DD Graph

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  • 07/09/2019 at 11:56 AM #102256 quote
    TempusFugit
    Participant
    Veteran

    Hi,

    Does anyone know how to draw the DrawDown in a graph under the equitycurve? Something like the image attached

    Thanks in advance

    DD.jpg DD.jpg
    07/09/2019 at 12:46 PM #102264 quote
    Vonasi
    Moderator
    Master

    This may be of use:

    Drawdowns – Have you got the Stomach??

    or maybe this:

    Possible to graph drawdowns?

    TempusFugit thanked this post
    07/09/2019 at 4:17 PM #102277 quote
    TempusFugit
    Participant
    Veteran

    The second one is great, thanks!

    I just changed the penultime line  to graph value instead of percentage

    if longonmarket then
floatingProfit = (((low - positionprice ) * pointvalue) *countofposition) / pipsize
endif

if shortonmarket then
floatingProfit = (((high - positionprice) * pointvalue) * abs(countofposition)) / pipsize
endif

floatingEquity = StrategyProfit + floatingProfit
maxequity = max(maxequity, StrategyProfit + floatingProfit)
ddvalue =  MIN(0,floatingequity - maxequity)

graph ddvalue
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DD Graph


ProOrder: Automated Strategies & Backtesting

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TempusFugit @tempusfugit Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by TempusFugit
6 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/09/2019
Status: Active
Attachments: 1 files
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