Equity/Cash Curves in Optimizer
Author: Dan2
Creation Date: 12/14/2011 6:47 AM
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Dan2

#1
Hi Eugene,
I'm trying to get the equity and cash curves inside of the optimizer code, but I don't know how to do this (where these curves are and if there is a way to get them).
Thanks
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Eugene

#2
Your custom optimizer is provided with instances of SystemPerformance and OptimizationResult classes.

SystemPerformance contains standard performance results of the previous optimization run in its SystemResults property (also see: .ResultsBuyHold, .ResultsLong and .ResultsShort for B&H, long only / short only results, respectively). Consequently, equity curve is available through the .SystemResults.EquityCurve property of that instance and cash curve is .CashCurve.

For more details refer to: Wealth-Lab Version 6 (.NET) Development Guide