The BarStatistic type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| BarStatistic | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) | |
| Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) | |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
| AccountValue |
Gets the calculated account value. The account value is the sum of
the long value, short value and cash.
| |
| ActiveBarCount |
Gets or sets the active trading bar count.
| |
| APR |
Gets the calculated APR value.
| |
| AverageBarsHeld |
Gets the calculated number of average bars held. The number of average
bars held is the number of total bars held divided by the total number
of finished trades.
| |
| AverageExposure |
Gets or sets the average exposure.
| |
| AverageExposurePct |
Gets or sets the average exposure represented as a percentage.
| |
| AverageLosingBarsHeld |
Gets the calculated number of average losing bars held. The number of
average losing bars held is the number of losing bars held divided by
the number of losing trades.
| |
| AverageLoss |
Gets the calculated average loss. The average loss is the realized
gross loss divided by the number of losing trades.
| |
| AverageLossPct |
Gets or sets the average loss percentage.
| |
| AverageProfit |
Gets the calculated average profit. The average profit is the realized
net profit divided by the total number of finished trades.
| |
| AverageProfitPct |
Gets or sets the average profit percentage.
| |
| AverageWin |
Gets the calculated average win size. The average win size is the
realized gross profit divided by the number of winning trades.
| |
| AverageWinningBarsHeld |
Gets the calcualted number of average winning bars held. The number of
average winning bars held is the number of winning bars held divided by
the number of winning trades.
| |
| AverageWinPct |
Gets or sets the average win percentage.
| |
| BuyingPower |
Gets or sets the current buying power
| |
| ConsecutiveLosing |
The current number of consecutive losing positions.
| |
| ConsecutiveWinning |
The current number of consecutive winning positions.
| |
| CurrentDate |
Gets or sets the date of the current bar being processed.
| |
| DrawDown |
Gets or sets the drawdown.
| |
| DrawDownPct |
Gets or sets drawdown as a percentage.
| |
| EndingCapital |
Gets the calculated ending capital. The ending capital is the sum of the starting
capital, relized net profit and unrealized net profit.
| |
| Exposure |
Gets or sets the exposure value.
| |
| ExposurePct |
Gets or sets the exposure represented as a percentage.
| |
| LongLosingTrades |
Gets or sets the number of long losing trades.
| |
| LongValue |
Gets or sets the current value of long holdings.
| |
| LongWinningTrades |
Gets or sets the number of long winning trades.
| |
| LosingBarsHeld |
Gets or sets the number of losing bars held.
| |
| LosingTrades |
Gets the calculated number of losing trades. The number of losing trades
is the sum of the long losing trades and the short losing trades.
| |
| LosingTradesPct |
Gets the calculated percentage of losing trades. The percentage of losing
trades is the number of losing trades divided by the total number of finished trades.
| |
| Margin |
Gets or sets the current size of the margin account
| |
| MaxAccountValue |
This is the maximum historical account value. It is used to calculate the drawdown.
| |
| MaxConsecutiveLosing |
Gets or sets the maximum number of consecutive losing trades.
| |
| MaxConsecutiveWinning |
Gets or sets the maximum consecutive winning trades.
| |
| MaxDrawDown |
Gets or sets the max draw down encountered so far.
| |
| MaxDrawDownDate |
Gets or sets the maximum draw down date.
| |
| MaxDrawDownPct |
Gets or sets the maximum drawdown encountered so far as a percentage.
| |
| MaxDrawDownPctDate |
Gets or sets the maximum draw down percentage date
| |
| MaxExposure |
Gets or sets the maximum exposure.
| |
| MaxExposureDate |
Gets or sets the maximum exposure date.
| |
| MaxExposurePct |
Gets or sets the maximum exposure percentage.
| |
| MaxExposurePctDate |
Gets or sets the maximum exposure percentage date.
| |
| MaxLoss |
Gets or sets the maximum loss up to this point.
| |
| MaxProfit |
Gets or sets the maximum profit up to this point.
| |
| NetProfit |
Gets the calculated total net profit. The total net profit is the sum of
the realized net profit and the unrealized net profit.
| |
| NetProfitPct |
Gets the calculated net profit percentage. The net profit percentage is the
sum of the realized net profit and the unrealized net profit divided by the
starting capital.
| |
| NeutralTrades |
The number of trades which resulted in neither a profit nor a loss.
| |
| OpenPositions |
Gets or sets the number of open positions.
| |
| RealizedGrossLoss |
Gets or sets the realized gross loss.
| |
| RealizedGrossProfit |
Gets or sets the realized gross profit.
| |
| RealizedNetProfit |
Gets or sets the realized net profit.
| |
| ShortedCash |
Gets or sets the amount of cash received from short selling
| |
| ShortLosingTrades |
Gets or sets the number of short losing trades.
| |
| ShortValue |
Gets or sets the current value of short holdings.
| |
| ShortWinningTrades |
Gets or sets the number of short winning trades.
| |
| StartingCapital |
Gets the amount of starting capital.
| |
| TotalBarsHeld |
Gets the calculated total of bars held. The total of bars held is the sum
of the number winning bars held and the number of losing bars held.
| |
| TotalExposure |
The sum of the exposure for all bars.
| |
| TotalExposurePct |
The sum of the exposure percent for all bars.
| |
| TotalFinishedTrades |
Gets the calculated number of exited trades. The number of existed trades
is the sum of winning trades and losing trades.
| |
| TotalLossPct |
The sum of the percent profits for all losing positions.
| |
| TotalProfitPct |
The sum of the percent profits for all the trades.
| |
| TotalTrades |
Gets the calculated number of total trades both active and closed. The number
of total trades is the sum of the total of finised trades and the number of open
positions.
| |
| TotalWinPct |
The sum of the percent profits for all winning positions.
| |
| TradeStartDate |
Gets the date that the system began running.
| |
| UnrealizedNetProfit |
Gets or sets the unrealized net profit.
| |
| WinningBarsHeld |
Gets or sets the number of winning bars held.
| |
| WinningTrades |
Gets the calculated number of winning trades. The number of winning trades is the sum of
the long winning trades and the short winning trades.
| |
| WinningTradesPct |
Gets the calculated percentage of winning trades. The percentage of winning
trades is the number of winning trades divided by the total number of finished trades.
|