Currently I'm using "Generic Combos" in TWS for the plotting functionality. I specify a static portfolio in terms of a bunch of tickers, and the number of shares I want to trade in each, and TWS gives me a plot.
I have a few problems with this, though:
1. Only static portfolios can be specified, but I trade portfolios whose weights evolve over time. This means the plots aren't exactly representing what I'm interested in plotting, especially over longer time periods.
2. Portfolios are specified with number of shares not percent of wealth, or notional value of position.
3. Specifying portfolios as generic combos requires manual entry, and cannot be done programatically. This increases the probability of typing in incorrect position sizes or symbols, and it wastes a lot of time.
4. I'd like to be able to label the portfolios. Right now if I look at more than a couple, I can't easily keep track of which one's which. The default labels are long and specify only ticker and number of shares. This isn't intuitive.
Does anyone have any experience in addressing these difficulties? Does TWS offer alternative functionality, or can the existing functionality be improved upon?
