public double getTotalReturn() {

        Decimal totalProduct = Decimal.ONE;
        int completeTimeframes = (getTimeSeries().getTickCount() / timeFrame);

        for (int i = 1; i <= completeTimeframes; i++) {
            int index = i * timeFrame;
            Decimal currentReturn = getValue(index);

            // Skip NaN at the end of a series
            if (currentReturn != Decimal.NaN) {
                currentReturn = currentReturn.plus(Decimal.ONE);
                totalProduct = totalProduct.multipliedBy(currentReturn);
            }
        }

        return (Math.pow(totalProduct.toDouble(), (1.0 / completeTimeframes)));
    }
public double getTotalReturn() {

        Decimal totalProduct = Decimal.ONE;
        int completeTimeframes = (getTimeSeries().getTickCount() / timeFrame);

        for (int i = 1; i <= completeTimeframes; i++) {
            int index = i * timeFrame;
            Decimal currentReturn = getValue(index);

            
            if (currentReturn != Decimal.NaN) {
                currentReturn = currentReturn.plus(Decimal.ONE);
                totalProduct = totalProduct.multipliedBy(currentReturn);
            }
        }

        return (Math.pow(totalProduct.toDouble(), (1.0 / completeTimeframes)));
    }
public double getTotalReturn ( ) { Decimal totalProduct = Decimal . ONE ; int completeTimeframes = ( getTimeSeries ( ) . getTickCount ( ) / timeFrame ) ; for ( int i = 1 ; i <= completeTimeframes ; i ++ ) { int index = i * timeFrame ; Decimal currentReturn = getValue ( index ) ; // Skip NaN at the end of a series if ( currentReturn != Decimal . NaN ) { currentReturn = currentReturn . plus ( Decimal . ONE ) ; totalProduct = totalProduct . multipliedBy ( currentReturn ) ; } } return ( Math . pow ( totalProduct . toDouble ( ) , ( 1.0 / completeTimeframes ) ) ) ; }
Gets the TotalReturn from the calculated results of the method 'calculate'.
For a timeFrame = number of trading days within a year (e. g. 251 days in the US)
and "end of day"-ticks you will get the 'Annualized Total Return'.
Only complete timeFrames are taken into the calculation.
@return the total return from the calculated results of the method 'calculate'
Gets the TotalReturn from the calculated results of the method calculate . For a timeFrame = number of trading days within a year ( e . g . 251 days in the US ) and end of day - ticks you will get the Annualized Total Return . Only complete timeFrames are taken into the calculation .