Stock Portfolio Software

[GreatPig]

I've seen in another thread people talking and asking about software or spreadsheets to keep track of their share portfolios.

I'm using a program I wrote myself, which I'm happy for anyone to use if they want to. It's a Windows application that should run on any 32 bit platform (although I've currently only tried it on XP Pro).

The program is really only designed for managing shares, and has no special fields for things like extra descriptions, margin levels, target prices, stop levels, etc. (which I've seen in a couple of the spreadsheets attached to the other thread). I use a separate plugin in AmiBroker for things like stops and other trading signal information.

What it can do though is manage multiple portfolios, allowing the current stocks to be displayed for each portfolio along with the basic information like purchase date and price, quantity, and brokerage. It can also display the current value and loss or gain if an appropriate-format price file is available (an FCharts-compatible text file as supplied by float.com.au).

Buttons are then provided to inject or remove cash, record dividends, and buy and sell stocks. As well as updating the portfolio list itself, they also update the cash balance of the portfolio and, for buying and selling stock and for dividends, transaction and history files that record all such transactions. These files are all comma-delimited CSV files, so can be imported into Excel if desired (although they'll then require a little formatting to be presentable).

I've written a manual with it, although it should mostly be intuitive (except for a few features that link in with my AmiBroker plugin). The software and manual are attached. The manual is a Word97 document. I was going to upload a PDF file for it but it's too big for the forum, which only seems to allow individual file attachments of around 98K (the PDF file is 190K odd as it has a few screen captures in it). The Word document is much smaller. Both files have been zipped with WinZip 8.0.

You'll need a screen resolution of at least 1024 x 768 to use the program, preferably higher. It's been written as a dialog application, meaning it's not resizable. It just fits on a 1024 x 768 screen (or at least did the last time I tried it).

Naturally all use of the program is at your own risk. I am using it myself though, so if you do find any problems with it, or have any ideas for changes, I'm happy to hear them (although I'm too busy to do much more to it right now). Since I started using it, it's saved me a lot of time filling in spreadsheets and other records.

Cheers,
GP

 

[kpgduras]

Thanks very much GP for your files. I have downloaded them and will test out with my paper trading. In 2003 when I was trading for real, I used some software from Tony Compton's website called Trade Manager. As well as managing my shares, it also assisted with Technical Analysis and my trading plan. His website is www.tcompton.com and I think you can download a demo version.

This is not a plug, I am not affiliated with Trade Manager or Tony Compton in any way.

kpgduras

 

[GreatPig]

No worries kpgduras. I hope you find it useful.

I don't really need anything for analysis, etc. as I use AmiBroker for that. I only wrote the portfolio program as I didn't like the one built in to AmiBroker and also wanted one that would integrate somewhat with my AmiBroker plugin.

Cheers,
GP

 

[GreatPig]

Just noticed one tiny problem with the program, although it is of little significance.

When it brings up the current date by default in some dialogs, it's using what Windows calls the "System" time - which I think is actually GMT. It should be using the "Local" time.

This just means that if you bring up a dialog with a default date early in the morning, it might actually show yesterday's date (since GMT is 9-11 hours behind, depending on daylight saving).

While I've fixed it in my own copy, I'm not going to bother uploading a new version now just for that.

Cheers,
GP

 

[TjamesX]

Good stuff GP,

I have a little play with it and it seems pretty easy to use. This may be a silly question - I am familiar with float.com.au price data - but is there any manual way to enter current market price for stocks ina portfolio??

cheers
TJ

 

[Joe Blow]

I've written a manual with it, although it should mostly be intuitive (except for a few features that link in with my AmiBroker plugin). The software and manual are attached. The manual is a Word97 document. I was going to upload a PDF file for it but it's too big for the forum, which only seems to allow individual file attachments of around 98K (the PDF file is 190K odd as it has a few screen captures in it). The Word document is much smaller. Both files have been zipped with WinZip 8.0.

GP... I have now increased the file size limits on PDF and ZIP files to 250K. TXT files can now be up to 50K.

Thanks for sharing your software with forum members!

N.B. Lurkers will need to register as a member of ASF in order to download GP's stock portfolio software.

 

[GreatPig]

I am familiar with float.com.au price data - but is there any manual way to enter current market price for stocks ina portfolio??

Only by first creating a price file in the same format as theirs. Since I use their price files, I have no need for manual entry within the program, and wouldn't want to have to do that every day for a portfolio of any size anyway.

