ShelleyJemNOW autotrader

[SteveHopwood]

Maybe I'm just an anal-retentive over-analyzing geek (shut up Steve ) but what I'd really like to see is a full history of the open equity.

I start to yawn when even contemplating coding this.

Tell you what, I will code the basic bot this week and you can add the dump stuff. Deal?

Cheers

[garyfritz]

Deal. It should be pretty simple.

[SteveHopwood]

Yeron.

[feucht]

The performance log sounds great, something I could get into PowerPivot and play about with

[feucht]

And if the opening log line could include pivot values (daily at least) that might be handy...

[fxozgirl]

Maybe I'm just an anal-retentive over-analyzing geek (shut up Steve ) but what I'd really like to see is a full history of the open equity. The max/min would be useful, but a full history would give you a MUCH better picture for the bot's behavior.

This could be done as simply as "write out a line to a file when you open a basket, close a basket, and once every X minutes while it's open." Include the open equity for each pair and optionally the basket as a whole. Then you could open that in Excel and chart the behavior of the bot while the basket is open.

I think that would be tremendously valuable data for characterizing the EA's performance, deciding on stops, etc.

Example dump:
2012.06.25 02:30,AUDCAD,AUDNZD,EURUSD,EURNZD,GBPUSD // Open-basket message -- tells pairs in basket
2012.06.25 03:00,10.1,15.3,-5.4,18.2,-10.5,27.7 // Open equity for each pair & for the whole basket
// similar lines each 30 minutes or whenever, including a final one when the basket closes

Whilst not providing the level of detail you have above Gary, this is a nifty little indicator to show account equity/balance etc. Steve links to it in all of his Post 1 for EA's

accountequityanalyzer_screenshot.gif

[garyfritz]

Hm, good point Shelley. That doesn't give you the pair-by-pair info but it would tell you the progress for the whole basket. Since you're managing it on a basket level, that may be good enough. Jem, you're the mastermind on this -- does that indi do the trick for you, or do you need the kind of detail I'm talking about?

[Jemook]

Personally I don't want to complicate things. Here's what I'm looking for again.

I was thinking with ShelleyNow (and this) it would be great if we could see in the info text;

- the highest number of pips made / amount of pairs in the basket
- the highest number of pips lost / amount of pairs in the basket

ie basket makes 460 pips / 10 pairs = 46 pips per pair highest gained
ie basket loses 460 pips / 10 pairs = -46 pips per pair highest DD

This would greatly influence what I input on adaptivepipsTP/SL

[garyfritz]

Well with a small amount of effort, you could get that from the indi Shelley posted. You know how many pairs are in your basket. Looking at the indi you can see the max/min basket pips during the position. You can even get an idea for what BE / JS settings might make sense, which you can't get from the highest/lowest figure. Do you need any more than that?

[mobthehop]

@ Steve: if you can still amend it - thread subject should probably read "Autotrader"

Cheers