Trading Metrics for journals/record keeping - futures io
futures io futures trading



Trading Metrics for journals/record keeping


Discussion in Psychology and Money Management

Updated
      Top Posters
    1. looks_one vvhg with 354 posts (687 thanks)
    2. looks_two madLyfe with 202 posts (104 thanks)
    3. looks_3 petrmac with 73 posts (105 thanks)
    4. looks_4 Big Mike with 35 posts (161 thanks)
      Best Posters
    1. looks_one PandaWarrior with 71.5 thanks per post
    2. looks_two Big Mike with 4.6 thanks per post
    3. looks_3 vvhg with 1.9 thanks per post
    4. looks_4 petrmac with 1.4 thanks per post
    1. trending_up 235,229 views
    2. thumb_up 1,485 thanks given
    3. group 221 followers
    1. forum 940 posts
    2. attach_file 252 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Search this Thread
 

Trading Metrics for journals/record keeping

(login for full post details)
  #401 (permalink)
Victoria, Australia
 
Experience: Intermediate
Platform: NT, MT4
Broker: NT
Trading: Bund , ASX 200
 
Linds's Avatar
 
Posts: 409 since Jul 2010
Thanks: 879 given, 514 received

Hi vvhg
Yes it would be good to be able to run monte carlo simulations of equity curves to then look at possible DD characteristics.
But hey that might be outside of the purpose of this and make it unecessarily complex?
As it stands it will do that if I just put the raw data in - and then I will get more. I am just being lazy perhaps.
Enjoy your weekend.

L

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #402 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


Linds View Post
Hi vvhg
Yes it would be good to be able to run monte carlo simulations of equity curves to then look at possible DD characteristics.
But hey that might be outside of the purpose of this and make it unecessarily complex?
As it stands it will do that if I just put the raw data in - and then I will get more. I am just being lazy perhaps.

Actually it is possible (though for that there are better tools around), as you mentioned, just put in some made up raw data like 66% win you need to put in 2 winners and one loser and size them to your avg win or loss respectively. But I have to tell you that this engine is not built for that and doesn't take into account standard deviation, which is actually quite important in these calculations.

Let me find you a user friendly one:
Here is an easy to use one, good to get a quick overview (but that doesn't take in to account standard deviation either). If you need sth more precise, I'd try and just google it.



Linds View Post
Enjoy your weekend.

L

Thanks, you to!

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #403 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
I don't like the first graph either. It is to jagged so that one is easily lost in it.
But I think that losers (SL hit) are not that interesting in this case, since we are now concentrating on the money on the table... What about omitting the losers?

Just keep it simple... Two lines, one realized, one potential...

how does that appeal

Here it is (graph below plots difference):


I don't like it....

I still like this best:

vvhg View Post
"potential profit 5 trades SMA "- "realised profit 5 trades SMA " here:


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 3 users say Thank You to vvhg for this post:
 
(login for full post details)
  #404 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
I could do a list, that would at least be within the scope of my computer skills

Do you all want to send me PMs with your ideas?
I could collect them and then post all in a single reply.

Vvhg

i will go back and reread my posts and send ya a PM of the feature requests. i guess then just post the list to the thread and we can keep a running updated list?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to madLyfe for this post:
 
(login for full post details)
  #405 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

here is what im getting with the newest importer version:

the imported trades are highlighted:
- the trades are not incremental in arrow 1
- i know its small but the dates are not being formatted like normal
- the entry and exit fields are not getting formatted correctly by the journal
- im not sure what happened with the 6E trade there but i know that the TF trades were taken by using market orders for opening and market orders for closing while the 6E trade was market for the open and limit order for the close.. im not sure if this makes a diff on importing, but it def looks diff in the trade list in NT so maybe this could be an issue..



- the comments are being posted instead of left blank for the users own input..
- the importing is killing all of the data that the journal uses to work for new imports as well as old trades..



im thinking that the importer might be writing more than just values to the cells maybe?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to madLyfe for this post:
 
(login for full post details)
  #406 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

on the journalbeta9 im getting this while just letting it sit idle:


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #407 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
on the journalbeta9 im getting this while just letting it sit idle:


This can also happen when data is not entered fully in the journal tab, but it could just as well be an error, I'll see what it does on my side...

vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #408 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


madLyfe View Post
on the journalbeta9 im getting this while just letting it sit idle:


I'm currently not at home but i was getting that error fresh from the zip file.. that doesn't mean the data wasn't entered wrong tho..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #409 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Found it. The error was caused by the (useless) risk of ruin calculations on overview to the right of visible range. Deleted them. If you don't want to migrate just delete that block....see pic:



vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta10.rar (1.30 MB, 30 views)
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #410 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Found it. The error was caused by the (useless) risk of ruin calculations on overview to the right of visible range. Deleted them. If you don't want to migrate just delete that block....see pic:
Attachment 59132

vvhg

I'm still away from the office, does that mean you have deleted it from the journal from now on..? it's fine by me if that's the decision you made

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #411 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
I'm still away from the office, does that mean you have deleted it from the journal from now on..? it's fine by me if that's the decision you made

As I keep all historical journal versions I can always stick it back in (once we got the formula(s) to work, but as I stated in the risk of ruin thread I think they are flawed)....

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #412 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
Here it is (graph below plots difference):
Attachment 59057

I don't like it....

I still like this best:



vvhg

I think both can be interesting. Basically I don't have objections to any of these.
Maybe the EMA as big picture and both lines as detailed view:-)

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to petrmac for this post:
 
(login for full post details)
  #413 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received

I'll try to fix these in the next version.


madLyfe View Post
here is what im getting with the newest importer version:

the imported trades are highlighted:
- the trades are not incremental in arrow 1

I suggest ordering the trades in the NT by entry time first. Otherwise I am not able to match them. Perhaps once I have the grouping up and running.


madLyfe View Post
- i know its small but the dates are not being formatted like normal

yeah, this comes last:-D


madLyfe View Post
- the entry and exit fields are not getting formatted correctly by the journal

same as previous point. the value in the cell is correct though:-)


madLyfe View Post
- im not sure what happened with the 6E trade there but i know that the TF trades were taken by using market orders for opening and market orders for closing while the 6E trade was market for the open and limit order for the close.. im not sure if this makes a diff on importing, but it def looks diff in the trade list in NT so maybe this could be an issue..

Will need to investigate.


madLyfe View Post
- the comments are being posted instead of left blank for the users own input..
- the importing is killing all of the data that the journal uses to work for new imports as well as old trades..

It wouldn't have been you not having something special. I am not experiencing this issues. Are you sure you had the discretionary mode on while importing?
It shouldn't replace any old data, since it is not writing to the cells. However on the picture I noticed, that there is missing the number in trade 2 and 3. This could pose problem to the journal, since i guess it takes it that if there is no value, it ignores the row. That way everything could be broken. Also me, when I am detecting the row to write am looking at the trade number. If there is nothing there, I use the line. If I recall correctly, the number fills in automatically by the journal.

Perhaps sending me the example prior import and after import might help me to pinpoint the issue. There is never enough of test data:-)


madLyfe View Post
im thinking that the importer might be writing more than just values to the cells maybe?


It also replaces the formatting sometimes. Need to find out, what is causing this.


