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	<title type="html"><![CDATA[Forex Software — Ticks and drawdown questions]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/5194/" />
	<updated>2015-02-16T10:10:51Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/5194/ticks-and-drawdown-questions/</id>
		<entry>
			<title type="html"><![CDATA[Re: Ticks and drawdown questions]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/27999/#p27999" />
			<content type="html"><![CDATA[<p>You are right, but at the same time it&#039;s more accurate to rely on Dukascopy or any other provider than to static spread. That&#039;s how TickDataSuite from eareview works and that&#039;s the best we can do for more accurate results.<br />I can try to implement it in the FSB and if you want - you&#039;ll move it to FSB Pro. What do you think?</p>]]></content>
			<author>
				<name><![CDATA[sanny]]></name>
				<uri>https://forexsb.com/forum/user/998/</uri>
			</author>
			<updated>2015-02-16T10:10:51Z</updated>
			<id>https://forexsb.com/forum/post/27999/#p27999</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Ticks and drawdown questions]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/27997/#p27997" />
			<content type="html"><![CDATA[<div class="quotebox"><blockquote><p>Regarding ticks - don&#039;t you want to use ticks properly - I mean use real spread from them? That would dramatically raise backtesting quality for scalping strategies.</p></blockquote></div><p>I don&#039;t think so. The tick data comes from DukasCopy or other third party provider and their dynamics is different from your MT broker.&nbsp; Also the spreads are different. I think it&#039;s better to set a higher static spread and (eventually) some slippage for the backtest. You can also use the MonteCarlo tool with random spread in predetermined range in order to simulate the spread variations. And finally you can use the <a href="http://forexsb.com/repository/repository_indicators/forex_indicator_review/141/spread-level-pro">Spread Level Pro</a> to prevent entries on a higher spread.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2015-02-16T09:49:34Z</updated>
			<id>https://forexsb.com/forum/post/27997/#p27997</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Ticks and drawdown questions]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/27994/#p27994" />
			<content type="html"><![CDATA[<p>Thanks for detailed answer. It&#039;s clear now.<br />Regarding ticks - don&#039;t you want to use ticks properly - I mean use real spread from them? That would dramatically raise backtesting quality for scalping strategies.</p>]]></content>
			<author>
				<name><![CDATA[sanny]]></name>
				<uri>https://forexsb.com/forum/user/998/</uri>
			</author>
			<updated>2015-02-16T07:21:15Z</updated>
			<id>https://forexsb.com/forum/post/27994/#p27994</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Ticks and drawdown questions]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/27993/#p27993" />
			<content type="html"><![CDATA[<p>Hello Sanny,</p><div class="quotebox"><blockquote><p>1. What is equity percent drawdown?</p></blockquote></div><p>FSB calculates the Equity DD by using only the equity line points. The Equity DD is higher or equal to the Balance DD.</p><p>See the code:</p><div class="codebox"><pre><code>for (int bar = firstBar; bar &lt; dataSetBars; bar++)
{
    // Equity
    double moneyEquity = Session[bar].Summary.MoneyEquity;
    if (moneyEquity &gt; MaxMoneyEquity) MaxMoneyEquity = moneyEquity;
    if (moneyEquity &lt; MinMoneyEquity) MinMoneyEquity = moneyEquity;
   
    if (MaxEquity - equity &gt; MaxEquityDrawdown)
    {
        // Maximum Money Equity Drawdown
        MaxMoneyEquityDrawdown = MaxMoneyEquity - moneyEquity;
        
        // Maximum Money Equity Percent Drawdown
        double percentDrawdown = 100.0*MaxMoneyEquityDrawdown/MaxMoneyEquity;
        if (percentDrawdown &gt; MoneyEquityPercentDrawdown)
            MoneyEquityPercentDrawdown = percentDrawdown;
    }
}</code></pre></div><div class="quotebox"><blockquote><p>I have $1000 account and I get it to $2000. After that I get a drawdown back to $1000 with lots of small orders (so equity and balance is always the same). What would be equity percent dd? 50%?</p></blockquote></div><p>Correct.</p><div class="quotebox"><blockquote><p>2. Does FSB use spread from ticks in case they are loaded?</p></blockquote></div><p>FSB Pro uses fixed spread. The program uses tick data (when available) to shape the price route inside a bar.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2015-02-16T07:13:02Z</updated>
			<id>https://forexsb.com/forum/post/27993/#p27993</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Ticks and drawdown questions]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/27992/#p27992" />
			<content type="html"><![CDATA[<p>Hello.</p><p>I have 2 questions:</p><p>1. What is equity percent drawdown? Does it only count difference between balance and equity line? Or does it include balance drawdown as well? For example: I have $1000 account and I get it to $2000. After that I get a drawdown back to $1000 with lots of small orders (so equity and balance is always the same). What would be equity percent dd? 50%?</p><p>2. Does FSB use spread from ticks in case they are loaded?</p><p>Thank you.</p>]]></content>
			<author>
				<name><![CDATA[sanny]]></name>
				<uri>https://forexsb.com/forum/user/998/</uri>
			</author>
			<updated>2015-02-16T06:28:29Z</updated>
			<id>https://forexsb.com/forum/post/27992/#p27992</id>
		</entry>
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