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Ken, I have a set of HighestHigh/lowestlowexcel
fncs for qp2 that will return the respective value in a date range. Ican
probably locate them if that would be useful. I think they were derived
from a simple fcn in the qp2 group or perhaps even this list.
It would be more interesting to find the equivalent
functionality in AB.
Cordially,
Richard
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxx
href="">AmiBroker List
Sent: Tuesday, June 25, 2002 9:07
AM
Subject: [amibroker] Maximum Profit in
Trades Closed at a Loss
Reread the subject line, as it is not quickly
understood. Tushar Chandesays, in his 2nd edition book, that there
is a lot of good system evaluationdata by looking at:- the
distribution of max profits in all trades eventually closed at
aloss.- the distribution of max losses in all trades eventually
closed at aprofit.I assume this to mean:- the highest
(paper) profit reached in an open trade that eventually closesfor a
loss;- the maximum (paper) drawdown or loss reached in an open trade
thateventually closes for a profit.How would one do this either
within AB or in exported results that are thenmanipulated in
Excel??Some use of HHV or LLV between Buy and Sell signals, I would
guess.However, the trade report does not keep track of price movement
betweenentries and exits.Any ideas from the expert coders in the
list??Thanks,KenYour
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