PreSetup:
I am using Daily Bars constructed from a smaller Minute resolution IE 15 minutes.
Question:
It appears that the CurrentPosition.MaxDrawDown only calculates at the close of a bar, even if IOG and BarMagnifier are enabled?
Is this by design? and is there a way to force calculation of CurrentPosition.MaxDrawDown each time the Calc() method is called when bar magnifier and IOG are enabled? The reason is because I would like to enable a stop method when MaxDrawDown > SomeValue is triggered but I want it intrabar.
CurrentPosition.MaxDrawDown and IOG Plus BarMagnifier [SOLVED]
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Re: CurrentPosition.MaxDrawDown and IOG Plus BarMagnifier [SOLVED]
Hello MarketPrep,
This behavior is by design. There is no other way.
This behavior is by design. There is no other way.