> Yes. Could be critical for heavy leverage or flash-crash like events - > although its hard to back test black-swans.
Ok. Yes, in JBT, the Max DD is only updated when the trade is closed. The reason for this is that according to my performance profiler, the calculation of max DD was one of the most expensive operations during optimization. However, that was a while ago, so it may be worthwhile to revisit this. -- 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.
