In the performance visualizer, we are able to see the maximum drawdown and maximum drawdown date after the the portfolio back testing. But I want to see more details to get maximum drawdown and maximum drawdown date for each symbol(and average drawdown as well). The better way for me is just PrintDebug them. Are there any functions for that? Thanks.

I already pointed you at this topic in another thread that you started:

Access to data/stats normally displayed in the performance tab during a backtest

But I have nothing to add. Be it win rate or maximum drawdown, the premise from my reply dated 1/15/2012 12:27 PM doesn't change and same principle applies. Maybe I'll have to add this to the Wiki FAQ one day.

Thanks Eugene. I might be old, sometimes I forgot what you told me. I have to apologize.

One more thing, I want to mix Kelly Criterion and Equal Percent of Equity based on the Index. For example, when Index is higher than moving average(30 days) Kelly Criterion is applied, otherwise Equal Percent of Equity is applied. How to do that? Is there any coding example for that? Thanks again.

The last question, is that possible to get alerts and PrintDebug information of specified strategies from MS Excel?

For the last question, maybe my situation is special. I have an existing application which runs on Excel. I try to get my customized indicators or trading signals from WLD, and show them on Excel in a fixed frequency, for example, once per 5 seconds.

QUOTE:
One more thing, I want to mix Kelly Criterion and Equal Percent of Equity based on the Index.

This must be a position sizing idea, right? Coding examples for PosSizers can be found here:

Home - MS123.PosSizers > Download demo project

Thanks Eugene. Do you have any idea about my last question?

Alerts (and other data) can be read by Excel if exported to a text file in the manner illustrated in the QuickRef, Alert object > AlertDate Property.

Alternatively you can check out this FAQ for a different idea: Is there a way to read/write values to an open Excel sheet?

Hope that helps.

It is a different concept. What I want is getting alert data from Excel rather than exporting data to Excel.
BTW, in the last part of the link you sent to me, the link there: Reading and Writing Excel Spreadsheets Using ADO.NET C# DbProviderFactory, is removed. FYI.

QUOTE:
is removed. FYI.

Thanks. Link's been replaced.

Compare:

QUOTE:
I try to get my customized indicators or trading signals from WLD, and show them on Excel in a fixed frequency, for example, once per 5 seconds.

To:

QUOTE:
What I want is getting alert data from Excel rather than exporting data to Excel.

You need to decide what you want.

Here is what I want exactly:
The spreadsheet could show the indicators Values from WLD. These values update once per five seconds, when new alerts in WLD are coming, one cell of the spreadsheet will show alerts, and MS Excel popup a message shows: alert!
Thanks for your patience. I know my words sometime confuse people. :)

Suddenly after my replying, got you! You don't need to reply the above post. Thank you so much!