Portfolio Detailed Report – What Use is it??
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11/29/2024 at 12:11 PM #240885
Am I missing the pont? Attached shows my Portfolio Detailed Report, but what real use is it other than as a tantalising annoyance?
I saw the top gain trade £2086.20 and I thought, oh wow which System was that … of course there is no way of finding out from the Portfolio Detailed Report??
The Portfolio Detailed Report shows 10,000 past orders hence why the trade exit on 7 Nov 24 shows. When I go to Trading > Orders List, the Limit is 1,000 past orders so there is no way I can even see the trade exit on 7 Nov in order to find which System made me > £2k in one trade.
All it needs is for the Portfolio Detailed Report to show column ‘System’ and Portfolio Detailed Report (Trading > Detailed Report > New Detailed Report) would be a useful Report.
It’s as if the PRT Reports have not been planned / designed / thought through to give Users what they need to analyse good from bad etc??
Or am I missing a trick here??
11/29/2024 at 1:00 PM #240889Let’s start with : this will be the most “threatening” thread for ProRealTime. So much so, that someone over in France should start to be red on the cheek.
So what’s in order generally here ? … PRT was made for children. Or say children’s play. Why ? well, because they created a wonderful tool which can only be used for real in the kindergarten.
So how many sub-subjects will I be able to come up with ? count the posts …
How many sub-subjects will you be able to come up with ? count more posts.
Others ? I wonder. You ? we may wonder that too. I mean, as long as you keep “playing” 😉 around in Demo, you won’t post much in your own thread further.Let me start with your own subject (or part of that), but from a slightly different angle;
Below you see my orders list in one of my accounts. No need to tell that I do Live only (and Backtesting of course). Now here we go : this is the bottom of the list. Hence, unusable. And then to think I am testing around a bit …If you don’t want me to post anything else because it may ruin good moods on a Black Friday, let me know. 🙂
11/29/2024 at 1:09 PM #240891Sooo what are you saying … that we should use Real Live (not ‘play’ in Demo Live) because we would get a proper ticker symbol in Real Live (as you show on your ss) to trace back??
Whereas if we play in Demo Live we get Instrument only shown under the column heading ‘Ticker’??
Other than above, I don’t get what are saying, sorry Peter??
11/29/2024 at 2:25 PM #240892What I am saying is that when we try to use PRT in Real Live, we only then start to find out that it is for children’s play.
Wouldn’t you like to see what your income was longer than a couple of weeks back, hence more than 1000 (I btw say/see too) invoices ? Please notice the figurative speak here (invoice = trade).So next up is very much related : the Statistics can not show Commission in PRT-IB. They can in Backtest but they can not in Real Live. Thus, looking at my screen shot from the previous post, that is hundreds (1000s) of (In+Out) trades with a Commission of USD 4.50 each.
Below an example again. 66.8 trades (one side) per day (S&P500). In this case the IBKR commission is 6.20 per full trade. Now, can someone tell me what this earned for real ? Is it net losing ?No need to say that PRT is a toy only, because with real money you can’t see your real money. It is the most ridiculous thing on earth.
And let’s keep in mind that this is per instrument. Have a dozen (AutoTrading) instruments, and you have a dozen times vagueness.1 user thanked author for this post.
11/29/2024 at 2:32 PM #240894This is from the same account the previous screenshot was taken. And what, did it earn a bit ? did it lose do far today ?
Hence, and people should be aware of this, at no single moment in time, this, not statistics are correct. The example below is per day, the example from the previous post is cumulative over infinity.
Nothing, totally nothing shows for real.
Oh, operate in Demo and you won’t be bothered by it. 🙂
PS: in IG these particular things won’t happen, because the “commission” is payed by the spread. And that incorporates nicely in the figures (per day, per infinity accumulated).
1 user thanked author for this post.
11/29/2024 at 2:36 PM #240896A bit saltless perhaps, but each of the things I mention (all in the same realm) have all been mentioned 3 times or more to PRT support. This is throughout the years.
