I know you originally started Tradervue primarily for equity traders, and after you did your webinar on futures.io (formerly BMT) last year you added a lot of support for futures and forex, new bar types, and etc.

Since the majority of traders on futures.io (formerly BMT) are trading futures, can you tell us if you consider Tradervue to be "100%" compatible now with futures?

Greg I know you have a 'share trade' option, but do you have any reports that would show traders ranked on a ladder? For instance, ranked on a calendar month system?

Not at the moment. From the beginning, the idea of sharing trades was intended to be about sharing ideas and information about a trade, without sharing sensitive (to some) financial information. By default when you share a trade, we'll share your buy and sell points, along with your net position (e.g. long or short), but leave out actual size and P&L info. So we show enough that others can understand what happened in a trade, and leave out the fact that you perhaps traded 100 contracts and made $25,000.

Here's an example ( Tradervue | NEM Trade Detail) - we can see that he got short, and scaled out in three parts. We don't really care how much size he traded.

The idea was to create a community where people are talking about trades and the educational points therein, without bragging about their P&L and what a genius they are. There are other trading communities that focus on P&L, and it's a very different vibe there.

After lots of feedback about it, we eventually added the option to share P&L if you want to.

All that said, it's an interesting idea to "rank" traders, and a related idea is to have "verified" results where we know, in some way, that they haven't been tampered with. If anyone feels very strongly about any of this, I'd love to hear your thoughts...

Why is paypal not available as a payment option? I prefer this method as I pay out of my Bank Account directly.

Greg,

Do you provide any functionality for portfolio testing? Like if I want to group different classifications of trades (ie: methodologies, systems, time frames) together and then compress them into uniform report that shows me the total performance metrics of the combined class, but while also letting me still see individuals within the class (to spot poor performers, and also to use for analyzing correlation)?

Mike

I don't know if this would accomplish what you are looking for, but you can use tagging to classify trades by whatever you can dream up.

Edit: Here's a link for how to go about using multiple tags: Multiple tag filters now supported

My understanding of tags though is that you will see ONLY data for the tag you select. In my case what I need is to see data for a group of trades (tagged, whatever) but also see the total available data for the period.

The goal is to take say 5 different systems, and be able to view them as a whole while also being able to do correlative analysis using all the different metrics Tradervue supports. So it means I would need to see all the data, not just the tagged data, simultaneously.

Again, not an Excel wizard or I would have done this myself a long time ago. But basically in my head I envision (for each metric) multiple plots -- one plot for each methodology or "tag", and then a cumulative plot or totals.

Does that answer your question?

I need overlayed results for more than two separate "tags" and specifically am looking for correlative analysis in all the various metrics computed. You have to think about it on a portfolio level.

...

What I am looking for is analysis that lets me analyze all my systems and their trading metrics. Not just a simple correlation chart based on price data of the instrument as I've posted above.

This is an interesting idea, Mike. What if it was just cumulative P&L for each system, plotted together on one chart, as well as being able to view correlation between any two? Would that cover what you're looking for, or if not, which other metrics do you think would be most useful?

This dovetails into something I've been thinking about, so there's a reasonable chance parts of this might appear in the product...

I have seen that you have charts plotting the entries and also average mae and mfe for overall trade record , my questions is it possible to calculate mae and mfe for individual trade automatically or any other way for individual trades ? Thanks

Can you plot support and resistance levels on the charts that you save for later review?

What I would need is to know what your data formatting requirements are, so that I can have my strategies output (CSV) the necessary information for you to then import and analyze.

I would like to be able to save each import as a unique name or a way to group all of those trades together so I can easily run comparative reports from one backtest to another.

I also would like to utilize the tag system, having my strategy generate "tags" for each trade so I can group and analyze or filter within a particular backtest.

Last, I know you use an external data provider for historical market info. How many years does this data go back? Some of my backtesting will go back many years and would like to know if this is a problem for some of the statistics like MAE/MFE.

If the API ends up not being the preferred method, it would be nice if you could allow tags to be imported on a per-trade basis with your generic import format.

Hey Greg, Have you considered a desktop only version?

Can Tradervue reflect BE/scratch/small loss trades separately in win rate calcs?

Also, can it track each individual leg of a trade when scaling in or out for futures?

Is this based on open or close date of the trade? Or is it a running PnL by day, regardless of open/close execution?

Mike

Is there a way to change between FIFO and LIFO?

Is it possible to get a long/short breakdown so one could look at their performance based on the type of trade?

Yep - there are two ways to do this.

I love you.

awesome product, do you offer a desktop version? Looked on site but does not seem available. If No, Why? and any plans to introduce one? I ask cause not always available internet.

We do not have a desktop version; you asked the same thing a while back, and our reasoning is the same as before:

Tradervue's Greg Reinacker (CEO) - Ask Me Anything (AMA) No immediate plans for such a beast. I had a long post about this typed here, but decided most of it probably wasn't interesting to anyone but me :-) So rather than bore you with all of that, basically we feel like we can provide more functionality …

Basically, we can move faster, support more users, and have fewer complications with data licensing by offering Tradervue as a web service.

That said, some people have asked for specific features to be able to create an offline journal that they can print or save, and be able to review offline. We have done this - the trade details, the journal view, and the reports can all be printed (either to PDF or paper) for offline review...and you can also download trade data into Excel if you prefer to review that way.

In journal view, is it possible to group the view by week or month, instead of only daily?

No, the journal view is designed to show trades and let you make notes for a specific trading day.

I'd like to see a better embed option.

Here is a trade I shared. Unfortunately with the current embed, it's "poor quality" content.

I'd like to see this bigger (up to 620px wide),

with a more granular lower time frame chart (ie 1-minute),

and with the execution details.

