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Dave, I would love more detail on how your Excel 'add(s) a group/tag... and maintains the accumulated profits/losses'.<br />
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Sounds promising.<br />
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Re: ONE, I have been very frustrated by the lack of data over the weekends. I like to do some 're-assessing' but it seems very difficult/impossible to get end of day (Friday) numbers prior to start of trading on Monday... What part of this am I getting wrong? (I thought they would have fixed this, but in my various attempts to get it to work the way I want it to, support was "this is the way it is"....<br />
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See for example,<br />
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<div style="margin-left: 20px">Hi Rick,​</div><div style="margin-left: 20px">As I said previously, we do not support what you are requesting. Looking at the previous support tickets you created on this subject, the functionality has not changed in that respect therefore will not do what you are asking.​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">We do support futures and futures options but these assets and functionality are in beta test, with only partial functionality (eg not including the ability to import these assets) being available at this time.​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px"><span style="color: rgb(184, 49, 47)">If you created a trade directly from ONE on Friday using LIVE data (<u>rather than trying to import on Saturday for data which does not yet exist in our historical database</u>), then you will be able to analyse it using EOD data only (as of Friday close of market) on Saturday or Sunday.</span>​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">Kind regards,​</div><div style="margin-left: 20px">​</div><div style="margin-left: 20px">OptionNET Explorer​</div><br />
<b>So, if I don't enter from ONE (and I don't and won't... too easy to get it wrong by me), I'm blind as to my Friday transactions until Monday. This was a deal killer for me. Plus no futures/future options - at least at that time. I understand that they don't update their historical databases, but I think that's a problem for me. I trade too many contracts on Fridays to suddenly be blind until Monday am. </b>
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</blockquote>I'm fairly sure that the lack of backfill data from the current day is an exchange-driven policy. If the vendor collected data during that day rather than retrieve the historical from the exchange or data provider, then it could be available. I think that gets into redistribution agreements with the exchanges and probably doesn't make sense financially or administratively for smaller vendors. If you have ThinkOrSwim, you'll notice that the OnDemand history functionality has the same historical data gap until the open of the next day.<br />
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For using ONE, I will set up and send my orders from ONE directly through IBKR for execution. I agree about trying to recreate that entry in ONE after the fact during the trading day. I'd be error-prone, or error-certain, and I'd find it to be too much overhead during the trading day. Because I can fire orders from ONE means that my trades get recorded in each platform.<br />
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In Excel, I've used an incremental development process. First, I had each trade/campaign on a different tab. When I send the order, I record the data on that tab via the macro/VBA. That keeps my running tally of strikes and legs all together in a group for netting out P&L and remaining active options for graphing and analysis. <br />
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The advantage here is that you can have your exact fills and times for review over the weekend or evenings.<br />
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Over time, the next step for me was to lift all of that to a front page giving a heads up overview of all my positions and exposure. I put Buttons beside each to take me quickly to the trade page for that campaign.<br />
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Finally, and for me this is still Work In Process, I'm posting all of the trade data into a single history tab in the workbook with an associated tag. Then on that front page I can run a PivotTable with Slicers for my trades which lets me look at the details of the trade itself as well as graphing the T+0 and Expiration lines so I can manage and review each trade. I'm still early in this phase, but that's my plan.<br />
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For 10 or 15 different trades/campaigns, this is not so bad. I know that ONE tends to get choked up beyond around 6 or 8 concurrent campaigns based on others comments here. For running 40 or 50 trades, I can't imagine managing this any other way. My experience with ONE is that I start getting RTD quote streaming issues beyond 4 concurrent trades in TDA. It's furstrating as my T+0 lines start to drift with a stuck quote or two during the day as I'm monitoring. I stop believing what I'm seeing on the screen, both the good trades as well as those that need attention.</div>