The program only uses the stock code and closing price from any line though, so the other values could all be zero. The line format for those price files is:

stockCode, yyyymmdd, open, high, low, close, volume

If you want to make one manually, it would look something like this:

ALL,20050401,10.23,10.31,10.23,10.25,1576471
BSL,20050401,8.71,8.81,8.71,8.76,1770033
CCL,20050401,8.65,8.75,8.54,8.56,2219691

Although for this program, all you should need is:

ALL,0,0,0,0,10.25,0
BSL,0,0,0,0,8.76,0
CCL,0,0,0,0,8.56,0

Edit: To work with the new feature described in the next message to Joe, the filename should also be of the form "yyyymmdd.txt", where yyyy, mm, and dd are the date.

Cheers,
GP

 

[GreatPig]

I have now increased the file size limits on PDF and ZIP files to 250K.

Thanks, Joe.

I've made more changes to the software already , getting it to now create a portfolio value history file as well. That file will contain the date and current portfolio value for each day.

The main reason I want that is because a share trading business needs to value its trading stock (ie. portfolio) at the end of each financial year for tax purposes. For that I really only need to have one entry for 30th June each year, but having every day is easier to program and it may be useful at times to see this history as well.

When I've tested the changes some more, I'll upload the latest version with an updated manual, but in PDF this time. I've made the PDF a little smaller too, by using higher compression (it's about 124K now).

I gather I can't edit my original message any more to replace the attachments, so I guess I'll need you to do it for me.

Cheers,
GP

 

[RichKid]

I've been trying to find some software that does it all (for lazy people like me) and have come across TradeStation. From what I gather it's intergrated with the broker (must be the same provider) so everything updates automatically. If you go to http://www.tradestation.com you'll say WOW!! once you see all its features. Obviously its not an Aussie product so will be expensive for us but it just goes to show what we can expect in the future (hopefully! as volumes build and competition and technology improves). I'm not a spruiker for Tradestation, just excited by the features since I'm a bare bones trader. Maybe when I relax and think hard I'll realize it's not the gadgets that make you profitable (but it would save me time as I wouldn't have to enter in all that info every week).

I'm sure there are lots of local traders who trade the US through Tradestation. But a word of warning! Check out the eligibility criteria (that's right you can't just buy it off the shelf, so to speak). It's almost like applying for a loan or credit card.

Anyway, just though I'd mention it to put things in perspective (ie how whizbang advanced it can get) and to draw attention to the portifolio testing and management tools- a fertile source of material for the spreadsheet builders. Too much for me at the moment so let's keep working on our spreadsheets!

BTW, I wonder if there are equivalent Aussie brokers who provide integrated portofolio testing and mgmt tools on their platform? Maybe worth just signing up with them instead of doing things manually?? Anyone have a clue?

 

[clowboy]

hey all,

Have just found an article on excel add on...it is great

the download site is

http://www.microsoft.com/downloads/...D8-9305-4535-B939-3BF0A740A9B1&displaylang=en

the article is

http://www.pcauthority.com.au/feature.aspx?CIaFID=552&CatID=6

it allows you to download (15 min delayed) quotes (plus heaps of other info) which can be intergrated into excel (IE NAB's price can be inserted into a cell)

Hope this helps.......

 

[RichKid]

No worries kpgduras. I hope you find it useful.

I don't really need anything for analysis, etc. as I use AmiBroker for that. I only wrote the portfolio program as I didn't like the one built in to AmiBroker and also wanted one that would integrate somewhat with my AmiBroker plugin.

Cheers,
GP

Hi GP,
I'm currently looking for a software programme that has integrated portofolio mgmt and analysis (as opposed to pure back testing). Fancy charting tools are a bonus. Amibroker looks good. I noted some of your remarks in the other thread on Amibroker faults but didn't quite understand it.

Is it possible for you to post a screenshot of the relevant screen for your current holdings as recorded in Amibroker (post your mechanical version so there aren't any privacy issues). I assume Amibroker will have columns to state the date, trade type, initial investment, number of shares, price bought, price sold, current price, current profit/loss and closed trades and a running tally of total loss/profit for the portfolio etc (with ability to also generate a report on your actual performance to date via another screen). Does that make sense?

Or if it doesn't could you post what it does show, I've had a look at the Amibroker site but it isn't comprehensive, shows testing more than actual trade holding details. Thanks in advance if it is possible, no hurry. I basically want everthing in one package so I wont have to enter data separately into excel then chart on another package and analyze on yet another package. Hope you can help.

Thanks!

