Equity courve trading

C2 Explorer
1

@BobSvan2 is it possible to have a formula in Explorer that visualizes a bunch of systems equity curves as well as the EMA (200) on the curve, where “200” is something we can change?

Thanks!

1 Like
4

This is done.

I added a technical analysis stuff to Collective2 Explorer.

Your question should be answered by this example: Two systems and EMAs chart

Enjoy!

5

@BobSvan2 thanks a lot. Is there any way we can put all systems in the code and we generate one single chart for each system? (rather than one chart with all systems…)

6

All systems? Certainly not! :smile:
There is more than 20,000 systems there…

You need to select some systems to the list.
You can compose a chart in a cycle for each system in that list then.

For example: Select 10 last week most popular systems
(Copied from Tail Ratio in Explorer)

// Your systems selection.
// For example - last week most popular systems.
var popularLastWeek = from stat in C2STATS
  where stat.StatName == "popular10080"
  orderby stat.StatValueVal descending
  select stat.SystemId;

// Get 10 most popular systems Ids
Int64[] systems = popularLastWeek.Take(10).ToArray();

Here is an example how to do what you want.
(Systems IDs are hard coded in the array.)

// Your systems selection
Int64[] systems = new Int64[] {
  46106678, // Bob Dylan
  90325773, // Ascendatnt
  84690231 // Genefish Hong Kong
};

// Your EMA period
int emaPeriod = 30;

foreach (var systemId in systems)
{
            // Get a system (for its Name)
            var c2System = GetC2SYSTEM(systemId);
  
            // Daily equity data with commissions and fees
            ITimeSheet timeSheet = TimeSheetFactory(systemId, TimeInterval.Day);

            // Let TimeSheet run
            timeSheet.EquitiesSheet();

            // Extract equity data. 
            var equity = timeSheet.GetColumn(systemId, EquityType.Equity);

            // Your Technical analysis data
            var taData = C2TALib.EMA(equity, emaPeriod);

            // Create a chart object
            ITimeSeriesChart chart = new TimeSeriesChart();
            chart.Name = c2System.Name;

            // Add equity to the chart
            chart.Add(equity, "Equity", Color.Blue);

            // Add Technical analysis to the chart
            chart.Add(taData, "EMA_" + emaPeriod.ToString(), Color.Red);
            
            // Show the chart
            CHART = chart;
}