pseudo code for draw-down calculator

Discussion in 'Automated Trading' started by glok_twen, Nov 22, 2008.

  1. glok_twen


    i have started this a couple times and keep messing it up. eventually i'll get it, but, in the meantime: does anyone have either pseudo code or working code of any language that calculates the max drawdown percentage and dollar amount on a sequence of numbers representing the equity of an account?
  2. MGJ


    The answer to your question is yes. Someone does have the pseudocode. Her name is Wikipedia.