Consecutive loss and win dispersion analysis histogram

Greetings,

 

Would anybody be kind enough to code a snippet to be able to see through histogram or table the dispersion of win/loss count please?

The info would be available in the analysis section of the str loaded into QA.

The output to be generated being as below:

 

example of output in the picture attached please.

 

Is that doable with a snippet?

 

Thanks a million time for whomever can do it!

 

Best,

 

Lucca

Greetings,Would anybody be kind enough to code a snippet to be able to see through histogram or table the dispersion of win/loss count please?

The info would be available in the analysis section of the str loaded into QA.

The output to be generated being as below:

example of output in the picture attached please.

Is that doable with a snippet?

Thanks a million time for whomever can do it!

Best,

Lucca

Then the second stage would be to develop a Whatif function to exclude/change position sizing of the trades based on consecutive loss/wins, at end of sequence.

Thanks again.

This feature would be great !

Ill doit byt need som time

Odoslané z G3121 pomocou Tapatalku

this feature will shift our trading to an another level…histogram of consec losses from whole backtest, thats what i am looking for

Ill doit byt need som time

Odoslané z G3121 pomocou Tapatalku

Thank you, I’ll throw the ball back whenever I have opportunity mate,

Wish that would be a feature in SQ4 also 🙂

Hello,

 

I have added a request for this for developers to add wins/losses streak (frequency) analysis

Hello Tomas, do you mean in Sq4 or QA?

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Hello clonex, just wondering how your work was developing, and if you had an idea when the feature you kindly proposed to develop would be ready?
‘‹Thanks again a million times!

 

For this particular strategy, I see that it had 14 consecutive losses (it was the extreme – BE is counted as a loss) … the losses are most changing in sequence 3 and 4, so the optimal is to wait for 5 or 6 consecutive losses, then you can statistically expect a profit period … and that’s it

 

i have also some new columns where i can see everything what i want to see in one view – very qucikly, i could sort by every column, etc.