Support Board
Date/Time: Sat, 22 Feb 2025 18:26:43 +0000
[User Discussion] - How to see a Portfolio Max Drawdown from the best Open Profit excursion while Open or Flat
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| [2021-01-31 21:22:39] |
| bicoret - Posts: 3 |
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Hello I need a way to see the Max Drawdown from the best open profit-level reached, for a futures portfolio with 2 or more different symbols positions opened at the same time, being able to see this kind of Drawdown in real-time when the trades are running and also after these positions are already closed, in order to have this value while the trade is running but also to have this value in a log spreadsheet to do further analysis. I don't know if I'm using the exact correct terms, but to understand the idea I will explain a little what I need. Ok, the idea here is to have this available either for live trading, or for simulated trading for practice, or also for Market Replay backtesting trading, and as said, trading with some futures positions all them opened at the same time (portfolio), to have the way to check what have been the maximum adverse excursion from the best open profit reached, so the drawdown value from the best level reached of all opened positions as a whole, while these positions have been opened. By the way, I would like to clarify what I need is not this value based on the closed price, no, what I need is the worst drawdown scenario while the trade have been opened without the need to be in front of the screen second by second taking manual notes about this. It would be perfect if this value could be shown in a quick way and even in a visual way in the chart, and also in a kind of spreadsheet, for example added as an extra parameter column into the actual Sierra "Trade Activity Log". In the case someone is thinking about it, yes, I've checked the Sierra Chart Trade Activity Log window that shows the LowDuringPosition and the HighDuringPosition but those are based in Entry levels, so again, what I need is the Drawdown based on the highest portfolio open profits that is something different. The reason of this to adjust and refine trading strategies statistics, to improve exit points, etc. Thank you. |
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