Re: [amibroker] Quick Question about Max System Drawdown

[Mark Hike <markhike@xxxxxxxxx>]

DrawDown has nothing to do with your margin, it is the percentage drop from peak equity.
Margin controls how much you can trade.

On Wed, Sep 16, 2009 at 5:02 PM, Brandon_Ridenour <brandon_ridenour@xxxxxxxxx> wrote:

 

Hi All,

A quick simple question about Max System Drawdown -- if I am using margin in the backtest (for example, set to 50), does the max drawdown only reflect my % loss of equity? Or is it loss of portfolio value?

For example, if i were setting margin to 50, and MDD reached 50%, I would be at risk of a total wipeout. If, on the other hand, MDD only represents a loss of personal equity, it wouldn't be as big a deal.

Thanks!

__._,_.___

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___