Portfolio StrategyDrawdown: Difference between revisions
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Revision as of 13:37, 23 January 2012
Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period.
Usage
Portfolio_StrategyDrawdownNotes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_StrategyDrawdown will return a value of -100 if the current decline in equity from the peak value is $100