GetFitnessArgs¶

Summary¶

Represents the custom fitness calculation interface.

Signature

1

public abstract interface GetFitnessArgs

Namespace¶

cAlgo.API

Examples¶

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 using cAlgo.API;
 namespace cAlgo.Robots
 {
     // This sample shows how to use the GetFitnessArgs to change the default fitness metric of optimizer
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class GetFitnessArgsSample : Robot
     {
         protected override void OnStart()
         {
         }
         protected override double GetFitness(GetFitnessArgs args)
         {
             // Here we are using the win rate as fitness
             // You can use any other value by combining the values of GetFitnessArgs object properties
             return args.WinningTrades / args.TotalTrades;
         }
     }
 }

Properties¶

History¶

Summary

Gets all the historical trades.

Signature

1

public abstract History History {get;}

Return Value

History

Positions¶

Summary

Gets all open positions.

Signature

1

public abstract Positions Positions {get;}

Return Value

Positions

PendingOrders¶

Summary

Gets all pending orders.

Signature

1

public abstract PendingOrders PendingOrders {get;}

Return Value

PendingOrders

Equity¶

Summary

Gets the equity of the account (balance plus unrealized profit and loss).

Signature

1

public abstract double Equity {get;}

Return Value

double

NetProfit¶

Summary

Gets the net profit of all trades in account deposit currency.

Signature

1

public abstract double NetProfit {get;}

Return Value

double

MaxBalanceDrawdownPercentages¶

Summary

Gets the maximum amount of balance drawdown in percentage (ex: 40%).It can return a positive value between 0-100.

Signature

1

public abstract double MaxBalanceDrawdownPercentages {get;}

Return Value

double

MaxEquityDrawdownPercentages¶

Summary

Gets the maximum amount of equity drawdown in percentage (ex: 40%).It can return a positive value between 0-100.

Signature

1

public abstract double MaxEquityDrawdownPercentages {get;}

Return Value

double

MaxBalanceDrawdown¶

Summary

Gets the maximum amount of balance drawdown in account deposit currency.

Signature

1

public abstract double MaxBalanceDrawdown {get;}

Return Value

double

MaxEquityDrawdown¶

Summary

Gets the maximum amount of equity drawdown in account deposit currency.

Signature

1

public abstract double MaxEquityDrawdown {get;}

Return Value

double

WinningTrades¶

Summary

Gets the total number of winning trades.

Signature

1

public abstract double WinningTrades {get;}

Return Value

double

LosingTrades¶

Summary

Gets total number of losing trades.

Signature

1

public abstract double LosingTrades {get;}

Return Value

double

TotalTrades¶

Summary

Gets the total number of trades taken.

Signature

1

public abstract double TotalTrades {get;}

Return Value

double

AverageTrade¶

Summary

Gets the average profit for all trades in account deposit currency.

Signature

1

public abstract double AverageTrade {get;}

Return Value

double

ProfitFactor¶

Summary

Gets the Profit Factor - the ratio of Total Net Profit divided by the Total Net Loss.

Signature

1

public abstract double ProfitFactor {get;}

Return Value

double

SharpeRatio¶

Summary

Gets the ratio to measure risk-adjusted performance. The higher the value, the better.

Signature

1

public abstract double SharpeRatio {get;}

Return Value

double

SortinoRatio¶

Summary

Gets the Sortino ratio is an alternative to the Sharpe ratio, using downward deviation in place of standard deviation. The higher the value, the better.

Signature

1

public abstract double SortinoRatio {get;}

Return Value

double

Swaps¶

Summary

Gets the swaps of all trades in account deposit currency.

Signature

1

public abstract double Swaps {get;}

Return Value

double

Commissions¶

Summary

Gets the commissions of all trades in account deposit currency.

Signature

1

public abstract double Commissions {get;}

Return Value

double