> > Yes. I was refering to my own performance measures... For example > maximu unrealized profit/loss. Which is quite useful measure in my > opinion. > >
JBT used to have a max DD (realized or unrealized) metric, and I agree that it is useful. The reason that it was removed was because it required recalculation on every 1-second sample, and that was causing a bottleneck when optimizer was running with hundreds of thousands of strategies. I'll look at it again to see if I can get this back without compromising the optimizer performance. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
