Equity Curve Management

QCL Commands for accomplishing various arithmetical calculations related to realized trading profits / losses from single instruments or portfolios and for displaying results in graphical form:

• Trading History Equity Curve Management Commands

• Place Long equity curve into time series and display graph

• Place Short equity curve into time series and display graph

• Place Total equity curve into time series and display graph

• Accumulate portfolio equity curve

• Apply compounding to portfolio equity curve

• Recompute Sharpe Ratio, ignoring out of market days

 

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