Namespace ATAS.DataFeedsCore.Statistics

Classes

StatisticsParameter

Base class of the trading metrics: keeps Value and raises PropertyChanged when it changes. Derived classes calculate the value in OnProcess(HistoryMyTrade); the round trips are expected in close time order.

Structs

EquityValue

A point of the cumulative closed-trade PnL curve (Equity). One point is added for every completed round trip in the order the trades are processed.

Interfaces

IStatisticsParameter

A trading metric calculated incrementally from round trips.

Added in ATAS 8.0.15.

IStatisticsParameterGroup

One metric calculated over all round trips, over the long ones and over the short ones.

ITradingStatistics

Trading data of a statistics source: orders, own trades, matched round trips, daily notes, the equity curve and the calculated statistics parameters.

ITradingStatisticsProvider

Source of the trading statistics shown by the Statistics module: the round trips, trades, orders and metrics of the user's accounts, filtered by period, accounts, securities and playbooks.