Trading Metrics for journals/record keeping

September 15th, 2011, 09:43 PM

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

A great big Thank You!!

September 28th, 2011, 07:14 AM

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

September 29th, 2011, 10:17 AM

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

September 29th, 2011, 10:25 AM

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

September 29th, 2011, 10:44 AM

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.

September 29th, 2011, 11:47 AM

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)

October 2nd, 2011, 06:57 AM

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

October 2nd, 2011, 09:16 AM

P.S. I strongly suggest to turn off the auto-recalculate function.

vvhg

October 3rd, 2011, 09:17 AM

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

October 3rd, 2011, 09:47 AM

vvhg

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

Trading Metrics for journals/record keeping

Discussion in Psychology and Money Management

Trading Metrics for journals/record keeping