EDIT: seems that met issues are solved by the journal version used. Please append to older one.

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #414 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


vvhg View Post
Here it is, could be helpful....


vvhg

@petrmac, have you had a look at that, and is it any help?


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #415 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
However on the picture I noticed, that there is missing the number in trade 2 and 3. This could pose problem to the journal, since i guess it takes it that if there is no value, it ignores the row. That way everything could be broken. Also me, when I am detecting the row to write am looking at the trade number. If there is nothing there, I use the line. If I recall correctly, the number fills in automatically by the journal.

Yes, it automatically populates the trade number. I think with checking for that number you have found the best way of finding the end of the existing records.


petrmac View Post
It also replaces the formatting sometimes. Need to find out, what is causing this.

that's why I initially thought it would perhaps be better to do it from within excel, but excel formatting has always been a pain in the b...side so it probably wouldn't even make a difference.

Vvhg



Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #416 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
@petrmac, have you had a look at that, and is it any help?


Sent from my iPad using Tapatalk HD

Have just gone through that very quickly. It actually tells how to import the text file from excel via VBA.
Not that I want to play with VBA too much, it would probably require to throw away everything I have so far...
It might be extremely difficult to parse the csv from within excel, since it can be in quite many locales the NT is able to produce (in .NET it is much easier, since it is .NET what is producing the results ).

So i guess the way does not lead here...

But I have seen some synchronization from excel via other means... If I could only remember where...

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #417 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received

@vvhg

there is still one issue with the journal. The maximum drawdown on the overview is not refreshing for some reason.
The new version helped a lot (except for the drawdown). Now the imported data (mostly) works.


Before a new version of importer is out, please append to some older version of journal that has less issues.

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #418 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
It might be extremely difficult to parse the csv from within excel, since it can be in quite many locales the NT is able to produce (in .NET it is much easier, since it is .NET what is producing the results ).

OK, that makes sense. Perhaps we could later have an excel front end, saving and closing the journal, calling your importer with the desired settings and forwarding the csv to your importer, import and then open the journal again??


petrmac View Post
But I have seen some synchronization from excel via other means... If I could only remember where...

Lol, I know that feeling too well!

Vvhg




Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #419 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
@vvhg

there is still one issue with the journal. The maximum drawdown on the overview is not refreshing for some reason.
The new version helped a lot (except for the drawdown). Now the imported data (mostly) works.


Before a new version of importer is out, please append to some older version of journal that has less issues.

I will double check with the max drawdown, but as I remember correctly it was working fine on my end...would you mind sending me the file where the max dd is not updating?

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #420 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
OK, that makes sense. Perhaps we could later have an excel front end, saving and closing the journal, calling your importer with the desired settings and forwarding the csv to your importer, import and then open the journal again??



Lol, I know that feeling too well!

Vvhg




Sent from my iPad using Tapatalk HD


Hmm, let's try to think out of the box....
how do you guys write the notes for each trade? Piece of paper or some text editor, Evernote or directly into the journal?

What about an easy form, that will offer the text box, instrument drop down and will allow to make notes?
The notes would be stored in an local db and then could be merged with "technical" data from the trading platform - like the csv we are parsing from NT...

Since the trades will be in the database together with the notes, we could then just generate the excel in order to perform the statistics.


Since such tool would be also something I need for my trading - I could perhaps create something if there is time (I am lazy and I try to make the computer do the things for me if it is tedious task).

I can probably draw some screen mockups.

How does that sound?

Visit my futures io Trade Journal Reply With Quote
The following 4 users say Thank You to petrmac for this post:
 
(login for full post details)
  #421 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
Hmm, let's try to think out of the box....
how do you guys write the notes for each trade? Piece of paper or some text editor, Evernote or directly into the journal?

What about an easy form, that will offer the text box, instrument drop down and will allow to make notes?
The notes would be stored in an local db and then could be merged with "technical" data from the trading platform - like the csv we are parsing from NT...

Since the trades will be in the database together with the notes, we could then just generate the excel in order to perform the statistics.


Since such tool would be also something I need for my trading - I could perhaps create something if there is time (I am lazy and I try to make the computer do the things for me if it is tedious task).

I can probably draw some screen mockups.

How does that sound?

Sounds very interesting for sure.

Personally I write my notes directly into the journal, only in rare cases like fiddling around with new journal versions and thus having my version closed I might use pen and paper.
But what I rather often do is only entering notes, setup and grades during trading and filling in all the rest as soon as I feel I have the time or after trading.

Vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #422 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


petrmac View Post
Hmm, let's try to think out of the box....
how do you guys write the notes for each trade? Piece of paper or some text editor, Evernote or directly into the journal?

What about an easy form, that will offer the text box, instrument drop down and will allow to make notes?
The notes would be stored in an local db and then could be merged with "technical" data from the trading platform - like the csv we are parsing from NT...

Since the trades will be in the database together with the notes, we could then just generate the excel in order to perform the statistics.


Since such tool would be also something I need for my trading - I could perhaps create something if there is time (I am lazy and I try to make the computer do the things for me if it is tedious task).

I can probably draw some screen mockups.

How does that sound?

i had kinda thought about something like this awhile ago for making it easier going from version to version..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #423 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Here is a new beta.
As to migrating, I have changed some formatting on the journal tab, so make sure4 you paste with the option "match destination formatting".
I think I found the things that @petrmac pointed out: drawdown is fixed now and with the journal tab I cleared a bunch of obsolete formatting rules.
Hope the formatting issues are fixed now...

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta11.rar (1.29 MB, 31 views)
Reply With Quote
The following 5 users say Thank You to vvhg for this post:
 
(login for full post details)
  #424 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Here is a new beta.
As to migrating, I have changed some formatting on the journal tab, so make sure4 you paste with the option "match destination formatting".
I think I found the things that @petrmac pointed out: drawdown is fixed now and with the journal tab I cleared a bunch of obsolete formatting rules.
Hope the formatting issues are fixed now...

vvhg

will pasting values only work too..?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #425 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
will pasting values only work too..?

No, as you paste formulas as well, pasting values kills them and turns them into............yep, values!

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #426 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

i wont do the quotes on this one since we have had a few notes about it, but why dont we just use the NT database that already exists and pull the trades from there to the journal?

i will wait for the new importer to resume testing with the newest journal(beta11).. this will also give me time to catch up on interweb stuffs that ive missed the last 3 business days..

@petrmac, ok i was using automated for the import.. so discretionary is for sim and live trading both? i guess that makes sense..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #427 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


madLyfe View Post
i wont do the quotes on this one since we have had a few notes about it, but why dont we just use the NT database that already exists and pull the trades from there to the journal?

i will wait for the new importer to resume testing with the newest journal(beta11).. this will also give me time to catch up on interweb stuffs that ive missed the last 3 business days..

@petrmac, ok i was using automated for the import.. so discretionary is for sim and live trading both? i guess that makes sense..


The NT database is one option. It is probably somehow locked... I don't know if I'll be able to get to it.
What makes me think about using own db is the possibility to allow for import from other platforms other might be using (MultiCharts??)


Automated/ Discretionary - yes that was meant so. Automated is from the strategy.

Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to petrmac for this post:
 
(login for full post details)
  #428 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
The NT database is one option. It is probably somehow locked... I don't know if I'll be able to get to it.
What makes me think about using own db is the possibility to allow for import from other platforms other might be using (MultiCharts??)


Automated/ Discretionary - yes that was meant so. Automated is from the strategy.

I really like your ideas!
As to entering notes into the database, what was your idea how to do it best?

The other thing I was thinking about is that we might lose quite a bit of control over the process, which is a good thing as long as everything works, but might be a big problem if there is a giltch somewhere like misgrouping of trades as I would not have the possibility to correct things easily with a fey minutes of entering the problematic trades manually and then correcting the scope of the csv and import the rest easily.

But I like the multi platform idea a lot, so my first question would be if other platforms can export csv or excel reports similar to NT?

Because if they do it might be an option to give the importer a set of "maps" for the different csv types, so that it can parse these?

Vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #429 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Two things I thought of implementing in the journal:

Add a line between days on journal tab (via conditional formatting).
Improve the calculations for stop efficiency.

Vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #430 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received

Here is my idea how the trade log entry could look like. What do you think?
Then there will be some other screens needed (like verification / matching of the imported trades with the journal logs) - have no idea how should it look like now...

Feel free to comment, suggest new ideas.

Trade log entry screen:

Visit my futures io Trade Journal Reply With Quote
The following 4 users say Thank You to petrmac for this post:
 
(login for full post details)
  #431 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
Two things I thought of implementing in the journal:

Add a line between days on journal tab (via conditional formatting).
Improve the calculations for stop efficiency.

Vvhg

Sounds good

Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #432 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
Here is my idea how the trade log entry could look like. What do you think?
Then there will be some other screens needed (like verification / matching of the imported trades with the journal logs) - have no idea how should it look like now...

Feel free to comment, suggest new ideas.

Trade log entry screen:

Hmmm.... not too sure....wouldn't we have to enter more than necessary as opposed to entering it directly into the journal?
Also how would you correct or delete entries?

What would be the downside to enter these directly into the journal? I ask because the upside in my view would be more control and less to enter than with your sketch....

vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #433 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
Hmmm.... not too sure....wouldn't we have to enter more than necessary as opposed to entering it directly into the journal?
Also how would you correct or delete entries?

What would be the downside to enter these directly into the journal? I ask because the upside in my view would be more control and less to enter than with your sketch....

vvhg

This was meant rather as helper tool to enter notes. The technical info could be read from the cvs and merge with the logs afterwards. We can show editable grid for corrections.

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to petrmac for this post:
 
(login for full post details)
  #434 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
The other thing I was thinking about is that we might lose quite a bit of control over the process, which is a good thing as long as everything works, but might be a big problem if there is a giltch somewhere like misgrouping of trades as I would not have the possibility to correct things easily with a fey minutes of entering the problematic trades manually and then correcting the scope of the csv and import the rest

Absolutely agree. My reason behind the idea IS to make entry of notes quicker (form with proper tab index and some pre-filled fields is faster to handle)

Nanipulating the Excel is for such task slower imho.

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to petrmac for this post:
 
(login for full post details)
  #435 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

maybe the importer can have an 'advanced'/'basic' option where it would allow just the normal operations like we have now, and the advanced would expand it so people could add the notes/comment/type of trade right from the importer, if they are in a hurry or something..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to madLyfe for this post:
 
(login for full post details)
  #436 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
This was meant rather as helper tool to enter notes. The technical info could be read from the cvs and merge with the logs afterwards. We can show editable grid for corrections.

Editable grid sounds good...


petrmac View Post
Absolutely agree. My reason behind the idea IS to make entry of notes quicker (form with proper tab index and some pre-filled fields is faster to handle)

Nanipulating the Excel is for such task slower imho.

If you can create a tool that is faster, fantastic. But I think it also depends on what you would have to enter there...


madLyfe View Post
maybe the importer can have an 'advanced'/'basic' option where it would allow just the normal operations like we have now, and the advanced would expand it so people could add the notes/comment/type of trade right from the importer, if they are in a hurry or something..

I like the idea to be able to choose how to enter the data, don't know if it would be a lot of extra work....

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #437 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
I like the idea to be able to choose how to enter the data, don't know if it would be a lot of extra work....

well the reason i said that could be a way to do it is because i can see where this could go allot further than expected and we would go from an importer -> excel based journal to a full .net journal that brings in exported data(or data right from a few trading softwares own db's) into our own db.. just looking at the natural progression of the way ive seen software projects go.. good or bad, we should prolly draw some lines in the sand for the short term and long term?

we could also get our initial goal met and have a side discussion of where this should go? how do you guys feel? im personally open to anything and offer my time up for ideas, testing, etc as you already know..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #438 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Beta 13 includes:

some minor bugfixes

Lines between dates on journal tab


Improved stop efficiency calculations, should be accurate now and added ability to simulate stops


Added graph of ticks left on table in Target Analysis



As to migrating, I have changed some formatting on the journal tab and fixed a few formulas, so please only copy the area of your records and not the whole journal tab. Ether copy with "match destination formatting" or write back the formatting from the cels below the pasted range, if you know how to do that.

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta13.rar (1.26 MB, 33 views)
Reply With Quote
The following 4 users say Thank You to vvhg for this post:
 
(login for full post details)
  #439 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Beta 13 includes:

some minor bugfixes

Lines between dates on journal tab
Attachment 59444

Improved stop efficiency calculations, should be accurate now and added ability to simulate stops
Attachment 59446

Added graph of ticks left on table in Target Analysis
Attachment 59445


As to migrating, I have changed some formatting on the journal tab and fixed a few formulas, so please only copy the area of your records and not the whole journal tab. Ether copy with "match destination formatting" or write back the formatting from the cels below the pasted range, if you know how to do that.

vvhg

nice work vvhg! this is a pretty hefty update! ill run it through the paces of course..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #440 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Well, I had to kill a thousand bugs (mainly links again...not the faintest idea where they came from again)


But I think I got (most of) them, so if you don't find too much, I would like to post a final, I'm sick of the betas....


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #441 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

fresh from the zip(i think it was when i clicked on target analysis(<- this is spelled wrong on the journal tab btw), if that matters):


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #442 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

OK, thanks.
I replaced the file, could you try the new one?
I corrected the typo and scanned the whole thing for ref errors and my beloved links, but that seems to be all ok. My guess would be that the stop efficiency freaked out when there are no values....changed it slightly.

You will probably get the same error message again, if so just ignore it and stick your trades into the journal tab to see if the error persists...

Thanks for your help.

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #443 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
As to migrating, I have changed some formatting on the journal tab and fixed a few formulas, so please only copy the area of your records and not the whole journal tab. Ether copy with "match destination formatting" or write back the formatting from the cels below the pasted range, if you know how to do that.

vvhg

im not seeing the "match destination formatting" option in excel.. maybe its named something diff on my end?


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #444 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
im not seeing the "match destination formatting" option in excel.. maybe its named something diff on my end?


Nah, I think it's my mistake. Easiest would be to restore formatting afterwords. so highlight 2 rows below the pasted area, top highlighted row darker brown. click the format painter and then format the pasted area by highlighting the respective rows with the painter.
Hope that makes sense...

