Difference between revisions of "Portfolio MaxIDDrawdown"
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(Created page with "Returns a negative numerical value, indicating the largest decline in equity for the entire portfolio during the trading period. ==== Usage ==== <syntaxhighlight>Portfolio_...") |
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==== Example ==== | ==== Example ==== | ||
| − | <syntaxhighlight>Portfolio_MaxIDDrawdown will return a value of -500 if the largest decline in equity during the entire trading period was $500</syntaxhighlight> | + | <syntaxhighlight>Portfolio_MaxIDDrawdown will return a value of -500 if the largest decline in equity during the |
| + | entire trading period was $500</syntaxhighlight> | ||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
Revision as of 13:26, 23 January 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
