Gamestudio Links
Zorro Links
Newest Posts
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
Data from CSV not parsed correctly
by EternallyCurious. 04/25/24 10:20
Trading Journey
by howardR. 04/24/24 20:04
M1 Oversampling
by Petra. 04/24/24 10:34
Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12
Scripts not found
by juergen_wue. 04/20/24 18:51
zorro 64bit command line support
by 7th_zorro. 04/20/24 10:06
StartWeek not working as it should
by jcl. 04/20/24 08:38
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
0 registered members (), 715 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Mega_Rod, EternallyCurious, howardR, 11honza11, ccorrea
19048 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
portfolio backtest equity line #468155
09/20/17 20:41
09/20/17 20:41
Joined: Sep 2017
Posts: 3
P
ppaolo Offline OP
Guest
ppaolo  Offline OP
Guest
P

Joined: Sep 2017
Posts: 3
Hallo
I'm testing Zorro platform backtest feature
Im confused about charts generated after test and results
It seems that statistics are generated at portfolio level while chart is related to the last security in the while-asset-loop
Is it possible to ge a total equity graph generated by the whole portfolio and have access to statistics related to each traded security?

Last edited by ppaolo; 09/20/17 20:42.
Re: portfolio backtest equity line [Re: ppaolo] #468224
09/26/17 12:36
09/26/17 12:36
Joined: Sep 2017
Posts: 3
P
ppaolo Offline OP
Guest
ppaolo  Offline OP
Guest
P

Joined: Sep 2017
Posts: 3
can anyone please advise? Jcl maybe?

Re: portfolio backtest equity line [Re: ppaolo] #468225
09/26/17 12:40
09/26/17 12:40
Joined: Sep 2017
Posts: 235
H
Hredot Offline
Member
Hredot  Offline
Member
H

Joined: Sep 2017
Posts: 235
As far as I understand, the price curve you see in the graph is one of the traded assets, but the overall equity gain / drawdown (blue and red areas) are for the entire portfolio.
You can see every single trade the system performed in the log file.

Re: portfolio backtest equity line [Re: Hredot] #468228
09/26/17 13:45
09/26/17 13:45
Joined: Sep 2017
Posts: 3
P
ppaolo Offline OP
Guest
ppaolo  Offline OP
Guest
P

Joined: Sep 2017
Posts: 3
not really
I see blue and red line related to the last asset..
is there any way to see it in chart or see the total portfolio equity?
or am i supposed to "build" it in excel or some other external system aggrgating logs?


Last edited by ppaolo; 09/26/17 13:46.
Re: portfolio backtest equity line [Re: ppaolo] #468229
09/26/17 13:59
09/26/17 13:59
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
Like Hredot already said, the equity /DD curve is for the entire portfolio, while the price curve and trades is for a single asset of the portfolio

Re: portfolio backtest equity line [Re: Dalla] #468230
09/26/17 14:27
09/26/17 14:27
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
I suppose you can make an if(is(EXITRUN)){for(all_trades){}} loop and filter out the individual assets, add up trade performances for that asset only, and perhaps export the values to csv (or whichever format you prefer).

Last edited by AndrewAMD; 09/26/17 14:40.
Re: portfolio backtest equity line [Re: AndrewAMD] #468233
09/26/17 17:29
09/26/17 17:29
Joined: Aug 2017
Posts: 102
Spain
B
Brax Offline
Member
Brax  Offline
Member
B

Joined: Aug 2017
Posts: 102
Spain
From http://manual.zorro-trader.com/tips.htm

char name[40]; // string of maximal 39 characters
strcpy(name,Asset);
strcat(name,":");
strcat(name,Algo);
var equity = EquityShort+EquityLong;
if(equity != 0) plot(name,equity,NEW|AVG,BLUE);

Do this after each asset call, store the equities in variables and plot them at the end. Itīs the only thing we can do for now.

Regarding statistics i think you can access several metrics at portfolio level, but i have never tried to access them at asset level after each one has finished processing...

You can try what AndreAMD has stated.

Last edited by brax; 09/26/17 17:32.

Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1