I understand that choosing start and end dates by candle is not feasible in ProRealTime. I also believe there might be a quicker way than using 4 inputs — maybe just 2 would be enough (with hours either predefined or detected based on the timeframe?).

The next step would be to screen for it (calculating a rolling Calmar Ratio with a custom lookback period in ProScreener).

This could help identify the best-performing stocks over the last 1M, 3M, or 6M periods (for example) on a risk-adjusted basis — similar to a momentum strategy, but adjusting raw returns by risk (where risk is = Max DD here).

Let me know what you think about it.

Note: Yesterday, when I was changing inputs on the daily timeframe, it was working fine. Now, it no longer works (even when trying with the previous code). I change the date, but nothing happens. I’m new to this platform, and I don’t really understand how it could work yesterday but not today…