MaxIDDrawDown: Difference between revisions
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Returns a negative numerical value, indicating the largest decline in equity during the entire trading period. | Returns a negative numerical value, indicating the largest decline in equity during the entire trading period. | ||
== Usage == | |||
<syntaxhighlight>MaxIDDrawDown</syntaxhighlight> | <syntaxhighlight>MaxIDDrawDown</syntaxhighlight> | ||
== Notes == | |||
This function can only be used in signals. | * This function can only be used in signals. | ||
== Example == | |||
<syntaxhighlight>MaxIDDrawDown | <syntaxhighlight>MaxIDDrawDown</syntaxhighlight> | ||
period was $500 | Will return a value of -500 if the largest decline in equity during the entire trading period was $500. | ||
[[Category:Strategy Performance]] | [[Category:Strategy Performance]] |