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Final: Draw-down, floating loss, výsledky hlasovania
Final: Draw-down, floating loss, Diskusia
Jun 30, 2011 at 19:49
1,147 Zobrazení
2 Replies
forex_trader_32776
Členom od Mar 28, 2011
942 príspevkov
Jun 30, 2011 at 19:49
What Does Drawdown Mean?
The peak-to-trough decline during a specific record period of an investment, fund or commodity. A drawdown is usually quoted as the percentage between the peak and the trough...... OF EQUITY - (balance is meaningless)
1.) Draw down is currently based on Balance, can we have another Draw Down % based on Equity below our current DD % stat. DD based on equity then should be able to record the floating loss. I understand we can look at the equity graph to figure this out, but a simple recording of DD based on equity would make it very easy.
below are past discussions showing concern regarding true drawdown calculations and how to improve this problem.
http://www.myfxbook.com/community/suggestion-box/draw-down-chart/9637,1
http://www.myfxbook.com/community/suggestion-box/biggest-floating-loss/7887,1
http://www.myfxbook.com/community/suggestion-box/see-floating-hidden-risk/26790,1
http://www.myfxbook.com/community/suggestion-box/drawdown/23356,1
http://www.myfxbook.com/community/suggestion-box/equity-vs-balance/16921,1
http://www.myfxbook.com/community/suggestion-box/drawdown-calculation/41739,1
http://www.myfxbook.com/community/suggestion-box/correct-drawdown-calculation/43427,1http://www.myfxbook.com/community/suggestion-box/show-lowest-equity-ever/45941,1
http://www.myfxbook.com/community/suggestion-box/maximum-difference-between-equity-growth/54958,1
Now this is the current and best solution for handling this problem
http://www.myfxbook.com/community/suggestion-box/time-based-equity-graphs-for/46314,1
However, real time data feed would be needed, synchronized broker times, and a lot of coding. So far ZIpsginals is the only site that has real time data feed to calculate true Drawdown (based on equity).
However we would be able to implement this as well.
http://www.myfxbook.com/community/suggestion-box/pip-movement-distance/38553,1
http://www.myfxbook.com/community/suggestion-box/equity-status/52521,1
http://www.myfxbook.com/community/suggestion-box/add-column-for-draw-down/52604,1
With over 100 votes. We need a solution that can capture the true volatility and intra day draw down of a trading system. The equity charts are not enough and are far from the truth.
Currently, changing the Drawdown to be based on Equity Peak to trough makes much more sense than Balance... This would display a more accurate figure when we use the custom search criteria on the Systems page.
The peak-to-trough decline during a specific record period of an investment, fund or commodity. A drawdown is usually quoted as the percentage between the peak and the trough...... OF EQUITY - (balance is meaningless)
1.) Draw down is currently based on Balance, can we have another Draw Down % based on Equity below our current DD % stat. DD based on equity then should be able to record the floating loss. I understand we can look at the equity graph to figure this out, but a simple recording of DD based on equity would make it very easy.
below are past discussions showing concern regarding true drawdown calculations and how to improve this problem.
http://www.myfxbook.com/community/suggestion-box/draw-down-chart/9637,1
http://www.myfxbook.com/community/suggestion-box/biggest-floating-loss/7887,1
http://www.myfxbook.com/community/suggestion-box/see-floating-hidden-risk/26790,1
http://www.myfxbook.com/community/suggestion-box/drawdown/23356,1
http://www.myfxbook.com/community/suggestion-box/equity-vs-balance/16921,1
http://www.myfxbook.com/community/suggestion-box/drawdown-calculation/41739,1
http://www.myfxbook.com/community/suggestion-box/correct-drawdown-calculation/43427,1http://www.myfxbook.com/community/suggestion-box/show-lowest-equity-ever/45941,1
http://www.myfxbook.com/community/suggestion-box/maximum-difference-between-equity-growth/54958,1
Now this is the current and best solution for handling this problem
http://www.myfxbook.com/community/suggestion-box/time-based-equity-graphs-for/46314,1
However, real time data feed would be needed, synchronized broker times, and a lot of coding. So far ZIpsginals is the only site that has real time data feed to calculate true Drawdown (based on equity).
However we would be able to implement this as well.
http://www.myfxbook.com/community/suggestion-box/pip-movement-distance/38553,1
http://www.myfxbook.com/community/suggestion-box/equity-status/52521,1
http://www.myfxbook.com/community/suggestion-box/add-column-for-draw-down/52604,1
With over 100 votes. We need a solution that can capture the true volatility and intra day draw down of a trading system. The equity charts are not enough and are far from the truth.
Currently, changing the Drawdown to be based on Equity Peak to trough makes much more sense than Balance... This would display a more accurate figure when we use the custom search criteria on the Systems page.
forex_trader_32776
Členom od Mar 28, 2011
942 príspevkov
Jul 03, 2011 at 06:06
Here Ranesh, I added your suggestion too.
http://www.myfxbook.com/community/suggestion-box/tradewise-drawdown-pips/24239,1#?pt=2&p=1&o=24239
As far my Draw down on http://www.myfxbook.com/members/pipinvestment99/risk-capital-investors-fund/124751
The equity has never gone below 2% on any given set of open positions. Look at the history for yourself before making accusations about my trading.
Clearly the Draw down percentages on this site are meaningless as your account states 10%DD while the true stats are 41% ( http://www.fxopen.com/Pamm/Account.aspx?Id=5fd8cae7-4a31-42a7-afd5-145811f2bcfb)
If you knew anything about Drawdown you wouldn't make your ridiculous comments.
The 10+ previous suggestions show that the community would like accurate statistics including you and me.
http://www.myfxbook.com/community/suggestion-box/tradewise-drawdown-pips/24239,1#?pt=2&p=1&o=24239
As far my Draw down on http://www.myfxbook.com/members/pipinvestment99/risk-capital-investors-fund/124751
The equity has never gone below 2% on any given set of open positions. Look at the history for yourself before making accusations about my trading.
Clearly the Draw down percentages on this site are meaningless as your account states 10%DD while the true stats are 41% ( http://www.fxopen.com/Pamm/Account.aspx?Id=5fd8cae7-4a31-42a7-afd5-145811f2bcfb)
If you knew anything about Drawdown you wouldn't make your ridiculous comments.
The 10+ previous suggestions show that the community would like accurate statistics including you and me.
Členom od Aug 21, 2011
17 príspevkov
Dec 25, 2011 at 21:55
Is my fx book considering adding drawdown based on equity not balance yet? Imo its the most important step.
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