OnMergePerformanceMetric()

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OnMergePerformanceMetric()

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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

ns

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);
}