SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Nov 21, 2017 5:02 pm

All times are UTC + 3 hours




Post new topic Reply to topic  [ 2 posts ] 
Author Message
PostPosted: Wed May 11, 2016 1:49 am 
Offline

Joined: Thu Sep 17, 2015 5:52 am
Posts: 133
HI SQ,

It would be great if you added a tool to OQ2014 that showed the P&L of each individual Trade a strategy made.

I guess this tool would look very similar to the "Composition" tab in OQ2014, but would show the exact $ amount each (round turn) trade lost or made.

NOTE: The main thing I (and probably others) would use this tool for is to spot individual outlier trades. For instance, if my strategy made 200 profitable trades in total and 195 of them generated $100 each and 5 random ones generated $600 each, this is the tool that would have let me discover the 5 random ones. With that in mind, its essential that this tool be able to display the individual trades ranked in order from highest P&L to lowest P&L (as well as viewing them in chronological order).


Top
 Profile  
 
PostPosted: Mon Mar 20, 2017 2:06 pm 
Offline

Joined: Tue Oct 13, 2009 12:19 pm
Posts: 200
I think this would be a useful tool for my clients analysis as well.

Regards
Mike


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB® Forum Software © phpBB Group