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Trade statistics spreadsheet - suggestions?
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Trade statistics spreadsheet - suggestions?

  #31 (permalink)
Elite Member
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sam028 View Post
Sorry if I'm a bit off-topic, but does someone here have a very basic strategy, which use ATM stuff ?
I just to see how we integrate this, and don't want to reinvent the wheel...

hey sam28

i like the sampleatmstrategy attached as a starting point
i'm currently working with an atm that looks like the attached screenshots with only 2 contracts - these work pretty well for CL
first contract is target 10ticks and after 8 or 9 go to breakeven + 1 tick
(can't figure how to post screenshots of the atm setup windows)

http://screencast.com/t/FHJXv9F782Ri
http://screencast.com/t/mn2ghvmhIP
Kirk

Attached Files
Register to download File Type: zip SampleAtmStrategy_v01.zip (3.5 KB, 68 views)

Last edited by zeller4; September 11th, 2009 at 02:49 PM.
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  #32 (permalink)
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fesx View Post
Prior today, I always believed that the pot of gold layed with that one indicator I would eventually come across. There are many great strategies, indicators, scalping techniques, but not much discussion regarding money management. I will only say that if as much time and effort was put into money management as what everyone puts into indicator development there would be alot of very wealthy individuals on this board. How do I know???? Today would have been my best day ever had I been live. I am consistently profitable on a daily basis and have been for years. Today, the strategy I worked on, got me a quick pop (on 2 contracts) and then let my winners run on the final 2 contracts.

I am open to some suggestions, criticism, improvements or whatever else you might want to share with me. I will attach a chart with some of the trades, and Excel spreadsheet, ATM Strategy and Stop.

I believe this is an important thread....lets share some ideas and keep this thread active. I am convinced more then ever the pot of gold is right before us, most just fail to realize where this gold lies.

Hi fesx,
Is your data downloading to excel via .csv? or manual entries...

Please explain data transporting method you use.

thx.
kz

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  #33 (permalink)
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Keep the thread alive.

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  #34 (permalink)
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Hello,



very nice statistics to keep I see. I already kept track of some sort of MAE, but not yet MFE. Thanks for sharing that idea. The statistics can be very insightful in your trading. E.g. you will get a feeling for what are normal losses. For example, it is nice to know if 3 stops being hit ( demoralizing) in a row is “a relatively normal occurrence” or not and it is better to stop trading for the day.


I keep track of 1 more statistic. I like to keep track of some sort of time-based stop loss. What I found out ( in the Eurodollar currency futures 3 min chart) is that if the trade doesn’t move in my direction in 3 1-minute bars ( 180 seconds ) the odds of a profitable trade will become very small. For sake of simplicity:


1) If position in profit after 3 1-minute bars then my SL -> to BE/entry
2) If position in loss after 3 1-minute bars exit immediately. This is more difficult( feelings->accepting the loss). But when after 3 1-minute bars my position is for example in loss for -2 pip it is most of the time( lets say 8/9 out of 10) better to scratch the trade immediately instead of waiting for my hard stoploss to get hit.


The great benefit of this “rule” is that I can minimize losses of the bad trades.


I must say I haven’t got hard statistics of this 180 seconds rule, but it is more from experience (which offcourse could be biased by heuristics).


Maybe it can be valuable for you to track some kind of own version of this statistic. If you have a better idea or think there are flaws in this approach, I would love to hear.


Kind regards,



Willem

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  #35 (permalink)
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Check here for a more detailed journal example in Excel:

https://futures.io/psychology-money-management/4884-trading-metrics-journals-record-keeping.html

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  #36 (permalink)
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Where'd you go Caprica?


caprica View Post
where's the pivot table? anything new on this? ihate to see such a brilliant idea die.


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  #37 (permalink)
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I can't edit my posting of 7th july ( second prior posting) but with testing this timebased stoploss in eurodollar failed miserably. There were too many stopouts and just holding the stoploss (instead of moving it quickly to breakeven) yielded far better results.
Offcourse the management of the stoploss is all dependend on your tradestyle as a whole, so no hard rules can be given. It's the whole combination of entry, exit, trademanagement and moneymanagement which must have a positive NPV.

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  #38 (permalink)
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Your Trading Method

Gary,
As a newbie with NT7, I'm having difficulty setting up my CL charts/Indicators/Strategies to match yours.
Do you have a post where I can download your trading methods ?
Regards,
Jim

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