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en:charts [2016/12/16 09:40] playoptions |
en:charts [2017/12/28 15:11] (versione attuale) playoptions |
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- | ===== Strategy - Charts ===== | + | ===== Strategy - Payoff===== |
In this section it is possible to see the payoff and the graphs Relating to the strategy's greeks. The payoff shows the strategy at expire and at-now, so, you can see the risk graphically. On Iceberg you can see the payoff, the Greeks and the Forecast Map obtained by [[http://manuals.playoptions.it/beeTrader/doku.php?id=d.p.d|Defense Point Distribution]] together. All settings are accessible throught right click, it also allows to save or print the image. \\ | In this section it is possible to see the payoff and the graphs Relating to the strategy's greeks. The payoff shows the strategy at expire and at-now, so, you can see the risk graphically. On Iceberg you can see the payoff, the Greeks and the Forecast Map obtained by [[http://manuals.playoptions.it/beeTrader/doku.php?id=d.p.d|Defense Point Distribution]] together. All settings are accessible throught right click, it also allows to save or print the image. \\ | ||
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==== Charts Available ==== | ==== Charts Available ==== | ||
- | In addition to the PayOff chart, this section allows to se histogram graphs of the profit / loss for every Greek. The graphs "Greeks (At Now)" monitors in real-time the trend of the Greek while the graph "Greeks (Realized)" shows the partition of profit / loss consolidated for each Greek, then the chart Greeks (History) shows the trend, since it was created, of the Strategy the profit / loss divided by Greek. \\ | + | In addition to the PayOff chart, this section allows to see the vertical payoff chart and an histogram graphs of the profit / loss for every Greek. The graphs "Greeks (At Now)" monitors in real-time the trend of the Greek while the graph "Greeks (Realized)" shows the partition of profit / loss consolidated for each Greek, then the chart Greeks (History) shows the trend, since it was created, of the Strategy the profit / loss divided by Greek. \\ |
- | ^ Payoff ^ Greeks (At Now) ^ | + | ^ Payoff ^ |
- | |{{ :payoff_1.png?nolink&600 |}} | {{ :payoff_2.png?nolink&600 |}}| | + | |{{ :payoff_1.png?nolink&600 |}}| |
- | ^ Greeks (Realized) ^ Greeks (History) ^ | + | |
- | |{{ :payoff_4.png?nolink&600 |}} | {{ :payoff_3.png?nolink&600 |}}| | + | ^ Vertical ^ |
+ | |{{ :payoff_2.png?nolink&600 |}}| | ||
+ | |||
+ | ^Greeks At Now ^ Greeks Realized ^ | ||
+ | |{{ :payoff_3.png?nolink&600 |}}|{{ :payoff_5.png?nolink&600 |}}| | ||
+ | |||
+ | ^History Strategy ^ History Greeks ^ | ||
+ | |{{ :payoff_6.png?nolink&600 |}}|{{ :payoff_4.png?nolink&600 |}}| | ||
| To ensure that the values shown are correct, it is necessary that the dates and prices of executed (found in the [[trades|Trades]]) correspond to the real | | | To ensure that the values shown are correct, it is necessary that the dates and prices of executed (found in the [[trades|Trades]]) correspond to the real | | ||
---- | ---- | ||
- | ==== The menu with the right mouse button on the graphic Payoff ==== | + | ====The menu with the right mouse button on the graphic Payoff==== |
- | |{{:iceberg_strategy_payoff_menu.png?nolink |}} | - Payoff Settings: opens the window of Settings \\ - Save As Image: Allows to save the Payoff of the Strategy currently in use in image format (*.png). The image will be saved to the Pictures subfolder of beeTrader's folder, in the user's My Documents \\ - Print: allows you to print the Payoff of Strategy currently in use.The Feature is available on the PC in use if there is a printer | | + | |{{:payoff_menu.png?nolink |}} | - Settings: opens the window of Settings \\ - Save As Image: Allows to save the Payoff of the Strategy currently in use in image format (*.png). The image will be saved to the Pictures subfolder of beeTrader's folder, in the user's My Documents \\ - Print: allows you to print the Payoff of Strategy currently in use.The Feature is available on the PC in use if there is a printer | |
- | Settings window: | + | The settings window is divided into Settings and Colors |
- | |{{ :payoff_settings_1.png?nolink&300 |}}|{{ :payoff_settings_2.png?nolink&300 |}}|{{ :payoff_settings_3.png?nolink&300 |}}| | + | |{{ :payoff_settings_1.png?nolink&300 |}}|{{ :payoff_settings_2.png?nolink&300 |}}| |
