StandardDeviation Class

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

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public abstract class StandardDeviation : PortfolioStatisticsItem

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public ref class StandardDeviation abstract : public PortfolioStatisticsItem^

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public abstract class StandardDeviation 
   extends PortfolioStatisticsItem

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

Constructors

	Name	Description
	StandardDeviation(int)

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Properties

	Name	Description
	Category	(inherited from PortfolioStatisticsItem).
	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	(inherited from PortfolioStatisticsItem).
	ShortValue	(inherited from PortfolioStatisticsItem).
	ShortValues	(inherited from PortfolioStatisticsItem).
	Show	(inherited from PortfolioStatisticsItem).
	TotalValue	(inherited from PortfolioStatisticsItem).
	TotalValues	(inherited from PortfolioStatisticsItem).
	Type	(inherited from PortfolioStatisticsItem).

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Methods

	Name	Description
	Emit()	(inherited from PortfolioStatisticsItem).
	GetStdDev(TimeSeries, double)
	OnClear()	(inherited from PortfolioStatisticsItem).
	OnEquity(double)	(inherited from PortfolioStatisticsItem).
	OnFill(Fill)	(inherited from PortfolioStatisticsItem).
	OnInit()
	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)
	OnTransaction(Transaction)	(inherited from PortfolioStatisticsItem).
	Subscribe(int)	(inherited from PortfolioStatisticsItem).
	Unsubscribe(int)	(inherited from PortfolioStatisticsItem).

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Fields

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

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Inheritance Hierarchy

OberMind.PortfolioStatisticsItem

OberMind.Statistics.StandardDeviation

OberMind.Statistics.DailyReturnPercentStdDev

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StandardDeviation Class

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