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Hello,
Someday ago there was a discussion about naming of all these drawdowns
on the list (see http://www.egroups.com/messages/amibroker/).
The definition is:
"Max IntraDay Drawdown
This value represents the greatest peak to trough distance in your equity curve. Beware of Systems that have a high Drawdown
value."
This is how it is called in several different programs.
If you have a better name - don't hestitate to write.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <nkishor@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 25, 2001 1:42 AM
Subject: [amibroker] Bactest Report
> What is meant by "Max. Intraday Drawdown." AB is end of day
> system, so I'm not understanding "Intraday Drawdown."
>
> thanks in advance
>
> nand
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> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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