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Order Average Drawdown Pips

In the Order, can you please add Accumulated MAE for each candle stick process so that average can be derived by dividing the accumulated value by the number of bars? Otherwise please simply store the average drawdown in pips in the Order, so custom code can access it please?




This is useful in order to optimize on the level of whipsaws


For reference:


https://www.youtube.com/watch?v=0brLSLTYARU



https://www.youtube.com/watch?v=ldt2IePba3U


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