|
PureBytes Links
Trading Reference Links
|
The menshioned system has max loss exits - so I hoped to see
max.trade drawdown equals to largest loosing trade. It seems that you
mean max.system drawdown when talking about equity line (not
max.trade drawdown)?
With kind regards, Dmitri
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> drawdown is not just the largest losing trade but the daya to day
> variation of equity value (cash plus buy value of open trades) to
> actual sale value of the stocks in hand plus cash. at least that is
my
> understanding
>
>
> On Sun, 06 Mar 2005 08:33:10 -0000, dkourganov <kourganov@xxxx>
wrote:
> >
> >
> > Hello,
> >
> > Could someone explain me why in report window (after backtest) I
see
> > the figure for max.trade drawdown which is completely different
from
> > what I see in backtest result window (the largest loosing trade)?
> >
> > Regards, Dmitri
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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:
http://docs.yahoo.com/info/terms/
|