Hello,
I want to compute and plot my own equity (labeled
my_equity).
In the code below (I skkipped the signal part with
buy and sell signal), I wonder why my_equity
- is not being shown in backtester report
- can´t be plotted
- doesn´t show up in exploration
Why is that? If you reauire the rest of the code,
please let me know
Thanks
Markus
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- - - - - - - - - - - - - - - -
...<snip >...
for (trade =
bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
{
trade = bo.findopenpos (sig.symbol);
if (trade)
{
value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares;
}
}
bo.HandleStops(i);
// Process programmed stops or
applystop at this bar
my_equity [i] = bo.cash + value_all_open_pos;
}
// End of for loop over signals at this
bar
bo.UpdateStats(i,
1);
// Update MAE/MFE stats for bar
bo.UpdateStats(i,
2);
// Update stats at bar's end
}
// End of for loop over bars
bo.PostProcess();
// Do
post-processing
AddToComposite
(my_equity, "~~~my_equity","x", atcFlagEnableInPortfolio |
atcFlagDefaults);
}
PlotForeign
("~~~my_equity", "my_equity", colorRed,
styleHistogram );