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Chris, I'm just guessing here but it sounds like you need to check your
data. Just as a hypothetical, if you were long and you had a bar with a
value of zero, but it didn't trigger an exit/short, that would show up
as a huge intraday drawdown but it wouldn't show up in the report of
closed trades. If the data is in ascii format, open it in excel and do a
sort looking for odd values. Otherwise, carefully scroll through the
chart looking for odd bars.
--
Dennis
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