PortfolioXpert:Watch List

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Contents


Building a New Watch List

To build a new watch list:

  1. Click Px watchlist 0000.png from the Watch Lists view (screenshot) to open the watch list wizard. Or click File from the Main Menu Bar and select New Watch List (screenshot).
  2. Name Your Watch List page: Enter a name for the watch list and then click the Next button (screenshot).
  3. Watch List Symbols & Triggers page: Add symbols and triggers to the watch list and then click the Next button (screenshot).
    • Adding Symbols
      1. Enter ticker symbols into the Symbol Entry Box separated by spaces or commas — not a combination of BOTH (screenshot). Or copy/paste ticker symbols from a spreadsheet (screenshot).
      2. Select a VPMVirtual Portfolio Manager Trade System from the drop-down list (screenshot).
      3. Click the Add Symbols button (screenshot).
      4. Symbols found in the database will appear in the Watch List Symbols table. Symbols not found in the database will remain in the Symbol Entry Box (screenshot).
    • Adding Symbol Triggers
      1. Click Px watchlist 00.png from the Symbol Triggers table (screenshot).
      2. In the Add Symbol Triggers window:
        1. Select a symbol from the Apply to Symbols column (screenshot).
        2. Select a trigger from the Trigger Parameter column (screenshot).
        3. Select an operator from the Trigger Operator column (screenshot).
        4. Enter a value in the Trigger Value column (screenshot).
        5. Light bulb 256.png Be sure to use the correct format (e.g. YYYY-MM-DDDraw Down for dates, 0.15 for 15%) or the trigger will not be valid. Refer to the Triggers Table below for the correct format.

        6. Click the Add Triggers button (screenshot).
    • Removing Symbols
      1. Select a symbol from the Watch List Symbols table (screenshot).
      2. Click Px watchlist 000.png to remove the selected symbol (screenshot).
    • Removing Symbol Triggers
      1. Select a symbol from the Watch List Symbols table (screenshot).
      2. Select a trigger from the Symbol Triggers table (screenshot).
      3. Click Px watchlist 000.png to remove the selected trigger (screenshot).
  4. Set the Watch List Report Email Preference page: Select when to receive a watch list report email (screenshot).
  5. Click the Finish button to save the watch list (screenshot).

Editing a Watch List

To edit a watch list:

  1. Click Edit from the Main Menu Bar and select Watch List (screenshot) to open the watch list edit wizard. Or right mouse click a watch list and select Edit Watch List (screenshot).
  2. Watch Lists page: Select a watch list to edit and then click the Next button (screenshot).
  3. Refer to the Building a New Watch List section for the remaining steps.

Deleting a Watch List

To delete a watch list:

  1. Select a watch list from the Watch Lists view (screenshot).
  2. Click Px watchlist 000.png to remove the selected watch list (screenshot).
  3. Click the Yes button to confirm removal of the selected watch list (screenshot).

OR

  1. Right mouse click a watch list and select Delete Watch List(s) (screenshot).
  2. Click the Yes button to confirm removal of the selected watch list (screenshot).

Light bulb 256.png Once a watch list has been deleted it cannot be restored.

Running a Watch List

To manually run a watch list (required to reset tripped triggers):

  1. Right mouse click a watch list and select Edit Watch List (screenshot).
  2. Select a watch list and then click the Finish button (screenshot).

Light bulb 256.png Once a trigger trip event has occurred the trigger must be reset by running the watch list in order to catch the next trip event and have notification emailed.

