Combined risk graph of 2 or 3 open positions

Discussion in 'OptionNET Explorer' started by Benny, Jun 25, 2017.

  1. Benny

    Benny Guest

    I can't find a way in optionNet explorer to show the combined risk graph of several positions.
    Is that not possible ?

  2. Chaitanya

    Chaitanya Active Member

    AFAIK, its not possible currently. Workaround i use is i use a umbrella trade and login my aggregate position in there. Its easier to get started but a pain when making adjustments to individual trades to keep them all in sync. So instead i use it as a snapshot; and maybe after a few more adjustments either reconcile the aggregate position all in one go - or delete and create a new umbrella trade.

    Last edited: Jun 26, 2017
  3. Benny

    Benny Guest

    Thanks for the idea, I'm using a workaround now like you, but then using the export and import function of ONE. In between is a quick&dirty tool to select the positions which needs to be grouped. Still hoping optionnet explorer will add this feature in the future.
  4. Chaitanya

    Chaitanya Active Member

    Hello Benny,
    Can you export trades and import them back after joining them? how do you export the trades?
  5. Benny

    Benny Guest

    Just the standard one export function.
    Then a own made program to convert the file to the TOS file format. Then the standard one import function for TOS-files.

    But, that's not necessary anymore. The latest beta version of optionnetexplorer has support for combining risk graphs.
  6. GreenZone

    GreenZone Well-Known Member

    Hi Benny

    Yes, with the latest public beta version of ONE (v1.28.5 beta), it is possible to merge the risk graph of multiple trades.
    To do so, you select your Trade drop-down, and then select the checkboxes of the different trades you wish to combine:
    You can see above that I'm combining the risk graph of an STT with a BSH.
  7. Chaitanya

    Chaitanya Active Member

    Hello Ron,

    It seems like if i move to beta i will have to do that on all my machines and there is no going back if things get messed up. I stopped myself short of pulling the trigger.
    Have you found a way around it? or just took the leap? Is it stable?

    also only 8 months or so of backtesting possible it seems. is that right?
  8. GreenZone

    GreenZone Well-Known Member

    Yes, you're correct in that you need to move all of your systems over to the beta. This is apparently due to the beta using new backend servers to store the trades.
    Most of the people in my community jumped into using the beta, including me.
    The beta has been working fine so far.

    That's only for futures options. The full version is expected to have much more backtesting data for futures options.
    For indexes and equity options, you have the usual amount of backtest historical data.
  9. Chaitanya

    Chaitanya Active Member

    Excellent. Pulled the trigger. On beta now.

    Thanks Ron!
  10. Marcas

    Marcas Well-Known Member

    I'm still holding off.
    Looks like Beta is using new database. Look at attached pictures. First is my 1.27.40 second is 1.28.5 BETA (taken from Ron's screen-shoot).
    Not only numbers are slightly different but also whole chain seems to be shifted.

    Just be aware of that.
    (And as well find other differences on attached pictures)


    Last edited: Sep 3, 2017
  11. Paul Demers

    Paul Demers Well-Known Member

    What time zone are you in Marcus? It appears that could be the issue as Ron is on the west coast and his numbers match my numbers 15 minutes before the close. I am on the east coast and also use V1.27.40.
  12. Neil

    Neil Active Member

    Marcas, Are both of your examples using the same CEV and Volatility Surface settings under the ONE Configuration Tab? It looks like something is really different with those settings.
  13. Marcas

    Marcas Well-Known Member

    Paul, I think you are right. That may be it.
    Neil, CEV setting shouldn't impact prices - just greeks. I believe now it is just time zone issue.
  14. Neil

    Neil Active Member

    I guess I noticed the differences in the Greeks first and looked at my ONE to see what CEV & Volatility Surface did to the Greeks. But the difference in time zones would definitely affect both Greeks and prices. Good catch Paul.
  15. Raj K

    Raj K Member

    It looks like you cannot combine two different instruments even in Beta version. For example ATM structure in RUT and hedge on IWM.
  16. Gabor Maly

    Gabor Maly Well-Known Member

    That appears to be the case currently...same as for OV. Would have been nice to mirror the capabilities of TOS in this regard, maybe in later versions.
  17. Raj K

    Raj K Member

    Thanks. I thought it was possible in OV.....

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