I added the iteration number just for fun. The Russel 2000 index has been gone down quite consistently recently. Here I apply it to the Russel 2000 index. Input : an array of floats of arbitrary size (the values we want the DD of) Drawdown and Max Drawdown piespe Premium Trend Analysis drawdown 250 15 I needed to see what the max Drawdown was for a specific security, and so I wrote this script. There a 2 functions : "maximum_relative_drawdown" and "maximum_dradown" (and "optimized_maximum_relative_drawdown" and "optimized_maximum_drawdown") with names speaking for themselves. In the example we calculate the maxDDs of the last 10 close values. Performance Summary: Max Drawdown TradingView /Pine Script /I'd like to know /Performance Summ Performance Summary: Max Drawdown Displays the largest drawdown of losses, i.e., the maximum possible loss that the strategy could have incurred among all of the trades it has made. There are 2 algorithms to calculate maxDD and relative maxDD%, one non optimized needs n*(n - 1)/2 comparisons for a collection of n datas, the other one only needs n-1 comparisons. I didn't find any builtin pinescript way to do it, so here it is. Simulator helps you calculate the size of trade based on how much you want to. I needed a way to calculate the maxDD% of a serie of datas from an array (the different values of my balance account). Watch your profit/loss, equity, drawdown and lots of other numbers and. strategy ('test01') If barindex 39 strategy.entry ('My Long Entry Id', strategy.long, 369) if barindex 44 strategy.entry ('My Short. Maximum Drawdown and Maximum Relative Drawdown% calculating functions. When I studied the strategy Tester report values, and reproduced the Max Drawdown example, I found that the max drawdown calculation in the official example was different from the result I reproduced. The maximum drawdown represents the price difference between the maximum portfolio value (peak) and the most significant decline (minimal portfolio price.
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