Yes. Could be critical for heavy leverage or flash-crash like events - although its hard to back test black-swans.
On Sat, Jan 12, 2013 at 4:35 PM, Eugene Kononov <[email protected]> wrote: > >> I think the larger issue is the fact that JBT has no notion of >> instantaneous draw-down. >> > > What's instantaneous draw-down? Do you mean the max DD while the trade is > open? > > -- > 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. -- 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.
