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nseries package
Ulcer Index

Ulcer Index

All functions · nseries package

Ulcer 

func (s Series) Ulcer(n int) Series

Ulcer calculates the Ulcer Index on the provided series over an n-period term.

The output is in percent, the drawdowns times 100. The warm-up reads 0, not NaN: bars 0 to n-2 are 0, which reads as no drawdown.

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