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

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