Forum: Traders Hideout
November 13th, 2012, 10:12 AM
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Replies: 7
Views: 4,844
Thanks, for you comments. Because i'm not a...
Thanks, for you comments. Because i'm not a naitive english speaker it's a little harder for me to describe what i'm doing. "My" method is like monte carlo simulation. But instead of mixing the...
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Forum: Traders Hideout
November 13th, 2012, 08:09 AM
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Replies: 7
Views: 4,844
Thanks kevinkdog,
it's true that a single...
Thanks kevinkdog,
it's true that a single number can't describe drawdown completely. But you give me enough stuff to think about. It seems that i can enhance the Ulcer index to fit my needs.
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Forum: Traders Hideout
November 12th, 2012, 08:49 AM
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Replies: 7
Views: 4,844
How to compare drawdown metrics?
Hi,
i want to compare strategies in terms of drawdowns. Currently i have build an underwater chart which visualizes the max. Drawdown in % at a given point of time. If i have a large set of...
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