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Steve,
I can not vouch for what is or is not in AB's reports.
The MaxDD's that are reported by the indicator I wrote are from one
bars price close to the the next bars price close, they do NOT take
into account intraday highs and lows.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Stephen Almond \(T\)"
<s.almond@xxxx> wrote:
> I know this is a delicate area, but it's important so I'll wade in.
I have read the help file (carefully).
> Attached is a file (noname.jpg) showing Fred's equity plot for this
single stock backtest. It shows a Max DD of 31%, from a positionsize
fixed at $10,000. The equity never goes below $7200.
> Also shown is a section of the AB report. Here the 'max system DD'
is shown as $5121, but the 'max system % DD' is -128%.
>
> How can we have a 'max system % DD' greater than 100% (and remember
Max DDs are measured peak to trough, not relative to initial equity)?
>
> Any clarification will be most welcome!
>
> Steve
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