View Full Version : Bug in drawdown display
06-22-2008, 09:08 PM
As I've started looking to switch over to 6.5, I've noticed that the drawdown graph no longer displays correctly (up though 6.5.1000.4). It displays the total cumulative drawdown vs. date instead of the drawdown vs. date, as it did correctly in v. 6.0. This is a vital component of backtesting. When will this be fixed?
06-22-2008, 11:11 PM
Sorry I don't follow. Could you please provide exact steps to reproduce the issue you observed.
06-22-2008, 11:33 PM
Run any strategy on any instument (stock, future, etc.). Under Graphs: Draw Down the picture shown will be a solid block of color that starts at 0 and moves monotonically down to the max draw down of the strategy. E.g. if your trades returned: +1 -1 -1 -1 +1 +1 -1 +1 +1 +1.
Draw down SHOULD be 0 -1 -2 -3 -2 -1 -2 -1 0 0, but instead the picture in v. 6.5 is 0 -1 -2 -3 -3 -3 -3 -3 -3 -3 ...
The correct picture was drawn in v.6.0. It has not displayed correctly for me in v.6.5.1000.2-.4.
06-23-2008, 02:04 AM
Thanks for clarification. This is a bug which will be fixed with next official release (will be out in ~4 weeks from now). Thanks for reporting.