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #445 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Just thought of an other way:

1. copy the fresh journal tab
2. paste special: formatting into new empty workbook
3. paste your trade record
4. copy the format you pasted into the empty workbook
5. paste special: formatting into journal tab


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #446 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

isnt there just a way to copy the pure data from old journal to the new journal w/o any of the formatting? also isnt that the reason the journal cells are locked so that the formatting cant be messed up?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #447 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
isnt there just a way to copy the pure data from old journal to the new journal w/o any of the formatting? also isnt that the reason the journal cells are locked so that the formatting cant be messed up?

Not that I know of, unfortunately.
That would be nice, unfortunately it is even on a protected sheet possible to mess up the formatting of the unlocked cells (which is incredibly stupid as you can select to include or exclude formatting when protecting a sheet).
So the easiest method would be to just reapply the correct formatting.

Actually, perhaps I could do that automatically via VBA.....

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #448 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Not that I know of, unfortunately.
That would be nice, unfortunately it is even on a protected sheet possible to mess up the formatting of the unlocked cells (which is incredibly stupid as you can select to include or exclude formatting when protecting a sheet).
So the easiest method would be to just reapply the correct formatting.

Actually, perhaps I could do that automatically via VBA.....

vvhg

ya that sucks.. im not sure if its me being thick headed in the morning here but i wasnt able to make heads or tails of your previous two options.. i guess im confused as to what the diff is between entering the trades manually and just copying and pasting over values only.. unless its just that i cant get my head around not being able to only copy entered data and no formatting whats-so-ever..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #449 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
ya that sucks.. im not sure if its me being thick headed in the morning here but i wasnt able to make heads or tails of your previous two options.. i guess im confused as to what the diff is between entering the trades manually and just copying and pasting over values only.. unless its just that i cant get my head around not being able to only copy entered data and no formatting whats-so-ever..

When pasting values only, pasted formulas are turned into values.
But you are of course right, if you don't unprotect, then you can't paste any formulas.....and then pasting values is perfect....stupid me....


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #450 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
OK, thanks.
I replaced the file, could you try the new one?
I corrected the typo and scanned the whole thing for ref errors and my beloved links, but that seems to be all ok. My guess would be that the stop efficiency freaked out when there are no values....changed it slightly.

You will probably get the same error message again, if so just ignore it and stick your trades into the journal tab to see if the error persists...

Thanks for your help.

vvhg

still getting this after 30 trades have been entered.. to note i dont include these in my journal if that matters:


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #451 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
still getting this after 30 trades have been entered.. to note i dont include these in my journal if that matters:

Well, it shouldn't matter.
The strange thing is, that I don't get that error anymore, not even with the empty journal....checked on 2 machines...

just to be sure I attached it again...

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta13.rar (1.26 MB, 26 views)
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #452 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Well, it shouldn't matter.
The strange thing is, that I don't get that error anymore, not even with the empty journal....checked on 2 machines...

just to be sure I attached it again...

vvhg

ok ill try that one.. i also run it through a 'time test' where i just leave the journal open for awhile and see if any error pop up.. allot of time i dont see errors pop up by just flipping through the journal and close it, but if i leave it open for awhile things seem to pop up..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #453 (permalink)
Data Wizard!!!
Cincinnati Ohio
 
Experience: Intermediate
Platform: TastyWorks
Broker: TastyWorks
Trading: FX, Stocks, Options
 
Silver Dragon's Avatar
 
Posts: 1,932 since Feb 2011
Thanks: 5,492 given, 4,644 received


madLyfe View Post
ok ill try that one.. i also run it through a 'time test' where i just leave the journal open for awhile and see if any error pop up.. allot of time i dont see errors pop up by just flipping through the journal and close it, but if i leave it open for awhile things seem to pop up..

Had the same issues. Left it up on my screen and came back a couple of hours later and there was a error on the screen.

SD

nosce te ipsum

You make your own opportunities in life.
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Silver Dragon for this post:
 
(login for full post details)
  #454 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


Silver Dragon View Post
Had the same issues. Left it up on my screen and came back a couple of hours later and there was a error on the screen.

SD

Was that with the latest version?

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #455 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Was that with the latest version?

Vvhg


Sent from my iPad using Tapatalk HD

the newest version of 13 that you posted doesn't seem to be giving the error anymore..but i always fun the'time test' on it..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #456 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
the newest version of 13 that you posted doesn't seem to be giving the error anymore..but i always fun the'time test' on it..

Thanks for all the testing, especially for the fun time test

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #457 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Changed some minor things, mainly to make migration easier:

Migrating from any version:
1.do not unprotect the new journal tab
2. copy paste at will (of course with the limitation of point 1)
3. on overview tab click repair format button



vvhg View Post
So the easiest method would be to just reapply the correct formatting.

Actually, perhaps I could do that automatically via VBA.....

vvhg

Done:




vvhg View Post
Add a line between days on journal tab (via conditional formatting).

Deleted the line via conditional formatting. This is done via vba now as the conditional formatting was causing the journal tab to flicker like hell when inserting data.

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta15.rar (1.43 MB, 33 views)
Reply With Quote
The following 4 users say Thank You to vvhg for this post:
 
(login for full post details)
  #458 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received

I have already some code prepared for reading the existing journal. I hope I will have time during the weekend to include a migration tool into the importer.

I'll release a new version then.

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to petrmac for this post:
 
(login for full post details)
  #459 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
I have already some code prepared for reading the existing journal. I hope I will have time during the weekend to include a migration tool into the importer.

I'll release a new version then.

perhaps the migration tool would be easier done within excel? I think I've got a pretty good idea how it could be done.


vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #460 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
perhaps the migration tool would be easier done within excel? I think I've got a pretty good idea how it could be done.


vvhg

this is where we should prolly have this discussion from my previous post before we go to far?


madLyfe View Post
well the reason i said that could be a way to do it is because i can see where this could go allot further than expected and we would go from an importer -> excel based journal to a full .net journal that brings in exported data(or data right from a few trading softwares own db's) into our own db.. just looking at the natural progression of the way ive seen software projects go.. good or bad, we should prolly draw some lines in the sand for the short term and long term?

we could also get our initial goal met and have a side discussion of where this should go? how do you guys feel? im personally open to anything and offer my time up for ideas, testing, etc as you already know..


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to madLyfe for this post:
 
(login for full post details)
  #461 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Hard to say, because everyone will expect different things, I guess. I would like to see an easy, simple migration tool (got a pretty good idea of it actually, kind of press one button, select the old file, done).

About @petrmacs importer: fabulous tool as is, and likely will even get much better.... My vision here would be that I could call the importer with one button click within excel, choose file to import (my settings have been saved before) and it will import whatever I want....

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #462 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Hard to say, because everyone will expect different things, I guess. I would like to see an easy, simple migration tool (got a pretty good idea of it actually, kind of press one button, select the old file, done).

About @petrmacs importer: fabulous tool as is, and likely will even get much better.... My vision here would be that I could call the importer with one button click within excel, choose file to import (my settings have been saved before) and it will import whatever I want....

vvhg

ya im down for whatever.. since @petrmac has came onboard its prolly a good idea to make sure were on the same page.. i say 'we', even though all im doing is testing and providing ideas..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #463 (permalink)
Data Wizard!!!
Cincinnati Ohio
 
Experience: Intermediate
Platform: TastyWorks
Broker: TastyWorks
Trading: FX, Stocks, Options
 
Silver Dragon's Avatar
 
Posts: 1,932 since Feb 2011
Thanks: 5,492 given, 4,644 received


vvhg View Post
Was that with the latest version?

