C

CAGR - Static variable in class com.strategyquant.lib.results.StatsConst

The Constant CAGR.

calculateCorrelation(double[], double[]) - Static method in class com.strategyquant.lib.snippets.CorrelationComputer

Calculate correlation.

call(String, Object) - Method in interface com.strategyquant.lib.scripter.ProgramInterface

calls a method of a program with given parameters and returns the result .

callChangeEvent(String) - Method in class com.strategyquant.lib.plugins.SQGlobalEvents

Call change event.

callChangeEvent(String, Object) - Method in class com.strategyquant.lib.plugins.SQGlobalEvents

Call change event.

category - Variable in class com.strategyquant.lib.customcondition.CustomConditionValue

The category.

changeEvent(String, Object) - Method in interface com.strategyquant.lib.plugin.SQChangeListener

Change event.

changeEvent(String, Object) - Method in class com.strategyquant.lib.snippets.DrawdownComputer

 

changeFirstCharacterToUppercase(String) - Static method in class com.strategyquant.lib.utils.SQUtils

Change first character to uppercase.

CHART_TYPE_AREA - Static variable in class com.strategyquant.lib.settings.SQConst

The Constant CHART_TYPE_AREA.

CHART_TYPE_LINE - Static variable in class com.strategyquant.lib.settings.SQConst

The Constant CHART_TYPE_LINE.

charts - Variable in class com.strategyquant.lib.webReport.WebReportSettings

The charts.

CHARTS_COLS - Static variable in class com.strategyquant.lib.webReport.WebReportSettings

The charts cols.

CHARTS_ROWS - Static variable in class com.strategyquant.lib.webReport.WebReportSettings

The charts rows.

checkCorrectness() - Method in class com.strategyquant.lib.settings.SQSettings

Check correctness.

checkDestDirectory(String) - Static method in class com.strategyquant.lib.files.SaveFilesTask

Check dest directory.

checkRequiredColumns(ArrayList<String>) - Static method in class com.strategyquant.lib.results.SQOrderConsts

Check required columns.

checkWorkDirectoryIsWritable(String) - Static method in class com.strategyquant.lib.utils.SQUtils

Check work directory is writable.

chooseFilePath(File) - Static method in class com.strategyquant.lib.files.CsvFileChooser

Choose file path.

clearAll() - Method in class com.strategyquant.lib.utils.FlexibleSettings

Clear all.

clearCharts() - Method in class com.strategyquant.lib.settings.SQSettings

Clear charts.

clearDirectory(File) - Static method in class com.strategyquant.lib.utils.SQUtils

Clear directory.

clearOutOfSample() - Method in class com.strategyquant.lib.settings.SQSettings

Clear out of sample.

clearRecentlyLoadedFiles() - Static method in class com.strategyquant.lib.files.RecentFilesAndPaths

Clear recently loaded files.

clearRecentlySavedFiles() - Static method in class com.strategyquant.lib.files.RecentFilesAndPaths

Clear recently saved files.

clone() - Method in class com.strategyquant.lib.random.MersenneTwisterFast

 

clone() - Method in class com.strategyquant.lib.results.SQOrder

 

clone() - Method in class com.strategyquant.lib.results.SQOrderList

 

clone() - Method in class com.strategyquant.lib.settings.SQSettings

 

clone() - Method in class com.strategyquant.lib.time.SQTime

 

clone() - Method in class com.strategyquant.lib.utils.FlexibleSettings

 

close() - Method in class com.strategyquant.lib.files.LineByLineFileReader

Close.

close() - Method in class com.strategyquant.lib.files.TextFileWriter

Close.

Close(int) - Method in class com.strategyquant.lib.results.SQStrategy

Close.

CLOSE_PRICE - Static variable in class com.strategyquant.lib.results.SQOrderConsts

The Constant CLOSE_PRICE.

CLOSE_TIME - Static variable in class com.strategyquant.lib.results.SQOrderConsts

The Constant CLOSE_TIME.

CloseD(int) - Method in class com.strategyquant.lib.results.SQStrategy

Close d.

closeFile() - Method in class com.strategyquant.lib.files.CsvWriter

Close file.

closeFile() - Method in class com.strategyquant.lib.files.SQFileLoaderBinary

Close file.

closeFile() - Method in class com.strategyquant.lib.files.SQFileSaver

Close file.

ClosePrice - Variable in class com.strategyquant.lib.results.SQOrder

The Close price.

CloseTime - Variable in class com.strategyquant.lib.results.SQOrder

The Close time.

