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Metric needed: Intraday, real-time, unrealized maximum drawdown

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    #16
    Hello scholf,

    Thanks for your note.

    I have added your vote to the feature request.
    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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      #17
      I would add my vote to this feature. Sounds like it is similar to the "distance to drawdown" column available in Tradovate. I have a friend that uses that platform. Our being prop firm traders this is very important. I really like the look and feel of NinjaTrader - but, the lack of this feature is causing me to consider moving to Tradovate.

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        #18
        Hello shaneaus,

        Thanks for your notes.

        I have added your vote to this feature request.
        <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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          #19
          I know it doesnt matter, but add my vote.

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            #20
            Hello ttodua,

            Thanks for your note.

            I have added your vote to the feature request.
            <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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              #21
              Hello
              Please add my vote here, Do you know if this or something similar is on any roadmap at the moment ?

              would it be posible to do something custom in this area, like adding it to a OptimizationFitnesses ?

              I am currently working with some strategies that already require a 1 tick data added.
              so i have made some logic so i collect the unrealized Pnl with this.
              Position.GetUnrealizedProfitLoss(PerformanceUnit.C urrency, Close[b])

              i then use that to collect the total Peak max and min Unrealized Pnl in some variables.

              but is it posible to somehow use these variables in an optimization fitness ??
              and if so how do i do that, do you have an example ?



              Donto
              NinjaTrader Ecosystem Vendor - otrading.dk

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