Is there a helper class that calculates the metrics of a list of positions?
For example:
OptimizationResult = CalcMetrics(List<Positions> plist);
For example:
OptimizationResult = CalcMetrics(List<Positions> plist);
Rename
Metrics are calculated by ScoreCards. Some of them are based on Position lists, but others are based on other things like the equity curve, drawdown, etc.
They're calculated in the ScoreCard's Intialize method, and it takes as a parameter an instance of the Backtester class which has the relevant information in its properties.
The metrics are calculated and assigned to the Backtester class instance's Metric dynamic property.
TLDR - no there's no helper methods.
They're calculated in the ScoreCard's Intialize method, and it takes as a parameter an instance of the Backtester class which has the relevant information in its properties.
The metrics are calculated and assigned to the Backtester class instance's Metric dynamic property.
TLDR - no there's no helper methods.
On a related note, StrategyRunner: https://www.wealth-lab.com/Support/ApiReference/StrategyRunner
Thank you. That is very helpful!
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