trailing_drawdown

2022년 6월 1일

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
  

2022년 6월 19일

릴리즈 노트

Update chart

Feature:

2022년 11월 10일

릴리즈 노트

a slight adjustment on the array, and add current-level horizontal line options

2022년 11월 10일

릴리즈 노트

.

2023년 5월 18일

릴리즈 노트

group and default lookback period adjustment