GraHal's Link Libraries & More! :)

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Viewing 15 posts - 31 through 45 (of 52 total)
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  • 03/06/2019 at 7:16 PM #93018
    Meta Signals Pro

    Hi Grahal,

    Let’s move this community towards more sharing and excellence in strategy performance 😉

    I am trading live a strategy and I have updated the drive :

    https://docs.google.com/spreadsheets/d/1sVas9Tz5gA94nwu-dYWgeGKY1cud7HwvqKkeqjP1aIo/edit#gid=0

    I took the liberty to add the column Perf/month as it is a key indicator for me.

    Could you please add the strategies you are running LIVE with their performances?


    @Nicolas    , could you do the same? A leader sets the example right ;-))??

    Thanks

    Chris

    03/06/2019 at 9:22 PM #93020
    GraHal
    Kris75 wrote:

    I took the liberty to add the column Perf/month as it is a key indicator for me.

    I just put Perf / month back in again…I thought I didn’t have it in the original! 🙂  We’ll see if anybody enters the correct information?

    I added a formula to the Gain / Month column  so it works it out automatically from Gain since start date.

    Thing is though the spreadsheet you link to above is specifically for Systems over 12 months old and the Daily Straddle for which you entered information is only 3 months old – Nov 18?

    I have long thought like you that it would be good / useful to share System Performance, but the few attempts I have started … ‘One Year After‘, 2 x ‘Pathfinders‘ and 1 x ‘Navigator’…  have been used by a few only.

    The One Year After Topic was a similar idea (started by @Aloysius) but it all needs discipline in recording results to get useful information that can be used towards better overall performance?

    Aloysius wrote:

    So the idea is to consider, one year after, or a few months for code with short timeframes, this non tested period, to see if they are interesting

     

    1 user thanked author for this post.
    avatar Meta Signals Pro
    03/06/2019 at 10:04 PM #93022
    Vonasi

    Maybe we need ‘3 months after’, 6 months after’, 9 months after’ and ’12 months after’ to keep the interest in the forward testing?

    03/07/2019 at 12:16 AM #93027
    GraHal

    Good idea Vonasi, what … have 4 sheets in a workbook?  Be easy to duplicate the One Year After sheet.

    I’m all for it, but still don’t reckon folks would enter the stats / data?

    Yet we would all benefit as it might serve to refine the hundreds of Systems on this site (which are being Forward Tested) into a good usable bunch of winners?

    Then we can all buy a yacht and live like you! 🙂

    1 user thanked author for this post.
    avatar Inertia
    03/07/2019 at 9:19 AM #93033
    Vonasi
    GraHal wrote:

    Then we can all buy a yacht and live like you!

    I think the glamour of stripping varnish off of an old dinghy and then re-painting it day after day might be too much for most people.

    1 user thanked author for this post.
    avatar Inertia
    03/07/2019 at 9:36 AM #93035
    Meta Signals Pro
    GraHal wrote:
    I added a formula to the Gain / Month column  so it works it out automatically from Gain since start date.
    => I would not make explicite the gain per month as money is always a touchy question
    => I would keep the KPI very simple of
    • performance per / month / 6 months / annual
    • nb of trades

    Thing is though the spreadsheet you link to above is specifically for Systems over 12 months old and the Daily Straddle for which you entered information is only 3 months old – Nov 18?

    => For me this is too precise “over 12 months old” ; we should allow to share the performance of any LIVE strategy as if you go LIVE you have made your homework

    => Maybe there is a place for DEMO but I agree people won’t have the time and the interest in sharing these data

    I have long thought like you that it would be good / useful to share System Performance, but the few attempts I have started … ‘One Year After‘, 2 x ‘Pathfinders‘ and 1 x ‘Navigator’… have been used by a few only.

    => you have entered NO strategy LIVE ; does it mean you never went LIVE since the beginning of your long trading journey or that you only go manual ?

    => I think also the moderators should set the example NO ?
    => We need to convince the great contributors of this site @Nicolas / @robertogozzi / @Vonasi / @Reiner / @Ale / @Francesco78 / @Bolsatrilera / @Doctrading / @Gabri / @Maz / @TAC Bolsa / @MikeGC / @Leo / @Bard

     

    => These remarks said, I can only salute that it is a great initiative from you grahal:  I am teaming with you on this;

    => let’s start at least with us 2! we will be followed;-)

     

    03/07/2019 at 10:11 AM #93037
    GraHal

    Think I’ll keep it to one or two comment per post over a period as that way it will flag up this Topic more times to more folks reading the Trading Forum and may get us the responses we desire?.

    Kris75 wrote:

    I would not make explicite the gain per month as money is always a touchy question

    Yeah good point!

    I will put a Lot size in the sheet so Gain per Month entries are based on a Lot size = 1.

    If folks want to hide the fact they are so rich they trade Lot size = 100 etc then all they have to do is divided their entry for gain by 100 etc and put Lot size =1.

    Kris75 wrote:

    I would keep the KPI very simple of performance per / month / 6 months / annual nb of trades

    Re the column you entered – % Performance per Month … where are you reading / getting this % Performance from. Please provide a screen shot of the Platform location for % Performance per Month (maybe my coffee’s not worked through yet, but I can’t think where % per Month is and that’s why I initially deleted your % column).

