Current "Rolling Period" analysis is not really "rolling" (it is anchored!) and is not useful for understanding strategy performance (needed to monitor results subsequently in RT).
A user should be able to specify a number of "periods" to roll (e.g. 3-month rolling window, 4-weeks, etc).
Key metrics for such analysis: Profit, % Profitable
Summary analysis would be also immensely helpful (e.g. Profit distribution)
https://www.multicharts.com/pm/public/m ... es/MC-2251
PLease VOTE: Performance Report: real Rolling period analysis
Questions about MultiCharts and user contributed studies.
1 post • Page 1 of 1