Yes. I was refering to my own performance measures... For example maximu unrealized profit/loss. Which is quite useful measure in my opinion.
The solution may be to refactor code that way so we have performance measure objects which are producing values based on the market market book and current trading history. I see two main methods "on trade" and "on market book change" that way we are able to measure what's realized And what was the risk while we were in the position.... I.e. Exposure. Now i see manager class whic will loop trough all registed measures and prepare table with values for each. Name of the measure should serve as column header or something like that... What do you think guys? On Sep 1, 2:25 pm, Eugene Kononov <[email protected]> wrote: > Better yet would be to keep all columns in the output code, but run the> > results through a user-defined XSLT to eliminate the ones they don't want. > > Yes, that would be even better. But I think Chronos was referring to his > (her?) own custom performance metric which is not in the main code base, in > which case it would not be rendered from StrategyReportManager.java (for > strategy reports) or from OptimizerRunner.java (for optimization reports). > That can be fixed, too, but it would require some amount of code which is > more than two lines. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
