com.strategyquant.lib.snippets.EquityControlSim

Class EquityControl

java.lang.Object

com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendablePropertyClass

com.strategyquant.lib.snippets.EquityControlSim.EquityControl

public abstract class EquityControl
extends com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendablePropertyClass

The Class EquityControl.

Field Summary

Fields

Modifier and Type	Field and Description
static float	VALUE_UNDEFINED The Constant VALUE_UNDEFINED.

Fields inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendablePropertyClass

predefinedClass

Fields inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

TYPE_BOOLEAN, TYPE_DOUBLE, TYPE_INT, TYPE_INT_LIST, TYPE_STR_LIST, TYPE_TIME

Constructor Summary

Constructors

Constructor and Description
EquityControl() Instantiates a new equity control.

Method Summary

Modifier and Type	Method and Description
void	applySettings(FlexibleSettings settings) Apply settings.
abstract double[]	computeBalanceControlLine(Trade[] originalTrades) computes control line that will be drawn on chart and used to compute new equity.
abstract void	computeNewTradeSizes(Trade[] trades, double[] balanceControlLine)
void	loadSettings(FlexibleSettings settings) Load settings.

Methods inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ExtendablePropertyClass

getClassName, getName, logToFile, setName, toString, toStringNameWithParams

Methods inherited from class com.strategyquant.core.gui.components.multiselectPropertyTable.ParametersTableItemProperties

applySettings, findPropertyByKey, getDoubleParameterValue, getProperties, loadSettings, setDoubleParameterValue, setIntParameterValue

Methods inherited from class java.lang.Object

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

Field Detail

VALUE_UNDEFINED

public static final float VALUE_UNDEFINED

The Constant VALUE_UNDEFINED.

See Also:

Constant Field Values

Constructor Detail

EquityControl

public EquityControl()

Instantiates a new equity control.

Method Detail

computeBalanceControlLine

public abstract double[] computeBalanceControlLine(Trade[] originalTrades)
                                            throws java.lang.Exception

computes control line that will be drawn on chart and used to compute new equity.

Parameters:

originalTrades - - list of original trades

Returns:

- has to return an array of float values that will represent control line that will be used to control the equity.

Throws:

java.lang.Exception - the exception

computeNewTradeSizes

public abstract void computeNewTradeSizes(Trade[] trades,
                                          double[] balanceControlLine)
                                   throws java.lang.Exception

Parameters:

originalTrades -

controlLine -

Throws:

java.lang.Exception

applySettings

public void applySettings(FlexibleSettings settings)

Apply settings.

Parameters:

settings - the settings

loadSettings

public void loadSettings(FlexibleSettings settings)

Load settings.

Parameters:

settings - the settings