Equity curve on price chart? - Wealth Lab Forum

mikesblack

#1

8/3/2009 10:44 AM

I would find it helpful to be able to have the strategy equity curve on the same page as the price chart. Is there a way I can make this happen?

Eugene

#2

8/3/2009 10:52 AM

Welcome to the Wealth-Lab 5 Wiki:

WealthScript Techniques | Interacting Dynamically with Portfolio Level Equity

Ok - Here's what I've done:

"Trading Strategy" is one I created from (rules??? Does this matter?).

I am not getting any results from the back test.??

Sorry if this seems daft, but I have virtually no coding experience. I appreciate all your help- Mike

CODE:
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Size:

Color:

Ok - Here's what I've done:

"Trading Strategy" is one I created from (rules??? Does this matter?).

I am not getting any results from the back test.??

Sorry if this seems daft, but I have virtually no coding experience. I appreciate all your help- Mike

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

namespace WealthLab.Strategies
{
	/* Show portfolio equity */
	public class OnTheFly : WealthScript
	{
		protected override void Execute()
		{
			/* Specify a Strategy: */
			string myStrategyName = "Trading Strategy";

Utility u = new Utility(this);
			string firstRun = ""; string results = "";
			SetGlobal( firstRun, Bars.Symbol );

if( (string)GetGlobal( firstRun ) == DataSetSymbols[0] ) 
			{
				RemoveGlobal( results + "_PerformanceResults" );
				
				/* Option 2: Load an existing Strategy from its XML file on your disk */
				WealthScript myStrategy = u.LoadStrategyFromDisk( myStrategyName );
				SystemPerformance sp = u.runDonor( myStrategy );
				SetGlobal( results + "_PerformanceResults", sp.Results );
			}

/* Retrieve and plot the portfolio equity from Wealth-Lab's global memory */
			
			SystemResults sr = (SystemResults)GetGlobal( results + "_PerformanceResults" );
			DataSeries globalEquity = sr.EquityCurve; globalEquity.Description = "Donor system Portfolio Equity";
			globalEquity = Synchronize( globalEquity );
			ChartPane gEqPane = CreatePane( 40, false, true );
			PlotSeries( gEqPane, globalEquity, Color.DarkGreen, LineStyle.Histogram, 2 );
			HideVolume();			
		}
	}

}[/CODE]

mikesblack

#4

8/3/2009 1:11 PM

I cut and pasted from the Wiki example. I need time to familiarize with code, because I have no idea what I am doing. For now, if there is an easy way to help me , I would greatly appreciate it. If not, I'm sure I'll learn it in time. I may be getting in over my head at this point. I do appreciate your time.

Eugene

#5

8/3/2009 1:24 PM

It shouldn't matter if your strategy is rule-based or code-based. Double check the name "Trading Strategy". Make also sure that this isn't a factor: Can't execute a Strategy - I run it but nothing comes up. What am I missing?.

Eugene

#6

8/7/2009 3:40 AM

Were you able to run the code? Any error messages at the bottom of the Editor window?

mikesblack

#7

8/11/2009 12:07 PM

No error messages, but no joy getting the equity curve up. Not sure. "Trading Strategy" is the name I gave the system. I changed the name to see if that would make a difference.

Eugene

#8

8/11/2009 12:38 PM

Try with other strategies. Make sure to compile before using.

mikesblack

#9

8/12/2009 10:41 AM

Tried another system(Two bar breakout). I loaded symbol AAN and here's what I got.

" Run time error could not load data for symbol: EDUDL
at Wealthlab.strategies On Thefly.excicute{}
...

CODE:
Please log in to see this code.

Eugene

#10

8/12/2009 10:57 AM

Update:

The code runs fine for me using 5.4 - first running in MSB mode and then opening an individual chart to see the equity plot.

Looks like you're having trouble with some symbol (EDUDL) - for example, no data. That ticker is unknown to me, Y! Finance and Google.

Try running on a different dataset like Dow 30 and ensure the data is up to date for all its symbols.