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Portfolio StrategyDrawdown

567 bytes added, 13:37, 23 January 2012
Created page with "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 ==== <sy..."
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 Portfolio Backtester.

==== Example ====
<syntaxhighlight>Portfolio_StrategyDrawdown 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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