All trades Long and Short positions

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All trades Long and Short positions

Postby taowave » Sat Jan 26, 2013 12:23 am

Hi Pete,
Would you consider adding an "ALL Trades" raw stat that takes every trade generated by the system for Long and Short positions

Also a risk adjusted return in detailed analysis

Thanks,

Allan
taowave
 
Posts: 584
Joined: Sat Dec 02, 2006 12:39 pm

Re: All trades Long and Short positions

Postby Overload » Sat Jan 26, 2013 10:24 am

Would you consider adding an "ALL Trades" raw stat that takes every trade generated by the system for Long and Short positions

If I understand correctly, I think this can already be done. Open the Setups > Trade Settings menu, Detailed Analysis tab, and check the box for "All Trades (Trades Report Only)". Rerun the Detailed Analysis, and then open it. Change the Report to Trades Report, and you can then select a Portfolio Size of "[All]" that display information for All Trades, including both long and short.

Also a risk adjusted return in detailed analysis

I believe this can be done as well. In the Detailed Analysis, Summary tab, click the Views button and update the View of your choice. You can then click the Add button in the lower right to create a custom value. Add a value such as this: $AvgAnnReturn / $AvgPosDrawDPct to create a risk adjusted return. After you've created the custom value of your choice, make sure you click the --> button on the View Setup to add the column to the View.

Pete
Overload
 
Posts: 2248
Joined: Wed Nov 30, 2005 12:14 pm

Re: All trades Long and Short positions

Postby taowave » Sat Jan 26, 2013 11:48 am

Hi Pete,
Problem #2 easily solved..Thank you..

For question #1,I am not talking about the detailed analysis.I am talking about the page with Main View,Equity Performance,Trade Performance.
As of now we have the option to look at portfolio size from 1-20.On these reports,I would like to see an option for a portfolio of ALL trades to give a raw performance measure.That would be my first measure to look at,before I choose which system to analyze in detailed analysis.

Follow up..The ALL selection in detailed analysis is great.I really like the Total Returns-All vs Portfolio..
Would the All vs Portfolio make sense for the initial long positions?(what do you call the initial report generated?)

thanks,

Allan


Overload wrote:
Would you consider adding an "ALL Trades" raw stat that takes every trade generated by the system for Long and Short positions

If I understand correctly, I think this can already be done. Open the Setups > Trade Settings menu, Detailed Analysis tab, and check the box for "All Trades (Trades Report Only)". Rerun the Detailed Analysis, and then open it. Change the Report to Trades Report, and you can then select a Portfolio Size of "[All]" that display information for All Trades, including both long and short.

Also a risk adjusted return in detailed analysis

I believe this can be done as well. In the Detailed Analysis, Summary tab, click the Views button and update the View of your choice. You can then click the Add button in the lower right to create a custom value. Add a value such as this: $AvgAnnReturn / $AvgPosDrawDPct to create a risk adjusted return. After you've created the custom value of your choice, make sure you click the --> button on the View Setup to add the column to the View.

Pete
taowave
 
Posts: 584
Joined: Sat Dec 02, 2006 12:39 pm

Re: All trades Long and Short positions

Postby Overload » Sun Jan 27, 2013 10:42 am

On the Combination Results Listing most values are already based on "All Trades". Only the xPortAPR numbers and the DailyROR are based on a portfolio selection. If there is a specific value you are looking for, you will need to let me know.

Thanks,
Pete
Overload
 
Posts: 2248
Joined: Wed Nov 30, 2005 12:14 pm

Re: All trades Long and Short positions

Postby taowave » Mon Jan 28, 2013 12:41 am

Hi pete,
I should have checked my notes:)

What i am looking for is for All trades in the combination listing is

Probability of win x avg win / probability of loss x avg loss

its a down and dirty risk reward ratio,similar to your Avg trade percent

Thanks

Allan


Overload wrote:On the Combination Results Listing most values are already based on "All Trades". Only the xPortAPR numbers and the DailyROR are based on a portfolio selection. If there is a specific value you are looking for, you will need to let me know.

Thanks,
Pete
taowave
 
Posts: 584
Joined: Sat Dec 02, 2006 12:39 pm

Re: All trades Long and Short positions

Postby Overload » Mon Jan 28, 2013 9:46 am

Thanks, now I understand. I will put this on the list.

Pete
Overload
 
Posts: 2248
Joined: Wed Nov 30, 2005 12:14 pm


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