I am building a time serie, using RightEdge, that I am exporting in a text file.
I am able to reimport that file into right edge and display the chart.
My question is how could I calculate the following indicators:
* MaxDrawDown, Calmar Ratio ,Up Months, Down Months, Worst Day, Best Day, Avg Up Days
It seems, as a first glance, not possible to do that.
PS: I am building my time serie based on a strategy. Based on a signal, I Buy or Sell an index.