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Thank you for your codes,
According to http://www.metastocktools.com/URSC/chart-3.png,
Do you have the code for Profit Long % Peak-to-Trough?
Thank you
Eric
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxx>
wrote:
>
> For maximum historical drawdown, download the "Profit Long % basic"
> indicator formula from
> http://www.metastocktools.com/#metastock
> (under "System/signal indicators" section, "Profit curve" link).
>
> Then reference the profit indicator and apply the drawdown formula
> below:
>
> ==========================
> Profit Long % max drawdown
> ==========================
> ---8<-----------------------------
> profit:=Fml("Profit Long % basic");
> init:=Cum(IsDefined(profit))=1;
>
> Highest(Highest(profit)-profit
> -ValueWhen(1,init,profit))
> ---8<-----------------------------
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@>
> wrote:
> >
> > 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@>
> > 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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