Log Chart for Strategy Equity Curve
Author: HappyLoser
Creation Date: 11/22/2008 9:41 AM
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HappyLoser

#1
I am a WL5 user and installed the "Community Performance Visualizers Pack" (Extension).

My question: Is it possible to see a log chart of the equity curve?

If not: Is there any solution?

Rgds
Faik alias HappyLoser
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Eugene

#2
Yes, log scale is possible but will take some time to code.

I'll try to include the choice between linear/log scales in the next update of Community.Visualizers, as well as a new PV with the MEGAN ratio and moving average of drawdown as an overlay. The Extension Manager should highlight the library when it's ready.
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HappyLoser

#3
Thank you Eugene. Would be an great improvement.
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Eugene

#4
Faik, I can enable log scale on each of the three Visualizers that deal with equity. However due to its peculiarity, log scale won't make much sense on the "Net Profit + Drawdown %" chart. By design, Net Profit can't go below zero there and turning log scale on will make the upper graph look odd. Would you mind if I disable the feature there, or you would like to be able to see it anyway?
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Eugene

#5
Well, I decided not implement log scale on the "Net Profit + Drawdown %" chart. The functionality will be enabled on "Strategy Equity + Drawdown %" and "Closed Equity" charts only.
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HappyLoser

#6
Thank you for the info, Eugene. I am looking forward getting a log chart in the "strategy equity+drawdown %". This alone would help a lot.
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Eugene

#7
Good. I've just updated the Community.Visualizers to v2008.12. You can update via the Extension Manager tool.

What's new:
* Added new visualizer: Performance Extras
* Added moving average of drawdown to the Drawdown (%) performance visualizer
* Added linear/log scale selection to Strategy Equity + Drawdown % and Closed Equity charts. Those who are interested can find out more about the difference HERE.

As always, complete project source files are available in WL5 Wiki.