Thank you very much Ivan for this great performance measure !
Unfortunately I don’t use it as it does not reflect the real drawdown (the greater Drawdown (Max Intraday Drawdown or Trade Drawdown). It would be nice to include the real Maximum Drawdown we could have in real time. (https://strategyquant.com/codebase/return-max-drawdown-max-intraday-drawdown-or-trade-drawdown/ )
What do you think ?
What is password for importing extension?
Hi, there is no password needed to import the files into SQX. Let us know if any issues to support@Kevin.com
Yes, I have imported extensions successfully. Thanks
Thank you very much Ivan for this great performance measure !
Unfortunately I don’t use it as it does not reflect the real drawdown (the greater Drawdown (Max Intraday Drawdown or Trade Drawdown). It would be nice to include the real Maximum Drawdown we could have in real time. (https://strategyquant.com/codebase/return-max-drawdown-max-intraday-drawdown-or-trade-drawdown/ )
What do you think ?