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Perhaps Maximum IntraTest Drawdown would distinguish it more appropriately
from maximum trade drawdown.
so
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 25, 2001 2:27 AM
Subject: Re: [amibroker] Bactest Report
> 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
> >
> >
> >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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