I will try and re-phrase the question:
Anyone have any pointers as to how to Plot the running expectancy after
I have run a Backtest?
In Excel when I walk forward manually, I plot my Expectancy like this:
Currently I place these trade on a Demo account to acquire the data for
entries and exits.
This is quite time consuming.
I want to plot similar or the same in a pane after running a Backtest.
When Positive and rising switch back to trading this strategy.
When Negative and or Falling, stop using this strategy.
Any pointers in the right direction would be appreciated, but I suspect
this may involve more programming than
I am capable of and may wish to farm this out.
Regards
ChrisB
ChrisB wrote:
>
> The help files give code for including Expectancy in the backtest
and
> Optimization.
>
> I am not familiar with the working of the CBT. I can get the
expectancy
> to appear in a column in the backtester
>
> How would I extract the expectancy figures into an array so that I
can
> plot this?
>
> Regards
>