Vvhg


Sent from my iPad using Tapatalk HD

No. I think it was a couple versions ago.

SD

nosce te ipsum

You make your own opportunities in life.
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #464 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Changed some minor things, mainly to make migration easier:

Migrating from any version:
1.do not unprotect the new journal tab
2. copy paste at will (of course with the limitation of point 1)
3. on overview tab click repair format button

so which method would you now use to copy and paste the journal from old to new?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #465 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
ya im down for whatever.. since @petrmac has came onboard its prolly a good idea to make sure were on the same page.. i say 'we', even though all im doing is testing and providing ideas..

Maybe you're not coding, but who should find all the bugs if not you.
Honestly, I think you have every right to say 'we'! Without you this whole thing would be nowhere close to the current status....


madLyfe View Post
so which method would you now use to copy and paste the journal from old to new?

This:
to explain a bit more:
it migrates your values from journal tab, fixes the format (I could do a tool only for that if anyone needs to fix format more often without importing)
Method list and instrument list as well as starting account balance are also migrated.
Did I miss anything?



Migration: Use the f*/%g tool!


vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta17.rar (1.47 MB, 28 views)
Reply With Quote
The following 3 users say Thank You to vvhg for this post:
 
(login for full post details)
  #466 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Maybe you're not coding, but who should find all the bugs if not you.
Honestly, I think you have every right to say 'we'! Without you this whole thing would be nowhere close to the current status....

awwwww


Quoting 
This:
to explain a bit more:
it migrates your values from journal tab, fixes the format (I could do a tool only for that if anyone needs to fix format more often without importing)
Method list and instrument list as well as starting account balance are also migrated.
Did I miss anything?
Attachment 59545


Migration: Use the f*/%g tool!


vvhg

beta17s journal tab is really slow.. is this because of the MAEs being filled in as well as everything else(i usually dont have those things filled in on my journal) also the dates lines that fill in between the trades are filled in all the way to row 64 even tho there arnt any trades past row 3..

also when it copies the journal from an older version it opens and closes it. do we know if when it closes it, it doesnt save changes? that would be nice so we know so we know nothing has happened to our older journal.

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #467 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
beta17s journal tab is really slow.. is this because of the MAEs being filled in as well as everything else(i usually dont have those things filled in on my journal) also the dates lines that fill in between the trades are filled in all the way to row 64 even tho there arnt any trades past row 3..

what exactly is slow?
Yes, I have to migrate all, as I am too lazy to check for values, means quite a bit more coding, and it's only needed for import.
But I'll pimp the vba a bit....bear with me....


madLyfe View Post
also when it copies the journal from an older version it opens and closes it. do we know if when it closes it, it doesnt save changes? that would be nice so we know so we know nothing has happened to our older journal.

It doesn't change anything and it doesn't save anything either, but you shouldn't see the old opening...that should happen in the background...

vvhg

Hic Rhodos, hic salta.
Reply With Quote
 
(login for full post details)
  #468 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
what exactly is slow?
Yes, I have to migrate all, as I am too lazy to check for values, means quite a bit more coding, and it's only needed for import.
But I'll pimp the vba a bit....bear with me....

here is what im getting at:

2012-01-13_1041 - madLyfe's library

i cant remember if there are screencast embed tags or not on here so a link will have to do..


Quoting 
It doesn't change anything and it doesn't save anything either, but you shouldn't see the old opening...that should happen in the background...

vvhg

ya im not sure why but i can see the old one load up then close..

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #469 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

I think I made it reasonably quick again. Turned out the conditional formatting got messed up....
For some obscure reason you can still see the old journal...but I think that is not a real problem...


vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta18.rar (1.31 MB, 29 views)
Reply With Quote
The following 5 users say Thank You to vvhg for this post:
 
(login for full post details)
  #470 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
Editable grid sounds good...

If you can create a tool that is faster, fantastic. But I think it also depends on what you would have to enter there...

I like the idea to be able to choose how to enter the data, don't know if it would be a lot of extra work....

vvhg

Absolutely!

My idea was to have some kind of tool that would allow me to log notes as I trade. Imagine the scenario:

1 the platform is open on one screen, while on the other screen I could open the log.
2 when there is a pattern emerging, I could open up the trade log screen and start logging the thoughts. Psychologically wise I always forget what were my thoughts if I record them after a long time. Ideally I would want to write couple of words immediately.
3 the mandatory information to be entered would be the instrument and direction. The timestamp of the log could be roughly matched with the imported "technical" data from the trading platform export (let's say minutes).

I would like to make it easy to use for everyone. The suggestions are welcome.
Feel free to send here your sketches as well. (the tool I have used is Balsamiq mockups)

In the meantime, I want ti finish the trade grouping in the importer.

Visit my futures io Trade Journal Reply With Quote
The following 4 users say Thank You to petrmac for this post:
 
(login for full post details)
  #471 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
I think I made it reasonably quick again. Turned out the conditional formatting got messed up....
For some obscure reason you can still see the old journal...but I think that is not a real problem...


vvhg

Thanks. The journal is becoming perfect!

Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to petrmac for this post:
 
(login for full post details)
  #472 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
Hard to say, because everyone will expect different things, I guess. I would like to see an easy, simple migration tool (got a pretty good idea of it actually, kind of press one button, select the old file, done).

About @petrmacs importer: fabulous tool as is, and likely will even get much better.... My vision here would be that I could call the importer with one button click within excel, choose file to import (my settings have been saved before) and it will import whatever I want....

vvhg


Thanks for the kind words, vvhg. The importer is merely a helper tool. What is the useful thing here is the journal ant it's statistics itself.

As for the migration, this is precisely what I would like to have. Two button clicks (load old, click import).
It is work in progress:-)) I am not promising any deadline though.

Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to petrmac for this post:
 
(login for full post details)
  #473 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

OK, I found out why the old journal is visible while migrating. To make it invisible, I would have to create an other instance of excel and open it there. As this slows down the process a lot, I will leave it as is....



petrmac View Post
Absolutely!

My idea was to have some kind of tool that would allow me to log notes as I trade. Imagine the scenario:

1 the platform is open on one screen, while on the other screen I could open the log.
2 when there is a pattern emerging, I could open up the trade log screen and start logging the thoughts. Psychologically wise I always forget what were my thoughts if I record them after a long time. Ideally I would want to write couple of words immediately.
3 the mandatory information to be entered would be the instrument and direction. The timestamp of the log could be roughly matched with the imported "technical" data from the trading platform export (let's say minutes)....

That's more or less what I do with the journal, while trading I only enter 'thoughts', 'grades' and if I didn't follow my rules the 'followed rules' field as well. All the rest comes later...

So every tool where I had to enter more than that would actually slow me down...
If you can make it quicker than that, I'm all yours.

