EdgeWare FastBreak Pro Version 6.2 User Manual
Page 75
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happened when we tried to build a system with a 10% MDD. We have put an option in
FastBreak Pro that applies a penalty to systems that activate several stops. FastBreak Pro
will now “avoid” trading systems that activate too many stops. The above example using
a 10% MDD goal was rerun with this penalty activated. The IS, OS and OS MDD results
are shown using an X in the above chart. We see that all three measures of performance
were improved using this option.
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