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Trading Metrics for journals/record keeping
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Trading Metrics for journals/record keeping

  #371 (permalink)
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madLyfe View Post
do you guys have to have a sample import file? i find myself going into sim and making random trades to be able to test..

Just run a sample strategy in ninja (strategy analyzer) and then export.

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  #372 (permalink)
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madLyfe View Post
@vvhg im still getting these in beta8:

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Did I say that I hate links?
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I'll track them down and kill them.




vvhg

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Last edited by vvhg; January 7th, 2012 at 05:25 AM.
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  #373 (permalink)
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Beta



Big Mike View Post
M6E should be 12,500 point value, $1.25 a tick.

Mike

Thanks, fixed it. I pulled it out of NT, apparently they've got it wrong!


madLyfe View Post
@vvhg im still getting these in beta8:

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Next try attached.
Did I ever mention that I hate links???


petrmac View Post
Sorry, I meant the Overview tab.

Somehow the current balance stays the same after import (used to recalculate after defining the starting balance) and the equity curve stays the same...

Same for some other fields... I'll do some more tests...

This should hopefully be fixed as well. What I could find was due to that lin....sorry can't say that word any more.

vvhg

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Last edited by vvhg; January 7th, 2012 at 05:42 AM.
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  #374 (permalink)
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vvhg View Post
Thanks, fixed it. I pulled it out of NT, apparently they've got it wrong!



Next try attached.
Did I ever mention that I hate links???



This should hopefully be fixed as well. What I could find was due to that lin....sorry can't say that word any more.

vvhg

nicely done! this version seems to be holding up well!

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

¯\_(ツ)_/¯

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  #375 (permalink)
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Thanks for the new version, vvhg. I'll give it a try....

In the meantime I am working on the correct ticks count for currencies futures... mostly there. Now just have to do the math during the import (deduct the commissions etc).

I'll post a new version today.

Petr

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  #376 (permalink)
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vvhg, I actually have a tip for the feature in the journal.
Wouldn't it be nice to have some graph showing the gap between the real vs unrealized profit? (i.e. the amount of money left on the table due to the bad exit).
Perhaps even link that to the time series - so that we can see whether we are getting better or not.

I am struggling with the exits in my discretionary trading and this could help me a lot.

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  #377 (permalink)
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petrmac View Post
vvhg, I actually have a tip for the feature in the journal.
Wouldn't it be nice to have some graph showing the gap between the real vs unrealized profit? (i.e. the amount of money left on the table due to the bad exit).
Perhaps even link that to the time series - so that we can see whether we are getting better or not.

I am struggling with the exits in my discretionary trading and this could help me a lot.


Absolutely, have you got specific ideas how to visualize that best? I'll also think about it, perhaps draw a few sketches or so....


vvhg

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  #378 (permalink)
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New importer version

Hello,

here is the new version of the importer.


New features:

- calculates the MAE/MFE from the currency amount of the trade (the export with units in currency is now supported). To do so it loads a csv with the instruments settings (instrument-list.txt) attached to the program.
- skips the Method and Comments fields in excel if data handling set to discretional (it puts there name of entry and followed rules for automatic)
- now features embedded journal excel beta 9


Here I would like to ask someone to fill in the settings for instruments into the instrument-list.txt file in order to support the currency format of data export:-)



Next feature to implement is to group the trades based on entry time (minute).

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  #379 (permalink)
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vvhg View Post
Absolutely, have you got specific ideas how to visualize that best? I'll also think about it, perhaps draw a few sketches or so....


vvhg


Well, I had an idea to show the line/or bar graph with the horizontal axis = time and vertical = ticks and display to series (realized profit, max unrealized profit per trade).
However the time is not hour in day, but rather each day (and in more detailed view each trade).

Maybe something like in the picture here but the lines in same graph or perhaps stacked bars (two for each trade).
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What do you think?

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vvhg View Post
@petrmac, could you have a look at the following link? It might be helpful/interesting? Import to excel programmatically


Vvhg

This is essentially what I am doing in the importer except I don't want to have anything to do with Microsoft Interop libraries. The are difficult to handle and the API is not well made. I prefer the library I am using right now.

Anyway, this does not solve the issue how to import to excel from within the excel:-)

I can do some research when I have more time...

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