Use MAE and MFE in ranking fitness and in custom filter conditions

Hi,



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

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

m
#1

mikeyc

04.10.2018 21:40

Task created

m
#2

mikeyc

06.10.2018 11:53
Voted for this task.
MF
#3

Mark Fric

13.05.2020 11:40

Status changed from New to Fixed

closing an old task. There already is a column BiggestMAE that can be used in ranking and filtering

Votes: +1

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