The enclosed template is an example of maximum drawdown calculation. It operates upon a chain of buy-sell signals (C:C), and gives the drawdowns through an equity curve (D:D/H:H). The maximum drawdown can then be simply calculated by MAX(G:G) or MAX(K:K).
Each set of this uses four columns after the chain of signals. I wonder if there's a more elegant way of doing it. Maybe at least a direct column after the equity curve? Any help would be very appreciated.
Hi Spark,
I could help you with it, if you can help me with the logic/requirement. So that could investigate for better ways.
Or you just want to minimize the use of additional col that can also be done, but I dont think you want to reduce column only??
*If you wish you click on *,a way to say ThankYou
Check this!!!
Oh sorry I can't open or download your file. I can open or download my own or other documents. though. What's wrong with that? I have no idea.
You're right, it's something I'll put into a bigger puzzle. Maximum drawdown is one of the functions to be calculated within the framework of backtesting. Are you doing something similar and interested in the project?
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