Drawdown / Runup PosSizer
Author: DenisPolezhaka
Creation Date: 1/13/2022 4:01 PM
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DenisPolezhaka

#1
Initial data:

Futures Si, starting capital 100000, margin 4236, period 2019.

How is the drawdown counted? Do I understand correctly that this is profit/loss after the last close? If not, please provide an explanation.
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DenisPolezhaka

#2
On runup… increase size by% = 25. Why is the first trade 23 contracts? How is the calculation made?
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DenisPolezhaka

#3
On runup… increase size by% = 100 Why is the first trade 38 contracts? How is the calculation made?
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DenisPolezhaka

#4
"Per each % of drawdown". If you check the box, does it show transactions only until February 21, 2019? Why doesn't the rest of the period count?
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Eugene

#5
Please find answers to your questions in the online guide:

http://www2.wealth-lab.com/WL5WIKI/psDrawdownRunup.ashx

Note that we are not developing WL6 anymore and the free extensions are unsupported.
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