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Equity Balance indicators
 Post subject: Equity Balance indicators Post rating: 0   New post Posted: Fri 06 May, 2016, 22:12 
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Joined: Fri 06 May, 2016, 12:21
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Location: SwedenSweden
Dear Dukascopy supports,

When performing backtest in GUI mode, it is possible to show Balance and Equity indicators on the corresponding chartpanel, however they are seperated in two different indicator panels. It would be very helpfull if they can be plotted in the same panel to visualize the drawdown.
I have spent about two days try to make such a custom indicator, but didnt succeed. Searching through the forum, it does not seem to have any available resouce.
The current Equity and Balance indicators in the API are not the real indicators that can be accessed. There are no such source files available in the wikki. I tried with context.getHistory().getEquity() and account.getEquity() on the indicator interface, but doesnt work. Balance and Equity values can however be indexed on OHLC, still I dont know how to read them into indicator arrays.

what is more, I have some doubts regarding the current Equity and Balance indicators:
1. Do they include the commitions, swap, etc in the backtest mode?
2. Since they need to be connected to a specific instrument, I guess they sum up only transaction history of this instrument only. While when backtesting multipairs, these Equity and Balance indicators are not valid any more. Is this true?

I would like to have a balance and equity indicators plotted in the same panel and they should be as close to DEMO\Live as possible.
Please give some tips, example, or resouces on how can one make it.

best regards

Leguanpai


 
 Post subject: Re: Equity Balance indicators Post rating: 0   New post Posted: Mon 09 May, 2016, 08:21 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Equity and Profit/Loss indicators are based on account information. Account information in turn includes trades on all instruments, swaps and commissions. Swaps and commissions can also be viewed in historical tester's report. Equity and Profit/Loss indicators are going to be available in the future.


 

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