maxdrawdown.c File Reference

#include <stdlib.h>
#include <math.h>
#include "wu.h"

Go to the source code of this file.

Functions
static double	update (WU_MaxDrawdown self, double portfolio_value)
static void	wu_max_drawdown_free (WU_MaxDrawdown self)
WU_MaxDrawdown	wu_max_drawdown_new (void)
	Creates a new WU_MaxDrawdown indicator.

Function Documentation

update()

double update ( WU_MaxDrawdown self, double portfolio_value )

static

Definition at line 5 of file maxdrawdown.c.

wu_max_drawdown_free()

void wu_max_drawdown_free ( WU_MaxDrawdown self )

static

Definition at line 16 of file maxdrawdown.c.

wu_max_drawdown_new()

WU_MaxDrawdown wu_max_drawdown_new

(

void

)

Creates a new WU_MaxDrawdown indicator.

The initial value is set to 0 and the initial peak is set to the first portfolio value observed.

Definition at line 20 of file maxdrawdown.c.