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Execution time 2 hours
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Specification
What I would like to do is to be able to reset the “Floating Drawdown” before I start trading the next trading session. I trade mainly intraday & from one session to the next so for example any trades opened in the Asian session will be closed by the time London starts so I'm interested in the max floating drawdown on all positions I have opened during that particular session. For example, I want to know what's the largest drawdown in % of total balance I have incurred during a particular session if I was away from the screen. Also as an added bonus it would be good to have an extra tally for the highest drawdown session of the day & the week.
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