Support Board
Date/Time: Tue, 26 Nov 2024 21:37:50 +0000
Post From: Calculating the Range of High/Low based on Time period - BUT Bodies Only
| [2023-10-25 03:45:13] |
| User61168 - Posts: 403 |
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I will try it out. I use chart type of Price Changes per bar to simulate a intraday RTH session candle so this technique might work but only it OHLC values maintain persistence. What I mean by this is to run my strategy in replay model using whatever chart type I normally use, generate all the order fills in a sim account. Then I switch the chart type to Price changes per bar to generate a daily candle and then display daily peak/valley equity values. Final step would be to export into Excel to get "true" equity peaks/valleys and ignore the two columns generated in trade activity log. Edit: Thinking further and if this solution works, I could create a continuous barchart of account equity from a start date with daily OHLC along with daily MAE/MFE/maxdd/maxrunup etc values and access those directly in the strategy to generate a smoother equity curve :-) unfortunately, this means I would need a second chart and do the funky business of chart overlays. Anyways, thanks for the tip ! Date Time Of Last Edit: 2023-10-25 03:51:38
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