time and for each of the 24 hours of the day.
Again, manually doing this would cost many hours regularly.
For this to work one thing is important to understand:
If you have a trade that takes 30 hours for example, then the profit/loss made on the day of the open is added to that date at midnight. Any additional profits/losses of the same trade on the next day are added to that next day only.

2.
Optionally adding any value of Price or indicators at time of open/close of trades or/and at given intervals (even 1 minute) for export to csv.
One interesting parameter would be the ATR volatility indicator to make a judgement on how well the tested strategy performs in trending vs. ranging markets.
Price and spread should also be available to optionally export to csv.
So you can have the value of any indicators exported at 1M intervals for example if you need this for spreadsheet calculations and graphs.

3.
This last one is less important. Nevertheless I`d like to share it. It is not useless:
I would like to add notes to each trade (in the trade history/trade list) and have those optionally exported via csv as well. It would be neat to have a symbol in the chart indicating that there is a note to that trade.

[Makai]

I will give you an example what can be calculated with the right data:

I can set an amount of money that I want to reach and it can be calculated in what time this goal can be reached with the current system when you also want to be 99% sure that you don`t go bankrupt.

You can also calculate how many trades you need to calculate this probability of bankruptcy (risk of ruin) or the probability of reaching your goal.

And you answer all kinds of questions about your system but this requires a bit more data to export.

I am willing to share my spreadsheets. Just ask. I use the freely available Libre Office (= Open Office). I have not used this for years, so I am not a spreadsheet pro but I obviously try to get it as good as possible since I want to use it myself.



Here are a few images from a program that is no longer available (Rina Systems` Portfolio and Money Management software has been bought by Tradestation). Note that many of the things seen on these screenshots can already be done with what Forex Tester exports now once you have a spreadsheet set up do calculate it. I do however have additional questions I want to have answered from the data (see first post).