Portfolio StrategyDrawdown: Difference between revisions
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Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period. | 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 == | |||
<syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | ||
== Notes == | |||
This function can only be used in signals intended to be used with the Portfolio Backtester. | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | ||
== Example == | |||
<syntaxhighlight>Portfolio_StrategyDrawdown | <syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | ||
value is $100 | Will return a value of -100 if the current decline in equity from the peak value is $100. | ||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] |