Max Intraday Drawdown in MC not work

Hello SQX team.



Max Intraday Drawdown is not work in MC. You can see in my attach picture.


Thank you. Regards.

Attachments
Max Intraday Drawdown in MC.jpg
(413.43 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

RM
#1

momocoong

14.09.2020 09:51

Task created

TT
#2

Tamas

22.09.2020 15:36

Status changed from New to Fixed

It is not a bug. This stat is not computed for MC 
RM
#3

momocoong

23.09.2020 03:47
Why it's can't computed in MC ? Next build can computed in MC ?
MF
#4

Mark Fric

23.09.2020 08:55

Status changed from Fixed to Refused

no, intraday drawdown is very computationally intensive, and it is not computed for every MC simulation. This will not be supported.

Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

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

...
Wait please