Strategy Performance report for discretionary trading log

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thariman
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Joined: 21 Jul 2006

Strategy Performance report for discretionary trading log

Postby thariman » 17 Sep 2009

Hi,

Is there a way to put discretionary trading log into MC so I can use
the Strategy Performance report ?

I try doing like the following code below:

I manually create a signal

if Date = 1090915 and Time_s = 93821 then
Buy("LE2") 1 contract next bar at 1046.50 Stop;

if Date = 1090915 and Time_s = 94501 then
Sell from Entry("LE2") 1 contract next bar at 1046.75 Stop;

But with this method the entry price and exit price is not consistence
with the price I would like to be in the report. It become worst if the signal is
on the same bar. I'm using 2 min ES for the charts.

I did check to make sure on the properties that the slippage is 0

Would be nice if MC can import discretionary trading log.

Thank you

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Andrew Kirillov
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Postby Andrew Kirillov » 21 Sep 2009

Statements like this
Time_s = 93821
should not work on 2-min charts.

Give more details on your issue.

thariman
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Joined: 21 Jul 2006

Postby thariman » 22 Sep 2009

Andrew,

I tried to create a signal for entry and exit in the same 2 min bar, but the price that I specify did not match up.

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Postby brodnicki steven » 22 Sep 2009

Andrew: That gave me an idea for a new feature. For discretionary traders, it would be fun to be able to manually place buy and sell arrows on the screen and have the results show up in the performance reports.

thariman
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Postby thariman » 22 Sep 2009

Andrew: That gave me an idea for a new feature. For discretionary traders, it would be fun to be able to manually
place buy and sell arrows on the screen and have the results show up in the performance reports.


That's what I'm trying todo, by hard coded the trade entry and exit.

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TJ
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Postby TJ » 22 Sep 2009

Andrew: That gave me an idea for a new feature. For discretionary traders, it would be fun to be able to manually
place buy and sell arrows on the screen and have the results show up in the performance reports.


That's what I'm trying todo, by hard coded the trade entry and exit.



It won't work... unless you are using a tick chart.



try this. it might help.
p.s. I haven't tried it, I don't know if it would work. but it is worth a try.

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