[Archive] Learn how to make money villagers! - page 692

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OnGoing:
This has nothing to do with paper profits, Yuri) Come to your senses. This money is not ours yet. When you take a take or close on the market, then you can start counting the drawdown. And until you close, the money's not there yet.)
Are you saying that if I made a paper profit, equity cannot decrease by the value of the maximum drawdown calculated using my method? If equity fell a hundred pips in testing, it may fall by the same amount on the first trade.
 
OnGoing:


And you need to count by constantly comparing the current drawdown, equal to this figure on the right, with the previous value, constantly selecting its maximum value modulo. This will be the maximal drawdown, which we need, in absolute terms.


This is what I have done in my code, only without the balance.
 
khorosh:
Are you saying that if it is a paper profit, the equity cannot fall by the maximum drawdown calculated using my method? If the equity once dropped a hundred pips during testing, it may also drop by that amount on the first trade.
It may fall, but that is not the point. While the profit is on paper, the equity may move back and forth and then go back to the balance. And you have already calculated something from it)
 
khorosh:
Which is what I have done in my code, only without the balance.
I think you are just being stubborn. Well, keep your opinion, it's up to you to err, not me)
 
OnGoing:
It can go down, the point is different. As long as the profit is a paper profit, the equity can go back and forth, it can go back to the balance sheet, and where is the money? And you have already counted something from them).
I am not interested in the money, I am interested in how much the maximum equity can go down on the first trade. That's the question, and you don't take that into account, balance is more important to you.
 
vladds:

Guys! We know the problem!

But not all and not all the subtleties.
 
Once again. In other words, if we use the theory of relativity as an analogy, you are in the same frame of reference, you calculate some difference there, and you do not want to notice that there are other frames of reference outside the window or outside the atmosphere, which should also be taken into account, instead of staying inside your cocoon.
 
OnGoing:
I think you are just being stubborn. Well, you should stick to your opinion; it's up to you to err, not me).
I feel the same way about you. Is it difficult to understand that with your way the maximum drawdown may be less than with my way. Is it difficult to understand that on the first trade you can get the maximum drawdown calculated by my method.
 
khorosh:
I'm not interested in money, I'm interested in how much maximum equity can go down on the first trade. That's the question, and you don't take that into account, balance is more important to you.
)) Strange, I thought we were all trying to make money here)
 
khorosh:
I feel the same way about you. Is it difficult to understand that with your method, the maximum drawdown may be less than with my method. Is it difficult to understand that on the first trade you can get the maximum drawdown calculated according to my method.
)))) Well, then let's calculate the drawdown from something larger. Let's first multiply our maximum equity and then calculate the drawdown) because the drawdown is smaller than it could be.)
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