Ability to export trades instead of orders/positions for analysis

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Will C

• August 01, 2017 21:24

Today you can only export Orders or Position History, but not trades. To see an example you can look in Sierra Charts -> Trade Activity Log -> Trades tab. One trade row would have e.g. the following information:

• symbol
• trade type (Long/Short)
• Entry datetime
• Exit datatime
• Avg entry price
• Avg exit price
• entry quantity
• exit quantity
• etc...

This is useful information to put in a spreadsheet or other software to analyse your trading, calculate expectancy, and more statistics. The performance report in Tradovate Trader is quite good, but to get even more detailed report, it would be better if trades can be downloaded.

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  Permanently deleted user

  • August 03, 2017 13:44

  Hi Will,

  Thanks for sending through the great suggestion.  We were discussing some ways to deliver this.

  Would the data in the "TRADES" area of the performance report suit your needs?

  

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  Will C

  • August 09, 2017 12:12

  Hi Brian,

  It seems I didnt get notified you commented on my post. Anyway, yeah this list would be better than the individual buy and sell order rows. It would be nice if more columns could be added:

  • commissions
  • runup
  • drawdown

  These last 2 columns are very important for analyzing your performance

  rgds

   

  Will

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  Permanently deleted user

  • August 09, 2017 16:24

  Will,

  As a temporary solution/workaround, you can Select>Copy the data from this table and Paste into a spreadsheet.  Not ideal, I know, but it will allow you to pull this information out until we have a chance to discuss internally adding additional fields and a better export function.

  Thanks!

  Brian

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  Will C

  • August 22, 2017 22:12

  Hi Brian, 

  A little delayed reaction, but I had some issues as you may know. Yes, selecting and copying this data is a workaround.

   

  Rgds

   

  Will

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  Permanently deleted user

  • September 13, 2017 17:48

  The "Download" button on this report will now export the data in the "Trades" table to a .csv file

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