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Dingo,
Following up with stock data entry.
To start, set up a symbol in AB, such as ~SGMS, and give it a
full name, Trade Data. I always give it
an index attribute so I can filter it out easily from any AA
or IB work .
I enter the data into the same spreadsheet I use for
Portfolio data.
Data
Field
Data Item
<FONT
size=2>Ticker
~SGMS
<FONT
size=2>Date
Y/M/D
<FONT
size=2>Open
Average Entry Share Price (average in the event of a pyramid)
<FONT
size=2>High
Not Used
<FONT
size=2>Low
Stop Loss
<FONT
size=2>Close
Average Exit Share Price
<FONT
size=2>Volume
# Shares
O
Interest A
code #, explained below.
In data items where there is no entry, such as High, I enter
.0001 which helps me control
displayed values in an indicator. I do not account for
commissions, but could easily do so
by using the High field or entering the Entry Price net of
commissions
Codes
1 Bought this
date
2 Sold this
date
10 Enter this on the day after a
Buy (controls certain plots)
20 Enter this on the day after a
Sell (controls certain plots)
Here is some code I use with the above.
AvgEntry = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Open"<FONT face=Arial
color=#800080>);<FONT face=Arial
color=#800080>
StopLoss = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Low"<FONT face=Arial
color=#800080>);
AvgExit = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Close"<FONT face=Arial
color=#800080>);
Shares = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Volume"<FONT face=Arial
color=#800080>);
Code = <FONT
face=Arial color=#0000ff>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Interest"<FONT face=Arial
color=#800080>);
StopLoss = <FONT
size=2>IIf<FONT face=Arial
color=#800080>(Code == 20<FONT
face=Arial color=#800080>,<FONT
face=Arial>Null<FONT face=Arial
color=#800080>, Stoploss);
TrailStop = <FONT
size=2>ATR<FONT face=Arial
color=#800080>(40<FONT face=Arial
color=#800080>) * <FONT face=Arial
color=#ff00ff>4<FONT face=Arial
color=#800080>; <FONT face=Arial
color=#800080>
GraphXSpace<FONT
face=Arial color=#800080> =<FONT face=Arial
color=#ff00ff>5<FONT face=Arial
color=#800080>;
Plot<FONT
face=Arial color=#800080>(Close<FONT face=Arial
color=#800080>,Name<FONT face=Arial
color=#800080>(),colorGreen<FONT face=Arial
color=#800080>,<FONT face=Arial
color=#ff00ff>64<FONT face=Arial
color=#800080>); //Plots a chart
of the current symbol<FONT face=Arial
color=#800080>
Plot<FONT
face=Arial color=#800080>(StopLoss,"Stop
Loss",<FONT
face=Arial>colorRed,<FONT
face=Arial color=#ff00ff>1<FONT face=Arial
color=#800080>); //Plots the
stoploss
<FONT face=Arial
color=#0000ff>PlotShapes(<FONT
face=Arial color=#0000ff>IIf(Code ==
1<FONT face=Arial
color=#800080>,shapeUpArrow<FONT face=Arial
color=#800080>,shapeNone<FONT face=Arial
color=#800080>),colorDarkGreen<FONT face=Arial
color=#800080>,0<FONT face=Arial
color=#800080>,Low<FONT
face=Arial color=#800080>); <FONT
color=#008000>//Plots arrow on buy date
<FONT face=Arial
color=#0000ff>PlotShapes(<FONT
face=Arial color=#0000ff>IIf(Code ==
2<FONT face=Arial
color=#800080>,shapeDownArrow<FONT face=Arial
color=#800080>,shapeNone<FONT face=Arial
color=#800080>),colorRed<FONT face=Arial
color=#800080>,0<FONT face=Arial
color=#800080>,High<FONT
face=Arial color=#800080>); <FONT
color=#008000>//Plots arrow on sell date
<FONT face=Arial
color=#0000ff>PlotShapes(<FONT
face=Arial color=#0000ff>IIf(Code ==
1<FONT face=Arial
color=#800080>,shapeSmallCircle<FONT face=Arial
color=#800080>,shapeNone<FONT face=Arial
color=#800080>),colorBlack<FONT face=Arial
color=#800080>,0<FONT face=Arial
color=#800080>,AvgEntry,<FONT face=Arial
color=#ff00ff>0<FONT face=Arial
color=#800080>); //Plots actual
buy price
<FONT face=Arial
color=#0000ff>PlotShapes(<FONT
face=Arial color=#0000ff>IIf(Code ==
2<FONT face=Arial
color=#800080>,shapeSmallCircle<FONT face=Arial
color=#800080>,shapeNone<FONT face=Arial
color=#800080>),colorBlack<FONT face=Arial
color=#800080>,0<FONT face=Arial
color=#800080>,AvgExit,<FONT face=Arial
color=#ff00ff>0<FONT face=Arial
color=#800080>); //Plots actual
sell price
I use this chart to track progress of my
trades. It will also serve as a historical record of the trade
events.
