Multi-asset strategy plotting
I have seen this article providing a nice implementation of a multi-asset strategy evaluation and plotting. I'm wondering however, whether it's possible to obtain either of the following:
- a chart with a single line showing the change in value for the entire portfolio (all assets combined);
- a list of all trades in order of time, executed on any of the assets in the portfolio?
A concrete example of what I'm trying to achieve: say we have a strategy and 3 assets (portfolio) to evaluate the strategy on. Using the approach in the article linked above, we could easily obtain a graph showing, for instance, that asset 1 has increased from $10,000 to $11,000, asset 2 has incrased from $10,000 to $10,500, and asset 3 has decreased from $10,000 to $9,000. I would like to create a portfolio-level graph showing that the total value of the portfolio has increased from $10,000 to $10,500.