i'm trying to figure out how i can draw a line from point A to point B.
Point A = beginning equity
Point B = ending equity
background;
I'm trying to figure out a way to rank my output from strategy analyzer using a custom variable within a strategy because i've got a great system but I have too many outputs and their associate variables for the strategy that give me different equity curves. Some equity curves are smooth and some explode and so on. R2 and standard deviation are just not enough as they adjust to data points.
So what I am trying to do is:
-draw a straight line from Point A to Point B at time T
- then lookback and subtract the equity curve from the line at every point along the line from the equity curve (TradePerformance.Cum)
- then sum the differences at time T
Any suggestions?
Thank you
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