MultiCharts: Trading Software for Automated Trading and Backtesting

Hi,

When you produce a portfolio optimization there is a section called "Period analysis Charts". The charts are bar graphs and show the run up, draw down and final profit for your portfolio for each month/year. Is there anyway to gain access to the raw data that is creating these charts? I could go though and extract each value by hand....but that data is being pulled from somewhere and it would be great if there were a work-around for getting this data out. I am seeking the monthly and yearly data for additional analysis.

Many thanks

JR

Hello trader0311,

You can get the data from the individual reports as portfolio report is a combination of all individual reports per instrument. There is no way to get access to the raw data that is being used for generating these reports.

Thanks Henry,

If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly, annually etc)

Thanks Henry,

If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly, annually etc)

Yes, that is possible to write such study.