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Christof+

Chartaffair.com - RV Charts & Backtesting for Steady Options

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On 8/3/2021 at 9:15 AM, kvn86 said:

Can I also ask you another basic question around the following stat found on the earnings chart page: what is the difference in the two sets of numbers eg -0.2308 and -2.83%? This is for INTU, with average RV at T-15 = 7.5% and T-0 = 4.05%

I can see -0.2308 = (4.05- 7.5) / 15

But if I do (4.05/7.5 -1) / 15 = - 3.06%   ..........which doesn't tie up with -2.83%. Is my interpretation of the calculation completely incorrect?

I nned to confirm that with looking at the actual calculation. But as a quick shot, I think the difference in the percentage value is because I used continuously compounded returns for the decay (because losing 3.06% each day anew would result in higher losses than implied by the pure arithmetic mean. This is because you calculate each day from a smaller base.) 

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16 hours ago, Christof+ said:

@mimi It is hard to do a analysis from far. Have you followed the instructions on the download page? I heard that was an issue for some members, though I have not encountered that error myself.

Thank you for the program Christof.  

Unfortunately I still receive the same compiling error like mimi.

I am using Win10 and Excel 2010. Is my Excel version maybe too old?    

Furthermore I would like to ask you for a demo access for your service chartaffair if it is possible.

THX

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47 minutes ago, GID1 said:

Unfortunately I still receive the same compiling error like mimi.

I am using Win10 and Excel 2010. Is my Excel version maybe too old?    

I am using Excel 2019.

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@mimi, @GID1, I do not think that the excel version is too outdated. I am honestly a bit flabbergasted reading the message, because the main methods the tool calls in the IB API have not changed in practically decades. The calls supply the correct parameters. I have not seen it on my machine yet. Do you use the correct 64/32 bit version?

 

@GID1 I just wrote you a PM with an access code.

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@Christof+ I don't know if it pertains since your tool uses the standalone API if I remember correctly but I had to change IB TWS to the Beta version for some reason recently, about 2 months later  the gf58ometer quit working.  I ultimately figured out that if I switched back to the Stable version all was well.  So between Beta and Stable, there is some difference in the IB TWS API, possible whatever change was made there was made to the standalone API as well.  IB support was not helpful, they blamed on something else that didn't even sound plausible, figuring it out was just plain luck.

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@Christof+ WORK and KODK show "symbol not active"

This happens now and then for those few symbols I look at (only the SO stuff). Is this something you could prevent somehow? I really appreciate how fast you react and that I can contact you personally, but workflow-wise its not so great ...

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@mimi currently symbols are added half automatic half manual. While  I cannot guarantee you will always find all symbols I do try my best.
I am conscious that this may not be satisfying, adding a symbol is normally a quick small job after a heads-up via PM or email.
WORK and KODK are live (WORK needs one more update run for the current cycle)

 

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5 minutes ago, kv1214 said:

Hi @Christof+

I noticed the RV charts do not have any updated data after 8/27.

This seems to be the case for any symbol I pull up. Screenshot attached.

Thank you...

Looks OK on my system. Check the "Start Date" to see if you've inadvertently limited it....

image.png

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1 minute ago, kv1214 said:

It's just the last few days that appear to be missing. Do you have data for the highlighted green days?...

Aah. Sorry - I misunderstood your question. Yes, you're right. The last couple of days are, indeed missing across the board.

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  • Similar Content

    • By Christof+
      For anyone interested here is a lightweight tool for plotting real-time and historical intraday RV values.
       

       
       


       
       
       
       
      Download: bit.ly/rt-rv
      Short video on major features: bit.ly/rt-rv-v
       
       
      This tool is provided for free for your convenience.
      It is excel based and uses Interactive Brokers API for real-time data (follow instructions on download page).
       
      Feel free to download and use it. It works completely independent of any chartaffair subscription.
      However, if you happen to have a valid chartaffair premium subscription it will additionally produce up-to-date earnings data through the chartaffair API. The test key included will work for a few days from now.

      The VBA code inside is 100% open and accessible and anyone wanting to is invited to modify and repost it (f.e. to add more brokers).
       
       
       
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