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Portfolio StrategyDrawdown

20 bytes added, 07:14, 9 February 2012
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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.
==== Usage ====
<syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight>
==== Notes ==== This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]].
==== Example ====<syntaxhighlight>Portfolio_StrategyDrawdown will </syntaxhighlight>Will return a value of -100 if the current decline in equity from the peak value is $100</syntaxhighlight>  .
[[Category:Portfolio Strategy Performance]]

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