Is there anyway to import a trade list symb, date entry, price, date exit, closing price
Some of the symbols are futures and options that are not supported..

Can I import just the trade list for analysis (drawdown, etc)?

Thanks

Yes, look up "Import real (historical) trades" in the WL5 Wiki > Community.Components.

Reposting here.

I've got SimTradeFile working - it's an awesome tool for what I'm looking to do. For the benefit of those who come after me, I figured out that the reason many/most of my trades were throwing errors was that I had split/div adjusted data in my WLP price data files, which caused the trade price to not fall into the (adjusted) bar high/low. When I unchecked the split/div adjustment options in the data manager and updated data, all was right with the world.

Three questions with where I am now.

(1) is the function set up to handle position sizes now that PosSizer is implemented in 5.6? If so, what do I have to do to make this work - other than make sure the qtys are in the trade list.

(2) any way I can use the By Symbol analysis, or simply see the profits for a given symbol rather than the whole package? Guessing not since it's not in multi-symbol mode

(3) how can I modify the drawing such that the lines connecting the opening and closing positions (that I see when I mouseover the closing up/down triangle) are "always-on"? I want to be able to print out my trades and view the entries and exits, length of holding period, etc... Ideally I'd be able to also define a text label next to each exit that said XXX shares, YY Bars, ZZ% gain so if that's possible please point me in the right direction. I was hopeful that the EnableTradeNotes would make this possible but seems that's just for mouseover

Thanks

1 - PosSizers have nothing to do with these methods. To make the methods apply position size stored in the CSV file, you need to add a call to ws.SetShareSize:

CODE:
Please log in to see this code.

These changes are checked in for the next release.


2 - You're right, By Symbol works in multi-symbol mode. The helper procedures, however, are not locked to single symbol mode. Please explain your problem.

3 - Use DrawTradeLines

from the wiki

QUOTE:
Are trades being duplicated? Ensure it's not running in a multi-symbol backest (MSB).

Looking at the code I don't see why it shouldn't work and can't remember exacyly why was that warning message left there. If it works for you, disregard it, if it doesn't, we'll probably have to live with it.

The aforementioned is working fine. What I'd now like to do is create a custom indicator of sorts to help me assess my decision-making. Here's the concept: for every trade that's made (whether long or short, opening or closing) there's a value of that decision, as measured post-facto. For instance, if I decide to close a +200 shares position of SPY at 112 and it closes the day at 110, then the value of that decision turned out to be +400. Similarly, if I open a +200 position at 111 and it finishes the day at 110, the value is -200. If I open a position at 111 and close it at 112, but the day closes at 110, the value is +400 -200 = 200

The catch is that I'd like measure the ultimate value of this decision-making as of the point when the decision was made, sort of like what Enron was trying to do, but I won't defraud anyone in the process. How can I "force" WLP to execute a trade at a certain price, even if it's outside of that bar's price range? Put another way, I want to track the ultimate $ value of my decision making by monetizing the ultimate P/L of each decision as of the bar in which it was made, not after the trade was closed.

Any point in the right direction would be helpful. If there's a good way to calculate the decision-making value w/o placing a phony "trade" that's fine too, but I'd like to aggregate across symbols so I think WLP will deal with this better if trades are placed and I can use the equity curve chart to visualize.