Please see Composer's Legal Page for additional important information. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others. I didnt find any builtin pinescript way to do it, so here it is. Here is small comparison of the stats for major US indices. I needed a way to calculate the maxDD of a serie of datas from an array (the different values of my balance account). A friendly reminder to myself and rest of the traders that market can stay low for prolonged time Details are pretty simple. The content speaks only as of the date indicated. Maximum Drawdown and Maximum Relative Drawdown calculating functions. New argument lensig so it behaves like TradingViews builtin ADX indicator. Added mamode with default 'RMA' and with the same mamode options as TradingView. Past performance is not indicative of future results. Max Drawdown: maxdrawdown Pure Profit Score: pureprofitscore Sharpe Ratio: sharperatio Sortino Ratio: sortinoratio. Any investments referred to, or described are not representative of all investments in strategies managed by Composer, and there can be no assurance that the investments will be profitable or that other investments made in the future will have similar characteristics or results.Ĭharts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Furthermore, this content is not intended as a recommendation to purchase or sell any security and performance of certain hypothetical scenarios described herein is not necessarily indicative of actual results. References to any securities or digital assets are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. You should consult your own advisers as to those matters. This content is provided for informational purposes only, as it was prepared without regard to any specific objectives, or financial circumstances, and should not be relied upon as legal, business, investment, or tax advice. In addition, this content may include third-party advertisements Composer has not reviewed such advertisements and does not endorse any advertising content contained therein. strategy has yielded average returns to cycle peak of 5000, with max Drawdown of -15. While taken from sources believed to be reliable, Composer has not independently verified such information and makes no representations about the accuracy of the information or its appropriateness for a given situation. Best Tradingview Indicator Best Crypto Indicators For Trading. The SEC has not approved this message.Ĭertain information contained in here has been obtained from third-party sources. Composer Technologies Inc., is an SEC Registered RIA. Investing in securities involves risks, including the risk of loss, including principal.
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