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Tomasz
The current discussion on testing highlights another tool that would
be very useful...a plot of trading system equity.
This type of plot makes it easy to spot the really ugly drawdowns
that most trading schemes exhibit. It would probably fit in nicely
with the addition of fixed dollar amount backtest evaluation (in
addition to the current compounded backtesting).
If it is not currently on your to do list, please consider adding the
backtest equity plot.
Keep up the good work
Trader
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