Equitycurve on the Chartpane - Wealth Lab Forum

Equitycurve on the Chartpane

Author: mheb

Creation Date: 7/19/2011 9:18 AM

Wealth Lab » WealthScript (.NET) » Equitycurve on the Chartpane

mheb

7/19/2011 9:18 AM

Hello
I tried to draw a equity curve on the chartpane using this code

CODE:
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but I can't get the same profit as on the performance tab. did I missed something with the NetProfitAsOfBar
or has anybody already did the equitycurve on the chartpane.
any help appreciate

regards

michael

Eugene

7/19/2011 9:34 AM

QUOTE:
but I can't get the same profit as on the performance tab.

It shouldn't work. As the QuickRef remark states:

QUOTE:
In portfolio simulation mode, all trades are pre-executed using 1 share per Position, and then position sizing is applied after the fact. So NetProfitAsOfBarPercent will always be based on 1 share while the Strategy is executing.

QUOTE:
has anybody already did the equitycurve on the chartpane.

I. Yes, it's been awhile (ca. 5.1 times in 2009?) but after a minimal modification, the code still works with 6.2:

WealthScript Techniques | Interacting Dynamically with Portfolio Level Equity

Make sure to have Community.Components installed and carefully read all the remarks/notes (it's unofficial unsupported excercise).

II. Another approach (to get the portfolio equity): Limit Monthly Drawdown / Portfolio Equity Tracker