Gamestudio Links
Zorro Links
Newest Posts
Z strategies
by Fuchs
Yesterday at 17:27
saturation/contrast on different resolution?
by Kartoffel
Yesterday at 13:37
vec_for_vertex gap issue
by Dooley
04/19/18 22:15
FPS Damage effect
by 3run
04/19/18 20:51
website-related suggestions for the webmaster
by Fuchs
04/19/18 19:03
Algorithm for Detrend=SHUFFLE
by kujo
04/19/18 15:24
Separate entry and exit parameters optimization
by kujo
04/19/18 13:27
AUM Magazine
Latest Screens
Forgotten Tales - Demo version
RPG PARTY
Triton Wing now available on Steam
AckCon'17: Lotter vs The World
Who's Online
12 registered (3run, AndrewAMD, PadMalcom, Sphin, Don_Diego, kujo, Fuchs, mk_1, brax, 1 invisible), 501 Guests and 4 Spiders online.
Key: Admin, Global Mod, Mod
Newest Members
stuvwx608784, Joderin, Fuchs, Don_Diego, jetomas59
17937 Registered Users
Topic Options
Rate This Topic
#470157 - 12/29/17 17:02 Max down time definition in manual
kujo Online
Member

Registered: 12/03/17
Posts: 122
Loc: Halifax, NS
Hello,

I guess Max down time definition in manual is a bit wrong, it shouldn't be about equity valley.
Quote:

Max down time Longest duration from a balance peak to the subsequent equity valley.


Should be something like: Longest duration below a preceding balance peak...



Edited by kujo (12/29/17 19:20)

Top
#470180 - 01/01/18 18:02 Re: Max down time definition in manual [Re: kujo]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26307
Loc: Frankfurt
No, it's the distance from peak to valley.

Top
#470190 - 01/02/18 04:29 Re: Max down time definition in manual [Re: jcl]
kujo Online
Member

Registered: 12/03/17
Posts: 122
Loc: Halifax, NS
I see, if it's indeed distance from balance peak to equity valley then the calculation is wrong, IMHO.

Performance report gives me:
Quote:

Max down time 274 weeks from Dec 2007


However, the chart shows another thing:



Is it a bug?

Top
#470191 - 01/02/18 09:47 Re: Max down time definition in manual [Re: kujo]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26307
Loc: Frankfurt
Yes, if the max down time is the duration of the longest drawdown as I assumed, then it would be indeed a bug. The longest drawdown is about 130 weeks in your chart. I'll look into that and will find out what the max down time is supposed to be. Thanks for the info about that inconsistency.

Update: I was told that it is in fact a bug. The max down time is wrong when equity peaks rise above the preceding balance peak, as in your chart. This will be fixed in the next update.

Top


Moderator:  aztec, Inestical, Matt_Coles, Tobias 

Gamestudio download | chip programmers | Zorro platform | shop | resources | magazine | manual | support faq | bugs

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) 3dgamestudio.net