StockFetcher Forums · Filter Exchange · Backtesting<< >>Post Follow-up
135 posts
msg #101702
Ignore calhawk01
7/18/2011 3:21:38 PM


Is there any way to customize the drawdown feature so that it only displays the drawdown of your trade while you are in it. Because i noticed that, even if you exit the stock.. the drawdown in SF backtest is calculated from lowest low made since your entry day. I have a problem with that because I only want to see the drawdown that occured from the time that I entered the trade till the time I exit the trade..

Any way to maybe create a custom filter?


135 posts
msg #101703
Ignore calhawk01
7/18/2011 3:54:42 PM

"4/18/2005 7:41:24 AM


Thank you for the feedback. First "drawdown" on StockFetcher is computed as the lowest percent change from your entry price while holding the stock. The "average drawdown" will be the average of this value over all of the stocks you entered.

Next, at this time it is not possible to set a custom stop loss based on a particular price. This is a great idea and definitely something we will look into adding!

Thank you again,

Tom Support

THAT IS INCORRECT. The DD in backtesting is not calculated during the DURATION of your trade. For some reason.. its calculated from lowest low / entry price.. since you entered the trade.

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