<- Back to Tasks

I want Equity Drawdown

Hello. SQX Team.

Now SQX have Max DD, Drawdown, Max DD%, Biggest MAE etc.
But not have Equity Drawdown or Drawdown from equity.
I try java codeing in Code Editor, But not found function for get Drawdown from Equity.


I hope I will see it in SQX new build.
Thank you. Regards.

Attachments
max equity drawdown.jpg
max equity drawdown.jpg
(427.56 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

RM
#1

momocoong

14.09.2020 03:35

Task created

k
#2

Karish

28.09.2020 23:58
Voted for this task.
MF
#3

Mark Fric

16.03.2021 11:20

Status changed from New to Fixed

There is now OpenDrawdown and OPenDrawdownPct which are max drawdowns of open equity.
Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please