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Hello,
Should be.... but without sending DETAILS one would never know
what you did in fact.
With details I mean trade log, report and the settings.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "jtelang" <jtelang@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 30, 2003 9:25 PM
Subject: [amibroker] Max system % drawdown in portfolio trader...
> I'm puzzled about the results that I'm seeing in my tests. As max
> system % drawdown in a portfolio simulation, I see the following -
>
> 01/01/1999 to 12/31/1999 : -17.07%
> 01/01/1999 to 12/31/2000 : -13.39%
>
> Note that the first half of the second period is same as the first
> period. So if the first year had a drawdown of 17%, how and why does
> it say in the second test that it was 13%? It should be >= 17%, no?
>
> If I compare the resulting trades, the trades are identical for the
> first period in both the tests.
>
> Any ideas?
>
> Jitu
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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>
>
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