CloseType - Variable in class com.strategyquant.lib.results.SQOrder

The Close type.

COLOR_BLUE - Static variable in class com.strategyquant.lib.charts.common.SQChart

The Constant COLOR_BLUE.

COLOR_BLUISH - Static variable in class com.strategyquant.lib.app.MainApp

The Constant COLOR_BLUISH.

COLOR_GREEN - Static variable in class com.strategyquant.lib.charts.common.SQChart

The Constant COLOR_GREEN.

COLOR_GREEN - Static variable in class com.strategyquant.lib.databank.TradeListColumn

The Constant COLOR_GREEN.

COLOR_ORANGE - Static variable in class com.strategyquant.lib.databank.TradeListColumn

The Constant COLOR_ORANGE.

COLOR_RED - Static variable in class com.strategyquant.lib.charts.common.SQChart

The Constant COLOR_RED.

COLOR_VIOLET - Static variable in class com.strategyquant.lib.databank.TradeListColumn

The Constant COLOR_VIOLET.

com.strategyquant.lib.app - package com.strategyquant.lib.app

 

com.strategyquant.lib.charts.common - package com.strategyquant.lib.charts.common

 

com.strategyquant.lib.charts.common.duration - package com.strategyquant.lib.charts.common.duration

 

com.strategyquant.lib.comparators - package com.strategyquant.lib.comparators

 

com.strategyquant.lib.computers - package com.strategyquant.lib.computers

 

com.strategyquant.lib.correlation - package com.strategyquant.lib.correlation

 

com.strategyquant.lib.customcondition - package com.strategyquant.lib.customcondition

 

com.strategyquant.lib.databank - package com.strategyquant.lib.databank

 

com.strategyquant.lib.exception - package com.strategyquant.lib.exception

 

com.strategyquant.lib.files - package com.strategyquant.lib.files

 

com.strategyquant.lib.fitness - package com.strategyquant.lib.fitness

 

com.strategyquant.lib.items - package com.strategyquant.lib.items

 

com.strategyquant.lib.language - package com.strategyquant.lib.language

 

com.strategyquant.lib.loader - package com.strategyquant.lib.loader

 

com.strategyquant.lib.plugin - package com.strategyquant.lib.plugin

 

com.strategyquant.lib.plugins - package com.strategyquant.lib.plugins

 

com.strategyquant.lib.pluginsJarBuilder - package com.strategyquant.lib.pluginsJarBuilder

 

com.strategyquant.lib.random - package com.strategyquant.lib.random

 

com.strategyquant.lib.results - package com.strategyquant.lib.results

 

com.strategyquant.lib.scripter - package com.strategyquant.lib.scripter

 

com.strategyquant.lib.settings - package com.strategyquant.lib.settings

 

com.strategyquant.lib.snippets - package com.strategyquant.lib.snippets

 

com.strategyquant.lib.snippets.EquityControlSim - package com.strategyquant.lib.snippets.EquityControlSim

 

com.strategyquant.lib.snippets.MoneyManagementSim - package com.strategyquant.lib.snippets.MoneyManagementSim

 

com.strategyquant.lib.snippets.MonteCarloSim - package com.strategyquant.lib.snippets.MonteCarloSim

 

com.strategyquant.lib.snippets.MonteCarloSim.comparators - package com.strategyquant.lib.snippets.MonteCarloSim.comparators

 

com.strategyquant.lib.tests - package com.strategyquant.lib.tests

 

com.strategyquant.lib.time - package com.strategyquant.lib.time

 

com.strategyquant.lib.utils - package com.strategyquant.lib.utils

 

com.strategyquant.lib.webReport - package com.strategyquant.lib.webReport

 

ComboBoxIntItem - Class in com.strategyquant.lib.items

The Class ComboBoxIntItem.

ComboBoxIntItem(int, String) - Constructor for class com.strategyquant.lib.items.ComboBoxIntItem

Instantiates a new combo box int item.

ComboBoxIntItemList - Class in com.strategyquant.lib.items

The Class ComboBoxIntItemList.

ComboBoxIntItemList() - Constructor for class com.strategyquant.lib.items.ComboBoxIntItemList

 

ComboBoxStrItem - Class in com.strategyquant.lib.items

The Class ComboBoxStrItem.

ComboBoxStrItem(String, String) - Constructor for class com.strategyquant.lib.items.ComboBoxStrItem

Instantiates a new combo box str item.

ComboBoxStrItemList - Class in com.strategyquant.lib.items

The Class ComboBoxStrItemList.

