Pyramidding

[arpad_37]

David, I have a few questions on the topic if I may.

1. If I use the "TradeSim.EnableTradePyramiding",PercentProfit,10,4);" function and I activate the "Use Zero Level Trades Only" function under Preferences, I still get non Zero level trades in the Trades Db. Is this a bug or am I doing something wrong? (BTW the Pyramiding Trades and Profits functions were not activated)

2. If I use the "Portfolio Simulation" (once angain, using the "TradeSim.EnableTradePyramiding..." function) and I sort the trades in Alfa order in the trades db not all pyramided trades exit on the same date. Is this maybe a sorting error in the db from my side? If yes, how can I sort the trades so that I have them in alfa and then in chronological order?

3. Reading through your .pdf document on pyramiding, I am slightly confused. If I use the "TradeSim.EnableTradePyramiding...." function do I still have to activate the "pyramid profits" and /or "pyramid trades" function? The way I read your document that it is a "yes" however I did get pyramided trades in the db by ignoring these functions and just turning off the "Use Zero lelvel trades only" function.

Your assistance would be much appreciated.

regards,

Arpad

[David Samborsky]

The following answers assume that you are using V3.0.0 Build 654

A1. The TradeSim.EnableTradePyramiding function does not control what gets loaded into the trade database manager. If you don't want to load non level zero trades into the trade database manager you can do this in the global preferences dialog box of TradeSim by enabling 'Ignore pyramid trades'. Alternatively you can enable 'Use level 0 trades only' before you run a trade simulation.

A2. The order of sorting in the trade database manager has no effect on trade order. I assume you want to be able to sort the trade db by symbol first then followed by entry date in order to be able to properly display the pyramids better? I will change this.

A3. Even though you have created a trade database with pyramid or recursive trades you still have to enable 'Pyramid Trades' in TradeSim in order to properly create trade pyramids in your simulations.

[arpad_37]

David,

Please see my comment below.
1. Thanks that makes sense.
2. That is exactly what I wanted to see - it would be great if you could do this (ie have the "sort" functionality similar to what is in Excel)
3. I am puzzled as I have compared the pyramided and non pyramided trades developed ion the db and I get different results despite of having the "Pyramid trades" disabled. what am I doing wrong?

Regards,

Arpad

[David Samborsky]

Hello Arpad

With regards to issue 3, the difference between pyramid and no pyramid simulation mode is that in pyramid enabled mode if a pyramid has already started with say XYZ level 0 trade then when trade XYZ level 1 trade comes along at the same time as trade ABC level 0 trade the the level 1 XYZ trade will be taken in preference to the ABC level 0 trade. In other words with 'Trade Pyramid' enabled TradeSim favours formation and building up of existing trade pyramids rather than taking isolated trades that may or may not from part of a trade pyramid. The differences may appear subtle but can have a major effect on the bottom line.

The AN-3 document has a more detailed description of the pyramid options so I would suggest that you read it. I have also implemented proper sorting on symbol in the Trade DB and Trade Log so you will beable to inspect trade pyramids a lot easier than you currently can.

[arpad_37]

Thanks David, That makes sense now. Will the sorting feature be in your next official release or we will get it during one of the near futuer startups?

Regards,

Arpad

[David Samborsky]

Yes the next release will have it.