TradesPerformance Class 'MaxConsecLoser'

[NinjaTrader_Dierk]

Unfortunately this is not supported. We'll add it to the list. Thanks for your suggestions.

[NinjaTrader_Ray]

Will respond to this by tomorrow.

[scriabinop23]

Let me say : great work in giving access to trade performance data from within a system on onbarupdate.

So here's some issues:

1)
I am working on a system with 6.5.0.4 that dynamically changes my default quantity to reflect the # of consecutive losers in a historical backtest.

Problem: MaxConsecutiveLosers when used in this context only shows me the max during the entire life of a backtest:

performance.alltimetrades.tradesperformance.maxcon seclosers


I'd instead like a way to determine the # of consecutive losers at any state of a backtest (ie if I am in a big losing streak, at a certain point it is wise to substantially increase size as the probability of it continuing becomes less). I need to be able to draw upon the current losing or winning streak #s.

So is there a 'consecutiveloser' instead of 'maxconsecutiveloser' variable, or a way to replicate it?




2)
another issue: when backtesting a strategy, the cumulative profit/loss graph is reflective of defaultquantity remaining fixed. Is there a way to factor the drawdowns and cumulative profits in an accurate way with variable quantity size yet? Or is this on the to do list?