Equity curve for strategy

[LazKz]

Hello,
I would like to monitor the equity curve of a running strategy and compare it to its moving average. Can do that with creating a new DataSeries like follows?

#region Variables
private DataSeries equityCurve;
#endregion

protected override void Initialize()
{
equityCurve= new DataSeries(this);
}

protected override void OnBarUpdate()
{
equityCurve.Set(Performance.AllTrades.TradesPerformance.Points.Cum Profit);

if (equityCurve[1] > SMA(equityCurve,10)[1])
Print("Do something");
}

Would this work?


Thank you
LazKz

[NinjaTrader_Bertrand]

Hi LazKz, unfortunately not - you would need to program this yourself. For plotting from the strategy you can check this reference sample - http://www.ninjatrader-support2.com/...ead.php?t=6651

To access the unrealized PnL you can work with GetProfitLoss() - http://www.ninjatrader-support.com/H...rofitLoss.html

[LazKz]

Thanks Bertrand,
I'm afraid you've misunderstood me. My goal is not to create an indicator plot but to access the performance graph values while a strategy is running (live or backtesting). So instead of the unrealized profit Position.GetProfitLoss() I would like to reference the accumulated realized profit and it's value [n] bars ago. The purpose is to see the momentum of the strategy's performance while it is still running. I'm not sure if that is possible.

Thanks
LazKz

[NinjaTrader_Bertrand]

Thanks for clarifying, you could work with the Performance class for this then, this reference sample may help you - http://www.ninjatrader-support2.com/...ead.php?t=4084