How to handle Interactive Brokers tradelogs so that you can visually see your executions, position sizing and PnL. Trade by trade. I wanted to save money and not use an external service. At the same time I had an urgent need to pull insights from my own behaviour patterns.
A tool that handles Interactive Brokers .tlg tradelog files and plots the data. As a data source I use IB TWS API. To the graph I plot indicators that I use which are VWAP, EMA9 and then VWAP related distance Relatr which can be seen below.
There is upper level project structure. Everything starts from downloading Tradelogs from Interactive Brokers. When data is starting make sure that you have open connection to TWS API either using Gateway or Trader Workstation.
