Difference between revisions of "Portfolio StrategyDrawdown"
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== Notes == | == Notes == | ||
| − | This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. | + | * This function can only be used in signals intended to be used with the [[:Category:Portfolio_Backtesting|Portfolio Backtester]]. |
| − | + | * Use [[Portfolio MaxIDDrawdown]] to get the largest decline in equity for the entire portfolio during the whole trading period. | |
| + | |||
== Example == | == Example == | ||
<syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | <syntaxhighlight>Portfolio_StrategyDrawdown</syntaxhighlight> | ||
Revision as of 14:09, 19 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.
- Use Portfolio MaxIDDrawdown to get the largest decline in equity for the entire portfolio during 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.
