- ago
Is the maximum drawdown of strategies determined by the minimums of bars or by the closes of bars? My strategies with weekly bars have too good results, so I don't understand how the maximum drawdown is determined by the closes of weekly bars or by the minimums within a week.
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- ago
#1
Max DD is the largest peak to trough decline in the equity curve which is calculated based on closing price.
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- ago
#2
Bad. For strategies on weekly bars it is not so informative. Then my strategy may not be so good.

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fred99998
 ( 18.82% )
- ago
#3
If you use blocks to build systems, you can do it this way. To check the daily drawdown, you need to switch to the daily timeframe and replace the indicators used in the system with the Scaleind transformer indicator (weekly values ​​on the daily chart). And also make trades only on Mondays (Power Pack -- Day of Week)
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- ago
#4
I have adapted to determine this using the Trailing Stop block. At what level it works, that means there is a maximum drawdown.
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Cone8
 ( 4.76% )
- ago
#5
If there's a question, Trailing stops are applied to positions, not to account equity.
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- ago
#6
Yes, I didn't mention that this strategy is on a single futures contract.
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