Difference between revisions of "Portfolio MaxIDDrawdown"
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Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. | Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. | ||
| − | + | == Usage == | |
<syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_MaxIDDrawdown</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_MaxIDDrawdown | + | <syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> |
| − | entire trading period was $500 | + | Will return a value of -500 if the largest decline in equity during the entire trading period was $500. |
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
Revision as of 07:10, 9 February 2012
Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period.
Usage
Portfolio_MaxIDDrawdown
Notes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_MaxIDDrawdown
Will return a value of -500 if the largest decline in equity during the entire trading period was $500.
