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

  #81 (permalink)
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Blown away!

I'm blown away by all the work BM & vvhg put into this spreadsheet. I'm truly grateful.

A great big Thank You!!

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  #82 (permalink)
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Update

It has been waaaay too long since my last update! So here is something new: MAE and Stop analysis!

I still need a bit of help (in the fom of ideas) on how to calculate the ideal/simulatd stop return mot accurately.

There are other things where I have changed a bit here and there...e.g on Overview tab stats can now be displayed for each method as well as for each instrument...

If you find bugs and glitches (I'm sure there are plenty), please report so I can fix them. If you have any ideas, I will happily try to put them into the journal!!

Cheers,

vvhg

Hic Rhodos, hic salta.
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Trading Metrics for journals/record keeping-unbenannt.jpg  
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Register to download File Type: rar Journal 1.6.2template.rar (1.03 MB, 127 views)
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  #83 (permalink)
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Small Problem


Once again thank you for the hard work on this!

Some of the calculations on the overview tab are returning 'DIV/0!' errors. Example: N4 has formula =AVERAGEIF(Journal!AN:AN, "<=0").

Changing the formula to =IF(COUNTIF(Journal!AN:AN,"<=0"), ">0"),AVERAGEIF(Journal!AN:AN,"<=0"),"") would merely show a blank cell.

I plan on working through all of them, but thought I should report back.

Samurai

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  #84 (permalink)
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Yes I am aware of this, simply couldn't be bothered as it only happens when there is no data to calculate the stats from (so I classified it as cosmetics....), if you are willing to put the time in to change that, great!
Have you had a look at the MAE calc? Does it make any sense?

vvhg

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  #85 (permalink)
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Haven't looked at MAE yet

I haven't looked at the MAE yet. I've been addressing the issue I raised.

I'll take a look at MAE once I have some data.

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  #86 (permalink)
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Avg Loss Tick Value Fix

The formula for Internal Calcs!AP13 should be:

=IF(COUNTIF(Journal!AH:AH,"<0")<=0,0,(SUMIFS(Journal!AV:AV,Journal!AH:AH,"<0")+SUMIFS(Journal!AV:AV,Journal!AI:AI,"<0")+SUMIFS(Journal!AV:AV,Journal!AJ:AJ,"<0"))/COUNTIF(Journal!AH:AJ,"<0")*-1)

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  #87 (permalink)
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Little Update

Here is a little update:

1. corrected Internal Calcs!AP13 as @samurai pointed out, thanks again!
2. added a grading system for entry and exit
for exits there is only a single grade even if there are several exits
3. corrected some problems with name definitions and chart ranges
4. bits and bobs here and there

I still need help with the MAE and Stop calculations, esp. regarding the hypothetical profit with different stops....tricky as the other stop would probably also influence the entries and what to do with the trades that would have hit the hypothetical stop? All full stop losers? It's getting a bit philosophical here.

vvhg

Hic Rhodos, hic salta.
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Register to download File Type: rar Journal 1.6.4.rar (1.03 MB, 106 views)

Last edited by vvhg; October 2nd, 2011 at 09:03 AM.
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  #88 (permalink)
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P.S. I strongly suggest to turn off the auto-recalculate function.

vvhg

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  #89 (permalink)
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So....is anyone actually interested in this template? Or even using it?
I'd be happy to further develop this journal, but I don't want to spam the forum with updates noone ever needs....
Also I don't mind doing the excel stuff, but I can't always guess what functionalities you would like to add , so some input would be nice!

vvhg

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  #90 (permalink)
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vvhg View Post
So....is anyone actually interested in this template? Or even using it?

Yes, please continue. You have to realize most people don't take the time to say thanks or reply, but they still use it.

Mike

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