TimeSheet Object

C2 Explorer
1

Hello!

We added some new stuff to the Collective2 Explorer product.

The first is TimeSheet.

  • TimeSheet is a table which includes data usually calculated in spreadsheets.
  • It can include net equity, raw equity, returns, ROC, profits,…
  • … cumulative commissions fees and subsription fees data.
  • Data can be aggregated daily, monthly or yearly.
  • You can use different commissions plans.
  • All that is optional.

Not enough? :slight_smile:

Well, all that is possible for several trading strategies in the same spreadsheet.
Strategies data are aligned by dates in the first column.

We believe that this TimeSheet can serve to Collective2 members as a basis for trading strategies researches.

Data can be downloaded to the spreadsheet software and everybody can investigate trading strategies his/her own way.

I am posting just some pictures without code here.
Please look at our documentation for full examples: TimeSheet

Basic building blocks

What data are available for each system (MarginUsed is experimental).

One system data:

Three systems data example:

Derived things:

Perhaps you ever wondered what is commissions and subscription fees impact on the trading system results.

You can see it now:

How about commissions paid using different brokers? Why not!

Equities games (rather naive though):

Enjoy!

TimeSheet

3 Likes
2

From the docs:

Public method	EquitiesSheet(Boolean)	
This function runs the TimeSheet. If fillLeadingMissing = false, it does not fill leading missing values by zero. Leading missing values can be identified later and those rows omitted. It enables to create a frame which includes just the time slots common to all trading systems.

Could you provide an example of how identify those rows and filter them out please?