Backtest equity into chart - Trading Software

Backtest equity into chart

Alexander Horn
2014-09-29 04:34:52

I want to pass a backtest equity line to a chart, dates aligned with the rest of the chart. What's the best and easiest way to do this?

I started using a Dictionary<DateTime,double> Equity = new Dictionary<DateTime,double>() in an AMM, then to pass through a global var into a function to put it into a VectorD, and then into the chart.

But got stuck aligning dates with bars in the VectorD, and thought there might be an easier way to do this.. Any tip?

Alexander Horn
2014-09-29 04:59:20

And another question, albeit not directly related. How do I plot the different shades, e.g. second color and alphas from a function? Somehow the "|" separator does not work. Like "colorLightGreen|22|colorLightGreen|32|298" but plotting from function.

In chart:
plot1(up, down, "Lev1-Up", "Lev1-low", colorLightGreen|22|colorLightGreen|32|298, colorLightGreen, colorLightGreen, ChartLine, StyleSymbolNone);

In function, missing the second color and alphas:
Chart.Plot1(upperexit , lowerexit , "Entry", "Exit",Color.Transparent,Color.Orange,Color.Orange,ChartType.ChartLine,Style.StyleSymbolNone);

QuantShare
2014-09-30 11:18:24

Best Answer

Hi Alex,

1/ Create a ticker symbol from the equity line (Right click on it then click on "Equity To Symbol").
After that, reference that symbol using "GetSeries" function.

2/ Using two colors can be done only in QS formula

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