Annotate a bar with the daily stock return
Author: kiewo
Creation Date: 9/7/2020 4:25 PM
profile picture

kiewo

#1

9/7/2020 4:25 PM

Hi there,

is there a possibility to annotate a chart (maybe an indexchart) with the daily performance of my strategy?

Thank you in advance.

Wolfgang
profile picture

Eugene

#2

9/7/2020 4:38 PM

Hi Wolfgang,

For simplicity's sake, please use our performance visualizers. What you're asking for isn't something supported in WealthScript though you could experiment with a script-based solution for accessing the system performance on your own.
profile picture

kiewo

#3

9/7/2020 7:52 PM

Eugene,

I really appreciate your help. However, that wasn't what I was looking for.

I created an ASCII file with data of the index and added a Custom Field for the daily return data. With the FindNamedSeries it was easy to annotate Bars with the daily performance.

Thanks anyway!
profile picture

Eugene

#4

9/7/2020 9:05 PM

Good to hear you found a solution. "Daily performance of my strategy" and "the daily return data" are quite different things. Not sure why it has to be that complex as creating an ASCII DataSet with a Custom Field to show the daily returns. Can't you just plot that daily RoR value on-the-fly.
profile picture

kiewo

#5

9/7/2020 10:07 PM

How can you plot daily RoR value? Any hints?
profile picture

Eugene

#6

9/8/2020 4:52 AM

Here's how you can calculate the daily return:

Return and standard deviation on DataSet

P.S. Renamed the topic title which was very confusing:

Annotate a bar with the daily performance of my strategy => Annotate a bar with the daily stock return
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).