ComboBoxStrItemList() - Constructor for class com.strategyquant.lib.items.ComboBoxStrItemList

 

COMM_SWAP - Static variable in class com.strategyquant.lib.results.SQOrderConsts

The Constant COMM_SWAP.

Comment - Variable in class com.strategyquant.lib.results.SQOrder

The Comment.

COMMENT - Static variable in class com.strategyquant.lib.results.SQOrderConsts

The Constant COMMENT.

COMMISSION - Static variable in class com.strategyquant.lib.results.StatsConst

The Constant COMMISSION.

CommSwap - Variable in class com.strategyquant.lib.results.SQOrder

The Comm swap.

CommSwapApplied - Variable in class com.strategyquant.lib.results.SQOrder

The Comm swap applied.

compare(SQOrder, SQOrder) - Method in class com.strategyquant.lib.comparators.OrderComparatorByCloseTime

 

compare(SQOrder, SQOrder) - Method in class com.strategyquant.lib.comparators.OrderComparatorByOpenTime

 

compare(SQOrder, SQOrder) - Method in class com.strategyquant.lib.comparators.OrderComparatorByOrder

 

compare(String, String) - Method in class com.strategyquant.lib.comparators.SymbolsComparator

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorAnnualProfit

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorMaxDD

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorMaxPctDD

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorNetProfit

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorPctNetProfit

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorReturnDD

 

compare(MonteCarloStatValues, MonteCarloStatValues) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.comparators.MCComparatorRExpectancy

 

compareTo(SQTime) - Method in class com.strategyquant.lib.time.SQTime

Compare to.

compile(List<File>, String, List<String>) - Method in class com.strategyquant.lib.pluginsJarBuilder.AutoPluginsJarBuilderCompiler

Compile.

compute(SQOrderList, String) - Static method in class com.strategyquant.lib.computers.MonthlyPerformanceComputer

Compute.

compute(SQOrderList, SQSettings, SymbolsTable) - Method in interface com.strategyquant.lib.computers.OrderComputer

Compute.

compute(SQOrderList, SQSettings, SymbolsTable) - Method in class com.strategyquant.lib.computers.OrderPLComputer

 

compute(SQOrderList) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarlo

Compute.

computeAll(SQStats, StatsTypeCombination, SQOrderList, SQSettings, SQStats, SQStats) - Method in class com.strategyquant.lib.results.StatValue

Compute all.

computeBalanceControlLine(Trade[]) - Method in class com.strategyquant.lib.snippets.EquityControlSim.EquityControl

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

computeCorrelation(int, CorrelationType, boolean, SQOrderList, SQOrderList) - Method in class com.strategyquant.lib.snippets.CorrelationComputer

Compute correlation.

computeDailyEquity(SQOrderList, String, String) - Static method in class com.strategyquant.lib.computers.DailyEquityComputer

Compute daily equity.

computeDrawdown(double, SQOrderList) - Static method in class com.strategyquant.lib.snippets.DrawdownComputer

Compute drawdown.

computeDrawdown(double, SQOrderList) - Method in class com.strategyquant.lib.snippets.DrawdownComputerDefaultImpl

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

computeDrawdown(double, SQOrderList) - Method in class com.strategyquant.lib.snippets.DrawdownComputerImpl

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

computeDrawdown(double, SQOrderList) - Method in interface com.strategyquant.lib.snippets.DrawdownComputerInterface

Compute drawdown.

computeDrawdown(double, double[]) - Static method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute drawdown.

computeDrawdownOld(double, SQOrderList, boolean) - Static method in class com.strategyquant.lib.snippets.DrawdownComputerImpl

Compute drawdown old.

computeFitness(SQResultsGroup) - Method in class com.strategyquant.lib.fitness.FitnessFunction

Compute fitness.

computeForOrder(SQStats, StatsTypeCombination, SQOrder, SQSettings, SQStats, SQStats) - Method in class com.strategyquant.lib.results.StatValue

Compute for order.

computeMonteCarloPercentagePL(SQOrderList, double) - Method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute monte carlo percentage pl.

computeNewTradeSizes(Trade[], double[]) - Method in class com.strategyquant.lib.snippets.EquityControlSim.EquityControl

 

computeOrderPLInMoney(SQOrder, double, double) - Static method in class com.strategyquant.lib.computers.OrderPLComputer

Compute order pl in money.

computeOrderPLInTicks(SQOrder, double) - Static method in class com.strategyquant.lib.computers.OrderPLComputer

