scottibiza
New Member
- Joined
- Feb 7, 2012
- Messages
- 16
Macro Economic Analysis
Hi,
I have no knowledge of how to program in VBA so this is probably a big ask. I have been using the code from the link above (and Mark has given his permission to post here) to calculate MDD and it works just fine for that. In addition I need a function to output the first month in which the max drawdown started, another to return the duration of the drawdown and lastly one which returns the duration until it recovered (if not recovered to return 'Not Yet'). I assume these will all entail at least some of the original code.
A big ask, but any help much appreciated.
Regards,
Scott
Hi,
I have no knowledge of how to program in VBA so this is probably a big ask. I have been using the code from the link above (and Mark has given his permission to post here) to calculate MDD and it works just fine for that. In addition I need a function to output the first month in which the max drawdown started, another to return the duration of the drawdown and lastly one which returns the duration until it recovered (if not recovered to return 'Not Yet'). I assume these will all entail at least some of the original code.
A big ask, but any help much appreciated.
Regards,
Scott