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Graphics in a System Results Plugin

Posted By DrKoch 8 Years Ago
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Posted Monday March 16 2009
I'd like to create a collection of "System Results" plugins which show graphic results, very similar to the "equity Curve" plugin.
Interesting graphs include:
* Number of open long/short/all positions vs. Time
* Amount invested in long/short positions vs. time
* Percentage of hedged / undhedged exposure vs. time
* Dynamic Var vs. Time
* Drawdown Probabilities (Probability vs. Depth of DD)
and more.

I noticed that RE uses the Nevron graphics library. There are free "try-out" versions of Nevron.
Now I had the idea to develop such plugins with a "try-out" version of Nevron and publish it for use with the Nevorn libraries which come installled with RE.

Could you please post some example code how to set up a graphical system results plugin based on Nevron?
(Probably a stripped down version of the original"Equity Curve" plugin)
This would give me an easy start.


www.finantic.de

Our Trading System at C2: Topaz
Posted Monday March 16 2009
Actually, we don't use Nevron any longer. We're using DevExpress (they also have a trial version). Either way, the charting is the easy part Smile  This populates the holdings value on the chart.  Not much to it.

private void PopulateAssetSeries()

{

    Series assetSeries = chartControl.Series["HoldingsSeries"];

    int index = 0;

 

    foreach (BarStatistic barStat in systemData.SystemStatistics.BarStats.Values)

    {

        if (barStat.CurrentDate < barStat.TradeStartDate)

            continue;

        double assetValue = barStat.LongValue + barStat.ShortValue;

 

        assetValues.Add(assetValue);

        assetSeries.Points.Add(new SeriesPoint(index++, new double[] { assetValue }));

    }

}

DrKoch (3/16/2009)
I'd like to create a collection of "System Results" plugins which show graphic results, very similar to the "equity Curve" plugin.
Interesting graphs include:
* Number of open long/short/all positions vs. Time
* Amount invested in long/short positions vs. time
* Percentage of hedged / undhedged exposure vs. time
* Dynamic Var vs. Time
* Drawdown Probabilities (Probability vs. Depth of DD)
and more.

I noticed that RE uses the Nevron graphics library. There are free "try-out" versions of Nevron.
Now I had the idea to develop such plugins with a "try-out" version of Nevron and publish it for use with the Nevorn libraries which come installled with RE.

Could you please post some example code how to set up a graphical system results plugin based on Nevron?
(Probably a stripped down version of the original"Equity Curve" plugin)
This would give me an easy start.
Posted Tuesday March 17 2009
You can really use any charting library you want.  However, I don't believe our license to these libraries would cover plugins developed by you.

Daniel



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