Compute order pl in ticks.

computePctDrawdown(double, double[]) - Static method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute pct drawdown.

computePctProfit(double[], double) - Static method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute pct profit.

computePeriods(int, long, long) - Static method in class com.strategyquant.lib.correlation.CorrelationLib

Compute periods.

computePeriods(SQOrderList, TimePeriods, int) - Method in class com.strategyquant.lib.correlation.CorrelationType

Compute periods.

computeProfit(double[]) - Static method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute profit.

computeResultsStats() - Method in class com.strategyquant.lib.results.SQResultsGroup

Compute results stats.

computeResultStats(double, double[], double) - Static method in class com.strategyquant.lib.snippets.MonteCarloSim.MonteCarloSimulator

Compute result stats.

computeTradeSize(SQOrder, double, double) - Method in class com.strategyquant.lib.snippets.MoneyManagementSim.MoneyManagementType

Compute trade size.

computeTradeSize(SQOrder, double, double) - Method in class com.strategyquant.lib.snippets.MoneyManagementSim.OriginalMM

 

ConfidenceLevelResults - Class in com.strategyquant.lib.snippets.MonteCarloSim

The Class ConfidenceLevelResults.

ConfidenceLevelResults() - Constructor for class com.strategyquant.lib.snippets.MonteCarloSim.ConfidenceLevelResults

 

CONFIG_FILES - Static variable in class com.strategyquant.lib.files.RecentFilesAndPaths

The Constant CONFIG_FILES.

contains(String) - Method in class com.strategyquant.lib.utils.FlexibleSettings

Contains.

containsPrefix(String) - Static method in class com.strategyquant.lib.plugins.SQGlobalEventMsg

Contains prefix.

containsPrefix(String, String) - Static method in class com.strategyquant.lib.plugins.SQGlobalEventMsg

Contains prefix.

convertResultKeysListToPortfolio() - Method in class com.strategyquant.lib.results.SQResultsGroup

special action - called when result should be loaded as portfolio.

CorrelationComputer - Class in com.strategyquant.lib.snippets

The Class CorrelationComputer.

CorrelationComputer() - Constructor for class com.strategyquant.lib.snippets.CorrelationComputer

 

CorrelationConsts - Class in com.strategyquant.lib.correlation

The Class CorrelationConsts.

CorrelationConsts() - Constructor for class com.strategyquant.lib.correlation.CorrelationConsts

 

CorrelationLib - Class in com.strategyquant.lib.correlation

The Class CorrelationLib.

CorrelationLib() - Constructor for class com.strategyquant.lib.correlation.CorrelationLib

 

CorrelationType - Class in com.strategyquant.lib.correlation

The Class CorrelationType.

CorrelationType() - Constructor for class com.strategyquant.lib.correlation.CorrelationType

 

CorrelationTypes - Class in com.strategyquant.lib.correlation

The Class CorrelationTypes.

createKey() - Method in class com.strategyquant.lib.results.StatsTypeCombination

Creates the key.

createKey(String, String, String) - Static method in class com.strategyquant.lib.results.StatsTypeCombination

Creates the key.

createPortfolio(List<SQResultsGroup>, String) - Method in class com.strategyquant.lib.computers.SQPortfolioComputer

Creates the portfolio.

createSingleStrategyFromPortfolio(SQResultsGroup) - Method in class com.strategyquant.lib.computers.SQPortfolioComputer

method takes a portfolio and creates a single strategy from it by combining trades from all results into one result

createStrategyDoc(SQResultsGroup) - Method in class com.strategyquant.lib.files.FileHandler

Creates the strategy doc.

createStrategyDoc(SQResultsGroup) - Method in class com.strategyquant.lib.files.SQFileSaver

Creates the strategy doc.

createStrategyFromXml(Document, SQResultsGroup) - Method in class com.strategyquant.lib.files.SQ4XmlParser

Creates the strategy from xml.

CsvFileChooser - Class in com.strategyquant.lib.files

The Class CsvFileChooser.

CsvFileChooser() - Constructor for class com.strategyquant.lib.files.CsvFileChooser

 

CsvWriter - Class in com.strategyquant.lib.files

The Class CsvWriter.

CsvWriter(String) - Constructor for class com.strategyquant.lib.files.CsvWriter

Instantiates a new csv writer.

CustomConditionValue - Class in com.strategyquant.lib.customcondition

The Class CustomConditionValue.

CustomConditionValue() - Constructor for class com.strategyquant.lib.customcondition.CustomConditionValue