public class DrawdownComputerImpl extends java.lang.Object implements DrawdownComputerInterface
| Constructor and Description |
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DrawdownComputerImpl() |
| 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
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static void |
computeDrawdownOld(double initialCapital,
SQOrderList ordersList,
boolean pctDDRelativeToEquity)
Compute drawdown old.
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public void computeDrawdown(double initialCapital,
SQOrderList ordersList)
computeDrawdown in interface DrawdownComputerInterfaceinitialCapital - the initial capitalordersList - the orders listpublic static void computeDrawdownOld(double initialCapital,
SQOrderList ordersList,
boolean pctDDRelativeToEquity)
initialCapital - the initial capitalordersList - the orders listpctDDRelativeToEquity - the pct dd relative to equity