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I am trying to figure out a way to NOT include (h-L) activity in the
MAE/MFE calcs,since i enter on bar close and don't want the entry bar
(H-L) to be part of the calc. Is there a way around this in the low
level backtester custom metrics code. I have tried sooooo many things
and cannot get anything to work, i have pulled most of my hair out so
before i lose it all please help :))
Trade drawdown (as well as MAE and MFE) is different because it
*includes* intraday activity (H-L)
thanks in advance
Brian
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