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They are current and maximum drawdown from trade entires.
These have always been more important to me then the typical straight
drawdown numbers because they represent out of pocket drawdowns as
opposed an intermediate paper loss if you will in the middle of a
trade.
So for example ...
If I buy something at 100 and it drops to 95 then goes to 200 then
drops to 180 and is sold ...
The DDE is 5 / 100 or 5%, the DD is 20 / 200 or 10%
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> OK Fred, I unzipped it and found them. Wow, this thing is *very*
impressive.
> Thank you very much for making it public - something tells me I
will need to
> set aside more than 15 or 20 minutes for this one! 8 - )
>
> One question if I may - I was wondering what is CDDE and MDDE in
the picture
> that you posted yesterday. I imagine some variation of Cur/Max
drawdown? I
> did not see these items in either version included with IO. Thanks
again!
>
> Steve
>
>
> ----- Original Message -----
> From: "Fred" <ftonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July 18, 2005 4:37 PM
> Subject: [amibroker] Re: Script and Stockconsultant website
>
>
> > Steve,
> >
> > It's included in the IO.Zip in the files section which has
recently
> > been upgraded.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx>
wrote:
> >> [amibroker] Re: Script and Stockconsultant websiteHi Fred,
> >>
> >> Now that I have more time, studying your equity line code is one
> > of the things near the top of my to-do list. Looking at the
picture
> > you just posted, it appears you have added a few things since the
> > last version that I have ( posted by you in 2003 ). Could you
> > possibly post the latest version of the code so I can study that
one
> > instead? Thanks very much!
> >>
> >> Steve
> >> ----- Original Message -----
> >> From: Fred Tonetti
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Sunday, July 17, 2005 11:13 PM
> >> Subject: [amibroker] Re: Script and Stockconsultant website
> >>
> >>
> >> Tom,
> >>
> >> Yes the practice was called datelining and system results like
> > the one attached ( most of which is out of sample ) were not very
> > difficult to develop and/or trade.
> >>
> >> The reason they are no longer viable is due to the fact that
> > there were too many people trading these kinds of things which
> > brought new fund rules i.e. banning, erf's, "fair" valuing and
> > finally Elliott Spitzer to attack the super greedy who weren't
> > content to trade money machines like this between the opening and
> > closing bell or were paying off the timing police to look the
other
> > way.
> >>
> >> <<...>>
> >>
> >>
> >>
> >> Hi Tony,
> >>
> >> I have used the Fast Track program for many years but no longer
> > use it. I was trading mutual funds daily and when they had the
big
> > deal about day trading the funds they cut me off on my trading. I
> > changed mutual fund companies three times then it all stopped. I
> > averaged 102 trades a year or 51 round trips into the funds/Money
> > Market. I averaged a 72% annual rate of return for 7 years. I
was
> > accurate on projecting a profit the next day by 82% and from the
> > purchase to the closing sell I was about 71% accurate on making a
> > profit. Unbelievable but true. I wish I had started with more
> > money but you have to start from were you are at. I was making
$6-
> > 7K month on the mutual fund trading and another $2K for managing
> > friends accounts. It was a very simple system I used because
what
> > happens in the US today affects ASIA tomorrow and what happened
> > after 11:00 today affected Europe tomorrow. It was that easy.
> > Cause and Affect. I know that there are systems that work to
> > generate high returns in stocks so that is what I am looking for
> > now.
> >>
> >>
> >>
> >> Tom from Charlotte, North Carolina
> >>
> >>
> >>
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