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Forums>Quant Analyzer (formerly named EA Analyzer)>Extending the program>column of consecutive losses and actual drawdown

  • #116177 |
    Customer
    29 Posts

    Is it possible to add to QA a new columns to the view of simple strategy and portfolio?

     

    Column1 – percentage of “actual consecutive losses” divided “max consecutive losses”. 

    Take the last consecutive losses from list of trades (if the last trade is profit do nothing = 0) and divide it with the max consecutive losses from whole backtest. So for example if i get 100% it tells me, that right now is the strategy (portfolio) getting max consecutive losses

     

    Column2 – percentage of “actual drawdown” divided “max drawdown”

    Take the last value of drawdown from list of trades and divide it with max drawdown – for example if i get 50% it tells me, that right now is the strategy (portfolio) getting to half of drawdown from the whole backtest so it is ready to be put on real account so i can decrease the amount of the risk.

     

    This is very useful to make a decision what strategy or portfolio is ready to be put on real account

     

    Someone who could do it for the community?

    ūüôā You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM

    #140998
    Customer
    3 Posts

    Done.

     

    5 new columns – folder DatabankColumns:

    • Actual DD
    • Actual DD / DD in %
    • Last Consec. Losses
    • Last Consec. Losses in % of Max Consec. Losses
    • Last Consec. Wins

     

    2 x fitness functions for Portfolio Master – folder FitnessFunctions:

    • Actual DD in % of Max DD – maximizing this value
    • Last Consec. Losses in % of Max Consec. Losses – maximizing this value

     

    Folder StatValues – modified snippets extending StatValues calculation

    #140999
    Customer
    29 Posts

    thats exactly what i need, thx

    ūüôā You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM

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