double stddev = 0;
double tradeProf;
double numTrades = systemPerformance.AllTrades.Count;
double avgProfit = (systemPerformance.AllTrades.TradesPerformance.Gro ssProfit + systemPerformance.AllTrades.TradesPerformance.Gros sLoss) / numTrades;
foreach (Trade t in systemPerformance.AllTrades)
{
tradeProf = (t.ProfitPoints * t.Quantity *
t.Entry.Instrument.MasterInstrument.PointValue);
stddev += Math.Pow(tradeProf - avgProfit, 2);
}
stddev /= numTrades;
stddev = Math.Sqrt(stddev);
double sqn = (Math.Sqrt(numTrades) * avgProfit) / stddev;
In NT8, what exactly means the Quantity and PointValue Property within the systemPerformance.AllTrades collection?
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