Perhaps we could make extensive use of the tab or enter key(jump from field to field and after last field save and jump to field1 of next entry)
....and stick in predefined values (the most likely ones), like grades or followed rules so you could frequently jump these fields...


petrmac View Post
.....As for the migration, this is precisely what I would like to have. Two button clicks (load old, click import).
It is work in progress:-)) I am not promising any deadline though.

Sounds perfect. So if you write the importer in a way that I can call it with all desired settings from within excel, we would be very close.

Ideally you would press a button in excel, choose to edit settings or not (I think we would need that...also to set them initially and there might always be a reason to change that), choose file dialog pops up, select, done.

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 3 users say Thank You to vvhg for this post:
 
(login for full post details)
  #474 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
I think I made it reasonably quick again. Turned out the conditional formatting got messed up....
For some obscure reason you can still see the old journal...but I think that is not a real problem...


vvhg

holy crap this is getting nice! nice and snappy and so far it looks like the journal import/migration feature is pretty slick too!

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #475 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

im not 100% sure why im not getting these values to post?


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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to madLyfe for this post:
 
(login for full post details)
  #476 (permalink)
Czech Republic
 
Experience: Beginner
Platform: NinjaTrader
Trading: E7, M6E
 
petrmac's Avatar
 
Posts: 175 since Jun 2011
Thanks: 275 given, 210 received


vvhg View Post
OK, I found out why the old journal is visible while migrating. To make it invisible, I would have to create an other instance of excel and open it there. As this slows down the process a lot, I will leave it as is....

By all means I would try to avoid working with Microsoft API for excel. I used to use it a couple of years ago. It is badly designed, inefficient, slow and one has to be very careful not to run in some memory leak.
:-(

This is where I admire your patience to play with the VBA macros...

Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to petrmac for this post:
 
(login for full post details)
  #477 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


petrmac View Post
By all means I would try to avoid working with Microsoft API for excel. I used to use it a couple of years ago. It is badly designed, inefficient, slow and one has to be very careful not to run in some memory leak.
:-(

This is where I admire your patience to play with the VBA macros...


I couldn't agree more although I am not as knowledgealble as you in that field....

As I have stated in some previous post, you can't learn VBA in two days, but you can bloody well learn to hate VBA in two days


Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #478 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
im not 100% sure why im not getting these values to post?

Hard to tell from here, if you don't mind, just PM me your journal and I will have a look as soon as I am at my computer....

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #479 (permalink)
Data Wizard!!!
Cincinnati Ohio
 
Experience: Intermediate
Platform: TastyWorks
Broker: TastyWorks
Trading: FX, Stocks, Options
 
Silver Dragon's Avatar
 
Posts: 1,932 since Feb 2011
Thanks: 5,492 given, 4,644 received


vvhg View Post
I couldn't agree more although I am not as knowledgealble as you in that field....

As I have stated in some previous post, you can't learn VBA in two days, but you can bloody well learn to hate VBA in two days

Vvhg

Sent from my iPad using Tapatalk HD

@ DionysusToast made NT and excel integration some time back. See link here:

https://futures.io/elite-circle/7307-dionysus-xmas-present-ninja-excel.html

SD

nosce te ipsum

You make your own opportunities in life.
Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to Silver Dragon for this post:
 
(login for full post details)
  #480 (permalink)
Data Wizard!!!
Cincinnati Ohio
 
Experience: Intermediate
Platform: TastyWorks
Broker: TastyWorks
Trading: FX, Stocks, Options
 
Silver Dragon's Avatar
 
Posts: 1,932 since Feb 2011
Thanks: 5,492 given, 4,644 received

Another thought; a new data grid / form within NT could be created and setup with the exact data fields and format you need. Then have it form export the data to CSV file. After that a import function could be created in excel that would populate the fields in the journal with the data.

Sounds simple enough.. Right??

SD

nosce te ipsum

You make your own opportunities in life.
Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to Silver Dragon for this post:
 
(login for full post details)
  #481 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


Silver Dragon View Post
@ DionysusToast made NT and excel integration some time back. See link here:

https://futures.io/elite-circle/7307-dionysus-xmas-present-ninja-excel.html

SD

It looks very interesting, I will look into that a bit more closely, but I fear that this would be beyond the horizon of a typing monkey like me



Silver Dragon View Post
Another thought; a new data grid / form within NT could be created and setup with the exact data fields and format you need. Then have it form export the data to CSV file. After that a import function could be created in excel that would populate the fields in the journal with the data.

Sounds simple enough.. Right??

SD

This would be extremely helpful! Changing the grid could make things a lot easier! I would also love the option to not display points but ticks (as points are rather useless in a list with different instruments which have different ticks per point!) also splitting date and time of day into two fields could be interesting....

Vvhg



Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #482 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Corrected little error with custom methods not displaying stats on overview tab, thanks to @madLyfe for finding the error...


I want to post a final....
I want to post a final....
I want to post a final....
I want to post a final....
May I, or are there mayor bugs or things missing?


vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta19.rar (1.33 MB, 35 views)
Reply With Quote
The following 8 users say Thank You to vvhg for this post:
 
(login for full post details)
  #483 (permalink)
Waynesville, NC USA
 
Experience: Intermediate
Platform: NT8 & Jigsaw
Broker: NT / Dorman
Trading: ES & RTY
 
Posts: 99 since Mar 2010
Thanks: 4,101 given, 65 received

vvhg,

thank you for all of your efforts with this project . . . attached please find some screen shots that might depict some bugs . . . if there are no bugs then I do not understand the calculations . . . anyway hope this helps in some way . . .

Thx again rickr

Attached Thumbnails
Click image for larger version

Name:	20120114 RR_Journal.png
Views:	92
Size:	180.4 KB
ID:	59646   Click image for larger version

Name:	20120114 RR_Overview.png
Views:	104
Size:	303.5 KB
ID:	59647   Click image for larger version

Name:	20120114 RR_Monte Carlo.png
Views:	89
Size:	195.0 KB
ID:	59648   Click image for larger version

Name:	20120114 RR_Pivot Tablel.png
Views:	79
Size:	150.6 KB
ID:	59649   Click image for larger version

Name:	20120114 RR_Target Analysis.png
Views:	79
Size:	152.2 KB
ID:	59650   Click image for larger version

Name:	20120114 RR_Stop Efficiency.png
Views:	70
Size:	153.6 KB
ID:	59651   Click image for larger version

Name:	20120114 RR_Methods List.png
Views:	72
Size:	150.9 KB
ID:	59652   Click image for larger version

Name:	20120114 RR_Instruments List.png
Views:	70
Size:	135.6 KB
ID:	59653  
Follow me on Twitter Reply With Quote
The following 2 users say Thank You to rickr for this post:
 
(login for full post details)
  #484 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Thanks @rickr,
as I do see a few things not working correctly that are working on my end, could you perhaps PM me your file so I could investigate?

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #485 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,397 since Jun 2009
Thanks: 32,062 given, 96,673 received

Might be need for a Help tab in the journal.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following 3 users say Thank You to Big Mike for this post:
 
(login for full post details)
  #486 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


Big Mike View Post
Might be need for a Help tab in the journal.

Mike

There is a readme tab, but that only covers small parts of the journal. I have to work on that. I also plan on sticking in more in-cell comments. To be honest I hate this kind of tedious work, probably the reason the readme is still rudimentary. I think it is time that I finally get on with it....

Vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #487 (permalink)
Waynesville, NC USA
 
Experience: Intermediate
Platform: NT8 & Jigsaw
Broker: NT / Dorman
Trading: ES & RTY
 
Posts: 99 since Mar 2010
Thanks: 4,101 given, 65 received

vvgh,

As I was starting to upload my spreadsheet to you I discovered that I had used ver 18 instead of 19 . . .so will reenter data and get that off to you later today. . .

Thx rick

Follow me on Twitter Reply With Quote
 
(login for full post details)
  #488 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


rickr View Post
vvgh,

As I was starting to upload my spreadsheet to you I discovered that I had used ver 18 instead of 19 . . .so will reenter data and get that off to you later today. . .

Thx rick

use the migrate button, it's much quicker, also you maybe want to wait a bit as I will upload a new beta soon....


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #489 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


rickr View Post
vvhg,

thank you for all of your efforts with this project . . . attached please find some screen shots that might depict some bugs . . . if there are no bugs then I do not understand the calculations . . . anyway hope this helps in some way . . .

Thx again rickr


The points you mentioned:
If I don't answer a point, it is either fixed in the new version or I first have to look at your file.

1. Rules block on overview tab, input is comment on journal tab (dropdown list)
2. Scratch trades are shown as losers (I am a negative person)
3.on instrument list 0 and - is the same, this is only formatting.
4. on journal tab efficiency, see comment in heading or readme.

vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #490 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Non exhaustive changelog:

changed a few format things
added a few comments on journal tab
updated the readme slightly
allowed for zero mae calculation (RR calc on stop efficiency tab for zero is calculated with 1 mae to circumvent Div/0 error)
Pivot tables do not display blank cells and the heading anymore (changed to dynamic range)
on Overview tab exit 2&3 only display when there is at least one exit in the column 2 respectively 3

That's about it...I think...more or less...

vvhg

P.S. I really could use help with the b&&%y readme, haha

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta21.rar (1.29 MB, 38 views)
Reply With Quote
The following 7 users say Thank You to vvhg for this post:
 
(login for full post details)
  #491 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received


vvhg View Post
Non exhaustive changelog:

changed a few format things
added a few comments on journal tab
updated the readme slightly
allowed for zero mae calculation (RR calc on stop efficiency tab for zero is calculated with 1 mae to circumvent Div/0 error)
Pivot tables do not display blank cells and the heading anymore (changed to dynamic range)
on Overview tab exit 2&3 only display when there is at least one exit in the column 2 respectively 3

That's about it...I think...more or less...

vvhg

P.S. I really could use help with the b&&%y readme, haha

this one is holding up nicely.. i would wait for the next importer to be released and tested before we update the readme because as of the last few version of the journal and the new importer a bunch of things have been phased out and replaced by automation.. yay automation!

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to madLyfe for this post:
 
(login for full post details)
  #492 (permalink)
Des Moines, Iowa
 
Experience: None
Platform: Ninja, TOS
Broker: AMP/CQG, TOS
Trading: CL, TF, GC
 
madLyfe's Avatar
 
Posts: 1,644 since Feb 2011
Thanks: 9,220 given, 1,015 received

how is the journal going to hold up when importing trades from an earlier date than when the last recorded trade in the journal is?

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

\_(ツ)_/

(╯□)╯︵ ┻━┻
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #493 (permalink)
Waynesville, NC USA
 
Experience: Intermediate
Platform: NT8 & Jigsaw
Broker: NT / Dorman
Trading: ES & RTY
 
Posts: 99 since Mar 2010
Thanks: 4,101 given, 65 received

vvhg,

when I opened ver 21 I had run-time err . . . when i selected debug lots of screens popped up . . . I am using Office 2010 so don't know if that has anything to do with it or not ?

FYI, I didn't know the read-me file existed because every time I opened the work-space the left tab was always the trading plan tab and I didn't think to try scrolling to the left ?

On the overview page Exit 2 . . . this is still showing 6 winners and 1 looser . . . I only had a total of six trades with an Exit 2 . . . I traded a total of 13 contracts on 7 trades . . . there were seven contracts at Exit 1 and six contracts at Exit 2 . . . of the six contracts at Exit 2, one was a break even trade . . . so under Exit 2 the values should be 5 winners at 83% and 1 looser at 17% . . . however please see my thinking below regarding counting a break-even trade as a looser. . .

If it is easily feasible to have "win" , "loose" and "draw" options in the calculations I would appreciate that feature as I do not consider a break-even trade to be a looser nor a winner . . . I know I have to pay commissions and there is a financial cost there . . . but I consider that a cost of doing business and not a flaw in my trading strategy . . . if I were a trader who executed a lot of trades, a b/e trade once in a while would not impact my win/loss ratio very much . . . however I strive to have a few trades with a very high probability of success . . . thus my b/e trades would skew my results to the negative side. My one break-even trade above was the second contract of the trade . . . I had already made 3 ticks on the first contract and broke even on the second contract . . . I consider that a winning trade on the two contract trade . . . I dont want to make this too complicated, however if there could be an option to have a "draw" option for b/e trades I would appreciate it, if it is too complicated then I will just interpolate it in my head . . .

All of the other questions I had in my previous post seem to have been fixed . . .

I will send along my spread sheet to you thru a PM . . . .

Thanks again for all of your hard work, I see a "final" at the end of the short tunnel ahead . . .

Follow me on Twitter Reply With Quote
The following user says Thank You to rickr for this post:
 
(login for full post details)
  #494 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


rickr View Post
vvhg,

when I opened ver 21 I had run-time err . . . when i selected debug lots of screens popped up . . . I am using Office 2010 so don't know if that has anything to do with it or not ?

FYI, I didn't know the read-me file existed because every time I opened the work-space the left tab was always the trading plan tab and I didn't think to try scrolling to the left ?

On the overview page Exit 2 . . . this is still showing 6 winners and 1 looser . . . I only had a total of six trades with an Exit 2 . . . I traded a total of 13 contracts on 7 trades . . . there were seven contracts at Exit 1 and six contracts at Exit 2 . . . of the six contracts at Exit 2, one was a break even trade . . . so under Exit 2 the values should be 5 winners at 83% and 1 looser at 17% . . . however please see my thinking below regarding counting a break-even trade as a looser. . .

If it is easily feasible to have "win" , "loose" and "draw" options in the calculations I would appreciate that feature as I do not consider a break-even trade to be a looser nor a winner . . . I know I have to pay commissions and there is a financial cost there . . . but I consider that a cost of doing business and not a flaw in my trading strategy . . . if I were a trader who executed a lot of trades, a b/e trade once in a while would not impact my win/loss ratio very much . . . however I strive to have a few trades with a very high probability of success . . . thus my b/e trades would skew my results to the negative side. My one break-even trade above was the second contract of the trade . . . I had already made 3 ticks on the first contract and broke even on the second contract . . . I consider that a winning trade on the two contract trade . . . I dont want to make this too complicated, however if there could be an option to have a "draw" option for b/e trades I would appreciate it, if it is too complicated then I will just interpolate it in my head . . .

All of the other questions I had in my previous post seem to have been fixed . . .

I will send along my spread sheet to you thru a PM . . . .

