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
}