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Search: Posts Made By: Big Mike
Forum: Trading Reviews and Vendors July 6th, 2018, 10:38 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Hi guys, This thread is now closed. These...

Hi guys,

This thread is now closed. These days, we reserve AMA threads only for site sponsors.

Mike
Forum: Trading Reviews and Vendors April 25th, 2015, 12:43 PM
Replies: 108
Views: 25,818
Posted By Big Mike
I simply want to know what size I used to reach...

I simply want to know what size I used to reach my PnL and right now I have to divide everything in half. Sounds simple but it makes my brain hurt

Sent from my phone
Forum: Trading Reviews and Vendors April 25th, 2015, 11:30 AM
Replies: 108
Views: 25,818
Posted By Big Mike
Please consider adding a "Trade Size" column in...

Please consider adding a "Trade Size" column in the trade view (basically Volume/2, or actual entry size - better known as a round-turn). My mind has a hard time focusing on total volume instead of...
Forum: Trading Reviews and Vendors April 18th, 2015, 10:19 AM
Replies: 108
Views: 25,818
Posted By Big Mike
Please consider adding a Monte Carlo analysis....

Please consider adding a Monte Carlo analysis. Not huge priority just a convenience.

Sent from my phone
Forum: Trading Reviews and Vendors April 13th, 2015, 12:06 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Expanding on our "What-if" discussion earlier,...

Expanding on our "What-if" discussion earlier, I'd like to add to my list the ability to play "what if" with the best exit column, in a way where I could specify a price movement percentage, and then...
Forum: Trading Reviews and Vendors April 13th, 2015, 10:37 AM
Replies: 108
Views: 25,818
Posted By Big Mike
Maybe I am missing something, but right now in...

Maybe I am missing something, but right now in the CSV there is no way to determine what % of the 'actual pnl' the last scale was. But the 'best exit' is based solely on the last scale. So there is...
Forum: Trading Reviews and Vendors April 12th, 2015, 01:55 PM
Replies: 108
Views: 25,818
Posted By Big Mike
In order for me to crunch data, can you provide...

In order for me to crunch data, can you provide the actual last scale out broken out as a column so it can be completed to the theoretical best scale out (aka best exit)

Sent from my phone
Forum: Trading Reviews and Vendors April 12th, 2015, 11:59 AM
Replies: 108
Views: 25,818
Posted By Big Mike
Tradervue, how can the 'best exit' be less than...

Tradervue, how can the 'best exit' be less than the position MFE on some trades?

Mike
Forum: Trading Reviews and Vendors March 31st, 2015, 06:31 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Would it be possible to add the average MAE,...

Would it be possible to add the average MAE, average MFE, average Exit Efficiency (skip blanks) to the 'averages' line on the Trade View report?

Yes I know I could export CSV, but I am far too...
Forum: Trading Reviews and Vendors March 25th, 2015, 05:07 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Thanks Greg. It is a complex problem to solve, I...

Thanks Greg. It is a complex problem to solve, I will give it more thought before commenting.

Mike
Forum: Trading Reviews and Vendors March 25th, 2015, 04:11 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Tradervue, I am very excited with your new exit...

Tradervue, I am very excited with your new exit analysis including the "efficiency", this is how I tracked my trades for years when I used Excel.

http://screencast.com/t/eUaBMgVNZc8r

One thing...
Forum: Trading Reviews and Vendors February 13th, 2015, 09:41 PM
Replies: 108
Views: 25,818
Posted By Big Mike
I upgraded to Gold. Thanks for providing a...

I upgraded to Gold. Thanks for providing a quality service.

Mike
Forum: Trading Reviews and Vendors February 13th, 2015, 06:38 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Greg, is a trial available for Gold? Also,...

Greg, is a trial available for Gold?

Also, is there a way to compare two periods against each other, such as January against February or a year over year comparison by month?

Sent from my phone
Forum: Trading Reviews and Vendors February 12th, 2015, 06:03 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Thanks, I didn't see that as I am not Gold...

Thanks, I didn't see that as I am not Gold (although probably should be). I didn't do Gold because the risk analysis won't work for me, and including commissions is not that important to me.

I...
Forum: Trading Reviews and Vendors February 12th, 2015, 01:54 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Please consider adding a linear regression...

Please consider adding a linear regression forecast plot to the Cumulative PnL chart.

Mike
Forum: Trading Reviews and Vendors February 10th, 2015, 01:10 AM
Replies: 108
Views: 25,818
Posted By Big Mike
Thanks. I ran the report using IB's portfolio...

Thanks. I ran the report using IB's portfolio tool, it wasn't that helpful anyway.

I would rather see you spend time developing the VWAP based entry/exit efficiency we previously discussed. BTW,...
Forum: Trading Reviews and Vendors February 9th, 2015, 09:51 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Would love to see a comparison against a...

Would love to see a comparison against a benchmark like SP500. Comparison of buy/hold PnL vs my actual PnL, as well as some correlations on +/- days, comparison for drawdown, etc etc

Sent from my...
Forum: Trading Reviews and Vendors January 27th, 2015, 03:56 PM
Replies: 108
Views: 25,818
Posted By Big Mike
All good points. In a dream scenario (I was...

All good points.

In a dream scenario (I was thinking about this in my sleep last night), I would like a full sized chart on a daily basis that shows actual entry/exit positions, and then be able...
Forum: Trading Reviews and Vendors January 27th, 2015, 03:25 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Greg, I was wondering if you could come up with a...

Greg, I was wondering if you could come up with a way to show performance on a slider that would show "what-if" scenarios if a trade had been entered earlier or later, or if the exit had been earlier...
Forum: Trading Reviews and Vendors January 22nd, 2015, 10:31 AM
Replies: 108
Views: 25,818
Posted By Big Mike
What does time 'adjusted' mean? These are all...

What does time 'adjusted' mean? These are all direct imports from IB, I've not adjusted anything. If I click 'detail', all the time stamps seem accurate to me.

http://screencast.com/t/woSlGKYLBm...
Forum: Trading Reviews and Vendors January 21st, 2015, 05:05 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Nicely done. I've sent the email to you. I'm...

Nicely done. I've sent the email to you. I'm not in programming mode right now, so would prefer a solution from you :becky:

Mike
Forum: Trading Reviews and Vendors January 21st, 2015, 04:42 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Would it be possible to allow importing of the...

Would it be possible to allow importing of the daily trade report that InteractiveBroker sends out?

I can forward a couple of examples to you via email if you need them. They are HTML, but...
Forum: Trading Reviews and Vendors January 21st, 2015, 01:53 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Start with the session VWAP based on 1-minute...

Start with the session VWAP based on 1-minute granularity. The new session for the ES begins at 6:00PM eastern time. For example:

Thursday's session: start time = 6:00pm ET Wednesday, end time...
Forum: Trading Reviews and Vendors January 21st, 2015, 01:49 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Thanks, that helped a lot. Mike

Thanks, that helped a lot.

Mike
Forum: Trading Reviews and Vendors January 21st, 2015, 01:33 PM
Replies: 108
Views: 25,818
Posted By Big Mike
Please add VWAP as a custom study :becky: ...

Please add VWAP as a custom study :becky:

Mike
Showing results 1 to 25 of 43

Would you sell your system, and for how much?

 

 
 


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