Annual percentage returns

• 03/14/2019 at 5:01 PM #93661
  Vonasi

  Sometimes we code a strategy and it looks great but in reality the rewards might be lower than if we invested the money elsewhere. Why put money in a high risk strategy that returns just 3% per annum when you could get 4% somewhere else with lower risk? So I thought that I would code something that could be added to any strategy and so display the previous years overall return in percentage as well as the all time profit to date in percentage as well as a running profit for the current year so far in percentage.

  I thought that I would share it just in case it is helpful to anyone else.

  capital = 10000 once lastcapital = capital runningperc = ((strategyprofit - laststrategyprofit) / lastcapital) * 100 if year <> year[1] then annualreturn = runningperc[1] laststrategyprofit = strategyprofit lastcapital = capital + strategyprofit endif alltime = (strategyprofit / capital) * 100 graph runningperc coloured(0,128,0) as "Running % Return" graph annualreturn coloured(0,0,150) as " Last Years Annual % Return" graph alltime coloured(128,145,150) as "All Time % Return"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  capital = 10000   once lastcapital = capital runningperc = ((strategyprofit - laststrategyprofit) / lastcapital) * 100   if year <> year[1] then annualreturn = runningperc[1] laststrategyprofit = strategyprofit lastcapital = capital + strategyprofit endif   alltime = (strategyprofit / capital) * 100   graph runningperc coloured(0,128,0) as "Running % Return" graph annualreturn coloured(0,0,150) as " Last Years Annual % Return" graph alltime coloured(128,145,150) as "All Time % Return"

  

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  03/14/2019 at 5:07 PM #93664
  Vonasi

  I thought that I would add an average of the annual percentage returns. Not tested but should work.

  capital = 10000 once lastcapital = capital runningperc = ((strategyprofit - laststrategyprofit) / lastcapital) * 100 if year <> year[1] then annualreturn = runningperc[1] laststrategyprofit = strategyprofit lastcapital = capital + strategyprofit total = total + annualreturn count = count + 1 annualaverage = total/count endif alltime = (strategyprofit / capital) * 100 graph runningperc coloured(0,128,0) as "Running % Return" graph annualreturn coloured(0,0,150) as " Last Years Annual % Return" graph alltime coloured(128,145,150) as "All Time % Return" graph annualaverage coloured(0,0,0) as "Annual Average %"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

  capital = 10000 once lastcapital = capital runningperc = ((strategyprofit - laststrategyprofit) / lastcapital) * 100 if year <> year[1] then annualreturn = runningperc[1] laststrategyprofit = strategyprofit lastcapital = capital + strategyprofit total = total + annualreturn count = count + 1 annualaverage = total/count endif alltime = (strategyprofit / capital) * 100 graph runningperc coloured(0,128,0) as "Running % Return" graph annualreturn coloured(0,0,150) as " Last Years Annual % Return" graph alltime coloured(128,145,150) as "All Time % Return" graph annualaverage coloured(0,0,0) as "Annual Average %"

   

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  03/14/2019 at 9:01 PM #93698
  GraHal

  Thank you for sharing, I have added to here 

  Snippet Link Library

  

  GraHal

  Participant

  Topics: 212

  Replies: 8789

  Been thanked: 2187 times
  03/14/2019 at 9:56 PM #93710
  Vonasi

  GraHal wrote:

  Thank you for sharing, I have added to here

  Snippet Link Library

  I thought you might! 🙂

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
• Author
  Posts