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- // This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
- // © Maurizio-Ciullo
- //@version=5
- // Indicatore Calcolo Drawdown Operazioni Chiuse //
- // Incollare Codice Su Una Strategia //
- // I valori di Drawdown sono legati al capitale iniziale impostato nella strategia //
- strategy("Indicatore Calcolo Drawdown Operazioni Chiuse", overlay=true, fill_orders_on_standard_ohlc = true)
- // >>>>>>>>>>>>>> Start Calcolo Drawdown Operazion Chiuse <<<<<<<<<<<<<<<<<
- // Blance Closed Equity
- balance = strategy.initial_capital + strategy.netprofit
- plot(balance, title="Balance Closed Equity", display = display.data_window)
- // Highest Equity Closed Equity
- GetEquityHigh() =>
- var highestEquity = strategy.initial_capital
- highestEquity := math.max(highestEquity, (strategy.initial_capital + strategy.netprofit))
- plot(GetEquityHigh(), "Highest Equity Closed Equity", display = display.data_window)
- // Drawdown Relativo In $ (Closed Equity)
- relativeDrawdownMonetary = GetEquityHigh() - balance
- plot(relativeDrawdownMonetary, title="Drawdown Relativo $ Closed Equity", display=display.data_window)
- // Drawdown Relativo In % (Closed Equity)
- relativeDrawdownPercent = (GetEquityHigh() != 0) ? (GetEquityHigh() - balance) / GetEquityHigh() * 100 : 0.0
- plot(relativeDrawdownPercent, title="Drawdown Relativo % Closed Equity", display=display.data_window)
- // Max Drawdown Absolute $ Closed Equity
- var float maxDrawdownMonetary = 0.0
- MaxDrawdownAbsoluteMonetary = (GetEquityHigh() - balance)
- maxDrawdownMonetary := math.max(maxDrawdownMonetary, MaxDrawdownAbsoluteMonetary)
- plot(maxDrawdownMonetary, title="Max Drawdown $ Closed Equity", display=display.data_window)
- // Max Drawdown Percentuale Closed Equity
- var float maxDrawdownPercent = 0.0
- MaxDrawdownAbsolutePercent = (GetEquityHigh() != 0) ? (GetEquityHigh() - balance) / GetEquityHigh() * 100 : 0.0
- maxDrawdownPercent := math.max(maxDrawdownPercent, MaxDrawdownAbsolutePercent)
- plot(maxDrawdownPercent, title="Max Drawdown % Closed Equity", display=display.data_window)
- // Plot Linee
- // plot(balance, title="Balance Closed Equity", style=plot.style_line)
- // plot(GetEquityHigh(), title="Highest Equity Closed Equity", style=plot.style_line)
- // plot(relativeDrawdownMonetary, title="Drawdown Relativo $ Closed Equity", style=plot.style_line)
- // plot(relativeDrawdownPercent, title="Drawdown Relativo % Closed Equity", style=plot.style_line)
- // plot(maxDrawdownMonetary, title="Max Drawdown $ Closed Equity", style=plot.style_line)
- // plot(maxDrawdownPercent, title="Max Drawdown % Closed Equity", style=plot.style_line)
- // >>>>>>>>>>>>>> End Calcolo Drawdown Operazion Chiuse <<<<<<<<<<<<<<<<<
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