Portfolio MaxIDDrawdown
Revision as of 13:26, 23 January 2012 by 194.84.116.138 (talk) (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_...")
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
