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


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).
profile picture


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