When backtesting a strategy, where do I see, and how can I chart, the mark-to market performance of my strategy, i.e. including the carried forward and still open positions? My strategy holds positions over a longer period of time and I need more information than just the aggregated performance of winning trades at the last day of the backtest. Espeially when testing across a number of securities, I need to be able to produce a continous mark-to-market performance number on the portfolio.
I'm entirely new to Ninjascript so I hope there is a solution that does not require coding.
Thousand thanks!
regards
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