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Thanks again, Tomasz,
I suspect drawdown calculations are difficult to make here, as well,
since if we are using a worst-case scenario (I always do), the low
(in case of a buy) on the buy day would be taken as the drawdown,
even assuming price didn't go there after the buy, but before. Am I
correct?
Yuki
Tuesday, February 18, 2003, 8:33:49 AM, you wrote:
TJ> As long you are using daily bars you will get only one trade per
TJ> bar. (long entry has a precedence over short entry) The only
TJ> problem may arise when you want to close the positions also the
TJ> same bar (single bar trade).
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