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How to add Average Drawdown or MAE into backtest optimizer


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How to add Average Drawdown or MAE into backtest optimizer

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Oklahoma City USA
 
 
Posts: 47 since Oct 2016
Thanks: 0 given, 1 received

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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Last Updated on October 31, 2016


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