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PC-SPAN
Started:October 23rd, 2013 (09:36 AM) by ron99 Views / Replies:41,557 / 403
Last Reply:November 19th, 2016 (08:49 AM) Attachments:100

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PC-SPAN

Old July 3rd, 2014, 12:06 PM   #241 (permalink)
Trading for Fun
St Paul, MN, USA
 
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BlueRoo View Post
CafeGrande,

Considering the Ib risk naviagator I am thinking that such groups could be at a product level or at a product contract. For example; Soyabeans or Soyabeans July and Soyabeans August.

It occurs to me that you may wish to manage the greeks for different months differently. So to lump a trade you have in july with a trade you have in August would be unhelpful.

Your work continues to impress!

And I agree with your comments above. I think the summary stats are most useful when presented by PRODUCT and then by month within that PRODUCT. The separation might not be that important in the financials or the metals, but as you know, futures prices and implied volatility can be very different across a three or four month range in the ags or energies.

In your working version, what happens if you have Sugar transactions across three brokerage accounts? Can you still summarize by Sugar, i.e. irrespective of brokerage account?

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Old July 5th, 2014, 01:56 AM   #242 (permalink)
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Progressing...


CafeGrande View Post
In your working version, what happens if you have Sugar transactions across three brokerage accounts? Can you still summarize by Sugar, i.e. irrespective of brokerage account?

Cafe,


Well essential you can have as many sections or headers as you like and have the same position listed in more than one section. It would be just an issue of managing it which is why thework in the interace and user interactivity. Make it a easy as possible to do complex things quickly. So you could have 3 brokerage accounts with all your trades and then headers by product, and on you could go...so one of the each things to do is to copy a trade and then past it multiple times in different locations. (in my file this is not a copy paste as you would do normally in excel...it is storing values to variables, reapplying them and then running trackselect or trackspread on each past refreshed.)

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Old July 12th, 2014, 02:03 AM   #243 (permalink)
10 out of 10
Sacramento, CA
 
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I'm just using the basic PC-SPAN program and for some reason I can no longer get it to calculate my margins. The data loads without an issue (files are the right size), but when I hit the calculate button nothing populates. Pretty sure it isn't the contract - I even tested front month regular ES futs to no avail. Tried rebooting the computer but no luck there.

Ever wonder why CME can't get out of 1991 and build some real software? Or perhaps just post their calcs on the website like ICE, LIFFE and everyone else

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Old July 12th, 2014, 11:16 AM   #244 (permalink)
Market Wizard
OH
 
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eudamonia View Post
I'm just using the basic PC-SPAN program and for some reason I can no longer get it to calculate my margins. The data loads without an issue (files are the right size), but when I hit the calculate button nothing populates. Pretty sure it isn't the contract - I even tested front month regular ES futs to no avail. Tried rebooting the computer but no luck there.

Ever wonder why CME can't get out of 1991 and build some real software? Or perhaps just post their calcs on the website like ICE, LIFFE and everyone else

Do you have any expired contracts you are trying to calculate?

I tried mine and it worked OK.

Sorry I wasn't much help.

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Old July 12th, 2014, 06:05 PM   #245 (permalink)
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Futures Edge on FIO

Are you a NinjaTrader user?

 

eudamonia View Post
I'm just using the basic PC-SPAN program and for some reason I can no longer get it to calculate my margins. The data loads without an issue (files are the right size), but when I hit the calculate button nothing populates. Pretty sure it isn't the contract - I even tested front month regular ES futs to no avail. Tried rebooting the computer but no luck there.

Ever wonder why CME can't get out of 1991 and build some real software? Or perhaps just post their calcs on the website like ICE, LIFFE and everyone else

Ok so the lesson is don't try to calculate PC-Span after a long week and you are mentally exhausted. The problem was completely user error

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Old July 13th, 2014, 12:43 PM   #246 (permalink)
Market Wizard
Houston TX
 
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eudamonia View Post
Ever wonder why CME can't get out of 1991 and build some real software? Or perhaps just post their calcs on the website like ICE, LIFFE and everyone else

Interestingly ICE have rewritten SPAN and now have their own version with is far easier to use and much more intuitive. It's also a lot easier to set up portfolio's and what if scenario's and to automate batch process's. The result files are also a lot easier to read.

Unfortunately it only works for ICE contracts though as it requires a new type of SPAN file (SP5 or SP6).

ICE SPAN Overview
ICE SPAN Download
ICE SPAN User Guide (PDF)
ICE SPAN Files

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Old August 11th, 2014, 10:17 AM   #247 (permalink)
Trading for Fun
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Virus alert

My Avast antivirus has an alert:

Object: C:\...\XLS-SPAN.xls
Infection: MO97: Downloader-DF
Process: C:Program Files (x86)Microsoft Office\Office14\EXCEL.EXE

I've been using XLS-SPAN for several months without any problems, so I guess this is a false positive. Does anybody know what's happening here?


Thanks,

Chris

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Old August 11th, 2014, 10:27 AM   #248 (permalink)
Market Wizard
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I use Avast and have never had that alert.

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Old August 11th, 2014, 10:33 AM   #249 (permalink)
Elite Member
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@MGBRoadster

I had the same message over the weekend. The only way I got Avast to stop auto-deleting the Excel file was to put it in the exclusions list for the FileShield.

You can only put directory paths rather than a single file in the exclusions list. I reported it as a false positive to Avast, but so far their updates haven't taken that into account yet. Hopefully, it will resolve with some further definition updates from Avast.

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Old August 11th, 2014, 10:34 AM   #250 (permalink)
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MGBRoadster View Post
My Avast antivirus has an alert:

Object: C:\...\XLS-SPAN.xls
Infection: MO97: Downloader-DF
Process: C:Program Files (x86)Microsoft Office\Office14\EXCEL.EXE

I've been using XLS-SPAN for several months without any problems, so I guess this is a false positive. Does anybody know what's happening here?


Thanks,

Chris

I've gotten it too. Must be an updated vrius database for Avast, and a new virus looks like the SPAN downloader code...

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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