[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] backtesting



PureBytes Links

Trading Reference Links


Hi,
 
In Overall performance summary you can find 
maximum system drawdown figure.
This is a maximum drawdown occurred during 
the test of all your stocks (the worst overall drawdown)
 
Best regards,Tomasz Janeczko===============AmiBroker - the 
comprehensive share manager.<A 
href="">http://www.amibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
David 
Holzgrefe 
To: <A title=amibroker@xxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Friday, June 15, 2001 7:00 
AM
Subject: [amibroker] backtesting

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 trade 
systems signals you need to trade everyone of them other wise you may miss the 
winning ones ..
 
 
Thanks David Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service.