+ | In turn, the two main sections are divided into Common for common settings, Payoff for the settings of only Payoff, Vertical for the only Vertical settings, and eventually Greeks. | ||
+ | |||
+ | Settings -> Common: | ||
* Preferred Expiry: when the strategy is on several maturities, allows you to choose which expires see on the payoff; | * Preferred Expiry: when the strategy is on several maturities, allows you to choose which expires see on the payoff; | ||
* At Expiry: shows the payoff of the strategy of all orders (Paper Trading and Real Market); | * At Expiry: shows the payoff of the strategy of all orders (Paper Trading and Real Market); | ||
* At Now: Displays the At Now line; | * At Now: Displays the At Now line; | ||
- | * Paper Trading (At Expiry): shows the payoff of the registered orders in Paper Trading; | ||
- | * Real Market (At Expiry): shows the payoff of the registered orders in Real Market; | ||
- | * Legs: It allows to view every legs of the strategy, for better view it is recommended to disable the At Now line; | ||
- | * Calendar witch entry volatility: it can be used in case of Calendar strategies, once activated the payoff is always calculated with the initial volatility, so variations in volatility does not change the payoff. (Warning: It is a forcing); | ||
* Break-Even Points: displays two vertical lines at the breakeven points of the strategy; | * Break-Even Points: displays two vertical lines at the breakeven points of the strategy; | ||
* Standard Deviations: displays two vertical lines to the number of standard deviations setted and calculated over the Periods selected below. For more information on [[charts # standard_deviation _-_ deepening | Standard Deviations]] Click [[charts # standard_deviation _-_ approfondimento|| here]]; | * Standard Deviations: displays two vertical lines to the number of standard deviations setted and calculated over the Periods selected below. For more information on [[charts # standard_deviation _-_ deepening | Standard Deviations]] Click [[charts # standard_deviation _-_ approfondimento|| here]]; | ||
* Periods: number of periods for Standard Deviations calculation; | * Periods: number of periods for Standard Deviations calculation; | ||
- | * Montecarlo Simulation: ; | + | * Montecarlo Simulation: enables the display of two vertical lines representing the result of [[en:montecarlo_simulation|Montecarlo Simulation]] 4000 launches; |
+ | * Underlying Excursion: enables the display of two vertical lines representing the Highest High and Lowest Low of the underlying in the period indicated. | ||
+ | |||
+ | Settings -> Payoff: | ||
+ | |||
+ | * Legs: it allows to view every legs of the strategy, for better view it is recommended to disable the At Now line; | ||
+ | * Paper Trading (At Expiry): shows the payoff of the registered orders in Paper Trading; | ||
+ | * Real Market (At Expiry): shows the payoff of the registered orders in Real Market; | ||
+ | * Calendar witch entry volatility: it can be used in case of Calendar strategies, once activated the payoff is always calculated with the initial volatility, so variations in volatility does not change the payoff. (Warning: It is a forcing); | ||
* Greek: display the Greek's graph of the user's choice; \\ | * Greek: display the Greek's graph of the user's choice; \\ | ||
* DPD Forecast Map: displays a predictive map on the price of the underlying at maturity calculated using the algorithm of the [[d.p.d | Defense Distribution Point]]. A detailed description is available at the [[charts # dpd_forecast_map _-_ deepening | DPD Forecast Map - Deepening]], which is available on this page; | * DPD Forecast Map: displays a predictive map on the price of the underlying at maturity calculated using the algorithm of the [[d.p.d | Defense Distribution Point]]. A detailed description is available at the [[charts # dpd_forecast_map _-_ deepening | DPD Forecast Map - Deepening]], which is available on this page; | ||
* Info Bar: Displays the lower bar with the main information of the strategy. | * Info Bar: Displays the lower bar with the main information of the strategy. | ||
+ | |||
+ | Settings -> Vertical: | ||
+ | |||
+ | * DPD Overlay: it allows to draw the [[d.p.d | Defense Distribution Point]] on underlying historical chart. | ||