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DD Graph

TempusFugit · 2019-07-09T10:56:42+00:00

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

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ProOrder: Automated Strategies & Backtesting
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

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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ProOrder: Automated Strategies & Backtesting

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TempusFugit @tempusfugit Participant

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

Topic Details

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

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DD Graph

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DD Graph ProOrder: Automated Strategies & Backtesting

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DD Graph

ProOrder: Automated Strategies & Backtesting