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Caution! This Excel table performs VERY VERY MANY calculations! I will not take any responsibility if it crashes your machine! USE AT YOUR OWN RISK! (It works on my end though.)
Change Log:
Various error corrections
Various little improvements
Added Pivot table with various stats
Added Pivot table with net profit per day
Added Monte Carlo simulation (50 iterations)
Possible to add methods now (only the first two will displayed on the Overview tab)
Instruments are not limited anymore
Embedded two little macros to update the pivot tables
If you don’t trust them just disable them but then you have to unprotect the sheets containing the pivot tables to update them (I can also post a macro-free version if anyone wishes so)
Code looks like this:
If anything doesn't work as intended or if you want more features, just shout.
Methods can now be unlimited, two user selectable methods display in Overview tab (can be changed any time, there is a drop down list in the cells containing the heading in Overview).
Added table displaying Profit per date.
Various minor improvenents.
Have fun.
vvhg
PS: Is actually anyone interested in this template (perhaps even uses it) or is it just me??
I am DEFINITELY interested as my Excel skills are nananna ... I woould really like a way that this could be incorporated into optimization of strategies so that all itinerations of an optimizations would be available on a daily basis to augment as a DIY walk-forward. Obviously that is a project in itself ... will be looking at this very closely once I get the automation of the strategy completed!
Thanks mucho!
Jon
Writing to you from the wonderful province of Ontario, Canada. Home to the world's biggest natural negative ion generator, the Niagara Falls, and to those that dare to know how to go over it in a barrel. SALUTE!
Yes I am, although I have started to use the TJS spreadsheet (tradingspreadsheets.com) after I decided it was too much work for me to modify Mike's earlier version
It would have been very nice is the TJS spreadsheets had MAE/MFE provisions but they don't, unfortunately. I'm going to check out the template again in a couple of weeks time and might be able to provide some feedback for additional functionality if you wish. Recording trades is very, very important (imho) so it does pay off to put time and effort into this.
Cheers, PTG.
If it requires a uniform, its a worthless endeavor. - GC
How can I change the colour of the column AN? I only want to see green and red and not licht green green purple red etc... If it is green and red only it is better to see.
1. unprotect the sheet
2. select AN column
3. go to home tab
4. go to conditional formatting
5. select highlight cells rules
6. select greater than
7. rule: >0
8. custom formatting-> select green
9. go back to step 6 then select smaller than <0 red
I have a question, How is the win loss ratio calculated?
I see in your spreadsheet that if I lief the MAE and Efficiency values unfilled the win loss calculation is not don. I think that the win loss calculation is always done with the initial stop loss, that is the amount of ticks your are willing too lose.
The MAE is a data that can be useful for stop loss calculation. If for example you have made 200 trades with an initial stop loss of 12 ticks and all your winning trades have an MAE of 6 ticks than you can tighten your stop loss to 7 ticks so now your losing trade will only lose 7 ticks instead of 12 ticks.