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trailing_drawdown


Description:
Drawdown was a tool to measure historical risk, derived from measuring current wealth from its previous peak, casually from portfolio construction (weights allocation), will consider to having a minimum drawdown. In this indicator, the drawdown for individual assets is utilized to measure its value or percentage from its trailing peak (default to 1-yr period).

Drawdown:
drawdown = (price/peaks)-1

Feature:
  • Static: display drawdown as percentage
  • Dynamic: display drawdown as value
Notas de Lançamento
Update chart

Feature:
snapshot
Notas de Lançamento
a slight adjustment on the array, and add current-level horizontal line options
Notas de Lançamento
.
Notas de Lançamento
group and default lookback period adjustment
palitoj_endthen
drawdownhistoricalriskHistorical VolatilityPortfolio managementriskstatistics

Script de código aberto

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. Você pode favoritá-lo para usá-lo em um gráfico.

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palitoj_endthen

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