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[EquisMetaStock Group] Re: Maximum Drawdown = Highest Loss / Maximum Adverse Excursions ???



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Thank everyone for suggestion.

Is there any data to determine the Max. Drawdown from the summary of 
Enhanced System Tester in Metastock? or the summary only provides the 
data for any system's performance, but not the equity analysis, so 
Max. Drawdown must be determined separately.
Do you have any suggestion?
Thank you
Eric

--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxx> 
wrote:
>
> Check out this chart from the February issue of MSTT
> ( http://www.metastocktips.co.nz ):
> http://www.metastocktools.com/URSC/t-chart-3.png
> 
> In this example, maximum drawdown is measured as 17% (and not 11% 
from 
> 0% profit, as measured by some traders).  The basic profit 
indicator 
> code used in this example can be found at http://www.metastocktools.
> com/#metastock under "System/signal indicators" section, "Profit 
> curve" link.
> 
> I would use either this profit indicator or Roy's TE indicators to 
> measure profit/drawdown, and stay clear of the System Tester.
> 
> 
> jose '-)
> http://www.metastocktools.com
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@> 
> wrote:
> >
> > Does anyone know where to look for maximum drawdown in 
Metastock's 
> > Summary report?
> > Is Maximum Drawdown equal to highest Loss under unprofitable 
Trades?
> > or
> > Is Maximum Drawdown equal to long / short Adverse under Maximum 
> > Position Excursions?
> > 
> > Does anyone have any idea?
> > Thank for any suggestion
> > Eric
>








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