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Bug in drawdown display
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Bug in drawdown display
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?Tags: None
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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.
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