TradesPerformanceValues
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Performance values of a collection of Trade objects.
•Currency and Point based calculations are per trade
•Percent based calculations are per traded unit
A double value representing avg end trade draw down |
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A double value representing avg maximum adverse excursion |
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A double value representing avg maximum favorable excursion |
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A double value representing avg profit |
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A double value representing cumulative profit (percent is compounded) |
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A double value representing draw down |
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A double value representing largest loss |
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A double value representing largest gain |
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A double value representing profit per month always as a percent |
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A double value representing standard deviation on a per unit basis |
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A double value representing the turnaround |
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A double value representing the Ulcer value |
protected override void OnBarUpdate() |