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How to add Average Drawdown or MAE into backtest optimizer
Started:October 31st, 2016 (07:55 PM) by hoang101483 Views / Replies:63 / 0
Last Reply:October 31st, 2016 (07:55 PM) Attachments:0

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How to add Average Drawdown or MAE into backtest optimizer

Old October 31st, 2016, 07:55 PM   #1 (permalink)
Trading Apprentice
Oklahoma City USA
 
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: ES
 
Posts: 39 since Oct 2016
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How to add Average Drawdown or MAE into backtest optimizer

Guys,

I'm trying to optimization on few strategy but I need to prioritize Average Drawdown or MAE, but MC doesn't seem to have an option for this. Is there a way to add Average drawdown into the optimization engine?

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