View Full Version : Displaying equity in semi-log format
kumarp
10th April 2004, 10:55 AM
Hi David,
I've been using TradeSim for quite a while now and I'm very happy with it.
Can TradeSim display the equity chart in semi-log format? If not, this will be a nice feature to have...
Thanks and regards,
Kumar
David Samborsky
12th April 2004, 12:53 AM
Do you mean profit on a log scale?
kumarp
12th April 2004, 02:20 AM
Hi David,
I meant Total Equity ($) on a log scale...
Regards,
Kumar
J2L
2nd December 2004, 12:56 PM
I would have been pleased also to find this Log tool in V4 ... :(
(may be I've not seen it ? ...)
nevertheless, great work you have done so far :)
jean-louis
adt
22nd June 2006, 07:01 AM
I know it's been a while (2 years ;-) since Kumar's original request, so this may be a little of a stale topic, but I came to the same conclusion independently and it's an easy thing to code (;-) so I thought I'd pipe up.
When back-testing a good system over a significant time, the proceeds of the first years are scaled down into insignificance. A semi-log scale would be very useful. There's also an argument that it just makes more sense.
[For those unfamiliar with the term, a semi-log scale is most often used to refer to a log scale on one axis and a linear scale on the other. Typically the Y (time) axis is linear and the X (in this case, equity) axis is log, so that a doubling of money in a year results in the same increment up the Y axis regardless of where it starts from!]
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