シャドウアカウントのエクイティカーブを用いた停滞の回避

I have an idea to filter trades depending on the relationship between the Equity Curve of a Strategy and its EMA. In production this would require a shadow account with a notional Equity Curve (for me the Equity Curve would be computed in python using IPython and MT5 as that is my preferred option).

However, it would be useful if QA was able to filter out trades depending on whether the Account Equity was below or above the EMA(x) in a What If extension to the program to analyse strategies and their combinations.

Can anyone code this as I am not a java coder and do not wish to learn yet another language….!

こんにちは,

have you checked the equity control feature in QuantAnalyzer? It allows you to simulate what you mentioned

Hi Andrew i have SQX Addons to use these type of logic in SQX. Will share it here with you this weekend.

In SQX, I don’t see any filter on Equity.

We have a drawdown filter, but not on max equity loss.

How can we add a filter on max equity loss ?