Hi Sander
You can do this externally as from the tables in PRT you can drag and drop the data into Excel (or get data from your platform but this doesn’t have the strat codes), I have attached examples of dragging the results of a back test/live strat from the performance report or the order list (filtered for auto trading)
From there I do two things:
Use Edgewonk and the custom statistics to monitor live Strats you can see some images here https://robofuturestrader.com/alpha-portfolio-results-week-8/ and links on the site take you to their product page
I use the raw data in Excel and combine it with a position size multiplier, so back test the strat at one point then use the position size controls for the individual strats combined with a graph to examine how combinations of strats and position size interact. You need to look at margin requirements etc but it provides a good basis
You don’t get MACD etc but with the raw data and a bit of excel you can do a lot with both back and forward testing ie taking your results to date and say what if I had also run strat x? What if Strat Y was at 2 points rather than one
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