com.strategyquant.lib.snippets

Class DrawdownComputerDefaultImpl

java.lang.Object

com.strategyquant.lib.snippets.DrawdownComputerDefaultImpl

All Implemented Interfaces:

DrawdownComputerInterface

public class DrawdownComputerDefaultImpl
extends java.lang.Object
implements DrawdownComputerInterface

The Class DrawdownComputerDefaultImpl.

Constructor Summary

Constructors

Constructor and Description
DrawdownComputerDefaultImpl()

Method Summary

Modifier and Type	Method and Description
void	computeDrawdown(double initialCapital, SQOrderList ordersList) computes and stores value equity, pct and pips drawdown for each order on ordersList

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DrawdownComputerDefaultImpl

public DrawdownComputerDefaultImpl()

Method Detail

computeDrawdown

public void computeDrawdown(double initialCapital,
                            SQOrderList ordersList)

computes and stores value equity, pct and pips drawdown for each order on ordersList

Specified by:

computeDrawdown in interface DrawdownComputerInterface

Parameters:

initialCapital - the initial capital

ordersList - the orders list