Dangerous and misleading drawdown calculations Votes Results
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Dangerous and misleading drawdown calculations Discussion
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Member Since Oct 27, 2009 15 posts
scalpguy
Nov 25 2011 at 10:19
When are you going to fix up the drawdown calculations? By calculating the DD only at the point of closing the positions is deadly wrong ! Between the open and close time the position can be allmost wiped out and still you show the DD risk for example only 2.5% :) This is VERY MISLEADING ! Calculations must be done continuously during the time when positions are open. By doing this you can also provide another important values such a 'MAE' and 'MFE'. Everything else in your service is EXCELLENT and usable. Thank you very much for providing this kind of service. SG |
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Member Since Feb 11, 2011 126 posts
rob559
Dec 22 2011 at 21:38
I THINK YOU ARE CONFUSING DD AND FLOATING
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