Support Board
Date/Time: Wed, 27 Nov 2024 05:39:35 +0000
Equity curve and other analysis
View Count: 2021
| [2015-07-06 11:39:17] |
| wat - Posts: 67 |
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Hi, I went through whole Trade Activity Log, but could not find essentials such as equity curves, average daily net profit, distribution of MAE, distribution of MFE, distribution of profits through day, etc. If it is not availible in sierra chart, do you plan on adding these analysis tools? Is there a way to plot curves etc. using 3rd party software? Do you konw of anything useful? Thank you. |
| [2023-09-14 14:57:34] |
| User708541 - Posts: 87 |
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Information on generating equity curves in Sierra is very hard to find. Posts like this go unanswered for over 8 years. Are equity curves based on the data from the Trade Activity Log easily created? If so, where is this information found. If equity curves are possible but require programming skills or similar, can this also be answered?
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| [2023-09-14 16:13:53] |
| John - SC Support - Posts: 36309 |
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This is not something that is supported within Sierra Chart. You can export the data and use Excel or another tool to do what you want. Refer to the following: Trade Activity Log: Importing and Exporting Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-21 10:36:53] |
| User61168 - Posts: 403 |
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distribution of profits through day is available via the hour of day and half hour of day selections under Period Stats menu.My biggest grievance with SC's tradelog is the ignorance of factoring MAE/MFE in the Peak/Valley Equity columns for daily/weekly/monthly. If I open a trade at session open and close at session close ending the day in loss, the Peak Equity column for the day shows 0 based on closed trade ignoring the fact that this trade could have a MFE or 100s of ticks in my favor. Without this ability, "optimizing" the Daily Max Profit parameter to stop algo trading for the day is just not possible. |
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