thinkscript - Python Trade Analyzer

I highly recommend using TradeStation which provides proper backtesting and a way to optimize different inputs you may have. There are no longer any platform fees (unless you want lower trade commissions) so there’s no reason not to use it instead. I am not being paid to say this.


thinkorswim allows you to create custom strategies and backtest them but it is missing useful stats like winning percentage. This simple Python script will parse the trades and output a few basic stats.

Save the report from thinkorswim and run this script in the same directory as it.

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