maxdrawdown: Compute max draw down of a input stock price series
In purplezippo/quantler: Quant Develop Tools
Description
Usage
Arguments
Value
Examples
Description
maxdrawdown returns a list with two elements (value ,loc ), which represents
value of max draw down and its location.
Usage
1
maxdrawdown(trade.value)
Arguments
trade.value
Vector of a numeric series which represents the total
value generated by a trade strategy.
Value
a list with two elements of 'value' and 'loc'.
Examples
1
2
data(sh600000)
maxdd <- maxdrawdown(sh600000$close/10000)
purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
maxdrawdown returns a list with two elements (value ,loc ), which represents
value of max draw down and its location.
Usage
1 | maxdrawdown(trade.value)
|
Arguments
trade.value |
Vector of a numeric series which represents the total value generated by a trade strategy. |
Value
a list with two elements of 'value' and 'loc'.
Examples
1 2 | data(sh600000)
maxdd <- maxdrawdown(sh600000$close/10000)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.