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    Unrealized Trades Drawdown

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    • Daniel Martens 0
      Daniel Martens 0 last edited by

      I'm looking to find the max drawdown of the unrealized trades. So if a trade is -30% but goes to +30% before a close is executed, I want to be able to see the trade at some point was -30%.

      Maybe a custom observer would do it, but I'm just coming back after a bit of a hiatus so I'm a bit rusty.

      Any help would be great!

      Thanks

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        ab_trader @Daniel Martens 0 last edited by

        @Daniel-Martens-0 seems you are looking for the max adverse excursion. Check out this if the analyzer from the https://community.backtrader.com/topic/1274/closed-trade-list-including-mfe-mae-analyzer thread helps you.

        Daniel Martens 0 1 Reply Last reply Reply Quote 1
        • Daniel Martens 0
          Daniel Martens 0 @ab_trader last edited by

          @ab_trader Wonderfull, Thanks so much

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