pseudo code for draw-down calculator

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

  1. glok_twen

    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

    MGJ

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


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