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Date/Time: Mon, 22 Apr 2024 22:58:53 +0000



How to display the total winning trades for an instrument/account?

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[2024-02-07 00:41:58]
j4ytr4der_ - Posts: 916
Spreadsheet Systems have cell J33, or there's the Trading: Winning Trades study. Both will display the total winning trades as listed in the TAL Trade Activity tab. But, they only display trades for the specific chosen symbol of the chart. When using a continuous contract, they don't return all of the trades from previous contract expirations.

Is there any way, short of coding a custom solution, to get SC to return the total number of winning trades on an account (based on what's in the TAL, I expect)?
[2024-02-08 16:43:58]
User43 - Posts: 88
I think the Trade Activity Log is giving you that when you set the Symbols to "All Symbols"

Then you can use e.g. the Period Stats to get aggregated values for winning % and total number of trades.

From there it is just a bit of math getting the number of winning trades and losing trades.

I'd just export the whole list and do the math in a Libre Office Calc spread sheet.
[2024-02-08 18:13:58]
j4ytr4der_ - Posts: 916
Trouble is my desire is to have a realtime statistic of win rate for a strategy over time, and there seems to be no way to get this when you cross contracts. =(
[2024-02-08 20:09:25]
User43 - Posts: 88
I do believe this is what you are looking for. See attached screen shots.

The activity log is able to aggregate over different symbols. Only thing it can not do is aggregate $PnL only Points

As you can see I've different contracts in my sim, and the statistic is calculating the win rates.
imageSierraChart_64_vWpJztM0w7.png / V - Attached On 2024-02-08 20:08:01 UTC - Size: 160.08 KB - 15 views
imageSierraChart_64_oQzpuGjTWT.png / V - Attached On 2024-02-08 20:08:18 UTC - Size: 79.59 KB - 14 views
[2024-02-08 21:43:14]
j4ytr4der_ - Posts: 916
Sorry, maybe I wasn't clear. Having it in the TAL is not useful. I want a number I can be feeding into a study that it can use for certain calculations.
[2024-02-08 22:28:52]
User43 - Posts: 88
Got it.

Did you try the "Trading: Winning Trades" "Trading: Losing Trades" studies?
[2024-02-08 22:31:10]
User43 - Posts: 88
You could feed those results into Arithmetic studies to get the win / loss ratios
[2024-02-09 04:21:46]
j4ytr4der_ - Posts: 916
Sure did, they only show values for the current contract, which is what prompted this post in the first place.
[2024-02-09 14:21:46]
User43 - Posts: 88
How many contract periods do you want to look back to?
[2024-02-09 17:01:15]
j4ytr4der_ - Posts: 916
All of them. Whatever is in the TAL. I just want to know, for a given account and a given instrument, what is the total win rate it has ever experienced. If it's in the TAL, it should be taken into account.
[2024-02-09 18:07:01]
User43 - Posts: 88
I was thinking you could create a Chartbook with all the relevant contracts.
e.g. 1year back you would need 4 to 5 charts.
Each of the charts holds its Trading studies which you then read from your master chart.

Another way would be to read from your win rate for expired contracts from your external trade journal.
Add the current symbol trades to it. This way you can go back as far you wish.

This is an example of reading information from a google sheet.
Not exactly what you need but a good start to work from.
Input multiple Support/resistance levels with copy/paste? | Post: 371598
[2024-02-09 18:12:40]
j4ytr4der_ - Posts: 916
Yeah the whole point of this is to not involve anything external, and have a realtime win rate while a bot runs, that it is using in its expectancy calculations in order to determine risk and position sizing. I don't think there's any solution here other than something custom in ACSIL.
[2024-02-09 18:52:57]
User43 - Posts: 88
Yep, ACSIL it is. Stock functionality does not have what you look for.

The suggestion with the external file though you just need to touch once every 3 Month when the contracts roll and you move to the next contract.
Well, you would still need to do some ACSIl programming.

And put a feature request out, asking to add the ability to read Total Trade, Losing Trade, and Winning Trade through contract rollovers.
I don't think it is too complicated to add that to the studies they provide.
[2024-02-09 23:57:22]
user_xyz - Posts: 369
I looked into this a while ago and ultimately gave up couldn't find a solution. I ended up working on exporting the data and building metrics I need off SC.
[2024-02-10 02:36:47]
j4ytr4der_ - Posts: 916
Yeah I can already do that easily enough, but I want something that I can work with in realtime, so I've got to get it in platform to do that. I suppose I could do it externally and just update my numbers in my studies manually each day, I'm not working with high-frequency systems that would trade so much that a single, intra-day change would wildly impact my expectancies. I just really prefer not to have to do anything manual if possible.
[2024-02-10 23:22:33]
Sierra_Chart Engineering - Posts: 14049
Regarding:
But, they only display trades for the specific chosen symbol of the chart. When using a continuous contract, they don't return all of the trades from previous contract expirations.
and
And put a feature request out, asking to add the ability to read Total Trade, Losing Trade, and Winning Trade through contract rollovers.
I don't think it is too complicated to add that to the studies they provide.

Have a look at this option:
Chart Settings: Load Order Fills for Multiple Futures Contracts (Chart >> Chart Settings >> Trading menu)
Sierra Chart Support - Engineering Level

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[2024-02-10 23:26:59]
j4ytr4der_ - Posts: 916
Holy crap that sounds like exactly what I was hoping for! Didn't even know it was in there. I will give this a spin ASAP and report back, thank you!
[2024-02-10 23:28:12]
j4ytr4der_ - Posts: 916
Hot damn that's EXACTLY what I needed! This is fantastic, thank you SCE!!!

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