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Profile: ajb1900
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User Name: ajb1900
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Joined: Thursday, October 18, 2007
Last Visit: Wednesday, October 24, 2007 10:05:45 PM
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Topic: maximum drawdown % PCF?
Posted: Sunday, October 21, 2007 10:42:56 PM
Thanks, but this would only give me the current drawdown but not the maximum drawdown over the past year.
Topic: maximum drawdown % PCF?
Posted: Thursday, October 18, 2007 8:03:48 PM
I am trying to write a PCF for the maximum drawdown in percent of a stock price over some selected fixed past time period (say one year), but am unable to figure out how to do so. I would like to be able to sort the result on all stocks or industry group watch lists in rank order.  Perhaps TC2000 already has a built in formula to do this but I have not found it. Thanks