OnMergePerformanceMetric()

Definition

This method is called when the Performance Metric would be aggregated and merged together (E.g. on the Strategy Analyzer’s total row).

Syntax

protected override void OnMergePerformanceMetric(PerformanceMetricBase merge)

Examples

protected override void OnMergePerformanceMetric(PerformanceMetricBase target)
{
   // You need to cast, in order to access the right type
   SampleCumProfit targetMetrics = (target as SampleCumProfit);
   // This is just a simple weighted average sample
   if (targetMetrics != null && TradesPerformance.TradesCount + targetMetrics.TradesPerformance.TradesCount > 0)
     for (int i = 0; i < Values.Length; i++)
         targetMetrics.Values[i] = (targetMetrics.Values[i] *targetMetrics.TradesPerformance.TradesCount + Values[i]* TradesPerformance.TradesCount) / (TradesPerformance.TradesCount + targetMetrics.TradesPerformance.TradesCount);
}