RecoveryFactor ()
method
Syntax
public double RecoveryFactor ()
Return
double
Example
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;
namespace PerformanceClassExamples
{
public class PerformanceClassExamples : NETStrategy
{
public override void OnQuote()
{
//Performance Class contains such methods:
Print(Performance.AbsoluteDrawdown());
Print(Performance.AllTrades());
Print(Performance.AvgGross(RowType.Total,true));
Print(Performance.AvgLoss(RowType.Total));
Print(Performance.AvgTimeInMarket());
Print(Performance.AvgTradesPerDay());
Print(Performance.AvgWin(RowType.Total));
Print(Performance.EndCapital());
Print(Performance.ExpectedPayoff(RowType.Total));
Print(Performance.Fee(RowType.Total,true));
Print(Performance.GainPercent());
Print(Performance.Gross());
Print(Performance.LargestLoser(RowType.Total));
Print(Performance.LargestWinner(RowType.Total));
Print(Performance.LosingTrades(RowType.Total,false));
Print(Performance.MaxConsecutiveLoss(RowType.Total,true));
Print(Performance.MaxConsecutiveWins(RowType.Total,true));
Print(Performance.MaximalDrawdown(true));
Print(Performance.Net());
Print(Performance.NetGross());
Print(Performance.PayoffRatio(RowType.Total));
Print(Performance.ProfitFactor(RowType.Total));
Print(Performance.RecoveryFactor());
Print(Performance.RelativeDrawdown(true));
Print(Performance.SharpeRatio(RowType.Total));
Print(Performance.SkippedQuotes());
Print(Performance.StartCapital());
Print(Performance.AbsoluteDrawdown());
Print(Performance.TotalLosersGross(RowType.Total));
Print(Performance.TotalWinnersGross(RowType.Total));
Print(Performance.WinningLosingRatio(RowType.Total));
Print(Performance.WinningTrades(RowType.Total,true));
}
}
}
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