Hi Eugene,

I have seen that there is no available visualizers with the possibility to see some extra information by position. I though at :
- entry commissions
- exit commissions
- dividends paid/received

Moreover as some posSizers can use extra information available in tag properties (position and bars objects), is it possible to add them also in the Trades+ visualizer ?

Hi Alexandre,

Thanks for your enhancement request.

QUOTE:
- entry commissions
- exit commissions

Tehnically this is possible. Could you expand on why seeing it is important to you? The value can be estimated beforehand in Preferences > Commissions as you know.

QUOTE:
- dividends paid/received

This is not a Position property.

QUOTE:
Moreover as some posSizers can use extra information available in tag properties (position and bars objects), is it possible to add them also in the Trades+ visualizer ?

No, as a Strategy may assign objects of any custom types to the Tag property which cannot be recognized by the PosSizer.

I'm interested to see entry/exit commissions and dividends by trades to be able to compare with my real broker account report. By this way, this is very simple to understand the result differences.

Moreover for Dividends paid (for short sells)/received, I noticed that the the column "Profit $" doesn't reflect the impact of the dividend. You find only the gross total in the Performance visualizer.

Regarding tags, I'm not understand your remark. The PosSizers "Position Options" uses the tag information without a problem. I can understand that the visualizer cannot display all type of tags but with a filter to see only tags in strings or numbers, why not ?

I hope that you understand better my proposition of enhancement and how this will be used.

QUOTE:
You find only the gross total in the Performance visualizer.

That's right. The Wealth-Lab API returns only the total value to performance visualizers (PVs). Like I said, dividends aren't accessible on a by position basis. I would not attempt to calculate it in a universal visualizer like Trades+ since PVs has little idea about the fundamental data provider(s) used in backtest.

QUOTE:
I can understand that the visualizer cannot display all type of tags but with a filter to see only tags in strings or numbers, why not ?

Because as I said, .Tag is a container for an object which can take absolutely any, unknown type. It's not a "string" or "double". It doesn't default to anything. If in doubt check out the QuickRef for the definition. To find out what value the .Tag may have, the visualizer would have to attempt guesswork through casting and type conversions. As the Trades+ visualizer must stay universal, it's better not to make error-prone assumptions about the data type. Numbers recognized as text and vice versa, numbers not recognized due to regional settings... I'm not going this way.

QUOTE:
I'm interested to see entry/exit commissions and dividends by trades to be able to compare with my real broker account report.

Agreed, my broker's statement also contains the commission column next to each trade. If it makes difference to you I'll be happy to add it to Trades+ in a future release.

Thanks a lot Eugene.

Hi Alexandre,
Try the Historical Trades system available in downloads to model the broker statement- Fidelity, IB or others. Entry and exit commissions are output in the trades tab as part of the Entry Name and Exit Name.

Dividends, interest and other cash flow items are not available by trade but are summarized by date and output to the debug window. The total appears as dividends on the performance tab.

Then comparing the broker model to a Wealth-Lab backtest is easy by pasting both trade lists to a spreadsheet. Note that trades tab Profit $ column always includes only trade profit and commission. So commission is Profit $ - (shares *gain/loss per share).
Kevin

Alexandre, just one more thing. To save space I'll add a single Total Commission column to the All Trades view (only) - right as in my broker's statement. Let's not crowd the tab with two columns for entry/exit commissions.

Ok Eugene. This is a good idea.
Thanks Kevin for the advice.

Alexandre, you can update the extension and restart WLD. "Total Commission" column has been added to Trades+ > All Trades.