Plotting growth of hypothetical $10,000 over a given period

Author: Partha

Creation Date: 9/21/2019 6:41 PM

Wealth Lab » WealthScript (.NET) » Plotting growth of hypothetical $10,000 over a given period

Partha

9/21/2019 6:41 PM

Hi

I would like to plot the growth of all the symbols in a data set for a hypothetical $10,000 investment over a given time period when start date is given as an input in the code...can someone please share any code which can do this if readily available

Cone

9/21/2019 7:53 PM

A date in code is irrelevant if the data loading range specified doesn't envelope the test period desired. So, before continuning I'd have to know why a Buy & Hold equity curve in Raw Profit mode wouldn't be sufficient. For that, a blank script works just fine.

Partha

9/21/2019 10:04 PM

Hi Cone

This was not for back testing...I wanted to visually see how a stock performed relative to its ETF over 1, 3 and 5 yr period...I have a data set on all the constituent stocks in ETF SMH and I wanted to view on one chart how the individual stocks performed for different periods (see a simple view I generated in website Market Watch)....Do you have a code to generate something like this?

SMH vs NVDA.PNG

superticker

9/22/2019 5:51 AM

This is a very atypical way to run Wealth-Lab, so I wouldn't save the solution below. There are many on-line resources for making multiple Buy-and-Hold plots for comparison, which are easier to use than WL. Wealth-Lab is all about trading simulations (backtesting), not Buy-and-Hold plotting. That's why this code looks awkward.

The Color array in this example only has 9 different colors. If you put more than 9 symbols in your dataset, you'll get an error.

CODE:
Please log in to see this code.

There's no easy way to change this solution into a WL trading simulation. It's a dead end. You cannot add a trading FOR loop to it easily. :(

Size:

Color:

This is a very [u]atypical[/u] way to run Wealth-Lab, so I wouldn't save the solution below. There are many on-line resources for making multiple Buy-and-Hold plots for comparison, which are easier to use than WL. Wealth-Lab is all about trading simulations (backtesting), not Buy-and-Hold plotting. That's why this code looks awkward.

The Color array in this example only has 9 different colors. If you put more than 9 symbols in your dataset, you'll get an error.
[code]using System;
using System.Collections.Generic;
using System.Drawing;
using System.Text;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{	
	public class BuyAndHoldPlots : WealthScript
	{
		private StrategyParameter paramHighlightedColor;
		readonly Color[] plotColor = {Color.Blue, Color.LimeGreen, Color.Magenta, Color.DeepSkyBlue,
			Color.Black, Color.DarkCyan, Color.DarkOrchid, Color.Coral, Color.Brown};

public BuyAndHoldPlots()
		{
			paramHighlightedColor = CreateParameter("Plot# bolded", 1, 1, 9, 1);
		}
		
		protected override void Execute()
		{
			int highlightedColor = paramHighlightedColor.ValueInt-1;
			ChartPane comparePane = CreatePane(500,true,true);
			try
			{
				for (int symIndx = 0; symIndx < DataSetSymbols.Count; symIndx++)
				{
					Bars stockBars = GetExternalSymbol(DataSetSymbols[symIndx], true);
					DataSeries relativePriceChg = new ROC(stockBars.Close, 1, "Relative price change of " + stockBars.Symbol);
					PlotSeries(comparePane, relativePriceChg, plotColor[symIndx], LineStyle.Solid, highlightedColor == symIndx ? 3 : 1);
				}
			}
			catch (Exception e) {PrintDebug(e.StackTrace);}
			HideVolume();
		} //end Execute() procedure
	}
}[/code]
There's no easy way to change this solution into a WL trading simulation. It's a dead end. You cannot add a trading FOR loop to it easily. :(