Algorithmic trading journal

What to log on every trade

Start with the basics — date, symbol, side, size, entry, exit, fees and result. Then add the fields that are specific to this style: strategy version, parameter set, slippage and latency. Those extra columns are what let you filter later and answer a real question instead of staring at a total.

The metric that matters most

For this style it is live expectancy versus backtested expectancy. Everything else is context. Review it weekly over a rolling sample rather than daily, because a single session is noise no matter how strongly it felt otherwise.

The mistake this group makes

The recurring failure is assuming backtest slippage matches live fills. Tag those trades separately for one month and compare their expectancy with the rest of your sample. In almost every journal, that subset is the difference between a flat year and a good one.

Importing from NinjaTrader, MultiCharts, Sierra Chart and custom APIs

Export your trade history and drop the file into the importer. TradeStack fingerprints the header row, so files from NinjaTrader, MultiCharts, Sierra Chart and custom APIs are recognised without mapping columns by hand. Imported trades stay fully editable, so you can add notes, screenshots and playbook tags afterwards.

Frequently asked

Keep reading