Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Murray
Senior Member
Posts: 33 Joined: Mon Jul 07, 2003 1:56 am
Location: Sydney, Australia
Post
by Murray » Mon Mar 08, 2004 5:37 am
How do you calculate MAXDD?
Is it the difference between the equity high and equity low?
Is it the difference between the equity high and the next subsequent equity low?
How does this work?
Bernd
Roundtable Knight
Posts: 126 Joined: Wed Apr 30, 2003 6:39 am
Post
by Bernd » Mon Mar 08, 2004 7:26 am
Last edited by
Bernd on Fri Apr 18, 2008 3:06 am, edited 1 time in total.
Demon
Post
by Demon » Mon Mar 08, 2004 7:26 am
Hi Murray, you're not the first to ask this, check out the following link:
viewtopic.php?t=610
Murray
Senior Member
Posts: 33 Joined: Mon Jul 07, 2003 1:56 am
Location: Sydney, Australia
Post
by Murray » Mon Mar 08, 2004 7:41 am
Merci,
Sometimes search facilities don't work that well.