I use this in conjuction with an indicator pane (code
below).
AvgEntry = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Open"<FONT face=Arial
color=#800080>);<FONT face=Arial
color=#800080>
StopLoss = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Low"<FONT face=Arial
color=#800080>);
AvgExit = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Close"<FONT face=Arial
color=#800080>);
Shares = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Volume"<FONT face=Arial
color=#800080>);
Code = <FONT
face=Arial color=#0000ff>Foreign<FONT face=Arial
color=#800080>("~"<FONT face=Arial
color=#800080>+Name<FONT face=Arial
color=#800080>(),<FONT face=Arial
color=#ff6820>"Interest"<FONT face=Arial
color=#800080>);
TrailStop = <FONT
size=2>ATR<FONT face=Arial
color=#800080>(40<FONT face=Arial
color=#800080>) * <FONT face=Arial
color=#ff00ff>4<FONT face=Arial
color=#800080>;
AccountEquity = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~PORT"<FONT
face=Arial color=#800080>,<FONT face=Arial
color=#ff6820>"HIGH",<FONT
face=Arial color=#ff00ff>1<FONT face=Arial
color=#800080>);
AccountCash = <FONT
size=2>Foreign<FONT face=Arial
color=#800080>("~PORT"<FONT
face=Arial color=#800080>,<FONT face=Arial
color=#ff6820>"Volume",<FONT
face=Arial color=#ff00ff>1<FONT face=Arial
color=#800080>);
StopPoint = <FONT
size=2>HighestSince<FONT face=Arial
color=#800080>(Code ==1<FONT
face=Arial color=#800080>,High<FONT face=Arial
color=#800080>,<FONT face=Arial
color=#ff00ff>1<FONT face=Arial
color=#800080>);<FONT face=Arial
color=#800080>
PyramidShares =(<FONT
size=2>round<FONT face=Arial
color=#800080>(Shares*1.5<FONT
face=Arial color=#800080>/10<FONT
face=Arial color=#800080>)*<FONT face=Arial
color=#ff00ff>10<FONT face=Arial
color=#800080>) - Shares;
GraphXSpace<FONT
face=Arial color=#800080> = <FONT face=Arial
color=#ff00ff>10<FONT face=Arial
color=#800080>;
Title<FONT face=Arial
color=#800080> = Name<FONT
face=Arial color=#800080>() +"
" + <FONT face=Arial
color=#0000ff>FullName() +<FONT
face=Arial color=#ff6820>" LONG TRADE MANAGEMENT DATA PANE Date "<FONT
face=Arial color=#800080> + <FONT face=Arial
color=#0000ff>Date()+<FONT
face=Arial color=#ff6820>"\n"<FONT face=Arial
color=#800080>+
"Open =
"+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>Open,<FONT face=Arial
color=#ff00ff>1.2<FONT face=Arial
color=#800080>)+
" High =
"+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>High,<FONT face=Arial
color=#ff00ff>1.2<FONT face=Arial
color=#800080>)+
" Low =
"+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>Low,<FONT face=Arial
color=#ff00ff>1.2<FONT face=Arial
color=#800080>)+
" Close
="+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>Close,<FONT face=Arial
color=#ff00ff>1.2<FONT face=Arial
color=#800080>) +
" Change
="+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>Close-<FONT face=Arial
color=#0000ff>Ref(<FONT
face=Arial>Close,-<FONT face=Arial
color=#ff00ff>1),<FONT face=Arial
color=#ff00ff>6.2<FONT face=Arial
color=#800080>)+
" Volume =
"+<FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial>Volume,<FONT face=Arial
color=#ff00ff>6.0)+ <FONT
face=Arial color=#ff6820>"\n"<FONT face=Arial
color=#800080> +
"Entry Price =
