amb734
August 18, 2021, 9:00pm
1
Is there a way to tell an indicator to start "painting" from a specific date?
I'm calculating the Drawdown as an indicator, and I would like to be able to indicate the date from which to start counting and start "painting" the line. But from this date should be start at 0 the MaxDD, but I don't get that behavior
_SECTION_BEGIN("Drawdown From Date");
System_MaxEQ = Highest( C );
Sys_DD = 100 * ( C - System_MaxEQ ) / System_MaxEQ;
startDate = ParamDate( "Start Date", "2019-01-01" );
dt = DateTime();
barsince = BarsSince(dt <= startDate);
barsToCount = IIf(IsNull(barsince), Cum(1), barsince);
Sys_DATEMaxDD = LLV(Sys_DD,barsToCount);
dn = DateNum();
SysDD_perDate = IIf(dn>=startDate, Sys_DATEMaxDD, Null);
Plot(SysDD_perDate,"Sys_DATEMaxDD",colorOrange,styleLine + styleThick);
_SECTION_END();
Is it possible?
Thank you very
ParamDate function has 3rd argument where you can choose the output option.
If you insert value 2 then it returns type datetime.
_SECTION_BEGIN("Drawdown From Date");
dt = DateTime();
startDate = ParamDate( "Start Date", "2019-01-01", 2 );
System_MaxEQ = Highest( C );
DD = 100 * ( C - System_MaxEQ ) / System_MaxEQ;
Sys_DD = IIf(dt>=startDate, DD, 100);
Sys_DATEMaxDD = Lowest(Sys_DD);
SysDD_perDate = IIf(dt>=startDate, Sys_DATEMaxDD, Null);
Plot(SysDD_perDate,"Sys_DATEMaxDD",colorOrange,styleLine + styleThick);
_SECTION_END();
1 Like
amb734
August 19, 2021, 9:16am
3
Thanks, the code looks cleaner, but it still shows the same behavior, when I draw the drawndown from a date I would like to force the 0 from that start forward.
Is this possible?
Yes, of course it is.
_SECTION_BEGIN("Drawdown From Date");
dt = DateTime();
startDate = ParamDate( "Start Date", "2019-01-01", 2 );
dt_cond = dt>=startDate;
spc = SparseCompress(dt_cond, C);
System_MaxEQ = Highest( spc );
DD = 100 * ( spc - System_MaxEQ ) / System_MaxEQ;
Sys_DATEMaxDD = Lowest(DD);
SysDD_perDate = SparseExpand(dt_cond, Sys_DATEMaxDD);
Plot(SysDD_perDate,"Sys_DATEMaxDD",colorOrange,styleLine + styleThick);
_SECTION_END();
1 Like
system
Closed
November 27, 2021, 9:35am
5
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