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QuantConnect / Lean Public

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Add higher frequency equity sampling#9354

Open

JosueNina wants to merge 11 commits intoQuantConnect:masterQuantConnect/Lean:masterfrom

JosueNina:feature-8699-update-drawdown-ohlc-equity-curveJosueNina/Lean:feature-8699-update-drawdown-ohlc-equity-curveCopy head branch name to clipboard

Conversation Commits11 (11)Checks Files changed

Open

Add higher frequency equity sampling#9354
JosueNina wants to merge 11 commits intoQuantConnect:masterfrom
JosueNina:feature-8699-update-drawdown-ohlc-equity-curve

Commits

Commits on Apr 17, 2026

Use High/Low for drawdown calculation instead of close only prices
JosueNina
committed
Unify drawdown calculation
JosueNina
committed
Update regression algorithms
JosueNina
committed
Address review comments
JosueNina
committed
Address additional review comments
JosueNina
committed
Optimize-drawdown-metrics-iteration-for-benchmark-stability

aiSynergy37
authored and
JosueNina
committed
Revert drawdown OHLC changes back to master
JosueNina
committed
Add higher frequency equity sampling for drawdown calculation
JosueNina
committed
Update regression algorithms
JosueNina
committed
Use separate equity series for drawdown calculation
JosueNina
committed
Update regression algorithms
JosueNina
committed

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