hi JD,
I guess Tomasz needs to answer that question. Also
the line if (dd[ bar ] < -27 ) needs to be if (dd[ bar ]
< -10 ) instead.
In the chart below you can see a system
starting with 50000 cash where it does a monthly withdrawal of 4000$.
Money is taken away from the system just fine but I don't know if the simple
coding causes any problems elsewhere in the backtest. I believe for certain
setups (if you always have plenty of cash) it will give you a good idea
of how monthly cash withdrawals influence the performance of your
system,
rgds, Ed
> Hmmm...Interesting. I wonder if the CAR
statistics would still be right
> with periodic cashflows being taken out..
>
> http://www.gummy-stuff.org/IRR.htm
>
> JD
> with periodic cashflows being taken out..
>
> http://www.gummy-stuff.org/IRR.htm
>
> JD
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