Has anyone developed Explorer code that shows the drawdown of a number of systems, by day?
I’m looking for the following Table column to result back:
SystemId, DateTime, Drawdown $ (0 if not in a drawdown on this day)
Can anyone help? This seems pretty straightforward.
I’m trying to parse the code at Measuring Drawdown because they have created a chart (Drawdown %) that has exactly what I’m looking for. However I would like it in a Table.
Any help would be greatly appreciated!