Still it could be worth mentioning separately, because it imposes a problem in itself. Thus (IMO) huge problem, is never dealt with. It’s almost explicitly.Notice that this is not about backtesting statistics being operative not stable (wrong numbers). It is Real Live money with wrong numbers, which can not be verified.
Also not at the broker’s because the matches can not be made (at the portfolio level yes, but that won’t tell me the performance of my AutoTrading).1 user thanked author for this post.
11/29/2024 at 2:45 PM #240897Then we have the statistics themselves;
Once a trade errored out (kicked out at IG for example), it becomes partly an AutoTrading trade and partly a Manual trade. The statistics can’t cope with that and are off forever.
Off means : make no sense. May show 100K loss at one day (for say this year) and the other day it may show 20K profit. But should tell the same number (apart from some additional trades) but it’s just all mess.
Have another of such a failed trade and the mess gets bigger.All it takes for an instrument to have kicked out the AutoTrading system once.
The solution : start the statistic at a younger date (skip over the error).I have sent DOZENS of emails with examples to PRT. Nothing gets solved.
Meanwhile I can’t see a thin for results.Please notice that the error is not only in the statistic of one instrument – it aggregates to the overall statistic just the same. Or like with IG : not only the statistic of one System, but to everything of that instrument just the same.
11/29/2024 at 2:52 PM #240898So the list of orders can be 1000 (500 ? … yes, I see it was increased to 1000 !) only. But what about the Statistics then ?
These days they can show 10000 trades – even full ones. Sadly a bit of a trader (Auto !) consumes that in no-time.
Ah, so we have beautiful Autotrading facilities (I am quite serious) but I can’t see the money I earned – ever ???Here too, we look at the end of the list. Worth for less than 6 months. Only (still) testing around a little …
So what is it actually what PRT can’t grasp ?
11/29/2024 at 3:00 PM #240901Then we have the biggest laugh of them all (sit tight) : a Backtest can not produce more than 50000 trades.
Maybe I should apologise ?**
Btw, it was promised to me that in the next couple of months this will be solved.
**): Sure because this is a bit crazy. Still is is the factual truth that I need this. But I will probably be the only one. Still, when I announced this xxxxth issue to PRT I was told that at PRT themselves they deemed it logic that this should be possible. Why ? well, because we can backtest over a multitude of systems at the same time, and *then* one should be able to more easily exceed that number.
… Not that I would know how to test multiple Systems in one go (but it is possible all right).I am not hijacking the thread, right ?
PS: This is not 100% on-topic, but this one leads to the impossibility of predicting the backtest results (cutting in two or more is a very tedious job).
It would be on-topic all right if we put this in the corner of “made for child play”.11/29/2024 at 3:09 PM #240902This is another kind of issue, where the Statistic just won’t adjust itself to the current day.
This is in one of my accounts (IG in this case) and you can see the date of Nov. 22. But today is the 29th, and I need to apply what you see in the second screenshot to make it actual up to date.
If I adjust to what you see in the 3rd SS, then tomorrow it will be stuck at the 29th (today, then yesterday) again.This one has NOT been announced to PRT as this is as of lately, and I kind of gave up the stuff in this realm. I mean, what use would it be to have this one solved, while the contents of the statistic does not make sense long gone (see earlier post).
11/29/2024 at 3:18 PM #240906Also not 100% On Topic, but still directly money related :
Only this week I ran into the 50th++ reason of autotrading systems kicked out : exceeding the limit of days that it could stay in (set to 100 by me). Yeah, that’s news !!! A system (actually 3 of them) stayed in for 100 days. Hurayyy ! Too bad that this one went unnoticed. I just saw open positions with red crosses instead of greyed out. No (balloon) message anywhere, no email – nothing. Just the popup behind the yellow triangle.
“This trading system has been stopped because the duration period has been reached” (similar).No need to say that this also kicks out systems which don’t have a current open position. So yea, for one day long I was thinking why no position opened in one of them, the Nasdaq nicely recovering from an other Trump-trade event killing it. 😉
I *did* mention this one to PRT – only by phone (no ticket).11/29/2024 at 3:25 PM #240909I have a video from a few weeks back, which show how the list of trades (orders) was changed afterwards.
