Max Equity Drawdown value or amount Instead of Equity Drawdown % for Optimization
Hello Andrey, is it possible to include Equity Drawdown Value (not percentage) in Optimization. In parameter optimization process we find the Equity drawdown in % by default but we if we want to calculate the exact value Equity drawdown, it is not possible to calculate.
Max Equity drawdown can occur in middle/starting or end of testing and we do not know the equity amount when Max Equity drawdown occur.
To know the value we have to test each set.
I am working on optimization of set files and feel this is feel help a lot during optimization