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Herman,
I am fine with Fred's method.
As a second opinion I posted a possible AFL approach.
I moved it to a new topic since it goes on a different tangent.
See the thread "InLineBackTester"
I am playing with partII, which should be an equity curve metric since
I extracted a trade series, ready for root cause metrics, in partI
(hope I get it done before I have to go and cook tea for the GM).
brian_z
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