public class DrawdownComputerImpl extends java.lang.Object implements DrawdownComputerInterface
Constructor and Description |
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DrawdownComputerImpl() |
Modifier and Type | Method and Description |
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void |
computeDrawdown(double initialCapital,
SQOrderList ordersList)
computes and stores value equity, pct and pips drawdown for each order on ordersList
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static void |
computeDrawdownOld(double initialCapital,
SQOrderList ordersList,
boolean pctDDRelativeToEquity)
Compute drawdown old.
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public void computeDrawdown(double initialCapital, SQOrderList ordersList)
computeDrawdown
in interface DrawdownComputerInterface
initialCapital
- the initial capitalordersList
- the orders listpublic static void computeDrawdownOld(double initialCapital, SQOrderList ordersList, boolean pctDDRelativeToEquity)
initialCapital
- the initial capitalordersList
- the orders listpctDDRelativeToEquity
- the pct dd relative to equity