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Unrealized Trades Drawdown
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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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@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.
- If my answer helped, hit reputation up arrow at lower right corner of the post.
- Python Debugging With Pdb
- New to python and bt - check this out
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@ab_trader Wonderfull, Thanks so much
