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Hello to all,
I would like to know the opinion of the experienced system traders on
the following question: :
Did you found it is pertinent or not pertinent to take care of Updated
Maximum Drawdown compared with TS Maximum Drawdown ?
What do you do with the Max DD shown by TS System report as it is not
actual price updated ?
What about a 15 000$ DD if This DD may have been reached when the market
was at a price of 7.000$ whereas price is now at the 3 000 level. Or the
inverse?
What about the risk to reward ratio of the system ? what about the
Minimum capital required to trade the system? &
I wonder why Tradestation does not shows both Max Instantaneous IDD and
MAX Updated IDD ?
Dont you calculate the present equivalent value of the max DD encounter
by the system when you backtest ?
What would happened to the one who begin to trade a system with 10 000 $
Max DD if this DD was hit when prices was around 2000 and are now around
8000 ??
I do not see any recommendations on this nowhere.
Why ?
Does somebody have coded a function to include on a system to calculate
the max DD on a updated bar to bar basis ?
Or could somebody do it for me ?
Thanks to share your experience
Regards
Philippe
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