Copy Equity Curve Data to Clipboard
Author: wycan
Creation Date: 5/28/2009 2:24 PM
profile picture

wycan

#1
I have a strategy I run using daily data over several years. I go to the Equity Curve, right click off the "Show Buy and Hold", then select "Copy Equity Curve Data To Clipboard".

I then paste that data into Excel. The problem is the numbers that are shown after I paste into Excel, do not match (by date) any numbers that are visible in the Equity Curve on the screen, for the corresponding dates. They are not even close. They also don't seem to match buy-and-hold.

Am I missing something ? thx
profile picture

Cone

#2
Which product and build?
profile picture

wycan

#3
Fidelity WealthLabPro Version 5.3.44.0
profile picture

Eugene

#4
I haven't been able to reproduce. Maybe you can create a support ticket, specifying the usual inputs + attaching the strategy (or if it happens to a bundled strategy, pointing us to it), the Excel file?
profile picture

wycan

#5
My mistake.. was looking at the wrong column. The numbers do in fact match up correctly.

Although... it looks like the "Long" and "Short" columns appear to be reversed after pasting into Excel. Try a "Long" only strategy, then paste the equity curve into Excel. I have numbers in the short column that match the equity curve, but the Long column is constant... But then again, I may be looking at something different :)
profile picture

Eugene

#6
Good catch, thanks. The order of Long and Short columns is reversed.
profile picture

ss161

#7
can the equity curve be displayed in a log scale?
profile picture

Eugene

#8
Yes, just not for the built-in visualizer. These ones support switching to log scale:

Strategy Equity and Percent Drawdown
Closed Equity
profile picture

ss161

#9
that's great. thanks. Closed Equity works well for all scripts.

Unfortunately, Strategy Equity and Percent Drawdown in log scale is exactly what i'm looking for, but it doesn't work for SSB (which is required for Symbol Rotation scripts).
profile picture

Eugene

#10
I understand. To display equity, a visualizer must obtain the data series from one of the Wealth-Lab's interfaces, or build it. Problem is, "equity" per se can and do exist for portfolio simulations only -- hence the limitation.
profile picture

Eugene

#11
P.S. And I must say, Net Profit and Percent Drawdown looked so freaky in log scale that this feature had to be disabled. (It's left in the [open source] code -- just commented out.)
profile picture

Eugene

#12
wycan,

The Long/Short equity curve clipboard bug fix is going to make in in 5.4 shortly.

profile picture

wycan

#13
QUOTE:

wycan,

The Long/Short equity curve clipboard bug fix is going to make in in 5.4 shortly.


Sure, that's fine. looking forward to 5.4 !! thx again.
profile picture

Eugene

#14
2 ss161

Steve, I think that you'll get what you need. In upcoming build of Community.Visualizers, both Net Profit + Drawdown and Strategy Equity + Drawdown are going to work with symbol rotation strategies and switch to log scale back and forth.
profile picture

Eugene

#15
Steve, this has been implemented.