CAGR Sharpe & Sortino ratio Drawdown Investment Strategy RSI FRA contracts CAGR (Compound Annual Growth Rate) CAGR Pow(fx:s1, Startvalid(fx:s1)+1) / At(fx:s1, Startvalid(fx:s1)) – 1 Or use one of these user defined formula with ‘years’ parameter: .CAGR(series, years) = Pow(series / At(series, AddYears(-years)), 1/years) – 1 .CQGR(series, quarters) = Pow(series / At(series, AddMonths(-3 * quarters)), 1 / … Continue reading “Financial formulas”
Some charts and analyses require a combination of calculations. See below different ways of mixing different analyses and formulas for popular queries:
From Macrobond formula language building blocks you can create more complicated formulas. They are called ‘user defined formulas’ and have a dot at the beginning. To see the elements of the formula select Edit from the main menu at the top of the application and click ‘User defined functions.’ In new window navigate to the … Continue reading “How formula with dot works?”
Purpose How to create and save your own formula? Create new formula Simple example Advanced example Incorrect formula Description Finding and applying saved formula How to copy user defined formula to other accounts? Examples Purpose Not everything can be pre-programmed in Macrobond formula language but from these blocks you can build exactly what you need. … Continue reading “User defined formulas (User defined functions)”