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 | + | * 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 MaxIDDrawdown]] to get the largest decline in equity for the entire portfolio during the whole trading period. | |
| − | <syntaxhighlight>Portfolio_StrategyDrawdown | + | * 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. |
| − | value is | + | |
| + | == Example == | ||
| + | <syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | ||
| + | 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]] | ||
Latest revision as of 18:11, 24 July 2014
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 Trader.
- The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.
- Use Portfolio MaxIDDrawdown to get the largest decline in equity for the entire portfolio during 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.
Example
Portfolio_StrategyDrawdown
Will return a value of -100 if the current decline in equity from the peak value is ¤100.
