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Dave W.
2014-12-25 14:32:51
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I'd like to request a new feature that would show skipped trades (e.g., trades not taken due to margin constraints) in the trade log. I realize I can always increase the number of positions, or decrease the size of each position, in order to see every position in the trade log. The key point, though, is to evaluate the impact of certain position sizing strategies on the number of trades not taken due to margin constraints. That objective is most effective accomplished by showing trades skipped due to margin contraints in the trade log. You can make this a 'togglable' option if some people don't want to see these trades in the log. Including this option allows QuantShare to more effectively replace position sizing software like Adaptrade Market System Analyser's (MSA), which has this function.
Using certain position sizing algorithms, I expect trades to be skipped. I'd like to be able to see those trades along with the trades that were actually taken in the trade log with 'zero' shares. While this is the preferred solution, you could also create a new tab / control that would only show skipped trades. This 2nd solution is less advantageous; it would be better to be able to see the skipped trades sorted by date along with the trades that were taken.
For an example of another piece of software that I think does a good job showing this type of thing, see Adaptrade Market System Analyser's (MSA) trade log. While it isn't complex, I'd be happy to attach a screen shot of how they do it if that would be helpful.
Thank you for considering it!
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