Portfolio StrategyDrawdown
Revision as of 13:37, 23 January 2012 by 194.84.116.138 (talk) (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
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
