At the moment, in SQ X, when building strategies, you can calculate in the equity chart MAE and MFE of open equity, however you cannot use this in ranking and filtering. I would like to be able to only store strategies that have MAE and MFE that are optimal, ie. it does not miss floating profit or have large open trade drawdowns.
Currently, I have to filter and rank generated strategies manually by looking at MAE and MFE on the equity chart or in the list of trades.
Please add features use these values in ranking and filtering
Thanks,
Mike