TradesPerformanceValues Class

Definition

Performance values of a collection of Trade objects.

Currency and Point based calculations are per trade
Percent based calculations are per traded unit

Methods and Properties
AvgEtd	A double value representing avg end trade draw down
AvgMae	A double value representing avg maximum adverse excursion
AvgMfe	A double value representing avg maximum favorable excursion
AvgProfit	A double value representing avg profit
CumProfit	A double value representing cumulated profit (percent is compounded)
DrawDown	A double value representing draw down
LargestLoser	A double value representing largest loss
LargestWinner	A double value representing largest gain
ProfitPerMonth	A double value representing profit per month always as a percent

Examples

protected override void OnBarUpdate()
{
    // If the profit on real-time trades is > $1000 stop trading
    if (Performance.RealtimeTrades.TradesPerformance.Currency.CumProfit > 1000)
        return;
}