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Hello,
No, it is not a bug. You should read the Users Guide.
http://www.amibroker.com/guide/h_report.html
Maximum trade dd is counted from TRADE EQUITY highest high
to following TRADE EQUITY lowest low
Maximum SYSTEM drawdown is USUALLY smaller because:
a) single trade may not use 100% of portfolio equity (depending on position sizing scheme used)
(even if you specify to use 100% of equity, there are limits set
in AA->Settings->Portfolio that may limit the trade size to lower amount
if requested position size exceeds certain percentage of bar volume)
b) interest rate growning from the remaining cash
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bilbo0211" <bilbod@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 09, 2005 3:08 PM
Subject: [amibroker] Statistical Report problem?
>
>
> I backtested a reversal system (always in the market long or short) on
> a single stock.
>
> The maximum trade dd is much bigger than the maximum system dd.
>
> I studied the equity curve very carefully. I can find the maximum
> system draw down but there is nothing the size of the maximum trade
> draw down.
>
> Using 4.70RC1 Standard.
>
> Is this a bug?
>
> Bill
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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