For custom analysis charts, I copy and paste the back-tester trades into Excel. It only takes a minute to create a scatter plot using the chart wizard. You can use Data Analysis->Histogram in Excel to automatically bucket and count the returns for a distribution histogram which you can then plot as a vertical bar chart using the chart wizard.
Regards, David --- In [email protected], "davidanaumann" <davidanaum...@...> wrote: > > I'm looking to enhance my report charting. Specifically I'm looking to get a > good feel for the distribution of returns. Two things I'm interested in > seeing are a scatter plot of returns (where the x-axis would be trade > number/y-axis returns) and a cumulative distribution of the returns to > quickly gauge median return and tail behavior. I did some poking around in > the AFL library and files section of the board, but that didn't turn up much. > Before I run off and code it up myself I figured I'd ask here to see if > anyone could point me to some existing code. Thanks in advance guys! >
