I know there is Max Drawdown(MDD) review function on MultiCharts, I could write "Signal" code and review MDD number.
May I calculate MDD for "Indicator"? Example indicator code as below:
I could use above code to draw a indicator line. May I calculate MDD for this indicator line?
Code: Select all
value1=close of data1*5; // calculate YM market value
value2=close of data2*20;// calculate NQ market value