Dangerous and misleading drawdown calculationsGợi ý

scalpguy

Tham gia từ Oct 27, 2009 15bài viết

Nov 25, 2011 at 10:19

Tham gia từ Oct 27, 2009 15bài viết

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

forex_trader_29148

Tham gia từ Feb 11, 2011 1768bài viết

Dec 22, 2011 at 21:38

Tham gia từ Feb 11, 2011 1768bài viết

I THINK YOU ARE CONFUSING DD AND FLOATING

femtotrader

Tham gia từ Apr 30, 2011 10bài viết

Jun 04, 2012 at 14:10

Tham gia từ Apr 30, 2011 10bài viết

Hello,

I also found that calculating
MAE(Maximum Adverse Excursion) and MFE(Maximum Favourable Excursion) could be very useful

There is 2 way to calculate MAE / MFE : on client side or on server side

Maybe the Myfxbook EA could calculate MAE and MFE and publish it on the website
or as scalpguy said calculate it on the server side.

I see that Mt4i has MAE MFE graph
They say MAE/MFE data is approximate but I don't know if they get this value on MT client side or on the server side.

After getting MAE/MFE you could draw

MAE_pips = f(outcome pips)
MAE_pips = f(MFE_pips)
MAE_pips = f(MFE_currency)

You could also draw a kind of candlestick plot
Each clandlestick is a trade
open = 0
close = outcome_pips
min = MAE
max = MFE

I also consider that floating operation should be considered.

Regards

EURUSD	1.13037	GBPUSD	1.32767	AUDUSD	0.64436
USDJPY	144.966	USDCAD	1.38103	USDCHF	0.8268

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Dangerous and misleading drawdown calculationsThảo luận