pinball's Posts - Page 8

System7 in Trading Systems Nov 16, 2009 at 01:56

NAV update. As per 2009 nov 16, 02:57 CET NAV is 2176(NAV consists of balance plus value of open orders. System is using euros as system currency)

system6 in Trading Systems Nov 16, 2009 at 01:56

NAV update. As per 2009 nov 16, 02:55 CET NAV is 2078(NAV consists of balance plus value of open orders. System is using euros as system currency)

system5 in Trading Systems Nov 16, 2009 at 01:55

NAV update. As per 2009 nov 16, 02:55 CET NAV is 3591(NAV consists of balance plus value of open orders. System is using euros as system currency)

system4 in Trading Systems Nov 16, 2009 at 01:55

NAV update. As per 2009 nov 16, 02:54 CET, NAV is 3520(NAV consists of balance plus value of open orders. System is using euros as system currency)

system2 in Trading Systems Nov 16, 2009 at 01:52

NAV update. As per 2009 nov 16, NAV is 315

Real gain calculation in Suggestion Box Nov 16, 2009 at 01:33

The equity percentage cannot be used to evaluate true system performance.This is the myfxbook info on my system8 (updated today)Gain: +1.59%Abs. Gain: +9.81%Daily: 0.01%Monthly: 0.18%Drawdown: 0.10%Balance: €1247.21Equity: - Highest: (Nov 15) €1247.45Profit: €3.17 Interest:€150.74Deposits: €1569.10Withdrawals:-€409.57This is the info from oandaBalance 1,247.21Unrealized P&L 3,946.64Unrealized P&L% 316.41Net Asset Value 5,193.52Looking at myfxbook numbers, it is not easily seen that the system is in fact up 300%+ on open positionsNet asset value is 5193, ba...

"view only active systems" checkbox in the systems page. in Suggestion Box Nov 16, 2009 at 01:22

In the Systems menu page where you can search systems, most searches will get you lots of systems that have not been updated for weeks or even months. - that is - a system that has been trading say 2 months with a nice profit, and then never been updated. Those systems i would like to be able to leave out of the search - anyone can find a 2 month period of extreme profitabillity and throw that at myfxbook.I suggest this enhancement of the search paneladd a checkbox (default is marked) that is named "View only active systems"if it is checked, the returned systems must all have been ...

Einstein 6 in Trading Systems Nov 16, 2009 at 01:00

Jerome2900 i guess the system author is just using myfxbook to create stats etc. I do the same. And of course they are for sale - at the right price.. If you tempt him with being put inside a hedgefund with a nice % of gains or a nice % of ownership, paying with his systems to get a larger bankroll into it, i'm sure he'll consider. I would, if i was him.

system4 in Trading Systems Nov 16, 2009 at 00:43

Forgot to mention that system 1,3,4,5 also uses silver and gold as currencies.

system4 in Trading Systems Nov 16, 2009 at 00:41

@jdohagan, jerome2900What kind of information would You like to have?I updated the oanda links few minutes ago btw. So You'll have updated info inside the hour, when myfxbook gets the data from the oanda servers.The reported numbers are cash - as i almost always have lots of open longterm positions with sizable losses or gains, total account value is a much better indicator of recent performance. Unfortunately, you'll have to calculate an estimate of it yourself using the open trades information combined with current forex values.Right now (aprroximately monday,nov 16, 01:35), the net ...

when changing oanda URL for an active system, should change status to pending in Suggestion Box Oct 27, 2009 at 11:38

When i change the URL to an oanda system, and the status is active before the change, i'd like the status to change to pending, so that i can see that new data is available once it again goes to active.Currently it stays as active, which it actually is not, it's pending.I hope U understand what i mean.

Would like to offer my services ... in Programming Oct 27, 2009 at 00:51

I can help out with oanda API stuff, got some API experience, running 8 trade systems 24/7, and been doing so for 9 months now. I did mine with C#, using the normal oanda API.

