Difference between revisions of "MaxIDDrawDown"
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(Created page with "Returns a negative numerical value, indicating the largest decline in equity during the entire trading period. ==== Usage ==== <syntaxhighlight>MaxIDDrawDown</syntaxhighlig...") |
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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]] | ||
Latest revision as of 19:43, 14 February 2012
Returns a negative numerical value, indicating the largest decline in equity during the entire trading period.
Usage
MaxIDDrawDown
Notes
- This function can only be used in signals.
Example
MaxIDDrawDown
Will return a value of -500 if the largest decline in equity during the entire trading period was $500.
