CurEq = Foreign("~~~Equity", "C", 1);
MaxEq = Highest(CurEq);
CurDD = IIf(CurEq < MaxEq, 100 * (MaxEq -
CurEq) / MaxEq, 0);
MaxDD = Highest(CurDD);
MDDBar = MaxDD == LastValue(MaxDD) AND
CurDD == MaxDD AND CurDD != Ref(CurDD, -1);
CDD0Bar = Cum(0);
CDD0 = LastValue(Highest(IIf(MDDBar == 1, BarIndex() - BarsSince(CurDD == 0), 0)));
CDD0Bar[CDD0] = 1;
MDDDate = LastValue(Highest(ValueWhen(MDDBar, DateTime())));
CDD0Date = LastValue(Highest(ValueWhen(CDD0Bar, DateTime())));
Title = "MDD Beg - " + NumToStr(CDD0Date, formatDateTime)
+ "
"
+
"MDD End - " + NumToStr(MDDDate, formatDateTime) + " " +
"MDD% -
" + NumToStr(LastValue(MaxDD), 1.2);
Plot(MaxDD, "MaxDD", colorRed);
Plot(CurDD, "CurDD", colorYellow);
Plot(MDDBar, "MDDBar", colorWhite, styleHistogram | styleOwnScale | styleThick);
Plot(CDD0Bar, "CDD0Bar", colorBlue, styleHistogram | styleOwnScale | styleThick);
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
Sent: Friday, August 15, 2008 1:36
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Another
Code Puzzle
(LOL), would you please show me how? Thanks
--- In amibroker@xxxxxxxxxps.com,
Fred Tonetti <ftonetti@xx.> wrote:
>
> Yes there is .
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of tipequity
> Sent: Friday, August 15, 2008 1:15 AM
> To: amibroker@xxxxxxxxxps.com
> 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
>
>
>
>
> _____
>
> I am using the free version of SPAMfighter for private users.
> It has removed 526 spam emails to date.
> Paying users do not have this message in their emails.
> Try SPAMfighter <http://www.spamfighter.com/len>
for free now!
>
I am using the free version of SPAMfighter for private users.
It has removed 526 spam emails to date.
Paying users do not have this message in their emails.
Try
SPAMfighter for free now!
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