RE: RE: [amibroker] Another Code Puzzle

[Ken Close <ken45140@xxxxxxxxx>]

Here you go:

Ken

// DrawDownTitle.afl

Price = C;

MaxPrice = Highest(Price);

BIR = IIf(Status("BarInRange") > 0, 1, 0);

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);

RMaxDD = round(MaxDD * 100) / 100;

SqrDD = CurDD ^ 2;

CumDD = Cum(SqrDD);

MDD = MaxDD==LastValue(MaxDD) AND CurDD==MaxDD;

MDDBar = ValueWhen(MDD,BarIndex(),1);

CDDBar = Cum(0);

CDD0 = LastValue(Highest(IIf(MDD == 1, BarIndex() - BarsSince(CurDD == 0), 0)));

CDDBar[CDD0] = 1;

MaxDDDate = ValueWhen(MDD==1,DateTime(),1);

CDDDate = ValueWhen(CDDBar==1,DateTime(),1);

Plot(C,"",colorBlack,styleLine);

PlotShapes(CDDBar*shapeDownTriangle,colorRed);

PlotShapes(MDD*shapeUpArrow,colorGreen);

Title = Name() + " --- MaxDD = " + WriteVal(MaxDD,1.2) +

"\n Start of MaxDD = " + WriteVal(CDDDate,formatDateTime) +

" End of Mdd = " + WriteVal(MaxDDDate,formatDateTime);

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
Sent: Friday, August 15, 2008 1:15 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: RE: [amibroker] Another Code Puzzle

Fred

Is there a way to include the starting and ending dates for max drawdown in the title? TIA


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