Non-time based charts?
Author: ss161
Creation Date: 4/21/2009 7:57 PM
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ss161

#1
i want to be able to Graph returns, but not with respect to time or bars. is there a way to use the Wealth-Lab charting package to create additional non-time based charts? or can anyone recommend any good charting packages?
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Cone

#2
Yes, there's a way. Take a look at the Point and Figure, Line Break, Kagi, and Renko Chart Styles for example. These are classes derived from ChartStyle. While the interface is public, the only trouble right now is waiting on Fidelity to release the documentation on how to use it.
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ss161

#3
thanks for the answer.

i don't suppose you'd care to post some sample code until the documentation gets released?

I have two symbols that I plot on two separate Panes using PlotSymbol (actually the first symbol is plotted by default, so i PlotSymbol on the second, benchmark symbol). Anyway, I want to plot the Log Returns of the Main Symbol as the Y axis vs the Log Returns of the Benchmark Symbol as the X axis.
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Cone

#4
Why not do a scatterplot in Excel? That's not really a "ChartStyle".

The examples I gave above don't use regular time as the x-axis, but it is loosely related nonetheless. You still have to work with "bars" and bar widths to achieve the final result, and although you could probably do a scatterplot ChartStyle, it would be like trying to drive a nail with a spoon.
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Eugene

#5
Hey guys, what about a Performance Visualizer?
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Cone

#6
Good idea!
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ss161

#7
thanks, that might be exactly what i'm looking for.
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ss161

#8
i've been playing a bit with zedgraph. can i create my own charts using zedgraph and display them after a strategy has completed running?
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Eugene

#9
Using ZedGraph, you can create a chart in a performance visualizer tab after a strategy has finished running.
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ss161

#10
i've looked at the performance visualizer code -- what i don't understand is how to only have the visualizer tab appear for this one script (or any script that i choose to pop-up this chart). it seems like they are meant to be global options for all back-tests. if i can control whether or not the visualizer appears in the script, then it's the ideal solution.

away from that, my script can now generate a chart -- at this point though, it doesn't give control back to wealth-lab until i close the chart i've displayed.
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Eugene

#11
1 - You figured it out correctly: visualizers are global in their nature and therefore can't be enabled or disabled on per strategy basis.
2 - This is expected. Although I admit that I haven't experimented with this workaround, you may want to try it:

WL5 : Showing a Windows Form from a strategy script