While you're at it, can you also add to the documentation how to read g->pEquity and g->pDrawDown? From what I can tell, all of the interesting data is at positions LookBack inclusive through Bar inclusive. Like this:
function evaluate(){
int i;
for(i=LookBack;i<=Bar;i++){
printf("#\n[%d] e:%0.2f, dd:%0.2f",i,(g->pEquity)[i],(g->pDrawDown)[i]);
}
}This way, we can do all kinds of analysis on the final equity curve.
