I would like to use an Excel template to measure conditions for each trade I make. It would include maybe 5 or six things at the time of entry. Time of day, relative volume, position above or below VWAP, etc. This would then be used to gauge which conditions best suit my strategy.

I don't want to mislabel the kind of analysis I am looking for but hopefully this spreadsheet would measure trade success when conditions X, Y, and Z are present. Does anyone have an idea of a good template I could use?


Edit: I wish I could edit the title of this thread to make it clearer.

Tuglife 

I would like to use Excel to measure conditions for each trade I make. It would include maybe 5 or six things at the time of entry. Time of day, relative volume, position above or below VWAP, etc. This would then be used to gauge which conditions best suit my strategy. I don't want to mislabel the kind of analysis I am looking for but hopefully this spreadsheet would measure trade success when conditions X, Y, and Z are present. Does anyone have an idea of a good template I could use? Edit: I wish I could edit the title of this thread to make it clearer.

If I understand you correctly, it sounds like you would like to gauge market context by using a set of discrete conditions.

I am not aware of any such template, and that's because everyone probably has their own idea of what factors to consider for context.


That does not mean you can't create your own set

My idea is that I would pick a number of conditions myself, and then enter them manually into a spreadsheet on a trade by trade basis. Then I could discover, if condition "A" is present, or, "A and B" what is the percentage of winning trades. Or conversely group all the winning trades together and discover what conditions work best.


I know it sounds labor intensive, but if I am only entering 3 or 4 trades a day it shouldn't be too bad.

Here's an example that might get you started? You enter trades on the trades sheet and they are summarized on the summary sheet. Right now the "conditions" and PnL are randomly generated. Hopefully you can copy this to your own google acct and play with it.

link: https://docs.google.com/spreadsheets/d/1cm_qXZm9BxFvs1OKdtTR5o0zmxVnXJq_ZWFujpeWzeM/edit?usp=sharing

brach 

Here's an example that might get you started? You enter trades on the trades sheet and they are summarized on the summary sheet. Right now the "conditions" and PnL are randomly generated. Hopefully you can copy this to your own google acct and play with it. link: https://docs.google.com/spreadsheets/d/1cm_qXZm9BxFvs1OKdtTR5o0zmxVnXJq_ZWFujpeWzeM/edit?usp=sharing

Cool. Thank you.