Requests for WL5: Open trades on Equity chart; Optimization?
Author: rbryant
Creation Date: 7/15/2009 1:47 PM
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rbryant

#1
Hi

1. Is it possible, please, to get the open trades column chart superimposed on the equity chart please, as in WL3? It is useful to know how many trades have been open at one time - it helps psychologically with following a strategy in real time.

2. In the 'By period' performance visualiser, is the percent return the return on open equity? On the same tab, is the max d/d the max d/d compared with the beginning of the period rather than the highest equity ever (I presume so as for weekly periods the d/d is usually very small).

3. I presume you have said this elsewhere but I cant find it, when is the next version being released that includes optimisation?

Great job,

Thanks!
Rod
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Eugene

#2
Hi Rod,

1. It is already implemented and will appear in Wealth-Lab Developer 5.4.
3. Shortly - hopefully in the end of July.
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Cone

#3
2.
QUOTE:
is the percent return the return on open equity?
It's the total % return on all equity (cash and equity positions) starting from the end of the previous period to the end of the current period.

For example, say you were looking at the weekly return for the period starting from 22.june.2009. You'd take the equity curve value from the end of the previous period, 19.june, divided it by the value from 26.june, subtract 1 and multiply by 100. i.e.,

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QUOTE:
On the same tab, is the max d/d the max d/d compared with the beginning of the period rather than the highest equity ever
That's right. It should be the max DD from the highest peak equity during the period.
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rbryant

#4
Thanks
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