How to plot two different portfolio Equities?

Author: abegy

Creation Date: 5/26/2017 3:29 PM

Wealth Lab » Extensions » How to plot two different portfolio Equities?

abegy

5/26/2017 3:29 PM

Hi Eugene,

I would like to display two different portfolio equities in the same chart. To do this, I try to adapt the script taken from the "Trading the equity curve" example. Unfortunately, I haven't succeeded. With the following script, I see that the two equities displayed are the same. Do you have an idea why ?

CODE:
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Thanks for your help.

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Hi Eugene,

I would like to display two different portfolio equities in the same chart. To do this, I try to adapt the script taken from the "Trading the equity curve" example. Unfortunately, I haven't succeeded. With the following script, I see that the two equities displayed are the same. Do you have an idea why ?

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
	/* Interacting with portfolio level equity */
	public class InteractingWithPortfolioEquity : WealthScript
	{
		protected override void Execute()
		{
			// Create an instance of the Utility class from Community.Components, pass WealthScript as "this"
			Utility u = new Utility(this);

// Save current symbol in Wealth-Lab's global memory
			string firstRun = ""; string results = ""; string results2 = "";
			SetGlobal( firstRun, Bars.Symbol );

#region User-configurable: specify Strategy name
			
			string myStrategyName = "Neo Master";
			string myStrategyName2 = "Bandwagon Trade [Rev A]";
			
			#endregion User-configurable: specify Strategy name

/* Here we kick in: first symbol detected */
			
			if( (string)GetGlobal( firstRun ) == DataSetSymbols[0] ) 
			{
				RemoveGlobal( results + "_PerformanceResults" );
				RemoveGlobal( results2 + "_PerformanceResults" );

#region User-configurable: Load Donor strategy
				
				// Loading an existing strategy from disk:
				WealthScript myStrategy = u.LoadStrategyFromDisk( myStrategyName );
				SystemPerformance sp = u.runDonor( myStrategy );
				SetGlobal( results + "_PerformanceResults", sp.Results );

WealthScript myStrategy2 = u.LoadStrategyFromDisk( myStrategyName2 );
				SystemPerformance sp2 = u.runDonor( myStrategy2 );
				SetGlobal( results2 + "_PerformanceResults", sp2.Results );

#endregion User-configurable: Load Donor strategy
				
			}			
			
			/* Simulation already performed, now run using Wealth-Lab's global memory */
			
			// Retrieve system results from the GOP and plot portfolio equity 
			SystemResults sr = (SystemResults)GetGlobal( results + "_PerformanceResults" );
			DataSeries globalEquity = sr.EquityCurve; globalEquity.Description = "Portfolio Equity";
			//globalEquity = Synchronize( globalEquity );
			ChartPane gEqPane = CreatePane( 40, false, true );
			PlotSeries( gEqPane, globalEquity, Color.DarkGreen, LineStyle.Histogram, 2 );
			HideVolume();

SystemResults sr2 = (SystemResults)GetGlobal( results2 + "_PerformanceResults" );
			DataSeries globalEquity2 = sr2.EquityCurve; globalEquity2.Description = "Portfolio Equity2";
			//globalEquity2 = Synchronize( globalEquity2 );
			ChartPane gEqPane2 = CreatePane( 40, false, true );
			PlotSeries( gEqPane2, globalEquity2, Color.Black, LineStyle.Histogram, 2 );

/* Make sure to start your trading loop on a bar after 
			which the portfolio equity curve produces valid values! */
		}
	}
}[/code]

Thanks for your help.