rkokerti
06 Nov 2012, 01:51 ( Updated at: 21 Dec 2023, 09:20 )

Dear Support,

Thanks for your quick answer. 

After analyzed your example, I understood why I could not reproduced the Max DrawDown in Excel. The reason was the approach.

According to definition as far as I know, the Drawdown is the measure of the decline from a historical peak. The key word is the historical. I think it’s very important, that trader doesn’t loose money that has earned in a given period of time (backtest period).

But, cAlgo continually restart the calculation of Drawdown. So it’s like a block-calculation and not a historical one. And it’s very confusing and misleading for me.

I attached a table below that shows the difference between the result of my calculation and cAlgo. Unfortunately there are significant differences.

Max DD - cAlgo calculation for all: 6.06%

Max DD - My calculation for all: 12,47%

What is your opinion about it?

Thanks

rkokerti
31 Oct 2012, 14:52

Hello atrader,

Thanks for your quick help, it works!

rkokerti
04 Oct 2012, 16:04

Hi!

Try this:

Trade.CreateBuyStopOrder(Symbol,Volume,TargetPrice,StopLoss,TakeProfit,Exp);

or

Trade.CreateSellStopOrder(Symbol,Volume,TargetPrice,StopLoss,TakeProfit,Exp);

Where Exp:

DateTime Exp = MarketSeries.OpenTime.LastValue.AddMinutes(60);

or

DateTime Exp = MarketSeries.OpenTime.LastValue.AddDays(1);

or

DateTime Exp = MarketSeries.OpenTime.LastValue.AddHours(1);

depends on your time scale. I hope it will help you.

rkokerti
23 Sep 2012, 23:05

Hello,

Please check out the code of this robot. /algos/show/115

I hope it will help you.