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Equitycurve

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    Equitycurve

    Am I correct that NT cannot show a 'real' equitycurve?
    I.e. a curve that also shows drawdown (or runup) before the trade is exited.
    Currently I can only see the realized profits after the trades have been closed. This means that you cannot simply eyeball the risk by looking at the equitycurve.

    I hope you can add a real equitycurve in NT.

    #2
    Not sure about your concerns, but did you check out the graphs sub-tab (and options in the combo boxes) in the Performance tab of the control center.

    There is an equivalent in the strategies analyzer for backtesting.

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      #3
      You can see in the attached picture what I mean.
      If I select "Cumulated Profit" the curve shows flat areas while holding a position and makes a jump once the position is closed. However, while holding the actual value of my position can go up or down before closing the position. I would like to see that in the equity curve.

      I'm not sure if I missed a setting somewhere to be able to do that, but if not I really would like to have this possibility in NT
      Attached Files

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        #4
        Hello,

        Thank you for your suggestion. I will send it to our development department for consideration.

        However you can see your drawdown by using the drawdown selection from the dropdown within the Performance tab.
        DenNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Ben View Post
          Hello,

          Thank you for your suggestion. I will send it to our development department for consideration.

          However you can see your drawdown by using the drawdown selection from the dropdown within the Performance tab.
          Yes I know that . But that is only the maximum drawdown of the trade (one value). It would be nice to have the possibility to see the changes in equity continuously in the equitycurve as they develop during the trade.

          Comment


            #6
            Originally posted by FireFly View Post
            Yes I know that . But that is only the maximum drawdown of the trade (one value). It would be nice to have the possibility to see the changes in equity continuously in the equitycurve as they develop during the trade.
            Try this http://www.ninjatrader-support2.com/...=strategy+plot

            Comment


              #7
              Thanks for the link PrTester!

              So you mean like an underwater equity curve FireFly?
              BertrandNinjaTrader Customer Service

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                #8
                Originally posted by NinjaTrader_Bertrand View Post
                Thanks for the link PrTester!

                So you mean like an underwater equity curve FireFly?
                Yes, you can call it an 'underwater equity curve'. But for me this is the 'real' equitycurve, since I will get a margincall if I go too deep underwater

                And thanks PrTester! I also usually program my strategy first as an indicator (including some kind of equity curve), since it is then easier to analyse how it behaves. Only when it starts looking good I convert it into a NT strategy for final analysis.

                Comment


                  #9
                  What the OP means is that he wants to see a equitycurve that is calculated bar by bar, for the whole instrument's chart. This way you can see the open p/l.

                  The NT equitycurve is only calculated on the bar a trade is exited, this way you can only see the closed p/l. It would also be nice if the equitycurve could be displayed as a panel underneath the instrument's chart.

                  Comment


                    #10
                    Hello,

                    Thank you for your suggestion. I will send this to our development department for future consideration.
                    DenNinjaTrader Customer Service

                    Comment

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