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Re: [amibroker] Bactest Report



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These last suggested names sound pretty clear to me.

John
----- Original Message -----
From: "Stanley Olga" <stanleyolga@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 25, 2001 12:05 PM
Subject: Re: [amibroker] Bactest Report


> 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/
> >
> >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>