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Date/Time: Wed, 03 Jul 2024 01:40:07 +0000



Post From: How to measure current Trade time Duration via simple alert formula?

[2023-01-12 14:55:35]
Sawtooth - Posts: 4036
Do you think spreadsheet trading will let me calculate MAE and MFE values also for each open trade?
Yes, this can be done, using the signal bar as the start.
You could also use the Last Entry Fill Price in J48, but it is only the most recent entry, so there would not be any historical values.
However, it would not be possible to create a table of MAE and MFE values also for each open trade, only values or lines on the chart from each entry.

I plan to eventually move to spreadsheet system for trading once the strategy works in the live trading environment.
Don't let the spreadsheet study intimidate you. There's really no reason to wait to use it, since you have already exceeded what Alert syntax can do.
It's just a matter of using a similar but different syntax, and understanding a few basic things about the Spreadsheet System for Trading study format:
- Spreadsheet row 3 is the current bar, and earlier bars are in rows below. All formulas from columns K-Z are entered in row 3.
- Columns AA and above are the outputs of added studies.
- Columns K,L,M,N are the Buy Entry, Buy Exit, Sell Entry, Sell Exit columns, respectively.
- Columns O-Z are for intermediate formulas, as needed.
- Alert syntax ID1.SG1[0] is ID1.SG1@3 in spreadsheet syntax.
- Alert syntax ID1.SG1[-1] is ID1.SG1@4 in spreadsheet syntax, etc.
Date Time Of Last Edit: 2023-01-12 15:04:43