Can you add a more detailed embed option? I realize following the link gives details, but I'd like more detail on the embed itself. Also please make the href open in a new target.

Will you consider adding a visual cue in this view to indicate long/short.

Please add VWAP as a custom study

In the embed code you use:

<script src='http://www.tradervue.com/sharedt.js?id=1786859'></script>

try adding a "width=" to the end of the url, like this:

<script src='http://www.tradervue.com/sharedt.js?id=1786859&width=464'></script>

Max width is 464px - same max width that our widget allows.

This one's a super popular request. The issue we ran into at first was that everyone who asked for it had a different idea about what VWAP timeframe they wanted (e.g. intraday, 2-day, 5-day, etc). It's unlikely we'll add of them, but rather just add the intraday version.

What we have on the to-do list right now is a VWAP that is calculated from the start of the trading day (regular session only for stocks), and it would be shown for intraday trades only. And for purposes of this calculation, a futures "day" would be the trading day from yesterday afternoon's open to today's afternoon close.

Would that cover what you were looking for?

We might be able to add another option to change the href target - we can't do this by default, as not everyone wants this, but if we add an option you could again perhaps add it to the embed script you use here. Let me take a look at this later this afternoon and see what I can do.

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 extremely simple formatting.

I am using your bookmark javascript widget, but the problem is I have to login to IB every day to do that, which requires token authentication, generate the report, download, etc. And that report isn't available until midnight.

It would be far easier if I could take the email that IB sends immediately on the close, where they attach the daily log, and then import that directly.

Happy to take a look - forward over the email, and I can see what it looks like.

Even better, though, we've had some folks write some code to get trade data out of the IB desktop, and automatically import it into Tradervue using our API in near real time. If that's of interest, our API docs are here:

https://github.com/tradervue/api-docs

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.

And why is there no PnL graph on the top right?

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 or later.

Say for example, if the last 100 trades had been exited 5 minutes, 30 minutes, or 1 hour later than they were. What would happen to performance?

I felt like @Tradervue was in a good position to attempt this, because you have the real-time market data to go along with the executions.

My goal in such an exercise would be to compare my actual performance against a hypothetical performance, to see if I am timing the market well.

We've talked with a few folks about things like this...two things come to mind.

First, for entries, it's extremely difficult to do this in a way that's actually useful without additional information. Presumably you have rules for when you enter and exit trades; e.g. you might exit when a particular stop is hit. Without knowing these rules, it's difficult to predict whether "entering 15 minutes earlier" is actually relevant to anything or not. If your (price-based) entry criteria was not met, then calculating a hypothetical P&L from that point isn't really actionable information.

However, for exits, we are actually working on some interesting things here. What we're looking at is, for your exit, how much did you leave on the table vs. the ideal exit? You can think of this in terms of either absolute P&L, or as an exit efficiency in %.

This too may or may not be relevant in aggregate; if you exited a momentum trade because the momentum stopped, and then it held around a price for an hour and then popped up 5 more points, well, you didn't make a mistake there - you were playing momentum, and correctly exited when the momentum stopped. For this trade, what happened afterwards is irrelevant.

However, for trades with a more discretionary exit (e.g. I think this is nearing resistance so I'm going to sell), we may be able to show you that you're not very good at identifying actual resistance levels, because you're consistently exiting too early on these trades and leaving money on the table.

Interestingly, the definition of exactly how it should be calculated is trickier than doing the calculation itself. For example, for trades where you're scaling in and out, we need to make intelligent decisions about what we try to guess. The fact that you sold half of your position before price ran up 5 points doesn't necessarily mean that first sale was a mistake, or that you left anything on the table, per se - maybe you were just managing risk. Similarly, if you sold, then it drops 5 points below your entry price, then jumps up 20 points, it's probably not useful to imagine how nice that 20 point gain would have been. I think we have it pretty nailed down now, at least for the first version...hopefully we can get something online in the coming weeks.

If anyone has additional ideas or feedback about what they'd like to see along these lines, I'd love to hear it!

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

In order to provide meaningful correlations against a benchmark (other than the +/- days), we need to know your overall portfolio performance. And in order to calculate that performance, we need to know your account balance, which we don't track at the moment for various reasons.

We do provide some reports (primarily useful for intraday trades) that break down your performance based on behavior of a market proxy (we have 7 of these in place). This will show you things like, for example, whether your performance is positive on days where the market closes up >2%. This would cover the +/- days that you mentioned. Here's a blog post about this:

Market behavior report updates | Tradervue Blog

I would rather see you spend time developing the VWAP based entry/exit efficiency we previously discussed. BTW, another sleepless night had me thinking that it should be broken down in terms of % distance from VWAP (price entry/exit). This way you can group your trades in ranges, and see for instance where your best trades are positioned from (+1SD, +2SD, mid-line, etc).

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

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

Related to this, it occurs to me that we already calculate this line when calculating the K-ratio, which is a measure of consistency:

K-ratio calculation added | Tradervue Blog

We don't show you the actual line anywhere, but I thought this was at least worth mentioning!

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 didn't realize there were other benefits.

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?

I'd really like the ability to attach a template or my daily analysis and trade plans. Can you consider adding a way to put or attach one's Daily trading sheet/plan to the journal or?
The way I can think of offhand is to screenshot and import a screenshot of it. Then imbed the image. Basically using a word processor or similar template for my daily trading plans then screenshotting it then imbed it on tradervue.

I'd also like to have ability to input custom parameters.

You can embed your screenshots today into either per-trade notes or journal notes. This article explains how:

Tradervue | Adding Images to Trades

and there is a video demonstrating it here:

Tradervue | Uploading Images



Can you be a bit more specific about what you'd like to be able to do here? Not just what you want to input, but what you want to be able to do with them...thanks!