NAME
Performance::Probability - The performance probability is a likelihood
measure of a client reaching his/her current profit and loss.
SYNOPSYS
use Performance::Probability qw(get_performance_probability);
my $probability = Performance::Probability::get_performance_probability(
types => [qw/CALL PUT/],
payout => [100, 100],
bought_price => [75, 55],
pnl => 1000.0,
underlying => [qw/EURUSD EURUSD/],
start_time => [1461847439, 1461930839], #time in epoch
sell_time => [1461924960, 1461931561], #time in epoch
);
DESCRIPTION
The performance probability is a likelihood measure of a client
reaching his/her current profit and loss.
get_shared_winning_probability
Calculate probability that a pair of digit contracts winning together.
The outcome of a digit contract pairs are correlated if they expire at
same time( same digit).
The probability of a digit contract pair expiring at same digit is
equal to the number of shared winning digits of the pair divied by 10.
Example: i. The shared winning digits for a DIGITEVEN and a DIGITOVER 2
are: 4,6, and 8. The probability would be equal to 3/10.
ii. For a DIGITOVER 3 and a DIGITUNDER 9: 4,5,6,7, and 8. The
probability would be equal to 5/10.
get_winning_digits
Return the digits that contribute to a winning contract.
Example:DIGITEVEN : 0, 2, 4, 6, 8. DIGITODD: 1, 3, 5,7,9
get_performance_probability
Calculate performance probability ( modified sharpe ratio )