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Hello forum, good day.
How can the account drawdown (Absolute, Maximal and Relative) be calculated in code? I found the following calculations for Absolute and Maximal DrawDown in this article, but it doesn't show how to do it in code:
AbsoluteDrawDown = InitialDeposit - MinimalBalance
MaximalDrawDown = Max of (Maximal Peak - next Minimal Peak)
For the initial deposit I will try the following, but I don't know if it will work:
Your help will be much appreciated.
Best regards and thank you in advance,
Gerardo