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Trading Metrics for journals/record keeping


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Trading Metrics for journals/record keeping

  #401 (permalink)
 
Linds's Avatar
 Linds 
Victoria, Australia
 
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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

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  #402 (permalink)
 
vvhg's Avatar
 vvhg 
Northern Germany
 
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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

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  #403 (permalink)
 
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 vvhg 
Northern Germany
 
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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

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  #404 (permalink)
 
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 madLyfe 
Des Moines, Iowa
 
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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)_/¯

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  #405 (permalink)
 
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 madLyfe 
Des Moines, Iowa
 
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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)_/¯

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  #406 (permalink)
 
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 madLyfe 
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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)_/¯

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  #407 (permalink)
 
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 vvhg 
Northern Germany
 
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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

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  #408 (permalink)
 
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 madLyfe 
Des Moines, Iowa
 
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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

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  #409 (permalink)
 
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 vvhg 
Northern Germany
 
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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

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Attached Files
Elite Membership required to download: Journal 2 .3beta10.rar
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  #410 (permalink)
 
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 madLyfe 
Des Moines, Iowa
 
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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

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