Promised attachment:
ChrisB wrote:
I will try and re-phrase the question: Anyone have any pointers as to how to Plot the running expectancy after I have run a Backtest? In Excel when I walk forward manually, I plot my Expectancy like this: Currently I place these trade on a Demo account to acquire the data for entries and exits. This is quite time consuming. I want to plot similar or the same in a pane after running a Backtest. When Positive and rising switch back to trading this strategy. When Negative and or Falling, stop using this strategy. Any pointers in the right direction would be appreciated, but I suspect this may involve more programming than I am capable of and may wish to farm this out. Regards ChrisB ChrisB wrote: > > The help files give code for including Expectancy in the backtest and > Optimization. > > I am not familiar with the working of the CBT. I can get the expectancy > to appear in a column in the backtester > > How would I extract the expectancy figures into an array so that I can > plot this? > > Regards >
<<inline: Expectancy.jpg>>
