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I agree with you. But a good discussion to have, especially for those of us that have more time sensitive Algorithms. Drawdowns are my enemy and to be minimized to the extent possible. By using this methodology, it narrows the field of place to look to lower draws and hence be in a position to...

I wanted to pass on a tip for those of us that are testing Automated Models. When developing Automated Models it is very easy to develop "Tunnel Vision". We all want our models to be profitable so sometimes we unknowingly "curve fit". Applied to your model now: Here is an easy solution by...