OPEN-SOURCE SCRIPT
Return & Drawdown

ReDraw script calculates the historical returns and drawdown for the given periods.
By default, the return of the linear regression trends is displayed (can be turned off in settings). In this mode, two linear regression trends are being computed for both long and short periods, and the percent value indicates the "return of the trend" for the corresponding period. Observing the dynamic of the linear regression trends can give a great hint if the trend is slowing down.
When the smoothing method is set to "none" or WMA3/5, the real asset return is shown for both periods, using the formula (LastPrice-FirstPrice)/FirstPrice
The script calculates the maximum drawdown for the long period using the formula (max(Price) - LastPrice) / max(Price).
The white line under the zero is the average maximum drawdown over the long period.
When the mode is set to Compare, ReDraw will display the difference in metrics between the current and selected symbol (SPY by default).
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。