Re: TS4 system max intraday drawdown bug?

[Jimmy Snowden <jhsnowden@xxxxxxxxxxxxx>]

Way to long ago for me to answer your exact question, however if you
average the long and short drawdown they will be between the long and
short max.  Also think about the closed out loss.  There is a lot to
think about on system results.


Good luck,

Jimmy


Does anyone using TS4 or who can cast their mind back sufficiently know 
whether there's a bug in the System results analysis on max intraday 
drawdown figures?

For a system I'm working on for the Euro/USD futures, I get this max 
intraday drawdown:

Whole system: 12,000
Long:         10,000
Short:        15,000

which doesn't make sense as the whole should surely be the greater of 
the long or the short?

Also suspicious is the fact that the maximum closed out loss is only 
2000, and the move represented by 12,000 dollars drawdown is 0.1000, in 
a future where the average true range is 0.0100 - and my stops would 
have kicked me out on such a day - which never happens.

Thanks
Adam