Variables

strategy.max_drawdown

The largest peak-to-trough fall in equity so far.

Example


          //@lipi=2
strategy("strategy.max_drawdown Example", overlay=false, initial_capital=10000)
if talib.crossover(close, talib.sma(close, 20)) {
    strategy.entry("Long", strategy.long)
}
if talib.crossunder(close, talib.sma(close, 20)) {
    strategy.close("Long")
}
plot(strategy.max_drawdown, title="Max Drawdown", color=color.blue)

Type

series float