Grouped Consecutive Loss Count Analysis

SQX comes with a Maximum consecutive losses snippet. While this is good to get an idea of the maximum occurrence of losses, it does not give the faithful strategy developer an idea of how frequent losing streaks are occurring. This snippet should hopefully be an invaluable tool in helping the developer get a better idea of these losing streak frequencies are distributed.

Potential usage:

• should hopefully stop a strategy developer filtering out perfectly good strategies, which have a few bad apples
• designing a suitable money management strategy.

I have attached my Excel spreadsheet which can be used to check the results from the snippet.