Package | Description |
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com.strategyquant.lib.snippets | |
com.strategyquant.lib.snippets.EquityControlSim |
Constructor and Description |
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Trade(Trade trade)
Instantiates a new trade.
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Modifier and Type | Method and Description |
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abstract double[] |
EquityControl.computeBalanceControlLine(Trade[] originalTrades)
computes control line that will be drawn on chart and used to compute new equity.
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abstract void |
EquityControl.computeNewTradeSizes(Trade[] trades,
double[] balanceControlLine) |