Excel question

[ElectricSavant]

Well, yes the reset occurs at the higher peak....then the running starts...

Michael B.

Quote from cvds16:

I think we are just misunderstanding each other here, when i look at the other thread this is just what i meant, only i made this version up in percentage terms and probably could have explained it a bit better.

Still not too sure about your running valley concept ...

 

[ElectricSavant]

Take the previous highest peak then subtract the lowest low from that point, alway resetting when the highest peak is reached. Put this value in a column. Then get a max value from that column.....

Did I say that correctly this time?

Michael B.

 

[cvds16]

ok, i got now what you mean, in fact were doing the same, just getting there in a different way.

 

[Hamb-ltrd]

Thank u all. It works!!!!!!

Hamb

 

[Hamb-ltrd]

I soon as I thought I am done........
I can calculate Max drawdown now.
For my statistic records though I have to calculate Average Drawdown.

For drawdown I use the formulas:

Max Drawdown = =IF(K2=MAX($K$1:K2),0,MAX($K$1:K2)-K2)
Max Drawdown % ==IF(K2=MAX($K$1:K2),0,(MAX($K$1:K2)-K2)/MAX($K$1:K2))

Now I can't average all the cells that contain the different values
that will not work.

How can I find the Average Drawdown?
I assume I have to find 1st max drawdown,
2nd max drawdown THAT DID NOT OCCUR DURING THE 1ST and so on

Any ideas?

Hamb

 

[ElectricSavant]

Do you want average MAX drawdown? or an average of all the drawdowns from each trade?

Michael B.

Quote from Hamb-ltrd:

I soon as I thought I am done........
I can calculate Max drawdown now.
For my statistic records though I have to calculate Average Drawdown.

For drawdown I use the formulas:

Max Drawdown = =IF(K2=MAX($K$1:K2),0,MAX($K$1:K2)-K2)
Max Drawdown % ==IF(K2=MAX($K$1:K2),0,(MAX($K$1:K2)-K2)/MAX($K$1:K2))

Now I can't average all the cells that contain the different values
that will not work.

How can I find the Average Drawdown?
I assume I have to find 1st max drawdown,
2nd max drawdown THAT DID NOT OCCUR DURING THE 1ST and so on

Any ideas?

Hamb

 

[Hamb-ltrd]

Hi Michael,

I am looking for the average MAX drawdown.
It would be ideal also if I can have all the MAX drawdowns.

Thanks

Hamb

 

[ElectricSavant]

There is a box to check in the setup in excel....do you show zero values? turn that off, then turn on, "precision as displayed" under tools/options/calcualtion. DO THIS IN THE ORDER I GAVE YOU.

Then you can use the avg() in a new column.

Michael B.

(tip:when erasing a value always use right click and "clear contents")

Quote from Hamb-ltrd:

Hi Michael,

I am looking for the average MAX drawdown.
It would be ideal also if I can have all the MAX drawdowns.

Thanks

Hamb