Hi. The girl is back!
I have been running some back tests, and the equity curve of the back test results have been creating a shadow: the green part is accompanied by a lighter shade of green shadow of the same shape. I exited WLP, and re did the back tests on the same parameters, and the shadow would not go away. Why is this happening? Is this because of erroneous data on Fidelity's part or something? If you would like, I can create a ticket, and attach a screen shot.
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Dark green is cash and light green is the equity value (i.e., stocks). Summed together, it's the total account equity value.
There's a legend at the bottom of the graph.
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I knew that, but my chart should not have any equity value. The strategy gets out of everything at the end of the day, and none of my other time frame charts show two colors which is the right thing.
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Right click the Equity curve, copy the data to clipboard, paste it to excel, and analyze that data. Post a piece of it here between the CODE tags and we'll discuss it.
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