vba code max drawdown
Function max_drawdown(matrice As Range)
Dim i, n As Integer
Dim diff, test As Single
n = matrice.Rows.Count
max_drawdown = 0
diff = 0
For i = 1 To n - 1
test = matrice(i + 1) - matrice(i)
If test <= 0 Then
diff = diff + test
ElseIf max_drawdown > diff Then
max_drawdown = diff
diff = 0
End If
Next i
End Function
imam ovaj vb code.
koliko ga shvatam:
n= kolona jedna
test uzima vrednosti 2 celije i oduzima ih
ako je rezultat manji ili jednako 0 onda uzima vrednost razlika + STA? diff+diff
ako je max drawdown > od diff onda je max drawdown = diff
znaci da je pretpostavka da je max drawdown uvek = 0 i diff = 0
da li moze neko da mi pomogde i nadje formulu za racunanje max drawdown?
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Re: vba code max drawdown
Re: vba code max drawdown