TradesPerformanceValues

Definition

Performance values of a collection of Trade objects.

Currency and Point based calculations are per trade
Percent based calculations are per traded unit

Methods and Properties

Property	Description
AverageEtd	A double value representing avg end trade draw down
AverageMae	A double value representing avg maximum adverse excursion
AverageMfe	A double value representing avg maximum favorable excursion
AverageProfit	A double value representing avg profit
CumProfit	A double value representing cumulative profit (percent is compounded)
Drawdown	A double value representing draw down
LargestLoser	A double value representing largest loss
LargestWinner	A double value representing largest gain
ProfitPerMonth	A double value representing profit per month always as a percent
StdDev	A double value representing standard deviation on a per unit basis
Turnaround	A double value representing the turnaround
Ulcer	A double value representing the Ulcer value

Examples

1 protected override void OnBarUpdate()
2 {
3      // If the profit on real-time trades is > $1000 stop trading
4      if (SystemPerformance.RealTimeTrades.TradesPerformance.Currency.CumProfit > 1000)
5           return;
6 }