Java AnalysisCriterion Examples

Example #1

File: RewardRiskRatioCriterion.java Project: whitfa99/ta4j

 @Override
 public double calculate(TimeSeries series, Trade trade) {
   return totalProfit.calculate(series, trade) / maxDrawdown.calculate(series, trade);
 }

Example #2

File: RewardRiskRatioCriterion.java Project: whitfa99/ta4j

 @Override
 public double calculate(TimeSeries series, TradingRecord tradingRecord) {
   return totalProfit.calculate(series, tradingRecord)
       / maxDrawdown.calculate(series, tradingRecord);
 }