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I assume what you'd be looking for is the bar on which MaxDD = LastValue(MaxDD) and CurDD = MaxDD ...
----- Original Message -----
From: Ken Close
Date: Wednesday, August 13, 2008 1:59 pm
Subject: [amibroker] Another Code Puzzle
To: amibroker@xxxxxxxxxxxxxxx
> 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.
>
>
>
>
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