Trading Metrics for journals/record keeping - Psychology and Money Management | futures io social day trading
futures io futures trading


Trading Metrics for journals/record keeping
Updated: Views / Replies:165,795 / 928
Created: by Big Mike Attachments:253

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 253  
 
Thread Tools Search this Thread
 

Trading Metrics for journals/record keeping

  #261 (permalink)
Elite Member
Northern Germany
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,807 received

Finally a new version:

1. implemented this:

vvhg View Post
As decimal places are now determined by tick size CL would have two decimal places, the others mentoned would have not though.

The only way to work around that is to have a cloumn in the inst list of how many deimal places to show...
What do you think?


vvhg

2. greatly improved the drawdown calculation for the monte carlo engine.
3. new, improved but still rudimentary readme
4. for the ones interested in excel: on the overview tab on the right are calculations for risk of ruin, they are still flawed, se also this thread


vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2.1.rar (4.02 MB, 45 views)

Last edited by vvhg; December 12th, 2011 at 12:05 PM.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
  #262 (permalink)
Elite Member
Vernon, BC, Canada
 
Futures Experience: Beginner
Platform: Sierra Charts
Broker/Data: Zaner Group (Transact)
Favorite Futures: ES
 
Posts: 103 since Apr 2010
Thanks: 113 given, 62 received

thank you for the quick response
2. silly me - I created this 'how to'
4. my thoughts - Big Mike put in VWAP because he was evaluating VWAP, I would like to put in other columns for evaluation, then export them and import to Access DB. This might mean removing VWAP logic in the journal or modifying it. Since I can not add extra columns without destroying the journal, this idea is probably out
5. worked, thank you, I noticed that I have 7 entries in my methods list, the trade types drop down menu has my new entries but retained all of the old entries including ones that I deleted from my methods list
6 . Avg Net Profit Exit 1 and Exit 2 seem to be OK now, but I am getting Divide by 0 error in Avg Benchmark efficiency exit 2, profit factor exit 1, win/loss ration exit 1. I only have 6 entries of which only 1 is exit 2, so small sample size.
7. I have attached screen shots and am wondering about gain/contract for the last trade in row 8

Attached Thumbnails
Trading Metrics for journals/record keeping-2011-12-12_0623.png   Trading Metrics for journals/record keeping-2011-12-12_0624.png  

Last edited by Superdoug3; December 12th, 2011 at 10:49 AM.
Reply With Quote
 
  #263 (permalink)
Elite Member
Northern Germany
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,807 received



Superdoug3 View Post
thank you for the quick response
2. silly me - I created this 'how to'
4. my thoughts - Big Mike put in VWAP because he was evaluating VWAP, I would like to put in other columns for evaluation, then export them and import to Access DB. This might mean removing VWAP logic in the journal or modifying it. Since I can not add extra columns without destroying the journal, this idea is probably out
5. worked, thank you
6 . Avg Net Profit Exit 1 and Exit 2 seem to be OK now, but I am getting Divide by 0 error in Avg Benchmark efficiency exit 2, profit factor exit 1, win/loss ration exit 1. I only have 6 entries of which only 1 is exit 2, so small sample size.
7. I have attached screen shots and am wondering about gain/contract for the last trade in row 8

4. sounds sensible... shout if you need help, also possible but not very practical would be to add columns to the far right...
6. the Div/0 errors vanish as soon as there is sufficient data in the journal tab.
7. seems at least consistant with row 4...

vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
  #264 (permalink)
Elite Member
Des Moines, Iowa
 
Futures Experience: None
Platform: Ninja, TOS
Broker/Data: AMP/CQG, TOS
Favorite Futures: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,641 since Feb 2011
Thanks: 9,217 given, 1,011 received

2.1 is now taking considerable processing when just viewing the overview tab compared to the previous versions.. the other tabs do as well(not the read me, trading plan, instrument list, method list etc..)

dont believe anything you hear and only half of what you see

¯\_(ツ)_/¯

(╯°□°)╯︵ ┻━┻
Reply With Quote
The following user says Thank You to madLyfe for this post:
 
  #265 (permalink)
Elite Member
Northern Germany
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,807 received

I'll look into that, probably is due to the monte carlo...


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
  #266 (permalink)
Elite Member
Northern Germany
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,807 received

Ok, found a way to limit the recalc scope.....should be much lighter on CPU now (Monte Carlo is kind of heavy though, 50 iterations take their toll)

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
  #267 (permalink)
Elite Member
Vernon, BC, Canada
 
Futures Experience: Beginner
Platform: Sierra Charts
Broker/Data: Zaner Group (Transact)
Favorite Futures: ES
 
Posts: 103 since Apr 2010
Thanks: 113 given, 62 received

entry and exit and point value columns

I guess this is an example of columns not wide enough for the values
I started entering CL and switched to 6E and the now the value in entry and exit and point value columns shows #####
I guess any solution would be helpful

Attached Thumbnails
Trading Metrics for journals/record keeping-2011-12-13_0814.png  
Reply With Quote
 
  #268 (permalink)
Elite Member
Des Moines, Iowa
 
Futures Experience: None
Platform: Ninja, TOS
Broker/Data: AMP/CQG, TOS
Favorite Futures: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,641 since Feb 2011
Thanks: 9,217 given, 1,011 received


Superdoug3 View Post
I guess this is an example of columns not wide enough for the values
I started entering CL and switched to 6E and the now the value in entry and exit and point value columns shows #####
I guess any solution would be helpful

you can double click the the top columns line to widen it, but the journal tab is supposed to auto configure the width if i remember correctly..

dont believe anything you hear and only half of what you see

¯\_(ツ)_/¯

(╯°□°)╯︵ ┻━┻
Reply With Quote
The following user says Thank You to madLyfe for this post:
 
  #269 (permalink)
Elite Member
Dublin
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: YM,NQ
 
mikky182's Avatar
 
Posts: 295 since Oct 2010
Thanks: 464 given, 505 received

solution


Superdoug3 View Post
I guess this is an example of columns not wide enough for the values
I started entering CL and switched to 6E and the now the value in entry and exit and point value columns shows #####
I guess any solution would be helpful

Go to review menu (review tab), click on unprotect sheet then increase the size of the entry/exit box. Back to review and hit protect the sheet again.. This will do the trick

Attached Thumbnails
Trading Metrics for journals/record keeping-excel.png  
Reply With Quote
The following user says Thank You to mikky182 for this post:
 
  #270 (permalink)
Elite Member
Northern Germany
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,807 received


No need to unprotect anything, just activate an other tab and then journal tab again, that should trigger the auto fit.


vvhg

Hic Rhodos, hic salta.

Last edited by vvhg; December 13th, 2011 at 01:17 PM.
Reply With Quote

Reply



futures io > > > Trading Metrics for journals/record keeping

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Keeping it Simple Silver Dragon Trading Journals 26 September 19th, 2011 06:00 PM
Are there any journals that define a completely OBJECTIVE method? forrestang Psychology and Money Management 46 July 31st, 2011 02:07 AM
ZH0001YE'S Trading Journals zh0001ye Trading Journals 6 March 3rd, 2011 09:23 PM
reading journals rtrade Trading Journals 9 December 2nd, 2010 12:16 PM


All times are GMT -4. The time now is 05:36 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.14 seconds with 20 queries on phoenix via your IP 54.92.194.75