PureBytes Links
Trading Reference Links
|
<SPAN
class=292511801-18012004>Hi,
I have a very simple
question which i dont seem to be able to find answers for
How do I identify
the trade that cause the max trade drawdown in the backtesting report (portfolio
test). I tried using the
the MFE & the
MAE e.g
Drawdown=IF(loser,
(MFE-MAE)*position); but none of the trade matches.
Thanks in
advance.
<SPAN
class=292511801-18012004>Paul.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|