Chart of equity curve versus XAO

[nizar]

How do i plot a chart of both my equity curve and the index so i can compare the two and the level of outperformance?

I want to start from say 0 or 100 and then compare the 2 over a selected timeframe.

Any thoughts??

Can i do this somehow in Excel??

 

[dhukka]

You need to bring both things you are measuring back to a common base and then calculate the change in each and graph the results. The attached spreadsheet has a hypothetical portfolio of $20,000 measured against the XAO on a daily basis for the month of August.

 

[theasxgorilla]

I haven't done it myself but Amibroker has a composite ticker called "~~~EQUITY" that is updated daily with open equity, among other things. I'm sure you could get the data out into a .csv somehow and combine it with what Dhukka has put together to create what you're after.

 

[tech/a]

Welcome to the world of Composites.

I use Just Data.
with Just data I can make a composite chart of any constituents.
Below is techtraders portfolio performance.
As a chart I can compare it in many ways with the All Ords or the XJO.
Infact I compare it to a chart of the universe of stocks I trade as well.
I also compare it with other portfolios.

Everytime I buy I have to add that ticker--everytime I sell I have to remove the ticker.

I havent removed any in the chart below as I want to see if selling everything out on 27/7 was the best thing to do.

As I use Metastock 7.2 I have to use the "P" function when comparing charts.

Now there is a secret (Composites) which I've kept close to my chest so dont tell anyone!

 

[nizar]

Tech what does the Y-axis mean?
Multiple of initial investment?

 

[nizar]

Welcome to the world of Composites.

I use Just Data.
with Just data I can make a composite chart of any constituents.
Below is techtraders portfolio performance.
As a chart I can compare it in many ways with the All Ords or the XJO.
Infact I compare it to a chart of the universe of stocks I trade as well.
I also compare it with other portfolios.

Everytime I buy I have to add that ticker--everytime I sell I have to remove the ticker.

I havent removed any in the chart below as I want to see if selling everything out on 27/7 was the best thing to do.

As I use Metastock 7.2 I have to use the "P" function when comparing charts.

Now there is a secret (Composites) which I've kept close to my chest so dont tell anyone!

Thanks for the explanation.
I suspect Premium data (who Im with) should be able to do something similar.

New versions of Stator can hook up to data and give you nice charts of performance, and also open equity, etc.
Seems like another tool i need. Serious tools for serious traders.

Tech, when exactly did you go live with techtrader?
Did you trade the year 2002?

 

[tech/a]

Start was Sept 2002 When nick changed the setup to his site a lot of the history was lost. Particularly in the design.

I actually copied it all and it is available to anyone who genuinely is interest on Disk.
Please only private mail me if you want a disk and are genuine in systems design or the whole story of Techtrader as I do this for zippo in my own time at my own expense.

Here is an Excel Pik of the equity curve done by Daryl who records all the trades for me/us. This was done about a year ago.