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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

릴리즈 노트

Update chart

Feature:

릴리즈 노트

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

릴리즈 노트

group and default lookback period adjustment

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면책사항

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