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THANKS YUKII
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi das300,
>
> Wednesday, November 24, 2004, 1:46:41 PM, you wrote:
>
> dtca> what is the max adverseor fav exursion exactly?
>
> This is the maximum of both the favorable move (fav) or negative
move
> (adverse) that any trade had during its lifetime.
>
> For example: If you entered a buy at 100, and during any time
before
> the sell, the value hit 85, the max adverse would be 15 percent.
>
> This is a very good statistic to know for any system, because if one
> cannot withstand the maximum adverse moves, one cannot hang around
> for the profits, should they come.
>
> As for the maximum favorable, if it is consistently higher than the
> actual percentage profit, one might suspect that an earlier (or even
> later) exit might be in order. In any case, one would not be
exiting
> optimally if that was true.
>
> Yuki
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