TG1 reference from Marcas

garyw

Active member
Gold Member
link to old CD slack reference: https://capitaldiscussions.slack.com/archives/C7GKD6HPH/p1545873987044500

I've got (post)Christmas present for TOS users. Simple script that was written to save some time and handwork.
It's purpose is to automate generation of trades to see how trade looks in TOS with real pl. I guess we are all familiar with methodology: typically you go to AccountStatement tab, set lookback to appropriate for your style number of days and patiently, trade by trade, you send whole trade to Analyze tab. This program should help a bit here.Script takes as input AccountStatement file generated by TOS and creates files with trades sorted by expiration ready for importing to TOS.
How to use it:
1. Create folder named 'TOSTreades' in C: if none is found program will create one for you.
2. Open TOS, go to AccountStatement tab and export AccStmt into 'TOSTreades' folder as .csv file (choose appropriate number of days for TOS look-back - this depends on your trades but something like 300 is pretty save).
3. With AccStmt file in TOSTreades folder run script. Script will generate subfolder for given AccStmt.csv there.
4. In TOS go to Analyze tab and import trades from TOSTreades/new-subfolder.
That.s all to it.Notes:
- Program works only with SPX trades.
- Program segregate all trades by expiration date, so, if you trades use multiple expiries manual work is still necessary.
- Program wasn't thoroughly tested. DO NOT TRADE SOLELY ON 'TOSTTRADES' RESULTS.
- Results verification: In subfolder there is a file '*_ALL.txt' containing all active trades. Import this file first and compare greeks for Hide Simulations vs Hide Positions. They should be the same. If not look for errors by comparing expiry by expiry.
- New subfolder and all files in it, contain timestamp of creation - pay attention if you deal with multiple subfolders to import trades from latest folder (if this is what you intend to do).
- No auto-cleanup is included, so once a while manual removal of old subfolders is recommended although not necessary.
- No installation is required. Just copy TOSTradesWin.exe to your system and double click on it.
- If I think of anything important I forgot I'll post it here.TOSTrades.exe is free to use, to copy, to share, to delete, to do whatever you want to do with it.
On programming channel I'll post code for to play with for everybody who wishes so.Special thanks for my daugter and Gary for help in preparing Win version.
Binary
https://files.slack.com/files-pri/T7FLXTHL5-FF2583SQ2/download/tosttradeswin.exe
-- Contact Marcas for question
 

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