    03/07/2019 at 10:23 AM #93038
    GraHal

    @Kris75  (I’ve not got a problem with it) but did you enter the names below in the One year After Sheet in the hope it would encourage the members below to enter their performance in the sheet?  🙂

     

    Ronny
    O-Jay8
    O-Jay8
    O-Jay8
    O-Jay8
    Eric
    03/07/2019 at 10:59 AM #93043
    Meta Signals Pro
    GraHal wrote:

    Think I’ll keep it to one or two comment per post over a period as that way it will flag up this Topic more times to more folks reading the Trading Forum and may get us the responses we desire?.

    Kris75 wrote:

    I would not make explicite the gain per month as money is always a touchy question

    Yeah good point!

    I will put a Lot size in the sheet so Gain per Month entries are based on a Lot size = 1.

    If folks want to hide the fact they are so rich they trade Lot size = 100 etc then all they have to do is divided their entry for gain by 100 etc and put Lot size =1.

    => To be honnest is there any need of that to judge the perf of a strat? It can only hinder people to enter right?

    => Nomber ot trades is interesting though

    Kris75 wrote:

    I would keep the KPI very simple of performance per / month / 6 months / annual nb of trades

    Re the column you entered – % Performance per Month … where are you reading / getting this % Performance from. Please provide a screen shot of the Platform location for % Performance per Month (maybe my coffee’s not worked through yet, but I can’t think where % per Month is and that’s why I initially deleted your % column).

    => you have to make this very simple calculation as PRT does not provide this information* :

      • you have invested 4000€ on Feb
      • return is 200 € end of month
      • Perf is 5%

    *@Nicolas maybe a improvement for V11 on time (day/month/trimester/annual) basis

     

    03/07/2019 at 11:04 AM #93044
    Meta Signals Pro
    GraHal wrote:

    @kris75 (I’ve not got a problem with it) but did you enter the names below in the One year After Sheet in the hope it would encourage the members below to enter their performance in the sheet? 🙂

    Ronny
    O-Jay8
    O-Jay8
    O-Jay8
    O-Jay8
    Eric

    Yeah absolutely! And of course I did not mention yourself 😉 let’s mention them @Ronny @O-Jay8 @Eric

    => I think you should share your Live Strategies; will you do it?

    03/07/2019 at 11:30 AM #93046
    GraHal

    There’s so much to chat about now, I will dip in and add as the day progresses! 🙂

    When you use the Quote button just select the portion of the text on which you are commenting (then press Quote) … as below.

    Kris75 wrote:

    => To be honnest is there any need of that to judge the perf of a strat? It can only hinder people to enter right?

    Any comparison between Strats / Systems has to be to a common baseline … Lot size = 1 … else a comparison is meaningless.

    Kris75 wrote:

    you have invested 4000€ on Feb return is 200 € end of month Perf is 5%

    Did you really invest 4,000€  directly in those specific trades??
    Or is 4000€ your Initial Capital?

    If you did invest 4000€ where / how are you getting the 4000€?

    I think the column showing  % Performance per Month is prone to erroneous reporting as off-sheet calcs by users are required?

     

     

     

    03/07/2019 at 11:35 AM #93047
    GraHal
    Kris75 wrote:

    I think you should share your Live Strategies; will you do it?

    I have not traded Live since May 2018 for a few reasons, but the reason most significant on here is that I am waiting for Version 11!

    Version 10 has so many frustrations for me and I cannot rely / trust the results of Forward Testing  … see the link below

    https://www.prorealcode.com/topic/autotrading-list-anomaly/

     

    1 user thanked author for this post.
    avatar Meta Signals Pro
    03/07/2019 at 1:25 PM #93053
    Meta Signals Pro
    GraHal wrote:
    Kris75 wrote:

    I think you should share your Live Strategies; will you do it?

    I have not traded Live since May 2018 for a few reasons, but the reason most significant on here is that I am waiting for Version 11!

    Version 10 has so many frustrations for me and I cannot rely / trust the results of Forward Testing … see the link below

    https://www.prorealcode.com/topic/autotrading-list-anomaly/

    >> ok scary thanks for warning

    >> so are you testing strategies on demo? and if yes can you add them?

    >> did you try these ones ?

    Francesco78 EURUSD 1H ATR
    Francesco78 EURUSD Volatility Breakout
    Francesco78 USDJPY 3 Bars Reversal
    Francesco78 Oil Rob Hofman Trend
    Ale EURUSD 1H fractal-breakout-intraday
    03/07/2019 at 2:13 PM #93056
    GraHal
    GraHal wrote:

    If you did invest 4000€ where / how are you getting the 4000€?

    To clarify … when I asked above , I didn’t mean … is it a loan, inheritance etc 🙂 … I was asking, how are you working out that you invested 4000€ in the trades you quote the % Performance for?

    03/07/2019 at 6:01 PM #93085
    GraHal
    Vonasi wrote:

    Maybe we need ‘3 months after’, 6 months after’, 9 months after’ and ’12 months after’ to keep the interest in the forward testing?

    I was thinking, above can be sorted on one sheet and the column – Gain per Month will show … 3 months after’, 6 months after etc or x months after … if users update their entries / data as and when they have time.

    I’ve moved the Start Date column so it’s next to the Gain per Month … sorted!

    Next question is … do we bin the One Year After sheet and have one sheet for all / any Systems?

    I don’t think anybody will enter their stats anyway?  How can we incentivise data entry? 🙂

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