Thanks again for all of your hard work, I see a "final" at the end of the short tunnel ahead . . .

Thanks for your feedback.

First about the runtime error: when you select debug the vba editor opens, so it is normal that a lot of windows appear. What would really help is a screenshot of the error message and an other screenshot after you clicked debug, would help big time to chase that bug!

About the exit 2 calculations: it calculates correct, as it also draws the other trades into the calculation. The reason for that is as follows: imagine a strategy with two targets and one stop. If the stop gets hit, it is filed as exit 1 for faster entry of trades. If both targets get filled exit 1 and 2 are populated. With this system exit2 would only produce winners ( this is a bit oversimplified, but I think it should get my point across).

Adding an option for scratch trades would unfortunately require rebuilding most of the journal.....so I am sorry, but I won't do that.
I also see it that in real life it is seldomly the case that a trade is a net zero trade ( because commission is always part of the game) so either it is a winner or a looser. As you mentioned cost of doing business, I would argue that loosing trades are also cost of business as no trader or bot has a 100% win rate! So a loosing trades do by no means automatically mean that there is a flaw in your trading. They are just part of the game. So it doesn't really make a difference whether you file scratch trades as winners or loosers, as it wouldn't change the approach itself, neither would it change for example your expectancy and some other stats.

Vvhg


Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following user says Thank You to vvhg for this post:
 
(login for full post details)
  #495 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


madLyfe View Post
how is the journal going to hold up when importing trades from an earlier date than when the last recorded trade in the journal is?

Most will work, but the calculations involving time derived from these dates would obviously not work. The ones I could think of now would be return/day and year on overview as they are calculated using the elapsed timespan of 1st to last journal entry.

If I am not mistaken the rest should work fine.


Vvhg

Sent from my iPad using Tapatalk HD

Hic Rhodos, hic salta.
Reply With Quote
The following 2 users say Thank You to vvhg for this post:
 
(login for full post details)
  #496 (permalink)
Waynesville, NC USA
 
Experience: Intermediate
Platform: NT8 & Jigsaw
Broker: NT / Dorman
Trading: ES & RTY
 
Posts: 99 since Mar 2010
Thanks: 4,101 given, 65 received

vvgh,

While I understand your statement "With this system exit2 would only produce winners" . . . please see the results of my fictional journal in the attached screen shots . . .

1. There are a total of ten trades
2. Five contracts for each trade
3. Nine trades have one target of 3 tics
4. The tenth trade has 3 targets as follows: 3 contracts at 3 tics, 1 contract at 8 tics, and 1 contract at break even . . .

Please observe my calculations under Result Exit 1, 2 & 3 on the Journal vs the Overview calculations . . . please note the calculation of "Average per Contract" . . . do you think this is a worthwhile addition for the over view tab ?

I think my calculations better reflect what really happened vs the overview calculations . . . what do you think ?

The problem of a stop getting hit could be solved by the manner in which data is entered . . . if it is a single target it would be entered in Exit 1, if it was a two target trade and stop is hit enter in Exit 1 & 2, three target etc . . . I am not a big fan of multiple data entry, but if it gives me a clearer picture of what happened I am willing to do that . . .

Regarding scratch trades, I fully understand your not wanting to, nor needing to, rebuild the journal . . . as to how we philosophically view scratch trades, I respectfully agree to disagree . . .

Thanks Again

Respectifully, Rick

Attached Thumbnails
Click image for larger version

Name:	Test 1.png
Views:	59
Size:	120.5 KB
ID:	59754   Click image for larger version

Name:	Test 2.png
Views:	79
Size:	247.5 KB
ID:	59755  
Follow me on Twitter Reply With Quote
The following 2 users say Thank You to rickr for this post:
 
(login for full post details)
  #497 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received


rickr View Post
vvgh,

While I understand your statement "With this system exit2 would only produce winners" . . . please see the results of my fictional journal in the attached screen shots . . .

1. There are a total of ten trades
2. Five contracts for each trade
3. Nine trades have have one target of 3 tics
4. The tenth trade has 3 targets as follows: 3 contracts at 3 tics, 1 contract at 8 tics, and 1 contract at break even . . .

Please observe my calculations under Result Exit 1, 2 & 3 on the Journal vs the Overview calculations . . . please note the calculation of "Average per Contract" . . . do you think this is a worthwhile addition for the over view tab ?

I think my calculations better reflect what really happened vs the overview calculations . . . what do you think ?

I disagree, I'm afraid. I think the only two realistic possibilities are either the one you explained below, or the one I used in the journal. All I can say is that the one in the journal suits me well, that's why I chose it. I admit freely that the development of this journal was/is also undertaken by me to have a journal that suits my needs...


rickr View Post
The problem of a stop getting hit could be solved by the manner in which data is entered . . . if it is a single target it would be entered in Exit 1, if it was a two target trade and stop is hit enter in Exit 1 & 2, three target etc . . . I am not a big fan of multiple data entry, but if it gives me a clearer picture of what happened I am willing to do that . . .

I agree with you except for the last sentence(in this specific case) but I clearly see where you are coming from...I might have an idea how the golden middle will look like....


rickr View Post
Regarding scratch trades, I fully understand your not wanting to, nor needing to, rebuild the journal . . . as to how we philosophically view scratch trades, I respectfully agree to disagree . . .

Under the premises that we are talking about a rather philosophical issue, I agree to agree to the above statement...


vvhg

Hic Rhodos, hic salta.
Reply With Quote
The following 4 users say Thank You to vvhg for this post:
 
(login for full post details)
  #498 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Here is sth to try out:

Exit strategy can now be chosen on overview tab:


Obsolete columns on journal tabs get hidden automatically...

Works as follows:


Please tell me if it is better or worse than the old way!

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta23.rar (1.34 MB, 31 views)
Reply With Quote
The following 4 users say Thank You to vvhg for this post:
 
(login for full post details)
  #499 (permalink)
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
 
vvhg's Avatar
 
Posts: 1,583 since Mar 2011
Thanks: 1,016 given, 2,816 received

Working my way up to the release....

Minor improvements:
Expectancy on overview also shows ticks now (for exit1-3 and method these are estimated, for all trades and instrument it is exact.


Migration now also copies trading plan.

vvhg

Hic Rhodos, hic salta.
Attached Files
Register to download File Type: rar Journal 2 .3beta25.rar (1.34 MB, 37 views)
Reply With Quote
The following 4 users say Thank You to vvhg for this post:
 
(login for full post details)
  #500 (permalink)
Waynesville, NC USA
 
Experience: Intermediate
Platform: NT8 & Jigsaw
Broker: NT / Dorman
Trading: ES & RTY
 
Posts: 99 since Mar 2010
Thanks: 4,101 given, 65 received

Mo Better

Don't know how you figured out that exit strategy option but I am very grateful for your efforts . . .

above and beyond . . .

I owe you

thanks again, rickr

Follow me on Twitter Reply With Quote
The following user says Thank You to rickr for this post:


futures io Trading Community Psychology and Money Management > Trading Metrics for journals/record keeping


Last Updated on April 29, 2020


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Finding Trading Opportunities Using Profile Charts w/Tradovate

Jan 28
 

Journal Challenge!

February
 

Battlestations!

March
     



Copyright © 2021 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