com.strategyquant.lib.snippets

Class DrawdownComputerImpl

java.lang.Object

com.strategyquant.lib.snippets.DrawdownComputerImpl

All Implemented Interfaces:

DrawdownComputerInterface

public class DrawdownComputerImpl
extends java.lang.Object
implements DrawdownComputerInterface

The Class DrawdownComputerImpl.

Constructor Summary

Constructors

Constructor and Description
DrawdownComputerImpl()

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
static void	computeDrawdownOld(double initialCapital, SQOrderList ordersList, boolean pctDDRelativeToEquity) Compute drawdown old.

Methods inherited from class java.lang.Object

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

Constructor Detail

DrawdownComputerImpl

public DrawdownComputerImpl()

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

computeDrawdownOld

public static void computeDrawdownOld(double initialCapital,
                                      SQOrderList ordersList,
                                      boolean pctDDRelativeToEquity)

Compute drawdown old.

Parameters:

initialCapital - the initial capital

ordersList - the orders list

pctDDRelativeToEquity - the pct dd relative to equity