 

[dutchie]

RK

Amibroker portfolio manager is fairly limited. (sorry I can't get picture) - imho you would be much better off with an excel program/file.

 

[GreatPig]

Richkid,

I don't use the AmiBroker portfolio manager. Here's a screenshot of it, with a few stocks that I put in when I was first playing around with it. As far as I can tell, it only allows one portfolio and basic exporting of the data to a text file.

That's why I wrote the other one.

As for using separate programs, I actually find it more convenient having the portfolio manager as a separate program. That way it doesn't always sit on top of the charting program, and I can use Alt-Tab to switch between them rather than have to minimize or close the portfolio manager all the time. Either way, you still have to enter the portfolio data manually.

Cheers,
GP

 

[RichKid]

Richkid,

I don't use the AmiBroker portfolio manager. Here's a screenshot of it, with a few stocks that I put in when I was first playing around with it. As far as I can tell, it only allows one portfolio and basic exporting of the data to a text file.

That's why I wrote the other one.

As for using separate programs, I actually find it more convenient having the portfolio manager as a separate program. That way it doesn't always sit on top of the charting program, and I can use Alt-Tab to switch between them rather than have to minimize or close the portfolio manager all the time. Either way, you still have to enter the portfolio data manually.

Cheers,
GP

GP & Dutchie,

Thanks very much for your replies, it's really helpful since I got carried away with the glitzy info on the amibroker website. It's disappointing not to have all the extra functionality in AmiBroker, I'll try out your excel spreadsheet GP.
It would have been nice if AB allowed you to see all the securities in your portfolio at once with the relevant info (eg buy, sell, profit, loss etc as described above) but since we can do it in excel I'll try not to be too fussy. It's a shame there aren't any packages that have what I would call that basic functionality for money mgmt. I suppose these are mainly charting programmes with testing tools for mechanical systems and some token portfolio mgmt tools.

Tradestation is the only one that seems to manage it all but that's mainly for the US as the broker is intergrated with the TA system (I'm sure there is a name for that). Hopefully we'll have it here one day. I guess the other options are the Maus and StockmarketPlus programmes mentioned in the other thread.

Thanks again for the help folks, much appreciated!!

GP- your starter portfolio wasn't doing too badly by the looks of it!

 

[dutchie]

GP

Could you let me know how you got the picture to post??

 

[GreatPig]

RichKid,

I'll try out your excel spreadsheet GP

I didn't do any Excel spreadsheets. I did the separate program. It's a complete Windows application.

GP- your starter portfolio wasn't doing too badly by the looks of it!

They weren't the real prices . I was just putting in data to see what it came out like. I couldn't be bothered checking the real prices at the time.

Dutchie, to post the picture, I first did a screen capture of the image (using Paint Shop Pro), converted it to a GIF file, and then added it as an attachment to the message. When you create a message, look at the "Manage Attachments" button further down the screen.

Cheers,
GP

 

[RichKid]

RichKid,
I didn't do any Excel spreadsheets. I did the separate program. It's a complete Windows application.
GP

Hi GP,

Sorry, you're right of course, although the price data is via excel isn't it? Hadn't actually used your programme when I posted, got it mixed up with the other stuff in the excel guru thread. Looking forward to your updates and 'new improved' versions once you get around to it (eg working out expectancy, average profit/loss, percentage winners etc- no doubt all can be extracted easily from current format at a later stage for a money mgmt report like in the usual backtesting programmes, except this will be for the actual trading performance of a real portfolio).

Please don't freak out- this isn't an order for a custom built programme, just feedback, nice of you to share what you have.

 

[GreatPig]

RichKid,

although the price data is via excel isn't it?

Not sure what you mean. I download the price data from float.com.au and import it directly into AmiBroker. The portfolio program also directly reads the same price file to obtain the latest closing prices.

The only time I ever use Excel is to view the financial information (transaction history, etc) output by the portfolio manager. Even then I often just look at the CSV file in a text editor instead.

eg working out expectancy, average profit/loss, percentage winners etc

The number of winners and losers is shown already, along with the total number of sales, but I haven't bothered to display it as a percentage.

The total realised profit or loss is also displayed, so by dividing that by the total number of sales would give the average. However, I'm not sure that that's a very useful figure to know. I could separate profits and losses and work out an average for each, but I'm not sure that that would be very useful either, as the deviation would be high (ie. profits could range from almost zero to 300-400% or more, making an average fairly meaningless). An average of the profit or loss per day might be more useful though.

