Program for accumulated profit charts obtained using the ACD system by Mark Fisher
Logo
    ACD programs:
  1. Calculating ACD values
  2. Accumulated profit charts
  3. Opening range indicator
  4. Points A and C indicator
  5. Pivot indicator
  6. Tracking breakout levels
  7. Tracking Points A and C

  8. Other programs:
  9. Orders and trades indicator
  10. Market depth indicator
  11. Trading activity indicator

2. Accumulated profit charts

This program calculates accumulated profit by day from various ACD points and strategies, namely: Point A, failed Point A, Point C, Point A and C together, Points A and C through the pivot, and closing by Points B and D on any day (closing for the first 4 options from the above list occurs at the end of the current day or by stop loss at Points B and D on the current day). Accumulated profit can be seen on the charts as shown in Fig.4.1 or Fig.8.2. The program will allow you to draw similar charts for securities that you trade. You should have historical data of 1-minute bars for the seciurities for several years, at least 1000 days. Accumulated profit is calculated based on profit (loss) for each day in history. If there were no trades on some day, the accumulated profit remains unchanged. The program also calculates Points A and C which are used to simulate trades in order to calculate the accumulated profit. The metodology for calculating Points A and C is described in chapter 2 and chapter 4, respectively.

When you run the program, it will ask you to enter the security code, its step (minimum price change), and the opening range. The security code must match the name of the history data file. The calculation results will be in the file chart.csv. An example of such calculation for SBER stocks (partial data) can be seen in Table 2.1. Let's look at this table. There are 2421 days in history. The last line of the table shows the totals: accumulated profit, number of trades, and average profit per trade. For Point A through 1-day pivot strategy, the number of days is less by 1, because the pivot is calculated for the previous day, and therefore, the profit is not calculated for the first day.

Table of accumulated profit

Based on Table 2.1, I drew two charts as shown in Fig. 2.1 and Fig. 2.2.

Chart of accumulated profit from ACD values Chart of accumulated profit from different strategies