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I understand that to be the largest drawdown that was encounted when
back testing. So it is the absolute worst case: the worst drawdown
of the worst stock. A more useful figure would be the worst drawdown
of as measured by a total equity curve of ALL the stocks traded. I
believe someone posted how to make a total equity curve using the
AddToComposite function.
b
--- In amibroker@xxxx, "Sharps_45_70" <sharps_45_70@xxxx> wrote:
>
>
> I know this has probably been explained before, but I couldn't
find
> it.
>
> I understand Max % Drawdown for a single stock, but in the results
of
> an optimization when you are optimizing over several (or many)
> stocks, is the Max system % Drawndown the average, sum of all, or
> max of an individual stock within the group?
>
> Thanks,
> Ed
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