Visualized trading

C2 Explorer
1

Can we somehow visualize a trading style? Perhaps. This is an attempt to do that: a timeline chart.

Use a real Collective2 strategy ID instead of 11111111 in the following code and try it:

C2TIMELINE = GetC2SYSTEM( 11111111 ).TradesTimeLine();

Here are some examples.

This picture is just an overview of the strategy trades.

  • Green lines are big winners.
  • Red lines are big losers.
  • Light green are “normal” winners.
  • Pink are “normal” losers.

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Frankly, I do not see anything too much interesting in this picture.

Let’s try another strategy:

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This says something:

  1. A developer is a decent guy: he closed all open positions before he went on holidays on 7/1/2015 :slight_smile:
  2. He completely changed a trading style in September.
  3. The following picture (zoomed October) shows that he is trading like a machine (with some exceptions) then:

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OK. Let’s try another strategy:

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We can say something on the first sight:

  • a strategy developer is a disciplined trader.
  • he takes profits fast
  • he waits little longer if losers recover, but if they do not, he closes them adamantly.

Ok. Let’s try something different: separated symbols.

Following chart shows each symbol in its own line:

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Yeah, this guy loves some symbols and holds them much longer than others. :slight_smile:
Seriously: It looks like a combination of two styles. Some symbols are traded in a longer time frame than others. I would ask a developer why…

I think that C2Explorer’s timeline chart has potential to show interesting things.

Usage:
The timeline chart can be zoomed by mouse wheel and dragged horizontally.
It needs some practice, but I think it works well.

Try it and let us know what you think!

4 Likes
2

Thanks much. These tools are useful. It was not immediately clear where to plug in the code, but didn’t take long to figure it out. If you want to increase usage, consider adding step by step instructions with URLs.

3

If you mean a documentation, it is here:
https://collective2.com/c2explorer_help/index.html

See “Getting started” and “User Interface” there.

4

Just to add to Bob’s post - We’re really interested in getting feedback on the new C2 Explorer feature. You can find it here:

https://www.collective2.com/explorer

Matthew

5

This is fantastic Bob.
Congratulations!

6

I have seen tons on seemingly very good mechanical (or “machine” like) systems here on C2 that just couldn’t stand the test of time, including several systems developed by Bob Svan himself (like Solaris, Antares, and others).

Other such systems by other developers that come to mind: Topaz, Zero, etc. There have been many such systems. This is not to say there isn’t some value in this visualized function but don’t assume that just because someone trades like a machine that it’s going to be a good system.

7

tradestimeline
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Hello, is there a way to get two trades that are open/closed on the same minute to stack downwards if there is an available gap? For example, in the above screenshot, I would like the USZ17 trade at the top to go to the bottom row so that I can visualize concurrent number of open positions.

8

Hello,

I think that the Timeline component tries hard to find the best way to place bars on the chart.
It is an automated process. The result can’t always satisfy our needs or be perfect every time…