Stagnation: Incorrect Computation

But, as shown in below, stagnation is not just a higher high, but is a higher high if never reached below it again.
Please whether correct the computation, or add another metric for these situations.

May I ask you to show an screenshot of new stagnation for below strategy?

This is the stagnation that I tested on GBPUSD H1.

However, this fix is not in DEV 7. You have to wait for the next DEV release.

Thank you.

You can make another metric called "max new high duration", which works like stagnation in previous versions.

This helps for people who interested in using previous version. (Some kind of backward compatibility)

Max New High Duration implemented.

Thank you.

I just downloaded 136-RC1.

In charts I can not see stagnation which is really important and you solved this issue.

Please show it on charts.

It shows correctly from my side.

Have you run the backtest again in 136-RC1? Can you try this?

If stagnation/max new high drawdown doesn't show after you re-run the backtest, can you send me the strategy file so I can test it from my side?

Thank you.

No correct calculations. (images before and after retest is shown)

Generally: stagnation MUST be always greater or equal to max new high.

Another new bug: stagnation can not be turned off inside chart.

These strategies are default ones that exists inside SQX.

last image (which is for another strategy) shows stagnation that can be added to the calculated one.

Also I think if calculation of stagnation is updated, there is no need to show max new high on chart.

We can only have it inside ranking.

The stagnation issue was caused by, its direct use the next new high value once it found a new break out from the equity chart. Therefore, it has ignored value between the last stagnation might have longer stagnation times. I have fixed this.

For the list of strategies that come with SQX still shows stagnation from the old logic. I will backtest the strategies and update the strategies with the latest stagnation.

Unfortunately, the stagnation was calculated when backtest happened, so if the logic has been updated in the new SQX version, all the strategies have to backtest again.

Thank you.

We have reverted the Stagnation to the original Stagnation. This is because there are users that rely on this for their workflow. 

However, we are renaming the Stagnation that you mentioned into Max Drawdown Duration.

Thank you.

Still there are some issues.

Attached is strategy and result of test in 136-final.

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Another suggestion (not related to this bug shown in 1st picture, related to correct ones):

Why you do not change the name to the correct ones?

Definitely what you show as stagnation is max drawdown duration.

and what you show as max drawdown duration is the real stagnation!

last photo is taken from page 21 of book quantitative trading by Ernest P. Chan.

It shows what I say.

Have you retested the strategy? As shown in the picture, I have tested it, and it worked correctly.

For the naming unfortunately, I cannot change the name right now. There are users already practising using the original Stagnation. If we change it, it will affect the number of running workflows used by many users. Due to different formulas, the filter will work slightly differently, too.

Thank you.

Dear Lee,

The strategy is tested with SQX136 Final.

It seems underlying symbol specifications are different (see profits and chart difference of my results and yours).

Currently I do not have access to it. Will send you mine soon.

Dear Lee,

The strategy is tested with SQX136 Final.

It seems underlying symbol specifications are different. attached is mine.

Any updates?

Also as mentioned before, what you show as "max drawdown duration" is the real stagnation!

Please change the name from "max drawdown duration" to "StagnationV2" to avoid misunderstandings.

This is fixed. I found the issue.

Thank you.

Hi Lee,

Thanks.

Have you also changed the name from "max drawdown duration" to something like "StagnationV2" to avoid misunderstandings?

In other places it is still Max drawdown duration.

Please also change it in ranking filters.

What you named here as Stagnation, is exactly Max DD Duration.

And what named here as Max DD Duration, is exactly Stagnation.

Please correct these names!