Triggers Table

Trigger Parameter Trigger Parameter Description Trigger Value
 % Losers The percentage of losing trades for a security using the indicated trading system/model as compared to the Total Trades. decimal percentage where 15% is input as .15
 % Winners The percentage of winning trades for a security using the indicated trading system/model as compared to the Total Trades. decimal percentage where between 50-75% is input as .5,.75
Ave Loss % The average percentage loss on all losing trades for a security using the indicated trading system/model. decimal percentage where 13.94% is input as .1394
Ave Win % The average percentage gain on all winning trades for a security using the indicated trading system/model. decimal percentage where 123.31% is input as 1.2331
Average Drawdown % The average percentage decline for all trades in a security from each trade’s peak level to each trade’s low using the indicated trading system/model. decimal percentage where 5.417% is input as .05417
Average WL Ratio The amount of gains made for every dollar lost for a security using the indicated trading system/model (calculated by dividing the Ave Win % by the Ave Loss %). decimal ratio where a ratio of 3.163 is input as 3.163
Current Duration The number of days a security has been held long in the current trade using the indicated trading system/model. positive integer representing calendar days
Current PL Percentage profit or loss experienced by a security in the current trade using the indicated trading system/model. decimal percentage where 3.617% is input as .03617
Current Position The current position of a security in VPMVirtual Portfolio Manager using the indicated trading system/model (e.g. Long or Flat). flat, hold, sell, buy, order
Drawdown High Date The date the current or most recent trade in a security hit a high point using the indicated trading system/model. date value input using YYYY-MM-DDDraw Down format
ER Ratio (Effectiveness Ratio) Illustrates how well VPMVirtual Portfolio Manager has traded a security historically using the indicated trading system/model (calculated by multiplying % Winners by Average WL Ratio). decimal ratio where a ratio of 189.783 is input as 189.783
Entry Date The date the indicated trading system/model purchased a security for the current trade. date value input using YYYY-MM-DDDraw Down format
Entry Price The assumed price the indicated trading system/model purchased a security for the current trade. decimal number representing dollar value where $24.51 is input as 24.51
Last Close The previous trading day’s closing price for a security. decimal number representing dollar value where $69.64 is input as 69.64
Last High The highest intra-day price for a security during the previous trading day. decimal number representing dollar value where $75.45 is input as 75.45
Last Low The lowest intra-day price for a security during the previous trading day. decimal number representing dollar value where $69.36 is input as 69.36
Last Open The previous trading day’s opening price for a security. decimal number representing dollar value where $74.90 is input as 74.90
Losing Trades The number of trades, as defined by a buy and subsequent sell, that resulted in negative returns for a security using the indicated trading system/model. positive integer representing individual trades
Max Days Date The date when the current trade is likely to meet the Max Days Held value. It is estimated using the maximum holding period for any trade in a security throughout its history. date value input using YYYY-MM-DDDraw Down format
Max Days Held The maximum number of days a security has been held using the indicated trading system/model throughout its history. positive integer representing calendar days
Mean Days Date The date when the current trade is likely to meet the Trade Profile Mean’s value. It is estimated using the average holding period for all trades in a security throughout its history. date input using YYYY-MM-DDDraw Down format
Min Days Held The minimum number of days a security has been held using the indicated trading system/model throughout its history. positive integer representing calendar days
Net Profit % The cumulative percentage gain for all trades in a security using the indicated trading system/model. decimal percentage where 52.30745% is input as .5230745
Optimized Net Profit % The cumulative percentage net gain for all trades in a security using the indicated trading system/model. It looks at the model with the largest Net Profit % over the last 6 month period (periods being Jan 1-Jun 30 and Jul 1-Dec 31). decimal percentage where 52.30745% is input as .5230745
Projected Max Date The date when the current trade is likely to meet the Projected Max Days value. It is estimated by adding the Current Duration value to the Trade Profile Std Dev value. date value input using YYYY-MM-DDDraw Down format
Projected Max Days Calculated by adding the Current Duration value to the Trade Profile Std Dev value. positive integer representing calendar days
Stats Run Time Date corresponding to the last time the statistics were updated for a security using the indicated trading system/model. date value input using YYYY-MM-DDDraw Down format
Total Trades The number of trades, as defined by a buy and subsequent sell, for a security using the indicated trading system/model. positive integer representing trades
Trade Profile Mean The average or expected number of days a security is expected to be held using the indicated trading system/model. positive integer representing calendar days
Trade Profile Std Dev The standard deviation of the number of days a security is held on average using the indicated trading system/model. positive integer representing calendar days
Winning Trades The number of trades, as defined by a buy and subsequent sell, that resulted in positive returns for a security using the indicated trading system/model. positive integer representing trades


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