Maurizio-Ciullo

Indicatore Calcolo Drawdown Operazioni Chiuse

Jul 29th, 2025
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  1. // This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
  2. // © Maurizio-Ciullo
  3.  
  4. //@version=5
  5.  
  6.                                                                         // Indicatore Calcolo Drawdown Operazioni Chiuse //
  7.                                                                         // Incollare Codice Su Una Strategia //
  8.                                                      // I valori di Drawdown sono legati al capitale iniziale impostato nella strategia //
  9.  
  10. strategy("Indicatore Calcolo Drawdown Operazioni Chiuse", overlay=true, fill_orders_on_standard_ohlc = true)
  11.  
  12.  
  13. // >>>>>>>>>>>>>> Start Calcolo Drawdown Operazion Chiuse <<<<<<<<<<<<<<<<<
  14.  
  15. // Blance Closed Equity
  16. balance = strategy.initial_capital + strategy.netprofit
  17. plot(balance, title="Balance Closed Equity", display = display.data_window)
  18.  
  19. // Highest Equity Closed Equity
  20. GetEquityHigh() =>
  21.     var highestEquity = strategy.initial_capital
  22.     highestEquity := math.max(highestEquity, (strategy.initial_capital + strategy.netprofit))
  23. plot(GetEquityHigh(), "Highest Equity Closed Equity", display = display.data_window)
  24.  
  25. // Drawdown Relativo In $ (Closed Equity)
  26. relativeDrawdownMonetary = GetEquityHigh() - balance
  27. plot(relativeDrawdownMonetary, title="Drawdown Relativo $ Closed Equity", display=display.data_window)
  28.  
  29. // Drawdown Relativo In % (Closed Equity)
  30. relativeDrawdownPercent = (GetEquityHigh() != 0) ? (GetEquityHigh() - balance) / GetEquityHigh() * 100 : 0.0
  31. plot(relativeDrawdownPercent, title="Drawdown Relativo % Closed Equity", display=display.data_window)
  32.  
  33. // Max Drawdown Absolute $ Closed Equity
  34. var float maxDrawdownMonetary = 0.0
  35. MaxDrawdownAbsoluteMonetary = (GetEquityHigh() - balance)
  36. maxDrawdownMonetary := math.max(maxDrawdownMonetary, MaxDrawdownAbsoluteMonetary)
  37. plot(maxDrawdownMonetary, title="Max Drawdown $ Closed Equity", display=display.data_window)
  38.  
  39. // Max Drawdown Percentuale Closed Equity
  40. var float maxDrawdownPercent = 0.0
  41. MaxDrawdownAbsolutePercent = (GetEquityHigh() != 0) ? (GetEquityHigh() - balance) / GetEquityHigh() * 100 : 0.0
  42. maxDrawdownPercent := math.max(maxDrawdownPercent, MaxDrawdownAbsolutePercent)
  43. plot(maxDrawdownPercent, title="Max Drawdown % Closed Equity", display=display.data_window)
  44.  
  45. // Plot Linee
  46. // plot(balance, title="Balance Closed Equity", style=plot.style_line)
  47. // plot(GetEquityHigh(), title="Highest Equity Closed Equity", style=plot.style_line)
  48. // plot(relativeDrawdownMonetary, title="Drawdown Relativo $ Closed Equity", style=plot.style_line)
  49. // plot(relativeDrawdownPercent, title="Drawdown Relativo % Closed Equity", style=plot.style_line)
  50. // plot(maxDrawdownMonetary, title="Max Drawdown $ Closed Equity", style=plot.style_line)
  51. // plot(maxDrawdownPercent, title="Max Drawdown % Closed Equity", style=plot.style_line)
  52.  
  53. // >>>>>>>>>>>>>> End Calcolo Drawdown Operazion Chiuse <<<<<<<<<<<<<<<<<
  54.  
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