RE: [system-traders] Three Moving Averages

[Oliver Bossert <olf AT olfsworld.de>]

Hi,

> 1. What's the difference between the Net Gain and the Gross Gain. 

The fees.

> 2. Buy and Hold strategy figures don't look quite accurate but again I'm
> not sure what they represent. It says there was a MaxDrawDown for B&H of
> about 238% but I don't see anything that bad in the 5 years worth of
> data I have.

IMHO the DD-calculations are wrong - for B&H as well as for the normal
strategy. Till now I didn't found the time to fix it. ;(

CU, Olf
-- 
Visit my world: http://www.olfsworld.de