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Maximum Adverse Excursion / Maximum Favourable Excursion

As this wouldn't be the only one request in the field of analysis, I think, what are possibilities to add scatter plots in QC?

Any suggestions?
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Hey Tadas!

Scatter plots are already in QC!

You'll need to define them manually. I like to use them to plot buy/sell points with my indicators :)
// in initialize
var chart = new Chart("chartName");
var scatter = new Series("scatter plot", SeriesType.Scatter);
chart.AddSeries(scatter);
AddChart(chart);

// somewhere else
decimal value = 0m;
Plot("chartName", "scatter plot", value);
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Tadas -- Could this essentially be thought of as drawdown on a per-symbol basis? Please post feature requests like this to Lean open source project :) (github.com/QuantConnect/Lean)
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Michael, I know, but I;m talking about independent x axis.

Jared, sure, will do, just wanted to check. Yes, max_profit/max_dd per-order basis.
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Hey Tadas, here's something I threw together. It's a bit of a hack, but maybe it will help. I save off the Series object and add directly to it.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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