My algo trading daily performance

mechtrader

Well-Known Member
#75
Please post your total equity curve along with this.
You can do this simply with excel
I honestly didn't get u when you said "You can do this simply with excel".



The purpose of this thread is to keep my journal and to interact with like minded people. I am not here to prove my honesty and satisfy peoples's inhibitions (plz dont mind). And moreover I am not gaining anything keeping anyone in dark. This is just a simple journal.

P.S. Pardon me if got something wrong.

Thanks,
MT
 

bpr

Well-Known Member
#76
I honestly didn't get u when you said "You can do this simply with excel".



The purpose of this thread is to keep my journal and to interact with like minded people. I am not here to prove my honesty and satisfy peoples's inhibitions (plz dont mind). And moreover I am not gaining anything keeping anyone in dark. This is just a simple journal.

P.S. Pardon me if got something wrong.

Thanks,
MT
you totally misunderstood me.:rofl:
I meant total equity curve like a graph.
Where we can visualize your algo performance in a better way.

e.g something like this.
You can plot the values in a table and use excel chart to draw something like this.
 
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TradeOptions

Well-Known Member
#77
mechtrader bro, I also think there is some miscommunication issue in past 2-3 posts. As bpr was just giving a good suggestion / feedback "which is one of the purpose of this thread". If you plot the equity curve like a graph then it will be easier for you to see the gradual performance of your method quite easily. Plus the outliers will also stand out quite clearly.

Thanks for maintaining this journal

With my best wishes :thumb:
Regards
 

mechtrader

Well-Known Member
#78
you totally misunderstood me.:rofl:
I meant total equity curve like a graph.
Where we can visualize your algo performance in a better way.

e.g something like this.
You can plot the values in a table and use excel chart to draw something like this.
:lol::lol::lol: I knew something was fishy. I am now ashamed of my lack of judgement. Thanx for correcting me.

I will do so at the end of the month as it will have 20 - 22 data points.
The Dec month is not significant now as I have made many changes from then.

Thanks,
MT
 

bpr

Well-Known Member
#79
:lol::lol::lol: I knew something was fishy. I am now ashamed of my lack of judgement. Thanx for correcting me.

I will do so at the end of the month as it will have 20 - 22 data points.
The Dec month is not significant now as I have made many changes from then.

Thanks,
MT
No probs. I think I was not clear enough earlier .. was typing in a hurry ... :)

Btw beside the total equty curve for the entire algo which is a must, you should also consider doing this for each of the individual instrument so that you know how your algo behaves w. r .t each of the instrument.
Say If one of the instrument causing a lot of pain then you may decide to exclude it.
Also say if one of the instrument is giving a lot of maal, then you may decide to 2x the position.
But it will be a lot of work up to you.
 

mechtrader

Well-Known Member
#80
No probs. I think I was not clear enough earlier .. was typing in a hurry ... :)

Btw beside the total equty curve for the entire algo which is a must, you should also consider doing this for each of the individual instrument so that you know how your algo behaves w. r .t each of the instrument.
Say If one of the instrument causing a lot of pain then you may decide to exclude it.
Also say if one of the instrument is giving a lot of maal, then you may decide to 2x the position.
But it will be a lot of work up to you.
Thanx for the suggestion bpr.
I have already done that analysis in backtesting and all the stocks were almost equal in terms of returns. Though I have planned to revamp the algo with more stocks and remove the non performing ones but for that decision to be taken i need statistically significant data i.e. atleast 30 trades per scrip and that comes to around 3 months of trading.
So, I will revamp it in 3 months time.

Thanks,
MT