This is somewhat harder to make clear, but you will trust me that the two lines you see at n/a a few minutes earlier were filled with losses. This happened that day throughout.If you did not pay attention while it was happening, you won’t have a clue about anything, but the losses where there and you won’t see them (like now, they are and remain just vanished).
11/29/2024 at 3:29 PM #240911What I can’t show at all at this time, is how a Future (IBKT) will end up as n/a once its start fell out of the list of orders like I showed in the previous post. Thus, orders are over 1000 in that list, and the start of the (Futures – but could be any equity) fell out at the bottom, then the list can’t populate the profit any more. Oh, not only the list – NOTHING.
So this is another reason all sorts of insights fail just because PRT won’t know the start of the trade any more.
All quite easy to solve (IBKR will be able to cough it up via their API), but it just won’t happen.
I see I lost your attention, so maybe enough for now.
11/29/2024 at 4:14 PM #240914Just catching a few manual trades … hoping USA still sleepily-stuffed with turkey after yesterday’s binge! 😀I just saw open positions with red crosses
I regularly / daily check for red crosses under Trading > Open Trades … for Algo trades ended up as manual trades … is this what your reference to red crosses is about?
11/29/2024 at 9:32 PM #240918As #Peter points out again, the solution to a problem can be a very long path, especially when you have to get others to walk it.
You can lead a horse to water , but you can’t make it drink!.
I try to take the paths I can walk myself, may not get the solution I want, but I can pickup other interesting tools up on the way.
Sometimes these tools add up to a different path to a solution.
Demo
With the [Main menu> Order list], though it state a maximum of 1000, does that mean in total in the list, or over the sample with the last 1000 orders .
Not got no ware enough data to see but,
If the strategy column is visible, and you filter by strategy name, will it show, a list up to a 1000 orders of that strategy, or to the date of the un-filtered 1000’s orders of all strategies.
Not having the strategy option in the portfolio detailed report isn’t helpful, but at least it shows the instrument and date/time stamp etc. They slipped up there!
If the above filter shows up to a 1000 orders of a strategy, it still would require to filter each strategy on that instrument if multiple strategies used, to find a trade.
Alternatively, you could pull up each strategies chart/Orders list using the chart icon’s for relevant instrument from [Main menu>Trading>ProOrder Autotrading] window till you find the trade.
Though I have no need at the moment, I did have an idea using the tools that I know, it may not be easy, but, repeatable. I haven’t tried it but on the surface it may work.
The basics are this:
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Warning!…Save current workspace…
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Using a blank workspace, open the ProOrder Autotrading window.
Open the chart/Orders list for each strategy on an instrument using the associated chart icon and format them somehow in window.
You could set all the charts on top of each other an distribute the lists so visible depending on how many there are.
Clicking a order will bring relevant chart to top.
Since you can see each orders list per strategy, you can have a basic/good idea what their doing.
Also, I don’t know if these lists are bound by the same 1000 limit!
If the trade your looking for appears in a list (re: without scroll) then you can tell which strategy it was.
One thing to note, a new orders lists, will default to the last settings.
If you change from orders to closed positions then the new ones follow that as a default.
If there a lot , then switching may be a chore if that’s required.
Since when you save a workspace, open charts and the orders list will be open when workspace re-opened up.
You could have several workspaces, one for each instrument, import and export are options, if run out of workspaces, plan B !
When you click on an order in a list the chart aligns to it, this works the other way around too, unless the chart displayed order is out of scope of the order(s) list.
You also have option to bring up a main menu portfolio detailed report where you can align, via the the cursor position, between lists/charts with a bit of effort.
Along with the main menu Order list. You have option to, Filter per strategy.
With out trying it, there could be other hurdles to jump over, but above don’t look too out of the ordinary.
If used as a procedure, then next time workspace its opened, all the new trades would be updated in the lists etc., to look at.
The hassle of setup and maintenance, may be out weighed with the ability to see a bigger picture more conveniently.
That’s about all I can think of with only 1 coffee.
How do you find which strategy, and how often do you need to?
Regards
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