As for expectancy, that's a more difficult one. From my understanding, expectancy calculations require using intangible figures (ie. expected price movement), and my trading method doesn't involve doing that (shhh... don't tell Tech/a ). I could easily add fields for all sorts of figures like this when buying stock - expected price movement, stop position, etc - but I personally don't need them. My mechanical system automatically calculates stop positions which I can observe graphically. I can then change parameters to adjust the stops as time goes on if the price moves in a way that warrants it.

The other problem with having all those extra figures is trying to display them. The portfolio display already just fits on a 1024 x 768 screen. If I added extra columns, I'd need to do something like make the whole thing resizeable with horizontal scroll bars, or perhaps have multiple pages with those sorts of figures on a second page.

But, if you want to tell me exactly what figures you'd like, and possibly how to calculate them if it's not obvious, then I could consider adding them.

Cheers,
GP

 

[RichKid]

GP,

I've probably made a mess of explaining a simple thing which probably isn't important anyway. It's my lack of computer literacy.

BUT, the portfolio testing and reporting is important, best way to get your head around it is to read the VAn Tharp book and watch his tutes https://www.aussiestockforums.com/forums/showthread.php?t=846 and see the back testing reports on Amibroker or Tradestation (maximum drawdown, expectancy etc). There shouldn't be any need for price projections as long as open trades are noted, we are just testing how are real portfolio is doing, the stats from those figures will help us calculate or expectancy of profit etc. No hurry with this, even if you decide not to incorporate it in your programme it'll help your money mgmt. But we first need to understand the expectancy calculations and other statistical figures before programming anything. All the data you'll need should already be in the current version of you programme, it just needs to be extracted and presented- can be done via a different programme or spreadsheet or pop up window (if possible)- don't worry about it yet.

Remember, most people agree that only about 10% are successful in trading, so this (money mgmt) is probably what sets the successful ones apart, it's worth studying imo although complicated at first.

Questions:
1) If I enter all my trade data from say the last year into your programme (ie type in my complete portofolio trade history) and you upgrade your current version of the programme will I be able to transfer the data to your new version automatically without having to type it all in again?

2) Can I also assume that the data entered in your programme can readily be transferred into an excel spreadsheet?

3) If I want to isolate the transactions for a particular financial year to see my trading for filling out my tax return (no tax calculations needed) will I be able to isolate my portfolio entries by date? Or do you recommend using a different portfolio for each tax year?

If I'm asking too many questions, just ignore me!! But any help would be appreciated.

This is the Excel Guru thread, some related discussion for background on what may be required: https://www.aussiestockforums.com/forums/showthread.php?t=1057&highlight=excel+guru

Thanks!

 

[GreatPig]

RichKid,

When I've had a chance to read that Van Tharp book, I'll have a look at what else I can add to the program. Remember though that it's just a portfolio manager, not a charting program. It doesn't do back testing. I use AmiBroker for that.

1) If I enter all my trade data from say the last year into your programme (ie type in my complete portofolio trade history) and you upgrade your current version of the programme will I be able to transfer the data to your new version automatically without having to type it all in again?

I certainly hope so! The only data the program maintains is in the one portfolio file (for each portfolio). All the other files are just transaction history files of one type or another, which the program only ever appends to.

If I added more information, I'd certainly try to add it to the end of existing lines so as not to make existing data incompatible. I don't want to have to re-enter all my data any more than you do . At worst, I'd write a conversion utility to automatically update the file if I ever did change the format.

2) Can I also assume that the data entered in your programme can readily be transferred into an excel spreadsheet?

All files are in comma-delimited CSV format so that they can be read into a spreadsheet program. The portfolio itself mightn't make much sense in a spreadsheet, but the transaction history files are specifically intended to be used that way for presentation.

3) If I want to isolate the transactions for a particular financial year to see my trading for filling out my tax return (no tax calculations needed) will I be able to isolate my portfolio entries by date? Or do you recommend using a different portfolio for each tax year?

The transaction history files give all the data necessary for tax returns (I hope - I haven't got up to doing one yet to see if I'm missing anything). While they don't isolate each financial year, it should be very easy to generate the annual figures using formula in Excel that only sum over the cells for that one year. Alternatively the year's worth of data could be copy and pasted to another page to give a report for just that year.

Now that you mention it though, it would be good to be able to generate annual reports, perhaps as formatted RTF files. And for the portfolio financial and transaction figures, it would probably be good too to keep annual versions as well as lifetime versions. I'll have to look at doing that.

Cheers,
GP