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Cumulative Drawdown

  • #1
  • First Post: Apr 23, 2007 6:56am Apr 23, 2007 6:56am
Can someone please help me to code the cumulative drawdown of the current open positions?

Thanks in advance,

TimeFreedom
  • #2
  • Mar 21, 2008 12:55pm Mar 21, 2008 12:55pm
Hey TimeFreedom,

Is your question in reference to your Short Hedge for your Aphids EA? If so, I'm beginning to think through this too.

My thoughts are to write the highest equity to a .csv file, like Aphids does with the lowest equity. Then compare the two:

Drawdown % = ((Highest Equity - Lowest Equity) / Highest Equity ) * 100


Haven't coded it yet...haven't gotten that far.

Glen
  • #3
  • Mar 24, 2008 10:37am Mar 24, 2008 10:37am
Is this not what you're trying to do?...
  • #4
  • Mar 24, 2008 10:52am Mar 24, 2008 10:52am
Quoting gnllr
Is this not what you're trying to do?...
the original question was posted april 2007, they probably completely forgot about their question.
  • #5
  • Last Post: Mar 24, 2008 1:06pm Mar 24, 2008 1:06pm
Quoting magnumfreak
the original question was posted april 2007, they probably completely forgot about their question.
Doh!...that's true. However, I saw this post pop up on the Trading Systems thread before it was moved here and TimeFreedom was wanting to code a sell hedge into one of his EAs...but didn't check the date.

Thanks.
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