Hi,
When you produce a portfolio optimization there is a section called "Period analysis Charts". The charts are bar graphs and show the run up, draw down and final profit for your portfolio for each month/year. Is there anyway to gain access to the raw data that is creating these charts? I could go though and extract each value by hand....but that data is being pulled from somewhere and it would be great if there were a work-around for getting this data out. I am seeking the monthly and yearly data for additional analysis.
Many thanks
JR
Extracting Period Analysis Data from Portfolio Optimization
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- Henry MultiСharts
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Re: Extracting Period Analysis Data from Portfolio Optimizat
Hello trader0311,
You can get the data from the individual reports as portfolio report is a combination of all individual reports per instrument. There is no way to get access to the raw data that is being used for generating these reports.
You can get the data from the individual reports as portfolio report is a combination of all individual reports per instrument. There is no way to get access to the raw data that is being used for generating these reports.
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Re: Extracting Period Analysis Data from Portfolio Optimizat
Thanks Henry,
If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly, annually etc)
If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly, annually etc)
- Henry MultiСharts
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Re: Extracting Period Analysis Data from Portfolio Optimizat
Yes, that is possible to write such study.Thanks Henry,
If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly, annually etc)