ToS botchup..

gariki

Member
Looks like somebody botchedup and made an unintended change to look expiry pnl curves all curvy and maybe nice(in their opinion).. also inaccurate un-intentionally.

Anybody else seeing this. or is it just me?

-gariki


1626108854014.png
 
Yep, I see it too.

TOS's graphic library always (as I remember) produced rough graphs when pic was in zoom-out mode to the point it was hard to find strikes values from graphs alone.If I wanted to see exact graph I had to zoom-in like in your pic. But then graph was ok. The one you posted is not (not to expectations).
That's why I recommend building own tools. In this case if you look at graphs often it is nice to have steady graphic output regardless of what innovation platform brings.

I don't think this issue will last long before corrected. TOS is rolling from JDK8 to JDK11 - this may be connected somehow.
 
Yep Marcas. I do have my own little excel dashboard i use to trade - I can almost trade exclusively with it. But i do supplement it with tos for charting. Someday i will integrate pnl curves also into the dashboard.

Anyways.. i did chat with tos support and they have confirmed that it seems to be an unintended update (aka a bug). Hope they will fix soon.

ps: must confess. I did try a bit to get pnl charts into excel but its not trivial (yeah..i know nothing comes easy but still). I think the only one I have seen do that successfully is probably Paul Demers on one of his presentations. I could be off though.
 
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I'm sure TOS' issue is a temporary one.

I wish I can help with Excel but I have very little experience with it. I'm pretty convinced though that plotting expiration graph itself shouldn't be that hard. Well, it may depend on what you want to do but for simple graphs it cant be complicated. I imagine you calculate y values for x range and just plot it... That's how I do it anyway.
I plot my trades for years and find it very helpful especially when you include real p/l not 'TOS like'. Once you figure out how to do it you can add (and keep adding) helpful features that apply to your style particularly. I think I can trade with TOS alone if I have to, but man get use to any extras pretty fast :)

I will be out for some time now and not sure about web connectivity, but you may try old CapitalDiscussion Slack to find somebody to help with excel (not sure if Aeromir's Slack is active anymore).
 
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Thanks Marcas. It's already on my to-do list; maybe I will prioritize it again. If someone else wants to join in in the fun.. let's connect. I don't mind sharing the end result for everyone to benefit from (it's not easy to collaborate and work.. it comes with its own challenges but worth a shot).

@tom: Seems like i found an unintended feature on these boards - every time some one mentions "one" the word as in Marcas's post above - its putting in a subscription link for OptionnetExplorer. For a second i wondered if Marcas was affiliated with them. :)

ps: hmm.. and it did not do with my mention of the word. So maybe Marcas is affiliated.
 
I see what you mean
It used to be a little curvy when zoomed out but now it's curvy even when I zoom in

About the 1 I see it in older posts also where it is substituted with a link
 
I think the only one I have seen do that successfully is probably Paul Demers on one of his presentations. I could be off though.
Paul Demers had a presentation about excel and how to use RTD in one of the round table presentation and I vaguely remember a graph but that may have been a different video
The only one I know that worked with excel a did a graph was Bruno Voisin but he was using the data from IB He said he was planing to do one with TOS but he did not get around to do it yet
 
:D
No, I'm not. I'd say quite opposite. I see ONE as a drag in my trading (not talking price) , but also see how traders may like it.
I did used ONE for couple years though.
Hear you Marcas. Same here actually; that's quite a coincidence. I used it for a couple of years - but now it's more of a drag than help.

If I have to do more backtesting sometime in the future; I will get a subscription though.
 
Just wanted to make a quick correction The presentation with the RTD links was made by Neil Gillis not Paul Demers
 
I reported this issue to TOS on Monday and they opened a ticket. I followed up this morning and they have the ticket in the que and expect to have it fixed in the next couple of days. It supposedly stems from some changes to update the T+0 line more frequently. If you have a winged strategy on you'll notice that in addition to the round, smooth graph, if you hover over the left side where it's flat to check the margin, the value changes and doesn't stay at the value it should be at expiration.
 
If you are on the flat part the value should not change and it does not for me unless I get close to the round part where the problem is I wonder if this affects the greeks
 
I also have ticket open from early Monday pre-market..........
Be careful with your greeks and p&L calculated values from my excel model (personal ) are showing different values....
 
@tom: Seems like i found an unintended feature on these boards - every time some one mentions "one" the word as in Marcas's post above - its putting in a subscription link for OptionnetExplorer.
I wonder if this started recently when tom wanted to add advertising to the site
I know that is supposed to be for non members but maybe somehow the advertising got latched to that word and now it is spreading over all the threads regardless of the membership
 
ps: must confess. I did try a bit to get pnl charts into excel but its not trivial (yeah..i know nothing comes easy but still).
gariki, i have a risk graph with p/l calculations in excel. it heavily depends on vba, but i think it's possible to do it w/o software. it would be messy, though. my spreadsheet was designed for a specific trade, not a general analysis tool. if you want to talk about how i did it, start a private conversation with me.
 
gariki, i have a risk graph with p/l calculations in excel. it heavily depends on vba, but i think it's possible to do it w/o software. it would be messy, though. my spreadsheet was designed for a specific trade, not a general analysis tool. if you want to talk about how i did it, start a private conversation with me.
Jim, I would be interested in how you did the risk graph in excel, but don't know how to do a private conversation in this forum.
 
but don't know how to do a private conversation in this forum
When you are logged in if you click on the mail icon on the top right corner you will have a pop up window where you can click on a link that says "Start a conversation"
 
Even when the expiration line looks flat it is still changing
For a call vertical in SPX at 4370 you have to go down to 4358 before the expiration line stops changing
 
Be careful the values are not right(activity and pos,risk grap,and the greeks for the symbol) .........I think based on theta they are taking a day earlier than normal!!!!
 
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