Trading-the-Equity-Curve-in-WL8

Hi,

The "Trading the equity curve" PosSizer is part of the PowerPack extension now:

https://www.wealth-lab.com/extension/detail/PowerPack

Additionally, you can plot the equity curve, apply indicators to it and make trading decisions in C# Strategy code.

While I certainly recommend to start out with the PosSizer, here's sample code of the more flexible and advanced approach:

More averaging indicator choices to operate on backtest results Equity curve

Great, Eugene ! Thanks for your fast feedback.

I will purchase your Power Pack of course.
I see that for subscribers like me, it is possible to try it for 14 days before to purchase; but when I try to proceed I can only buy and not to try.
Where am I wrong ?
Best,
Corrado

You're welcome Corrado. You should be able to evaluate the PowerPack or any other extension for 14 days. What happens when you download and install the WL8 version (see Home Page tool in WL8 > "Version info" block)?

Hi Eugene,
Thanks for your support.
I get the following window (take into consideration that I already downloaded and properly used your WL-8 .. since I followed your advice to install in an Amazon VPS):

See the Home Page tool, not the About box.

Apologies....
Here the screenshot:

Excellent Eugene !
Now I have my 14 days trial correctly activated; I can see it in my current extensions.

You are always the best problem solver worldwide :))))

Have a great day and thanks so much,
Corrado

Glad to see you're up and running again!

Eugene, do you confirm me that the "Trading the Equity curve" indicator can be calculated ONLY on the portfolio equity line and not on the single portfolio components ?

I mean: if I have a strategy working on 500 components of S&P500, where some ones have very good equity line and other ones have a very bad equity line, no way to allow the Position sizing to stop just the losing components (trading the singole equity curve) and to let run the winning components ?

Just to clarify ....

Thanks so much

You'd need to maintain your own equity curve for each of the components yourself in the strategy code, there's no built-in methods to let you access that in WL8. It would be some work, but possible.

QUOTE:
I mean: if I have a strategy working on 500 components of S&P500, where some ones have very good equity line and other ones have a very bad equity line, no way to allow the Position sizing to stop just the losing components (trading the singole equity curve) and to let run the winning components ?

It's not necessarily going to work as expected because in these unpredictable crisis days a portfolio's eternal "dog" may suddenly become its life saver. Just my two cents on diversification.

I have previously downloaded the Power Pack but now I can not find the options such as trading the equity curve in the Advanced Pos Sizer. I did just also make sure to install the latest build. Can you please help.

Maybe somewhere, I turned it off?

Thank you,
Larry

Just reinstall the PowerPack. There's no mystery. It just works.

Eugene,

Thank you,
Larry