Max Run Up – Definition??
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From the documentation, page 56/97:
Max Runup is the potential maximum gain of the trading system.
The runup is defined as the difference between a given point and the highest point before it on the equity curve:
RU(n)= P(n) – Min t€[0;n] P(t)1 user thanked author for this post.
Good job GraHal, you are right there’s an error in the translation because the definition is correct in the French manual :
“Max Run-up” :
correspond au maximum des gains potentiels du système de trading. On définit le “run-up”
comme l’écart entre un point donné et le point le plus bas (= lowest) qui lui précède sur la courbe de gains & pertes :
RU(n)= P(n) – Min t€[0;n] P(t)Le “Max Run-up” est le maximum de cette valeur sur l’ensemble de la période.
MaxRU(N) = Maxn€[0:N] ( P(n) – Mint€[0 ;n]P(t) )I’m reporting this to the team in charge 🙂
1 user thanked author for this post.
Hi GraHal, just to let you know that the documentation is now up to date with the correction about the Max Run-Up definition. Thanks again.
1 user thanked author for this post.
Nice one GraHal – are you on the payroll yet? 😉 (you should be!)
1 user thanked author for this post.
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