Equity curve calculation reference

Equity curve calculation reference

Dennis Schutten
2016-03-11 14:57:12

If I use a external signal as a indicator for buy and sell signals. Is there a away to make a reference to the generated equity curve within the strategy?

Regards,

Dennis

QuantShare
2016-03-12 05:16:44

If the equity curve is the equity curve of the analyzed strategy then no. you can only do that using the money mangement script and you will have to create an array to store each equity curve data point.

QuantShare
2016-04-11 08:32:53

You can now do that with the meta-strategy tool.

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