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backtesting



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Hi TJ and others is there a way to tell the maximum 
draw downs on a system at any one time ?
 
 
without knowing this its a little hard to see if I 
can trade a system  eg if the system called for 20 position open and each 
position was 5 k I would need a 100 k in order to trade it correctly  
,,
 
from what i understand if you are to tradesystems 
signals you need to trade everyone of them other wise you may miss the winning 
ones ..
 
 
Thanks David