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Class Plotter.SheetNames

Standard report sheet names. These are defined here, so that they can be accessed by the algorithms (or the glue logic), and by the report templates.

Inheritance
object
Plotter.SheetNames
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.Simulator
Assembly: TuringTrader.Simulator.dll
Syntax
public static class Plotter.SheetNames

Fields

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ANNUAL_BARS

Name of auto-generated sheet with annual bars.

Declaration
public const string ANNUAL_BARS = "Annual Performance"
Field Value
Type Description
string
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COMPS

Name of auto-generated sheet used to populate portfolio comparison chart.

Declaration
public const string COMPS = "Comparison Metrics"
Field Value
Type Description
string
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DASH

Name of auto-generated sheet with performance dashboard.

Declaration
public const string DASH = "Performance Dashboard"
Field Value
Type Description
string
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EQUITY_CURVE

Name of auto-generated sheet with equity curve and drawdown.

Declaration
public const string EQUITY_CURVE = "Equity Curve with Drawdown"
Field Value
Type Description
string
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EXPOSURE_AVG

Name of explicitly generated sheet with average strategy exposure.

Declaration
public const string EXPOSURE_AVG = "Average Exposure"
Field Value
Type Description
string
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EXPOSURE_VS_TIME

Name of explicitly generated sheet with strategy exposure over time.

Declaration
public const string EXPOSURE_VS_TIME = "Exposure vs Time"
Field Value
Type Description
string
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HOLDINGS

Name of explicitly generated sheet with most-recent target allocation.

Declaration
public const string HOLDINGS = "Target Allocation"
Field Value
Type Description
string
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HOLDINGS_HISTORY

Name of explicitly generated sheet with historical asset allocations.

Declaration
public const string HOLDINGS_HISTORY = "Historical Allocations"
Field Value
Type Description
string
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LAST_REBALANCE

Name of explicitly generated sheet with last rebalancing date.

Declaration
public const string LAST_REBALANCE = "Last Rebalance"
Field Value
Type Description
string
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METRICS

Name of auto-generated sheet with performance metrics.

Declaration
public const string METRICS = "Performance Metrics"
Field Value
Type Description
string
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MONTE_CARLO

Name of auto-generated sheet with monte-carlo analysis of returns.

Declaration
public const string MONTE_CARLO = "Monte-Carlo Analysis of Returns and Drawdowns (Legacy)"
Field Value
Type Description
string
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MONTE_CARLO_V2

Name of auto-generated sheet with monte-carlo analysis of returns.

Declaration
public const string MONTE_CARLO_V2 = "Monte-Carlo Analysis of Returns and Drawdowns"
Field Value
Type Description
string
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PNL_HOLD_TIME

Name of explicitly generated sheet with PnL vs position hold time.

Declaration
public const string PNL_HOLD_TIME = "P&L vs Hold Time"
Field Value
Type Description
string
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PNL_MFE_MAE

Name of explicitly generated sheet with PnL versus maximum excursion.

Declaration
public const string PNL_MFE_MAE = "P&L vs Maximum Excursion"
Field Value
Type Description
string
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RETURN_DISTRIBUTION

Name of auto-generated sheet with cumulative distribution of returns.

Declaration
public const string RETURN_DISTRIBUTION = "Cumulative Distribution of Returns"
Field Value
Type Description
string
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ROLLING_RETUNRS

Name of auto-generated sheet with comparison of rolling returns.

Declaration
public const string ROLLING_RETUNRS = "Rolling Returns and Tracking to Benchmark"
Field Value
Type Description
string
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