Difference between revisions of "Portfolio StrategyDrawdown"
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Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period. | Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period. | ||
| − | + | == Usage == | |
<syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_StrategyDrawdown</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_StrategyDrawdown | + | <syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> |
| − | value is $100 | + | Will return a value of -100 if the current decline in equity from the peak value is $100. |
| − | |||
| − | |||
[[Category:Portfolio Strategy Performance]] | [[Category:Portfolio Strategy Performance]] | ||
Revision as of 07:14, 9 February 2012
Returns a negative numerical value, indicating the current decline in equity for the entire portfolio from the peak value for the entire trading period.
Usage
Portfolio_StrategyDrawdown
Notes
This function can only be used in signals intended to be used with the Portfolio Backtester.
Example
Portfolio_StrategyDrawdown
Will return a value of -100 if the current decline in equity from the peak value is $100.
