Avg. Stagnation
I modified the original Stagnation code to use an average stagnation (daily basis) as the metric, for 2 reasons:
1. To know on average how many days before a new performance high
2. To filter out strategies with a lower stagnation average for frequent new performance highs.
Import the file in SQX Editor to use this one.
Very good idea Jean Jean !! thank you
Hi Jean, I had just installed it, amazing idea. Just the value of the Avg stagnation in IS or OOS gives me 0, how can I solve this?
Thanks