How to apply Visualizer to custom Equity line?
Author: stanleywang
Creation Date: 8/5/2013 11:22 PM
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stanleywang

#1
hi there,

i have some own equity lines from other testing platforms in the excel format. is there any way i can upload these lines into wealth-lab developer, then perform the visualizer on it to read all the ratios and performance metrics of it?
due to data issue i can not setup the same testing in wealth-lab yet, but would love to leverage on the wonderful performance visualizer for all the ratios and metrics.

thanks in advance!
Stanley Wang
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Eugene

#2
Short answer: no.

Performance visualizers can not be applied to some arbitrary "lines". (If only it was that easy.) They operate on special data collections generated by Wealth-Lab, SystemPerformance and SystemResults, which contain: a) the lists of trades and the equity curves compiled from a backtest (all trades, long, short, B&H), and b) a list of the individual results, respectively. Not to mention that Wealth-Lab needs trades (and more), not just equity lines. To stress this, these objects are created during backtest, and backtests are performed on existing Wealth-Lab DataSets.

You can import those equity lines from Excel to display in your own performance visualizer but why bother when you're already doing it in your strategy (as I recall). At the moment I'm not sure if the SystemPerformance object passed to custom visualizers can be modified to replace generated equity with custom equity (most likely not), but since that would not affect any of the existing visualizers you'd have to build your own.

So to reiterate my previous post:

QUOTE:
To benefit from using the built-in visualizers, you have to run backtests on a modified OHLC data.
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stanleywang

#3
thank you for the reply Eugene. i was doing backtesting using VBA previously, while it is easy to generate the equity line, it is much more curbsome to code in all the ratios, drawdown kind of study on that equity line.
in this case, any good docs on customisztion of performance visualizer? Thanks!
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Eugene

#4