It would be good if active drawdown was illustrated in the equity chart…
Having the capacity and margin to hold on to active drawdown is important to know as part of a strategy/portfolio, so a way of knowing when and how long a strategy holds on to a negative trade, and how deep, would be extremely useful to know.
Totally agree with this.
I’m starting to use cAlgo more as a trading platform and when backtesting a strategy, you are able to see floating (open) profit and drawdown on the equity chart as a light grey background around the closed equity curve line.Attachments in this forum are visible only for registered users.
This gives a good visual representation of MAE and MFE.
If this could be displayed on the equity curve it would be fantastic addition to SQ4.
Hopefully this can be added to the first iteration of SQ4, if not please at least provide us with an option to add maximum MAE/MFE as a filter in the main table of results.
It would help massively in quickly determining how good entries/exits are, as well as how much and how long drawdown a strategy holds on to.yes, I plan to add MAE/MFE to SQ4, also into an equity chart, but it is one of the lower priority tasks, so it most likely won’t be in the upcoming Beta.
I’m really interested in the MAE/MFE analysis. First off to use in calculated entry and exit accuracy and also in the fitness function, to minimise the entry and exit errors when building and improving strategies.
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