How to develop a Strategy Performance

The Performance userCode is inherited from the PerformanceBase class. If the user wishes to display any value in the Summeries tab then he must implement the ISummeryT interface. If the user wants to display the values in the Performance tab then he must implement the IPerformanceT interface. Additionally the user can write custom Xaml templates and change the whole look and feel of the Performance tab.

public class ClassName : PerformanceBase, ISummery<double>, IPerformance<double>
 {
     //you code including implementation of the ISummery<> and IPerformance<> interfaces
 }

OnStateChange

The OnStateChanged method is called whenever the State of the script is changed. The various states which a Performance class have are:

• Initialize - when the PerformanceBase class is created.
• StartUp - when the user selects a performance object from the drop down items in Performance tab. This state is available only when the Strategy Performance Script implements the IPerformance<> interface
• Finalize - When the script encounters an error or is being finalized (disposed off). All clear up codes should be placed here.

protected override void OnStateChange()
 {
     //your code here
 }

OnTransaction(ITransaction)

The OnTransaction is called whenever the strategy triggers a transaction (when both the legs, i.e. entry and its corresponding exit, are filled). User has to calculate the metrics based on the values as provided by the ITransaction interface.

protected override void OnTransaction(ITransaction transaction)
 {
     //your code here
 }

Please click here to know more about the strategy performance template

Reference

Other Resources