|
PureBytes Links
Trading Reference Links
|
Hello,
This message is just to inform you that there are some issues
with version 3.64:
1. The annual return figures are annualized using very simple
method (used also in so-called professional software) but
the method is wrong, a new update will include corrected
formula for compound annual return
2. Intra-day drawdowns are calculated on single trade basis.
A better method (covering equity dips through all duration
of the test) will be included in the next update.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
|