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[amibroker] Re: I set max stop loss at 6% but backtester is showing max trade draw down at 15%


  • Date: Sun, 29 Nov 2009 04:25:21 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: I set max stop loss at 6% but backtester is showing max trade draw down at 15%

PureBytes Links

Trading Reference Links

There are a number of conditions that could lead to that scenario. For example;

1. Gap down that took you out of your position.
2. Trade delay settings. If you use trade delays, the stock may have moved further against you by the time your trade actually took place.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "potatosoupz" <potatosoupz@xxx> wrote:
>
> In the settings for backtester, I've set the max stop loss at 5%, but when I run the backtest it shows a max trade draw down of 16%. I must not be understanding this setting?
>




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