lundi 31 octobre 2016

Max Adverse Excursion %

I have a question.
My Backtest Report shows a chart Max Adverse Excursion %.

The chart shows that I have:
Max Adverse Excursion % = -10%
Trades = 39

I would like to reduce this data with Optimization.

I tried the following code but it did not work.
ApplyStop(stopTypeLoss,stopModePercent,10,2,True,F alse,0,0);

Could you help me with this?


Max Adverse Excursion %

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