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View Full Version : Trade Parameters and Preferences Report #2


davidjc01
19th March 2007, 03:56 AM
Also, when using Pyramiding, the Trade Parameters and Preferences Report does not show the input variable "Start Pyramid at any level up to:-" even though this is ticked and has a non-zero number entered. See example below.

I have also noticed that

(i) When the "Limit Maximum Pyramid Level to:-" box is un-ticked the number is reported regardless; and

(ii) When the "Limit Maximum Pyramid Level to:-" box is ticked "Limit Maximum Pyramid Count to:-" is also reported irrespective of whether it is ticked or not.

Surely if these options are un-ticked they should be reported as "Off" or "None" or the like.

Regards...




Trade Preferences
Trading Instrument: Stocks
Break Even Trades: Process separately
Trade Position Type: Process all trades
Entry Order Type: Default Order
Exit Order Type: Default Order
Minimum Trade Size: $5,000.00
Accept Partial Trades: No
Volume Filter: Limit Position Size to a maximum of
1.00% of the maximum traded volume
Pyramid Trades: Yes
Favour Trade Pyramid: Yes
Maximum Pyramid Level Limited to: 20
Maximum Pyramid Count Limited to: 20

davidjc01
21st March 2007, 06:53 AM
David,

Somewhat frustratingly I now cannot reproduce the quirk with the mis-reporting of the Pyramiding parameters. If it occurs again I will let you know.

I can only assume it is something to do with the way the reports page is overwritten every time it is produced. For example... running a report with "Pyramid Trades" enabled produces a report with fewer lines than with "Pyramid Trades" disabled.

By running the exact same Monte Carlo simulation consecutively with "Pyramid Trades" enabled then again disabled... the 'disabled' report will appear with the last line of the previous 'enabled' report still visible.

Either that or I am going quite mad!

David Samborsky
23rd March 2007, 03:48 AM
David,

Somewhat frustratingly I now cannot reproduce the quirk with the mis-reporting of the Pyramiding parameters. If it occurs again I will let you know.

I can only assume it is something to do with the way the reports page is overwritten every time it is produced. For example... running a report with "Pyramid Trades" enabled produces a report with fewer lines than with "Pyramid Trades" disabled.

By running the exact same Monte Carlo simulation consecutively with "Pyramid Trades" enabled then again disabled... the 'disabled' report will appear with the last line of the previous 'enabled' report still visible.

Either that or I am going quite mad!

If you don't enable "Pyramid trades" the trade pyramid parameters won't be displayed in the report because they are not used.

davidjc01
27th March 2007, 04:19 AM
Hi David,

In the example above you can see that all of "Pyramid Trades"; "Favour Trade Pyramids"; "Maximum Pyramid Level Limited to:" and "Maximum Pyramid Count Limited to" are reported as being Enabled.

However "Start Pyramid at any level up to" which at the time of this Monte Carlo simulation was Enabled is not reported at all. It would be worthwhile to make sure it does get reported if Enabled.

Regards,

David