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Drawdown tracker#

About#

Drawdown tracker

Fields#

Name Type Required Description
_id string Yes unique drawdown tracker id
name string Yes drawdown tracker name
startBrokerTime string(datetime) time to start tracking from in broker timezone (in YYYY-MM-DD HH:mm:ss.SSS format)
endBrokerTime string(datetime) time to end tracking at in broker timezone (in YYYY-MM-DD HH:mm:ss.SSS format)
period string Yes drawdown tracking period. One of day, date, week, week-to-date, month, month-to-date, quarter, quarter-to-date, year, year-to-date, lifetime
relativeDrawdownThreshold number relative drawdown threshold after which drawdown event is generated. A fraction of 1
absoluteDrawdownThreshold number relative drawdown value which was observed when the drawdown threshold was exceeded

Example#

{
  "_id": "ABCD",
  "name": "Tracker 1",
  "startBrokerTime": "2020-08-24 00:00:00.000",
  "endBrokerTime": "2020-08-24 00:00:00.000",
  "period": "day",
  "relativeDrawdownThreshold": 0.1,
  "absoluteDrawdownThreshold": 1.1
}

Usages#