Henk8
- ago


Which metric comes closes to the winrate as it's not available?
Workaround or extension that could help?

Could MFE be a good alternative as my exist's are based on number of days?
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- ago
#1
You're right. The Analysis Series performance visualizer doesn't include WinRate. I would use either Profit, ProfitPct, or ProfitPerBar instead.
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Glitch8
 ( 10.89% )
- ago
#2
The Analysis Series Visualizer lets you analyze POSITION metrics. For example, the Profit, Percentage Profit, or the Day of the Week a Position was entered. Win Rate is not a POSITION metric. Win Rate is composed by analyzing ALL POSITIONS together, which is not what the Analysis Series Visualizer does.
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Henk8
- ago
#3
Ok, i understand.
Do you have an alternative because i'm an option player and i'm not interested in profit. I want to combine a high win rate strategy with a high win option strategy.
Short put with delta of 30 and good strategy.
I"m influenced by Tastytrade methology ;-)
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Glitch8
 ( 10.89% )
- ago
#4
Well, an optimization will let you look at different Win Rates while parameters change.
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- ago
#5
QUOTE:
I'm not interested in profit. I want to combine a high win rate strategy with a high win option strategy.
So you're saying that "timing" the exit (or position metrics) aren't interesting to you. (I wonder why you're using Analysis Series in the first place?)

So how would you design a novel performance visualizer that would help you design an options strategy? Can you offer some ideas? (I don't know. I don't trade options.)

From the little I know about options, it seems like the Metrics Report, which looks at the overall performance of the strategy, would be your only choice today. And it does include WinRate as "% Profitable" in the Metrics Report.

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- ago
#6
@Henk, the topic where you asked two important but different questions is dedicated to the Bollinger Bands strategy *per se*. Even if it's the only thing you're interested to do with the app, they raise *completely* different issues i.e. offtopic. In this case, starting a new topic would be the natural and expected move. Mixing different issues together is suboptimal for the forum, making it look like a chat and requiring maintenance. Appreciate your understanding.
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Henk8
- ago
#7
@Eugene

For me personaly winrate and options are related but i understand that you want i a nice and clean forum.

Do i start i new topic referring to options?

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Cone8
 ( 23.46% )
- ago
#8
This topic is about WinRate [that doesn't exist in ] Analysis Series.
Yes, a new topic would be ideal to discuss something about options.
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- ago
#9
QUOTE:
Do i start i new topic referring to options?

Yes. As an illustration, in Post #6 above I referred to the Bollinger Band Squeeze strategy topic where two unrelated questions (re: Win Rate and Optimization exception) were posted.
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