Signal Analysis Page: Analysis by Bar

The Modify Field Dialog allows you to analyze and modify the properties of a field. The Signal Analysis page allows you to analyze statistics associated with an entry/exit signal.

&  For help with entry/exit signals, see Creating and Analyzing Entry/Exit Signals.

Analysis by Bar Sub-Page

This sub-page displays the simulation activity on a bar-by-bar basis. The following information is provided.

Ä    Note: By default, the information is sorted by date. However, the information in any column can be sorted by double-clicking on the field heading. The direction of the sort can be reversed by double-clicking on the field heading again.

·      Copy To Clipboard

This button will copy the contents of the entire grid to your Windows clipboard. Once copied, you can paste the values into programs such as Microsoft Excel.

·      Display In Window

This button will display the contents of this page in the Analysis By Bar Dialog. This dialog allows more detail to be displayed on your computer screen at one time.

·      Group Controls

Each group of values in the display can be expanded and contracted by clicking on the heading. You can also open a group by clicking on "open > ". Once a group is open, you can sort any column that is displayed by double-clicking on the heading for that column.

Summary (Bars) Group

p    Date

This value is the date for the bar being analyzed.

p    Signal

This value is the signal that was generated on this bar.

Ä    Note: This is not the signal being executed on this bar.

p    Action

This value is the type of trade that was executed on this bar.

Ä    Note: This column only displays a value if a new trade is being executed based on the values in the signal column.

p    Action Price

This value is the price associated with the action for this bar.

p    End Pos.

This value indicates the position that was held at the end of the bar. It may also include special information about the activity that occurred during that bar.

·      Long

Currently holding long position.

·      Short

Currently holding short position.

·      Out

Currently out of market.

·      Limit Fail

Currently out of market. An attempt to enter the market was made on this bar, but the limit price was not reached.

·      Margin Call

Currently out of market. The most recent position has been exited due to the equity dropping below the margin requirement or dropping below the entry commission when no margin is required.

·      Re-entry Fail

Currently out of market. An attempt to enter the market was made on this bar, but the criteria for re-entering a trade after a stop was not met.

·      Stop:Length

Currently out of market. The most recent position has been exited due to the stop length being reached.

·      Stop:Loss

Currently out of market. The most recent position has been exited due to the stop loss price being reached. This may include trades entered on this same bar.

·      Stop:Profit

Currently out of market. The most recent position has been exited due to the stop profit price being reached. This may include trades entered on this same bar.

·      Time Fail

Currently out of market. An attempt to enter the market was made on this bar, but the criteria for intraday time was not met.

·      Time Exit

Currently out of market. The most recent position has been exited due to the intraday time.

p    Basis Price

This value indicates the price that gain/loss is based on.

Ä    Note: For FOREX markets, this price is the Bid price. The gain/loss is based on the price after the Bid/Ask spread, as appropriate.

p    Gain/Loss

This value indicates the equity that was gained or lost as a result of this bar.

Equity Group

p    Account

This value is the amount of money in the account at the end of this bar.

p    Profit

This value is the money that would be made as a result of exiting the position.

p    End Equity

This value is the overall equity at the end of the bar, which is the sum of the account and the profit.

p    Change

This value is the change in equity from the previous bar.

p    %Change

This value is the percent change in equity from the previous bar.

Margins Group (Futures/FOREX Only)

p    Position / Pos. (Currency)

This value is the worth of the leveraged position at the end of the bar.

p    Margin Req.

This value is the margin required to cover the leveraged position.

p    Margin Avail.

This value is the amount of equity remaining after the required margin is covered.

Stops Group

p    Limit Price

This value is the limit price that will be used to enter a new trade.

Ä    Note: This value is only available at the beginning of a new trade when a limit is specified in the trading style.

p    Stop Loss

This value is the price the stop loss is set to for the current trade. It includes the effects of trailing stops, if specified.

Ä    Note: This value is only available when a trade is active and when a stop loss is specified in the trading style.

p    Stop Profit

This value is the price the stop profit is set to for the current trade.

Ä    Note: This value is only available when a trade is active and when a stop profit is specified in the trading style.

p    Stop Length

This value is the bars of the length stop for the current trade. It includes the effects of trailing stops, if specified.

Ä    Note: This value is only available when a trade is active and when a stop length is specified in the trading style.

p    Trade Bar

This value is number of bars into the current position.

p    Bars Left

This value is the number bars left before a length stop will exit.

Ä    Note: This value is only available when a trade is active and when a stop length is specified in the trading style.

Prices Group

Ä    Note: The field or fields used to determine the values used in this group are specified in the trading style.

p    Open

This value is the price used to determine the opening price of the trading range. The trading range is used to determine whether limit and stop orders are executed. It is also used to restrict the adjustment of percentage prices to available values.

Ä    Note: This value and the remaining values are determined by the fields selected in the trading style. For FOREX markets, they represent the Bid price.

p    High

This value is the price used to determine the high price of the trading range. The trading range is used to determine whether limit and stop orders are executed. It is also used to restrict the adjustment of percentage prices to available values.

p    Low

This value is the price used to determine the low price of the trading range. The trading range is used to determine whether limit and stop orders are executed. It is also used to restrict the adjustment of percentage prices to available values.

p    Trade Value

This value is the price used for the market entry price and the exit price of each trade.

p    Limit Basis

This value is the price used to create the limit price by adding or subtracting the specified percentage from it.

p    Trail Basis

This value is the price used to create the trailing stop price by adding or subtracting the specified percentage from it.

Ä    Note: The initial stop price does not use this value. It is set based on the entry price.

p    Equity Basis

This value is the price used when determining the current equity in the analyzed trading account.

How Did I Get Here?

This is a sub-page of the Modify Field Dialog: Signal Analysis page.