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Trading Metrics for journals/record keeping


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Trading Metrics for journals/record keeping

  #261 (permalink)
 
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 vvhg 
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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

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  #262 (permalink)
 Superdoug3 
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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

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  #263 (permalink)
 
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 vvhg 
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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

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  #264 (permalink)
 
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 madLyfe 
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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

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  #265 (permalink)
 
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 vvhg 
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I'll look into that, probably is due to the monte carlo...


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  #266 (permalink)
 
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 vvhg 
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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

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  #267 (permalink)
 Superdoug3 
Vernon, BC, Canada
 
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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

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  #268 (permalink)
 
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 madLyfe 
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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

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  #269 (permalink)
 
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 mikky182 
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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

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  #270 (permalink)
 
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 vvhg 
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No need to unprotect anything, just activate an other tab and then journal tab again, that should trigger the auto fit.


vvhg

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