|
Once again, I stumble
across seemingly simple things that are hard (for me) to
do.
Task: Find the Date of the
MaxDD which occurs in a price series (Equity or price).
More complex task: Find the
Date when the current MaxDD started, ie, the highest price associated with the
MaxDD.
FredT has had code for
finding the MaxDD since almost from when AB started. We all have used it
countless times.
Yet I can not adapt or
adopt it to finding the date when the MaxDD occurs much less find the Date of
the highest price associated with the Maxdd.
Can anyone suggest an
approach?
Ken
Code
snippits:
BIR = IIf(Status("BarInRange") > 0, 1, 0);
Price = C;
MaxPrice = Highest(Price);
CurDD = IIf(BIR, 100 * (MaxPrice -
Price) / MaxPrice, 0);
MaxPriceDate = IIf(BIR,ValueWhen(MaxPrice !=
Ref(MaxPrice,1),DateTime(),0),0);
MaxDD = Highest(CurDD);
RCurDD = round(CurDD * 100) / 100;
MaxDD = Highest(CurDD);
MaxDDDate = ValueWhen(MaxDD != Ref(MaxDD,-1),DateTime(),0);
This last line, my attempt,
is not correct; it works some of the time but not with all
cases.
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
__,_._,___
|