Strategy Equity Curve. Dual Axis Overlay of an external Symbol or Index?
Author: swuzy
Creation Date: 7/14/2010 1:36 PM
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swuzy

#1
I wish it were possible to elect to overlay a dual axis chart (relative scaling) of, say the SP500, or some other symbol onto the Strategy Equity Curve that is displayed after running a strategy. This would be similar to the feature in Fidelity's Active Trader Pro, and some other charting programs.

This way, I might be better able to correlate the results to the broad markets or some other comparative reference, and better able to tweak the strategy using an external reference as is possible.

Maybe this is already possible in some manner, or alternative view?

If not, is this a feasible feature request?

Of course, if this is feasible, the follow up would be to include some basic indicators to be displayed (MACD / stochastics / etc ).

I know, it's easy to wish for things. Far more difficult to get it done.
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Eugene

#2
Have you already explored the benchmark Buy & Hold feature (Tools - Options)?
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swuzy

#3
Thanks for the pointer. After looking around, I did find the check box option to input a symbol or index to be used in lieu of the default under Files\Preferences\BackTest Settings.

It appears to use the same vertical axis scaling. Active Trader's dual axis scaling option dynamically rescales the compared symbol's axis to magnify or make better use of a "zoom in" perspective.

Maybe something to put into a later upgrade.


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