“Maximum drawdown simply represents the most dollars in equity a strategy lost from any point to any point in the future. This figure is a candidate to replace standard deviation in the denominator of the Sharpe Ratio.”
Excerpt From: Chris Conlan. “Automated Trading with R.” iBooks.
Showing posts with label R language. Show all posts
Showing posts with label R language. Show all posts
Tuesday, 12 September 2017
Wednesday, 6 September 2017
Plotting Simulated Equity Curve with R
Today, I'm learning how to plot Equity Curve in R language.
What is Equity Curve?
Equity curve is the trading account value plotted against time.
What is Equity Curve?
Equity curve is the trading account value plotted against time.
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| Randomly Generated Equity Curve |
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