Drawup Drawdown Profile

A plain volatility figure treats up moves and down moves as interchangeable, but a trader holding a position experiences them very differently. This indicator computes two separate rolling figures for each window: the largest peak-to-trough decline (max drawdown) and the largest trough-to-peak rise (max run-up), each read directly off closing price. Both figures are found the standard way, walking the window oldest to newest while tracking a running peak (for drawdown) and a running trough (for drawup), and keeping the single worst decline from that running peak / best rise from that running trough seen anywhere inside the window - not just the difference between the window's first and last bar, which would miss a decline or rise that started and fully finished somewhere in the middle of the window. Each figure is expressed as a percentage of the price level the excursion actually started from (the peak for a drawdown, the trough for a run-up), matching how the size of a decline or rise is normally read. Notes and limitations Both figures are computed from CLOSE prices only, not intrabar high/low, so a large intrabar wick that closes back near where it started will not show up as a run-up or drawdown here - use alongside a wick-aware tool if intrabar excursions matter for the use case. This is a descriptive profiling tool, not a forecast: a window that shows a small max drawdown says nothing about the next window's drawdown. Each plotted bar's window is recomputed from scratch on every new closed bar within InpMaxPlotBars, so the visible history can shift slightly as new bars extend the range - expected, not a bug.

Indicator · MT5 · v1.0 · Free

Tags: Trailing Stop & Break-even · MT5 Indicator · MQL5 Source Code

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