Add Additional data to trade log
maybe? someday?
r
rusty.moorman@optionomega.com
Merged in a post:
Delta on results
A
Andy R
Many strategies focus on target premium, so it would be great to see the delta of the trade in the trade log.
When I test strategies further back in time with a premium target, I notice that the stop is much closer to the entry price (due to the price of the SPX in prior years). Seeing the delta will allow me to compare vs more recent trades to see how far the entry price is away from the short strike.
Cheers !
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Matthew Simon
Merged in a post:
Please add actual delta of legs in the trade log! pleeeeze
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Anthony M
I only need it for backtests where strikes are based on delta. Just please put it in. I don't know what delta the backtest chose and don't have a clue how high or low it goes from the target. please demystify this. thank you.
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Matthew Simon
maybe? someday?
M
Matthew Simon
Merged in a post:
Add additional data to trade log exit vol
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Migration
It would be great to display the entry vol and exit vol in the trade summary (like you have entry price and exit price).
Volume is even more important/critical than price; often it predicts a price movement. Thanks!
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Matthew Simon
Merged in a post:
Display VIX O/N Move in Trade Log
M
Migration
Display VIX O/N Move in Trade Log
VIX O/N move is an important filter criteria for many backtests I use. When analyzing the Trade Log to understand which trades are working and what criteria seem to be significant, the lack of VIX O/N in the Trade Log is a key weakness. The only way to see the effect on trades without this in the Trade Log is to run multiple backtests and see what effect it has. That can be a big waste of time.