Equity Curve tab: request for long equity color, log scale
Author: wl64bit
Creation Date: 4/1/2010 12:40 AM
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wl64bit

#1
On the Equity Curve tab the "Long" curve is presented with the same dark green color as "Cash" is. Thus, it cannot be seen.
Just wanted to remind you to add an option to display the equity curve in a log scale.
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Eugene

#2
QUOTE:
Just wanted to remind you to add an option to display the equity curve in a log scale.

According to your request, I added the Cash curve to this tab: Strategy Equity and Percent Drawdown. It does have the Linear/Log scale option in its right-click menu.
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wl64bit

#3
Right, there is a Cash curve (the exposure) on the Equity + Drawdown tab. It is presented as a gray area on the left side of the equity, but it is gradually going and disappearing towards the right side of the equity. Thus, it barley could be seen on the right side of the equity. The exposure is much better displayed on the Equity curve tab, which has light green color.
Another thing is that Equity + Drawdown tab does not have the "Short" and the "Long" curves that Equity curve tab does have.
The last thing is that Equity + Drawdown tab has the Drawdown part, which takes half of the screen. Thus, Strategy Equity is displayed on the half of the screen and cannot be seen as good as it is seen on the Equity Curve tab.

Namely, it would be perfect if you could:
1. add a log option to the Equity Curve tab
2. change the color of "Long" curve of the Equity Curve tab from dark green to black, as an example.
Thank you.
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Eugene

#4
QUOTE:
It is presented as a gray area on the left side of the equity, but it is gradually going and disappearing towards the right side of the equity.

I don't know what you're talking about. Nothing is bound to the left side, as the tab works exactly the way the built-in Equity Curve does, no difference. It can be clearly seen on the screenshot in the Wiki. If cash disappears on the right side, your Strategy should be having many open positions and not releasing them, isn't it?
QUOTE:
The exposure is much better displayed on the Equity curve tab, which has light green color.

On the Equity+DD chart, exposure (cash) is an afterthought, so it must adhere to the general design.
QUOTE:
The last thing is that Equity + Drawdown tab has the Drawdown part, which takes half of the screen.

Yes, and does so for the purpose of representing a portfolio's life in a way that one won't find in other applications - except for some very pricey suite.
QUOTE:
1. add a log option to the Equity Curve tab
2. change the color of "Long" curve of the Equity Curve tab from dark green to black, as an example.

Only Fidelity can make changes to the Equity Curve tab, but they would not do it at this point. There are lots of enhancement/maintenance requests to be addressed in the next release.
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avishn

#5
Is it possible to teach Equity+Drawdown graph to auto scale Y according to the min/max of the equity value when displaying in log scale please?


Also I was wondering if it's possible to fix the Unzoom defect mentioned on Wiki. It appears that after a couple of zooms/unzooms the chart becomes unusable (no way to unzoom back to the visible area of equity curve).

Thank you.
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Eugene

#6
QUOTE:
Is it possible to teach Equity+Drawdown graph to auto scale Y according to the min/max of the equity value when displaying in log scale please?

With ZedGraph, it should be possible by disabling auto scale on the X axis and making it manually. Not sure why does it work the way it is in Semi-Log scale, though.
QUOTE:
Also I was wondering if it's possible to fix the Unzoom defect mentioned on Wiki.

Can you please tell me how do you do it? Whenever I zoom (many times, in both panes), unzoom would properly restore scaling.
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avishn

#7
Run strategy for a symbol with N bars available. Zoom in. Switch to a symbol with M bars available, where M < N (strategy runs again). Zoom out.
This breaks X axis scaling. If strategy equity curve has radically different min/max for those two symbols (like 100x terminal value difference) it will also break Y axis scaling.





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Eugene

#8
QUOTE:
Is it possible to teach Equity+Drawdown graph to auto scale Y according to the min/max of the equity value when displaying in log scale please?

Sure, in the next release - and this change will affect both linear and semi-log scales as I don't like the way the screen space is wasted.
QUOTE:
Run strategy for a symbol with N bars available. Zoom in. Switch to a symbol with M bars available, where M < N (strategy runs again). Zoom out.
This breaks X axis scaling.

Thank you, placing it into the queue as a low importance bug. I'm not sure what's causing this issue. As a workaround, re-run the Strategy to restore axis scaling.
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wl64bit

#9
QUOTE:
Namely, it would be perfect if you could:
1. add a log option to the Equity Curve tab
2. change the color of "Long" curve of the Equity Curve tab from dark green to black, as an example.
Thank you.


Unfortunately, none of these has been fixed in the WL6 version.
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Eugene

#10
Unfortunately, none of these is on Fidelity's priority list. These issues have been postponed. I may be able to look at it later to see if adding the long/short equity lines to Strategy Equity + Drawdown is feasible, but no guarantee.

To sweeten the pill, hope you'll like the upcoming BBFree/Google multi-threaded data downloads that you requested before. Expect a 2-3 faster update speed.
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Cone

#11
Keep in mind too that we're working through the bugs at a pretty good pace. See the User Guide: New and Noteworthy > What's Changed. No fewer than 20 bug fixes (at least ones worth mentioning) were completed for 6.0 as well as all the other enhancements.
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Eugene

#12
QUOTE:
On the Equity Curve tab the "Long" curve is presented with the same dark green color as "Cash" is. Thus, it cannot be seen.

wl64bit, this is going to be fixed in version 6.2.
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