Trades+: Open/All trade lists with Priority and Multi-Column Sort
Modified on 2021/02/06 08:54 by Eugene — Categorized as: Visualizers
This performance visualizer extends the Wealth-Lab's built-in
Trades
view's functionality with the following benefits:
Open positions
view. Handy for browsing open positions only.
Open positions view
All positions
view is a Trades tab with a separate
Priority
column and
multi-column sorting
.
All positions view
Open Positions Features
On top it has a
summary block
displaying the number of open positions, open profit in absolute figures and percentages, as well as the total dollar size of all positions that the Strategy has opened.
Note:
Position Profit % is equal to the simple mean of all the open profit percentages.
Displays
AutoProfit, RiskStopLevel and TrailingStop
levels (if assigned by the Strategy)
Indicates last Close price
Common Features
Position
number
Displays the number attached by Wealth-Lab to a position, starting from 0.
Sortable
Priority
column
If priority was assigned to a Position in Strategy code, it will be shown in the column. Otherwise default truly random priority assigned by Wealth-Lab is used.
Multi-column
sorting
Sorting by multiple columns is supported. First, click one column to set primary sorting e.g.
Symbol
. Then, with the
Control
key pressed, click on another column(s) -
Profit %
, for instance.
Symbols that
traded
- informative in Multi-Symbol Backtests on large portfolios:
Supports
Combination strategies
- an additional column showing child strategy name is displayed:
Displaying Entry, Exit and Total
Trade Efficiency
(%):
For more information, refer to the downloadable article by Leo Zamansky, Ph.D., and David C. Stendahl in Stocks & Commodities V15:10 (461-464):
Evaluating System Efficiency
.
Displays Total Commission for each trade - like in a broker's statement.
Exporting performance results to text file and copying them to Clipboard - from right-click context menu.
Known issues
"Symbols that had trades" does not work correctly for context-switching Strategies like Symbol Rotation.
Notes
Portions © Luis Alonso Ramos -
MultiColumnSortManager
and Eddie Velasquez -
ListViewSortManager
MultiColumnSortManager was modified to suit Wealth-Lab's
SystemPerformance
output on open trades.