MaxDrawdown Class

Namespace: OberMind.Statistics
Assembly: OberMind (in OberMind.dll)

public class MaxDrawdown : Minimum

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public ref class MaxDrawdown : public Minimum^

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public class MaxDrawdown 
   extends Minimum

This language is not supported or no code example is available.

Constructors

	Name	Description
	MaxDrawdown()

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Properties

	Name	Description
	Category
	Clock	(inherited from PortfolioStatisticsItem).
	Description	(inherited from PortfolioStatisticsItem).
	EmitId	(inherited from PortfolioStatisticsItem).
	Format	(inherited from PortfolioStatisticsItem).
	LongValue	(inherited from PortfolioStatisticsItem).
	LongValues	(inherited from PortfolioStatisticsItem).
	Name
	ShortValue	(inherited from PortfolioStatisticsItem).
	ShortValues	(inherited from PortfolioStatisticsItem).
	Show
	TotalValue	(inherited from PortfolioStatisticsItem).
	TotalValues	(inherited from PortfolioStatisticsItem).
	Type

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Methods

	Name	Description
	Emit()	(inherited from PortfolioStatisticsItem).
	OnClear()	(inherited from PortfolioStatisticsItem).
	OnEquity(double)	(inherited from PortfolioStatisticsItem).
	OnFill(Fill)	(inherited from PortfolioStatisticsItem).
	OnInit()	(inherited from Minimum).
	OnPositionChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionClosed(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionOpened(Position)	(inherited from PortfolioStatisticsItem).
	OnPositionSideChanged(Position)	(inherited from PortfolioStatisticsItem).
	OnRoundTrip(TradeInfo)	(inherited from PortfolioStatisticsItem).
	OnStatistics(PortfolioStatisticsItem)	(inherited from Minimum).
	OnTransaction(Transaction)	(inherited from PortfolioStatisticsItem).
	Subscribe(int)	(inherited from PortfolioStatisticsItem).
	Unsubscribe(int)	(inherited from PortfolioStatisticsItem).

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Fields

	Name	Description
	longValue	(inherited from PortfolioStatisticsItem).
	longValues	(inherited from PortfolioStatisticsItem).
	portfolio	(inherited from PortfolioStatisticsItem).
	shortValue	(inherited from PortfolioStatisticsItem).
	shortValues	(inherited from PortfolioStatisticsItem).
	statistics	(inherited from PortfolioStatisticsItem).
	totalValue	(inherited from PortfolioStatisticsItem).
	totalValues	(inherited from PortfolioStatisticsItem).
	type	(inherited from Minimum).

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Inheritance Hierarchy

OberMind.PortfolioStatisticsItem

OberMind.Statistics.Minimum

OberMind.Statistics.MaxDrawdown

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MaxDrawdown Class

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