Good day!
Could you help me with geometrical mean of trades returns computing in ScoreCards?
Just cant get how to compute ratio for each trade (equitie + returns) / equity;
where equity - before trade p/l and returns is net profit/loss.
So what is needed - current equity.
Is there direct variable or method returning equity value?
Or there is only one way compute equitie from beginning as summation of p/l of each trade?
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Wealth-Lab passes an instance of SystemPerformance class to your Scorecard > PopulateScorecard i.e. (
SystemPerformance performance). Consequently, the current equity can be obtained as
"performance.Results.EquityCurve".
Here's the online manual of the API (that is also used when developing performance visualizers):
SystemPerformanceSystemResultsAs always, it's easier to start when a code example of a functioning Scorecard is available. Here's one, inside the MS123 Visualizers demo solution:
Home - MS123 Visualizers
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Thanks, i already use custom scorecards
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