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continuing an earlier thread, I'm showing equity in an indicator, according
to buy/sell signals it displays. I'd like to show maximum % drawdown in the
title.
does this look right?
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e = Equity(1, 0);
max_e = Highest(e);
MDD = Highest((max_e - e) / max_e) * 100;
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it's very close to what I get from the report when I backtest using the same
buy/sell rules, but not always exact in very early bars. quite usably close
actually, but the difference makes me question my thinking.
any ideas?
thanks,
Dave Merrill
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