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Data Bank

Can we have Recovery Factor as one of the strategy filter conditions? Also have it in the data Banks. Recovery Factor is Net Profit/%Drawdown and is a good indicator of how quickly a strategy can recover from a loss. I would add it myself but I don't yet know how to do the coding.
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

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WH
#1

WpH67

11.05.2020 02:36

Task created

MF
#2

Mark Fric

27.05.2020 12:34

Status changed from New to Fixed

done here: https://strategyquant.com/codebase/recoveryfactor/


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