[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

TS4 drawdown



PureBytes Links

Trading Reference Links

Always trying to build reasonable systems with relatively low drawdown.
(Yes; I'm aware that the big hit is yet to come.

But after figuring the system at hand was reasonable, I previewed the
charted system and it visually appeared that the drawdown (Max intraday
drawdown) was not as stated on the Performance Summary. So, put to printlog
and confirmed, and checked a number manually.

It appears the actual drawdown is about 1/3 that stated on the Performance
Summary.

I have been trading systems on the same data, and recieve results that match
the Performance Summary Profits, IE: BigPointValue and MinMove settings are
correct.

Any clues as to where I have it wrong?

Jon Macmichael.