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Trading Metrics for journals/record keeping
Started:August 1st, 2010 (10:53 AM) by Big Mike Views / Replies:139,726 / 918
Last Reply:May 22nd, 2016 (04:52 PM) Attachments:249

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Trading Metrics for journals/record keeping

Old November 3rd, 2013, 01:01 PM   #891 (permalink)
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alejo View Post
Sorry, Fat Tails, here you have the excell in english

thanks again


Attachment 127522

This looks confusing. You cannot calculate an expectancy per outcome. I do not see any proper approach to calculate an expectancy, but maybe I simply do not understand your way of calculating it. Why don't you start with a simple case?

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Old November 6th, 2013, 12:53 PM   #892 (permalink)
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scales and stops analysis

meyer99 View Post
I am attaching an xls that I use to analyze best scales and initial stop loss placement.
I have two objectives, first to share with fellow MBT's and hope this will help you the same way it helped me, and second to ask for corrections and suggestions.
This is very simple compared to other xls posted here but the objective is very focused too, just to milk a specific trade as much as possible.
I do not backtest but I like to follow a trade (or a new product) and take manual records for months before adopting it.
All the numbers are entered manually/daily, this way I have a good feeling for the specific trade and I am aware of externalities (news etc). For example if I do not trade a trend set up around news then I do not include it, on the other hand, if I am trading a breakout set up, then it should be part of the "around news" trade. So each one should decide what to include or not.
The first page shows the stats, best scales all in all out, and a reasonable stop loss location. The second page shows best scales in order to maximize r/r.
Instead of explaining in detail I will let you tear it apart (lol) and ask me questions.

I hope it helps.

hi, i need help with this excell
do you did the excel?
i want to analise, ZN with 3 and 4 lots t1+1 2lots t2 +2 1lot t3 +3 1lot
and i want to type directly the 1 but i do not how to do it, can you help me?



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Old December 4th, 2013, 02:22 AM   #893 (permalink)
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petrmac View Post
I had finally some time to update the importer.
The main new feature I added is the ability to import also the trades made by ATM strategy.
I refactored the way the trades are grouped: now I group the trades based on the entry time. Whenever there is a trade with same entry time it is added as another car.

So the program should now meaningfully group the trades from strategies and manual trading alike.

It exports to an older version of journal (still probably some link problem in V4). But there is a workaround: save to a new file and then import from the journal v 4:-)

GM. @petrmac please help - the importer does not work on my PC

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Old January 25th, 2014, 01:48 AM   #894 (permalink)
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Is anyone using this for futures and with SC, how do you like it, and how does it compare to the paid offerings?

What is the latest version, and link?

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Old May 12th, 2014, 11:16 AM   #895 (permalink)
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How to format/import .rar files to excel?

Futures Edge on FIO

How much money do you need to trade futures successfully?

Sorry, guys. How do I import or format the .rar files to an excel spreadsheet. Thank you in advance - the work you've done is fantastic! Thanks, Big Mike and all!

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Old May 12th, 2014, 11:29 AM   #896 (permalink)
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A .rar is a compressed file, like a .zip. It needs to be uncompressed into a file or folder.

I use 7zip which has .rar and many more supported formats.


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Old June 14th, 2014, 12:19 PM   #897 (permalink)
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not really seeing where to download this...
Is it post #847?

sorry, just a bit confused

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Old June 14th, 2014, 01:05 PM   #898 (permalink)
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JGSmith View Post
not really seeing where to download this...
Is it post #847?

sorry, just a bit confused

That is the newest version from @vvhg


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Old June 30th, 2014, 06:31 PM   #899 (permalink)
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Quick summary needs to be updated to post 847
Many thanks to @vvhq for creating this.

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Old June 30th, 2014, 06:57 PM   #900 (permalink)
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Camdo View Post
Quick summary needs to be updated to post 847
Many thanks to @vvhq for creating this.

Fixed link in summary. Hard link here:

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