Sharpe Ratio and other metrics in Suggestion Box Oct 27, 2009 at 00:03

You would want to calculate the sharpe ratio off Net asset value growth (not balance growth) accounts with open positions and open positions P&L should have that P&L added to the growth over time. Otherwise the sharpe will become rather useless for systems with open positions.For instance one of my systems have a (well, relatively) smooth asset growth, but it builds profits in not closed positions and then close them from time to time. so net asset value have a great sharpe. but the balance growth is flat... giant spike up as profits are realized.. flat .. giant spike up.. etc. this ...

currencies popularity graph does not adjust for unit value. in Suggestion Box Oct 26, 2009 at 23:55

The currencies popularity chart you get when you click a month in the statistics (a pie chart) does not reflect the actual value of the position.for instance.if i have 1039 usdchf long, and 1 xauusd short, i have about the same value long and short because 1 unit gold is 1 ounce of gold, which is about 1039 usd.the pie chart shows 99.9% usdchf long, and 0.01% xauusd short.the problem is evident in any pie charts that have for instance audusd, nzdusd, gbpusd, xagusd, xauusd in them.The way to fix it would be to adjust all units back to usd for any forex pair that does not have usd as the first ...

Einstein 7 in Trading Systems Oct 26, 2009 at 22:17

Only one question. What is the profit/loss on open positions as of last data point in the graph?

Saxo Group in Brokers Oct 26, 2009 at 20:50

I use them for futures, cfds's index trading, silver and gold, but not forex. Have been using them for forex too.Bad stuff : No APIspreads not the best in the market (but gotten better)Positions held have a rollover cost that is hard to figure, also applied interest rates are not easily figured out from their reportsused to have a live trader chat, but now it's goneopening and closing positions below a certain threshold costs you a flat fee. (and of course still the spread)good stuff : You can trade almost ANYTHING imaginable. practically all futures trading anywhere in the world, CFD&...

Oanda in Brokers Oct 26, 2009 at 20:40

Probably the best place to grow up as a new forex trader. You can trade with a small account without paying fees and having to take large lots. Their API is fine, although at a steep 600usd a month fee for small accounts.Customer service is very good, If they have a bad price somewhere triggering your stops and loosing you money, they will usually find out themselves and mail you that it's now corrected and you have your trades as if it didn't happen. Once i had an issue where a peculiar crash made my client do stupid trades. guy asked me what i though i'd lost due to the outage, i...

graph of Net Asset Value (including open orders) in Suggestion Box Oct 26, 2009 at 09:58

After some investigations, I think it i've found a solution that might make it possible for you to write the net asset value in the system info box. I have found 2 ways of doing this with oanda :1)You already have gotten open trades, you've got the price and the number of units shown on myfxbook.All you have to do is to get the current forex prices (at the time when the history is loaded from oanda) (that should not be a problem, can be gotten from oanda or any other forex source)then for each order, the current NAV can be calculated as units * (current price - open price)and you cou...

graph of Net Asset Value (including open orders) in Suggestion Box Oct 25, 2009 at 21:25

I know this would be quite hard bordering to impossible to code, as You probably don't easily get hold of open orders historically (and you'll need historic price data too). but..most of my accounts are holding longterm trades, and the account balance itself (realized profits) is totally unindicative of the actual results. For instance, my system7 right now have a balance of 826.30 euros, but the net asset value is 1855 euros. (as the unrealized p/l for my positions is 1028 euros, 124% of balance.One feauture that might be easier to code is to show net asset value as of last update in ...

All Quotes
AUDUSD	0.64527	USDCHF	0.909
EURJPY	164.848	EURCHF	0.9717
EURGBP	0.85648	GBPJPY	192.467
EURUSD	1.0685	GBPUSD	1.24765
USDJPY	154.263	USDCAD	1.3743

EURUSD	1.0685	GBPUSD	1.24765
USDJPY	154.263	USDCAD	1.3743

Posts by pinball