Fred,

What do you attribute that to, and how would you overcome it?
I actually trade some accounts that way in real life.

Dennis

On Aug 30, 2006, at 6:37 PM, Fred wrote:

> Practices like this have a tendancy to obscure large percentage
> drawdowns ...
>
> --- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote:
>>
>>
>> It might be better to limit trades to a constant $ amount and look at
>> absolute $ gains instead of % gains.
>> That way it reflects the performance at any random entry point in the
>> system.  Just pretend you take all the profits away and pay the bills
>> with them every month. LOL
>> I just started thinking about this, so I am not sure how to set up AB
>> to test this way.
>>
>> Dennis
>>



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