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At 05:52 AM 8/17/2004, Philippe wrote:
>By the way have your heard about add on or new coding for the Tradestation
>performance summary (for TS200i) to make it updated based on Percent values,
>not only on $ or points values (updated max DD, trade by trade , net profits
>and so on).
>Back testing systems with long historical data's is a must to test
>robustness and the Performance summary from TS give information either wrong
>or at least not useful at all, because in $ and not updated in % .
>MaxDD are erroneous as, MAE, MFE, Average trade, net profit and all
>intermediate results.
>What a confusion !!!
It is probably best for you to calculate whatever measures you want in EasyLanguage code and print them out to the print log on the LastBarOnChart. You can calculate almost anything using the functions provided.
Bob Fulks
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