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Individual trade analyzer Excel
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Author:  Spectre [ Wed Mar 11, 2015 11:48 pm ]
Post subject:  Individual trade analyzer Excel
Hello

Is there a way to record trade details and export them to a Excel Spreadsheet?

Details to record:
Tradenumber
Opening price
Highest price recorded during trade
Lowest price recorded during trade
Closing price

Reason for asking is related to placement of StopLoss and JumpingStops.

Say we have a 200 pip StopLoss, and the trade reaches TakeProfit. I want to log the lowes point of the trade, look at the result of say 100 trades.
Now, if only 8 of a 100 trades reaches 200 pip stop, and all the others have lows ranging from 50 to 100 pips down, we could chang from a 200 to a 150 StopLoss without risking many more StopLoss hits.
Same for JumpingStop, what was high, should the jumps be larger/smaller?

Suggestion for what the Excel sheet could contain:
Tradenumber
Opening price, use a zero reference
Pips down - Open minus lowest recorded price
Pips up - Highest recored minus Open.
Close price

All results in a single column, for further analysis when we have all the need data. I can make Excel sheets, but a cannot for the life of me get data from CrapTurd4 into Excel

Thomas

(Sorry if this is not making sense, please tell me if i am wasting my time)
Author:  SteveHopwood [ Wed Mar 11, 2015 11:57 pm ]
Post subject:  Individual trade analyzer Excel
Just adding a reference here because people will read my posts here - some of them at least.

Maybe someone can come up with a solution to what you want. Hope someone does.

:xm:
Author:  renexxxx [ Thu Mar 12, 2015 12:21 am ]
Post subject:  Individual trade analyzer Excel
This needs to be done by an indicator that is always running on the account to be reported on.

This indicator would need to maintain for each ticket number, the high and low water marks since opening of the trade and when the trade is closed, a record should be added to a CSV file. The high and low water marks need to be updated frequently (every 1 second or so). The indicator must be resilient to Empty4 restarts and re-initialisations, so it would need to persist these high and low water marks eg. to a Global Variable (there are other ways too).

Let me know if this is sufficient to get you going.
Author:  Spectre [ Thu Mar 12, 2015 12:30 am ]
Post subject:  Individual trade analyzer Excel
SteveHopwood » Thu Mar 12, 2015 12:57 am wrote:Just adding a reference here because people will read my posts here - some of them at least.

Maybe someone can come up with a solution to what you want. Hope someone does.

:xm:
Wow, thanks! :yahoo:
Author:  Spectre [ Thu Mar 12, 2015 12:38 am ]
Post subject:  Individual trade analyzer Excel
renexxxx » Thu Mar 12, 2015 1:21 am wrote:This needs to be done by an indicator that is always running on the account to be reported on.

This indicator would need to maintain for each ticket number, the high and low water marks since opening of the trade and when the trade is closed, a record should be added to a CSV file. The high and low water marks need to be updated frequently (every 1 second or so). The indicator must be resilient to Empty4 restarts and re-initialisations, so it would need to persist these high and low water marks eg. to a Global Variable (there are other ways too).

Let me know if this is sufficient to get you going.
This sounds very good, exactly what i was thinking.

So the data logged in the CSV file would be imported into excel?

Now, if there is a kind soul in here that can code this. Coding indicator is worse than translating the dead sea scrolls. :?
Author:  renexxxx [ Thu Mar 12, 2015 12:43 am ]
Post subject:  Individual trade analyzer Excel
Spectre » Thu Mar 12, 2015 10:38 am wrote: So the data logged in the CSV file would be imported into excel?
Yes, that is correct. Excel can read Comma-Separated-Value (CSV) files.
Spectre » Thu Mar 12, 2015 10:38 am wrote: Now, if there is a kind soul in here that can code this. Coding indicator is worse than translating the dead sea scrolls. :?
It is actually not that bad, as you have nothing to do with time series data. But give me a few hours and I will knock something together.
Author:  Spectre [ Thu Mar 12, 2015 1:09 am ]
Post subject:  Individual trade analyzer Excel
renexxxx » Thu Mar 12, 2015 1:43 am wrote:
Spectre » Thu Mar 12, 2015 10:38 am wrote: So the data logged in the CSV file would be imported into excel?
Yes, that is correct. Excel can read Comma-Separated-Value (CSV) files.
Spectre » Thu Mar 12, 2015 10:38 am wrote: Now, if there is a kind soul in here that can code this. Coding indicator is worse than translating the dead sea scrolls. :?
It is actually not that bad, as you have nothing to do with time series data. But give me a few hours and I will knock something together.
You, good sir, are magnificent. :clap:

Once again, this forum proves to be the superior place for forex and coding.

Thank you Steve for starting this forum and making it a beacon of light in the dark swamp that is forex and CrapTurd4. You probably get that a lot, but you and the rest of the forum deserve every last bit of it.
Author:  Spectre [ Thu Mar 12, 2015 1:14 am ]
Post subject:  Individual trade analyzer Excel
It is actually not that bad, as you have nothing to do with time series data. But give me a few hours and I will knock something together.
In case you didn't think of it, the code should ignore trades already open as not to give false data at the beginning. If this is not possible, we can always manually remove data from the given trades.

Thomas
Author:  renexxxx [ Thu Mar 12, 2015 1:25 am ]
Post subject:  Individual trade analyzer Excel
Spectre » Thu Mar 12, 2015 11:14 am wrote: In case you didn't think of it, the code should ignore trades already open as not to give false data at the beginning. If this is not possible, we can always manually remove data from the given trades.
You have to start somewhere. The code should be resilient to restarting Empty4 or re-initialising the indicator. If there were trades that were monitored by the indicator, and Empty4 is down for x-minutes, the High and Low water marks will exclude the movement within these x-minutes, and there is nothing we can do about that. When Empty4 and the indicator is restarted, it will resume monitoring open trades and update the High/Low water marks taken from before the x-minutes down time. In Excel you will never know whether the High/Low marks are a true representation of the real High/Low water marks, or whether there was a period within the life time of the open trade where the High/Low water marks were not updated. But this is life. It will be as good as it can be.
Author:  Spectre [ Thu Mar 12, 2015 2:23 am ]
Post subject:  Individual trade analyzer Excel
renexxxx » Thu Mar 12, 2015 2:25 am wrote:
Spectre » Thu Mar 12, 2015 11:14 am wrote: In case you didn't think of it, the code should ignore trades already open as not to give false data at the beginning. If this is not possible, we can always manually remove data from the given trades.
You have to start somewhere. The code should be resilient to restarting Empty4 or re-initialising the indicator. If there were trades that were monitored by the indicator, and Empty4 is down for x-minutes, the High and Low water marks will exclude the movement within these x-minutes, and there is nothing we can do about that. When Empty4 and the indicator is restarted, it will resume monitoring open trades and update the High/Low water marks taken from before the x-minutes down time. In Excel you will never know whether the High/Low marks are a true representation of the real High/Low water marks, or whether there was a period within the life time of the open trade where the High/Low water marks were not updated. But this is life. It will be as good as it can be.
Ah, i understand. Thanks for educating me.

T
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