Plotting Day Wise Equity Curve using Amibroker

We know that Amibroker provides an equity curve for the whole strategy. Is there a way where we can build a simple Day Wise PNL to get a better idea about which day’s strategy is performing better to fine-tune the trading system?

It helps traders to avoid non-performing days. For example, if Friday’s Signal performance is not good then one can eliminate trading the system on Fridays.

Here is the simple visualization of Day Wise PNL (Monday Equity Curve, Tuesday Equity Curve ….. Friday Equity Curve)

Sample Trading Amibroker AFL Template to build Day Wise Equity Curve

``````_SECTION_BEGIN("Simple Two EMA Crossover Trading System");

SetChartOptions(0,chartShowArrows|chartShowDates);
SetPositionSize(1*RoundLotSize,spsShares);

shortema = Optimize("Short EMA",3,1,50,1);
longema = Optimize("Long EMA",13,1,50,1);

ema1 = EMA(Close,shortema);
ema2 = EMA(Close,longema);

Buy = Cross(ema1,ema2); //bullish ema crossover - short MA crossing up long MA
Sell = Cross(ema2,ema1); //bearish ema crossover - long MA crossing down short MA

SellPrice = ValueWhen(Sell,Close);

iSell = Sell;

Sell = iSell;

e1 = Equity(1,0);

Sell = iSell;

e2 = Equity(1,0);

Sell = iSell;

e3 = Equity(1,0);

Sell = iSell;

e4 = Equity(1,0);

Sell = iSell;

e5 = Equity(1,0);

Plot(e1,"Eq-Monday",colorGreen,styleThick,styleOwnScale);
Plot(e2,"Eq-Tuesday",colorblue,styleThick,styleOwnScale);
Plot(e3,"Eq-Wednesday",colorRed,styleThick,styleOwnScale);
Plot(e4,"Eq-Thursday",colorYellow,styleThick,styleOwnScale);
Plot(e5,"Eq-Friday",colorPink,styleThick,styleOwnScale);

_SECTION_END();

``````

Line Trading – OpenAlgo Automation Module for Amibroker Users

The line Trading Automation tool is designed for Manual traders who want to perform level-based trade execution faster and also bring some advanced trade...

Mini Certification Course on Algorithmic Trading

Welcome to the Mini Certification on Algorithmic Trading using Amibroker and OpenAlgo! This comprehensive 4-part series is designed to equip you with the knowledge...