" + <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(AvgEntry,<FONT face=Arial
color=#ff00ff>6.2<FONT face=Arial
color=#800080>) +
" Exit Price =
" + <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(AvgExit,<FONT face=Arial
color=#ff00ff>6.2<FONT face=Arial
color=#800080>) +
" Shares Pur. =
" +<FONT face=Arial
color=#0000ff>WriteVal(Shares,<FONT
face=Arial color=#ff00ff>6.0<FONT face=Arial
color=#800080>)+
" Stop Loss
=" + <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(StopLoss,<FONT face=Arial
color=#ff00ff>6.2<FONT face=Arial
color=#800080>) +
" ATR(40)
=" + <FONT face=Arial
color=#0000ff>WriteVal(<FONT
face=Arial color=#0000ff>ATR(<FONT
face=Arial color=#ff00ff>40),<FONT
face=Arial color=#ff00ff>6.2<FONT face=Arial
color=#800080>) +
" Proj. Stop Loss
="+ <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(StopPoint-TrailStop,<FONT face=Arial
color=#ff00ff>6.2)+<FONT face=Arial
color=#ff6820>"\n"<FONT face=Arial
color=#800080>+
"\\c32Projected
Position % Gain/Loss if stopped = \\c-1"+
WriteVal<FONT face=Arial
color=#800080>(((StopLoss/AvgEntry)-<FONT face=Arial
color=#ff00ff>1)*<FONT face=Arial
color=#ff00ff>100,<FONT face=Arial
color=#ff00ff>6.2<FONT face=Arial
color=#800080>)+
" Portfolio Equity
= "+ <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(AccountEquity,<FONT face=Arial
color=#ff00ff>6.0)+ <FONT
face=Arial color=#ff6820>"\n"<FONT face=Arial
color=#800080>+
"Current Position
% Gain/Loss = " + <FONT face=Arial
color=#0000ff>WriteVal(((<FONT
face=Arial>Close/AvgEntry)-<FONT
face=Arial color=#ff00ff>1)*<FONT
face=Arial color=#ff00ff>100,<FONT
face=Arial color=#ff00ff>6.2<FONT face=Arial
color=#800080>)+
" Portfolio Cash =
"+ <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(AccountCash,<FONT face=Arial
color=#ff00ff>6.0<FONT face=Arial
color=#800080>)+
"\nPortfolio %
Gain/Loss = "+<FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(((AccountEquity/<FONT face=Arial
color=#ff00ff>25000)-<FONT
face=Arial color=#ff00ff>1)*<FONT
face=Arial color=#ff00ff>100,<FONT
face=Arial color=#ff00ff>1.2<FONT face=Arial
color=#800080>)+
" Current DD % =
"+ <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(((AccountEquity/<FONT face=Arial
color=#0000ff>Highest<FONT face=Arial
color=#800080>(AccountEquity))-<FONT face=Arial
color=#ff00ff>1)*<FONT face=Arial
color=#ff00ff>100,<FONT face=Arial
color=#ff00ff>1.2)+<FONT face=Arial
color=#ff6820>"\n"<FONT face=Arial
color=#800080>+
"Pyramid Shares
Allowed = " + <FONT face=Arial
color=#0000ff>WriteVal<FONT face=Arial
color=#800080>(PyramidShares,<FONT face=Arial
color=#ff00ff>1.0)+<FONT face=Arial
color=#ff6820>" "<FONT face=Arial
color=#800080>+
"Pyramid
Conditions Met = "+<FONT face=Arial
color=#0000ff>WriteIf<FONT face=Arial
color=#800080>((Shares*AvgEntry+PyramidShares*LongBasePrice)-
((Shares+PyramidShares)*(StopPoint-
TrailStop)) <= (AccountEquity *<FONT face=Arial
color=#ff00ff>0.015),<FONT
face=Arial color=#ff6820>"\\c32YES\\c-1"<FONT face=Arial
color=#800080>,"NO"<FONT face=Arial
color=#800080>);
This indicator is just a
single, long Title statement. It provides me with daily information I use
to manage
open trades.
Hope this helps
Regards,
Tony
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