EQ Dashboard for Spread Trading and Equity Position Analysis
Summary
The document describes a proposed dashboard indicator for monitoring active symbols and pairs in spread or equity trading. Its interface is meant to track changes in the selected symbols, retain settings during terminal changes, and let users set each pair's volume, direction, and activation state. Users can also choose how many historical bars to display and optionally specify an initial balance.
The tool aims to visualize spread behavior and strategy performance, flag possible entry and exit points, and calculate cumulative profit and loss across positions as an equity curve. It also suggests examining range-bound strategies with tools such as Bollinger bands or dynamic levels, and eventually automating portfolio or basket selection and trading. These are proposed capabilities and development goals rather than demonstrated results. The stated calculations exclude spread, commissions, and swaps, so the displayed performance may not reflect executable trading outcomes.
Key ideas
- The dashboard is designed to monitor active symbols and configure each trading pair's direction and volume.
- It displays cumulative position profit and loss as an equity curve and supports choosing the history depth and initial balance.
- The intended analysis includes spread behavior and entry or exit timing for equity trading.
- Transaction costs and swap charges are excluded from the calculations, limiting performance interpretation.
- Portfolio selection and automated trading are described as future aims rather than validated capabilities.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.