New Ranking Filter – Daily Equity Excursion

Hi,

Could you please create a ranking filter for daily equity excursion so we can rank strategies based on daily equity excursion?

When generating strategies with multiple entries allowed, the MFE and MAE isn’t calculated cumulatively but the dailty equity is calculated correctly in the equity chart?

This would make sorting and selecting strategies much easier, particularly if they use multiple entries.

This would allow us to select strategies that cause the least MAE and deposit load.

This could also be applied to the Portfolio Master and Portfolio Composer.

Thanks,

James

We have the max intraday drawdown available. It returns the largest intraday equity excursion including losing trades