That is anindicator that would be useful being available in WL7:
http://www2.wealth-lab.com/WL5WIKI/GainAndDrawdown.ashx
http://www2.wealth-lab.com/WL5WIKI/GainAndDrawdown.ashx
Rename
Wealth-Lab 7 already has TimeSeries.ReturnYTD and TimeSeries.ReturnNDays methods which you can use to output the gain at any given index. Check out the QuickRef > TimeSeries for more info and sample code.
A drawdown series does not exist but there are MaxDrawDown/MaxDrawDownPct, though.
A drawdown series does not exist but there are MaxDrawDown/MaxDrawDownPct, though.
Thank you!
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