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Equity Curve Breakdown by Symbol, Asset Class, Direction etc

Posted By andreas_clenow 2 Years Ago

Equity Curve Breakdown by Symbol, Asset Class, Direction etc

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QuestionMark Posted Monday October 03 2016
Hi guys,

I'm building a new plugin and found a point that I struggled with longer than expected. Would be great if anyone had some inputs on this one. 

I want to calculate equity curves based on individual symbols and then aggregate on various factors. That means that I need a daily equity series showing each symbol's total gain or loss up until that day, counting both closed and open positions. That part seems a little more tricky than I had thought. It's easy to see how much a position gained or lost in total, but I can't seem to find a way to check how much the unrealized gain was up until a specified date.

There is an old post asking about this, but it doesn't really help in getting the day by day data. http://www.rightedgesystems.com/forums/12511/Equity-Curve-by-symbol

Would be great if anyone has some ideas on this.

Thanks,

Andreas
Posted Wednesday October 31 2018
I would love this as well. Have you made any progress on this?


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