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<SPAN
class=905310503-22092003>it's odd. most of the time it agrees exactly with the
backtest report, but not always. sometimes it's significantly different, and not
just right at the start.
<SPAN
class=905310503-22092003>
<SPAN
class=905310503-22092003>what am I doing wrong here?
<SPAN
class=905310503-22092003>
<SPAN
class=905310503-22092003>MDD should be the biggest drop to date, from the
highest equity to date to the current equity value, as a percentage of the
highest equity to date, yes?
<SPAN
class=905310503-22092003>
<SPAN
class=905310503-22092003>actually, the help says it's this: "The largest
percentage distance between equity peak value and the following trough value
experienced by the system". that sounds like it could mean it's only concerned
with the next trough immediately following the peak, but I don't think that's
so.
<SPAN
class=905310503-22092003>
<SPAN
class=905310503-22092003>???
<SPAN
class=905310503-22092003>
<SPAN
class=905310503-22092003>d
<BLOCKQUOTE
>
continuing an earlier
thread, I'm showing equity in an indicator, accordingto buy/sell signals
it displays. I'd like to show maximum % drawdown in thetitle.does
this look right?---------e = Equity(1, 0);max_e =
Highest(e);MDD = Highest((max_e - e) / max_e) *
100;---------it's very close to what I get from the report when I
backtest using the samebuy/sell rules, but not always exact in very early
bars. quite usably closeactually, but the difference makes me question my
thinking.any ideas?thanks,Dave
Merrill
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