Difference between revisions of "Portfolio MaxIDDrawdown"
Jump to navigation
Jump to search
m (→Notes) |
|||
| Line 5: | Line 5: | ||
== Notes == | == Notes == | ||
| − | * This function can only be used in signals intended to be used with the | + | * This function can only be used in signals intended to be used with the Portfolio Trader. |
| + | * The value is returned in the currency specified in Portfolio Trader: '''Portfolio Settings -> Base Currency.''' | ||
* Use [[Portfolio StrategyDrawdown]] to get the ''current'' decline in equity for the entire portfolio from the peak value for the entire trading period. | * Use [[Portfolio StrategyDrawdown]] to get the ''current'' decline in equity for the entire portfolio from the peak value for the entire trading period. | ||
* Use [[Portfolio NetProfit]], [[Portfolio GrossProfit]] and [[Portfolio GrossLoss]] to get the net profit, gross profit and gross loss for the whole portfolio for the whole trading period. | * Use [[Portfolio NetProfit]], [[Portfolio GrossProfit]] and [[Portfolio GrossLoss]] to get the net profit, gross profit and gross loss for the whole portfolio for the whole trading period. | ||
| Line 11: | Line 12: | ||
== Example == | == Example == | ||
<syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_MaxIDDrawdown</syntaxhighlight> | ||
| − | Will return a value of -500 if the largest decline in equity during the entire trading period was | + | 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]] | ||
Latest revision as of 17:13, 24 July 2014
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 Trader.
- The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.
- Use Portfolio StrategyDrawdown to get the current decline in equity for the entire portfolio from the peak value for the entire trading period.
- Use Portfolio NetProfit, Portfolio GrossProfit and Portfolio GrossLoss to get the net profit, gross profit and gross loss for the whole portfolio for the whole trading period.
Example
Portfolio_MaxIDDrawdown
Will return a value of -500 if the largest decline in equity during the entire trading period was ¤500.
