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Hello,
Thank you for the screenshots but I meant to send to support.
I was only interested in seeing the cash chart so one screenshot
was absolutely enough.
There is probably something wrong with the settings you use.
If you want me to check this out in detail please send (to support):
a) the formula you are using
b) settings file (go to AA->Settings page and click "SAVE" button to generate .ABS (settings) file)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bilbod" <bilbod@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 09, 2005 9:27 PM
Subject: [amibroker] Re: Statistical Report problem?
> Hi Tomasz,
>
> >> Please send a screenshot of PORTFOLIO equity with "Show Cash"
> turned ON (via "PARAMETERS" dialog). <<
>
> Attached are 10 .png files showing the entire daily equity curve. I put
> the cursor on the maximum drawdown for each screen so you can see the
> drawdown numbers. The equity curve goes back to 1999, the only way it
> would fit on one screen is using a monthly chart and that masks the true
> size of drawdowns.
>
> I also noticed an old backtester and ran that. Most numbers are close to
> the current results except for the max trade drawdown. It is less than
> the max system drawdown and in line with what I would expect.
>
> Bill
>
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