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Equity curve, pnl, drawdown

Jon

02 Apr, 2010 05:24 PM via web

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Hi,

I'm trying to track the equity curve, (realised and unrealised) pnl and drawdown as shown in the local and remote backtests while the algo runs.
Is it possible to accumulate these quantities somehow through Portfolio's getPositions() method, or does this have to be tracked on individual orders? I played around a lot with the methods of Position (getUnitaryPrice, getUnitaryEntryPrice, etc) however the relationship between those methods and the equity,pnl and drawdown are not clear to me somehow. Maybe direct access to these quantities via API would be useful for everybody..

cheers

1. Support Staff 2 Posted by Alexandre on 02 Apr, 2010 06:49 PM

   

   Hi,

   You are right, currently the API does not let you track your PnL. Position change callbacks does not give information about quantities, prices etc.
   We will most probably include a way in the API to know about your cash account, PnL and other performance information in a future release. This will allow you to do some sort of cash management and adjust position sizing, which is important to score high according to the current scoring system.

   Thanks for your feedback, it really helps us improve our platform. We will let you know when we will have something working on these aspects of the API.

   Alexandre

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2. Eric closed this discussion on 25 May, 2010 01:50 PM.

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