Performace Report Equity Curve - Does not show all trades?  [SOLVED]

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mefTrader
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Performace Report Equity Curve - Does not show all trades?

Postby mefTrader » 07 Oct 2011

Hi,

In my performance report equity curve not all the trades are accounted for in the Equity Curve (Close-to-Close with Drawdown) only up to trades 972 even though there are 1420 trades and only 13 trades open once the report has been run?

Is there a setting somewhere limiting this?

Thanks

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Henry MultiСharts
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Re: Performace Report Equity Curve - Does not show all trade

Postby Henry MultiСharts » 11 Oct 2011

Hello Sir.
Strategy performance report can be entry- or exit-based.
Please provide us this information for analysis:
-the workspace you are using
-the data you are using (quote manager->right click on the symbol->export data->export instruments)
-the script that will reproduce this behavior
-export of the strategy performance report that will demonstrate this behavior

mefTrader
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Re: Performace Report Equity Curve - Does not show all trade

Postby mefTrader » 11 Oct 2011

Does the monthly rolling period analysis show both open and closed PnL?

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Henry MultiСharts
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Re: Performace Report Equity Curve - Does not show all trade

Postby Henry MultiСharts » 12 Oct 2011

Yes, monthly rolling period analysis shows both open and closed PnL.

waveslider
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Re: Performace Report Equity Curve - Does not show all trade

Postby waveslider » 13 Nov 2013

I see this happening also.
1600 trades on the equity curve close to close, and 300 total # of trades in Total trade analysis.

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Henry MultiСharts
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Re: Performace Report Equity Curve - Does not show all trade

Postby Henry MultiСharts » 14 Nov 2013

waveslider,

What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
Please provide the information requested in post #2 of this thread.
You can send it to my email (support@multicharts.com)

waveslider
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Re: Performace Report Equity Curve - Does not show all trade

Postby waveslider » 14 Nov 2013

8.7 release - build 7634
sent, thanks

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Roman MultiCharts
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Re: Performace Report Equity Curve - Does not show all trade  [SOLVED]

Postby Roman MultiCharts » 25 Nov 2013

Hello mefTrader,

The thing is that the Equity Curve Close To Close is built on bar basis. As the daily bars are used, there are a lot of occasions when the trades are performed on the same day for several instruments. So on the Equity Curve Close To Close graph you will see only 1 point with the sum of PnL of all the trades per that particular day.


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