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
}