jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | I've been using the Analyzing Macro And Micro ATM Trades Ver 40.xlsm that Mark Holstius created along with the Calculate Drawdowns.xlsx. These are fantastic tools and help you wrap your head around volumes of data. In particular, the breakdown between Long and Short has lead me to split strategies into Long only and Short only and use them in specific market states. What I found is that I wanted to do 2 things: 1) Explore new market states with different names and quantity of states 2) Explore new strategies Both of those activities required a lot of manipulation of the spreadsheet. It also didn't help that I use LibreOffice instead of Excel which inhibited my use of the macro Mark added to help find market states and strategies. Manual manipulation of the spreadsheet was okay when I had 9 Market States and a handful of strategies. But I've been exploring 64 Market States against 30+ strategies (or strategy variants). This type of exploration results in a significant shifting around of data and copying. Not to mention fixing errors if I messed up a formula. So, I tweaked Mark's spreadsheet. - Created a macro to rebuild everything. Simply add your trades and market states by date. Then click one button on the Setup Help sheet. - Added the Calculate Drawdown sheet so I didn't have 2 spreadsheets to deal with. So, here's the catch. Since I use LibreOffice, I wrote it with the macro language of LibreOffice which is not compatible with Excel's VBA macro language. To use this version of the spreadsheet, you need to install LibreOffice (https://libreoffice.org). It is free and open source. It runs on Windows, Mac OS, and Linux. But realize, that when you install LibreOffice on Windows, it will think that .odt and .ods and .odp file extensions are LibreOffice files instead of OmniTrader files. This won't affect OT functionality, but if you happen to click on an OT strategy file, LibreOffice will try to open it up. It will fail and will not harm the strategy file. Now, once you load your data and run the macro (see the Setup Help sheet), you can export the spreadsheet as an Excel file (File SaveAs) and use Excel if you really want to. Enjoy! If you are unable to download the file directly, here's a link to my google drive: here Version 2: Added additional analysis columns to the Draw Down sheet. Version 3: Improved the rebuild speed significantly. Version 4: Added a Candidates sheet to help in the analysis and filtering of strategies. Version 5: Improvement to build the States tab containing the Market States from the Trade data. This eliminates the need to run the separate process to identify the market state for each date. The new macro builds the market state data only for the days that have trades. Version 5.1: Fixed the button on the Candidates tab so that when you click the Regenerate Candidates button it actually executes the macro. Options Version: Version 1: Created an initial analysis spreadsheet for analyzing Options strategies (or regular strategies with an Options Trade Plan). This is based on Version 4 of the equities analysis spreadsheet above. Version 2: Enhanced the Candidates tab to add filters at the Put/Call level. [Edited by jpb on 2/8/2021 9:33 AM]  Attached file : Analyzing Options Template Ver 02.zip (1629KB - 298 downloads) Attached file : Analyzing ATM Market States and Strategies Ver 05.1.zip (1948KB - 276 downloads) |
