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Or, simply Maximum Test Drawdown for complete test, and Maximum Trade
Drawdown for an individual trade.
so
----- Original Message -----
From: "Stanley Olga" <stanleyolga@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 25, 2001 6:54 AM
Subject: Re: [amibroker] Bactest Report
> 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/
> >
> >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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