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At 10:20 PM +0100 5/1/02, HT wrote:
>Also, it gives different figures if I want to see the P/L in %age
>rather than dollars because the whole data series is adjusted. This
>will possibly affect the drawdown %age figure as well but I dont know
>for sure.
You can use the underlying cash index as data2 and use that to
calculate the percentages. This will get rid of the error from the
adjustments of the older contracts.
Bob Fulks
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