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Open Feature request MC-2469

live trading: when current loser gets close/beyond largest historical loser, or last loser is higher than the largest historical, raise an alarm

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Description

similar ideas:

if current streak of losers gets close / beyond the historical longest string of losers.

These could also be accompanied by a text specifying the time-frame when last "spotted" similar event happened.

Idea is to get signals of when a strategy starts deteriorating to the point where it has to be parked off, or to spot over-fitted strategies.

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