kmcintyre Elite    Posts: 890 Joined: 10/11/2012 Location: Portland, OR  User Profile | I just tried the export feature to capture a simulation equity curve from 2/27/2007 to present on a test account. The resultant file loaded into Excel 2010 with ease. (Just one warning box I needed to accept...) I was then able to add a few columns to the Equity Graph section to calculate - Equity High - high water level for equity New High - TRUE when Equity High changes New High Date - intermediate result Days Between High - actual days between new equity highs. (Should probably use business days...) From there it was easy to get the Max Bars between equity High (MBH) and the Average Bars between equity High (ABH) values. (Again, I'm calculating days, not bars. I know there is a function to compute business days somewhere in there...) For ARM4 Margin using my account settings I got MBH = 140 and ABH = 7.16. Then with a few clicks I created a pivot table and get the distribution of Days Between High. I could see that the distribution is extremely right skewed. I'm not as comfortable with Excel as I want to be. (I'm focused on learning though.) Once I clean things up and add a pivot chart I'll post it. (So Steve Mayo can take me to school on how I could have done my analysis better! lol Steve, seriously - you have "mad skills" with Excel. School away!) Anyway, this post is really to give Kudos to Nirvana for implementing this feature. I'm going to abuse it to death! Cheers Keith | |
