Manually computing trade outcome

Discussion in 'General Discussion' started by Venrcew, Feb 14, 2017.

  1. Venrcew

    Venrcew Well-Known Member

    Hi often traders have to do trade adjustments and may have many options legs with complex strategies. How to compute the profit lost from trade initializing to adjustment to trade closing manually?
  2. Tim

    Tim Well-Known Member

    I model it all in TOS as a simulation. As long as your simulations are accurate, the p/l and risk graph is accurate. When you close the trade, the risk graph will be flat (if it isn't something is wrong in your simulation ie it doesn't reflect reality) and if you subtract out your commissions from the p/l you will end up with the correct p/l.
  3. garyw

    garyw Well-Known Member

    My opinion: (1) Group trades per your liking. For example, if trading SPX RTT, then group same Expiry's together, (2) process each trade log group from #1. PnL== current (Position Value) + (sum(transactions));

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