On Saturday, July 27, 2013 11:15:04 PM UTC+2, Eugene Kononov wrote:
>
>
>
>> (By the way what is 'Max SL' in Version 9?)
>>
>>
> MaxSL: maximum loss from a single trade
> MaxDD: maximum drawdown (from equity high to equity low)
>
> For example, suppose we have a series of trades:
> {+$100,-$100,+$100,-$200,-$100,+$100,+$300}
>
> From this sequence, MaxSL is $200 (the loss from the 4th trade), and MaxDD
> is $300 (the losses from the 4th and the 5th trades). By definition, MaxSL
> is always less or equals to MaxDD.
>
> Does this make sense?
>
Yes, MaxSL makes sense, and MaxDD should, in my opinion, take into account
the intraday movements.
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