Class CalmarRatioParameter
- Namespace
- StockSharp.Algo.Statistics
- Assembly
- StockSharp.Algo.dll
Calmar ratio (annualized net profit / max drawdown).
[Display(ResourceType = typeof(LocalizedStrings), Name = "CalmarRatio", Description = "CalmarRatioDesc", GroupName = "PnL", Order = 13)]
public class CalmarRatioParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
- Inheritance
-
CalmarRatioParameter
- Implements
- Inherited Members
- Extension Methods
Remarks
Initialize CalmarRatioParameter.
Constructors
CalmarRatioParameter(NetProfitParameter, MaxDrawdownParameter)
Calmar ratio (annualized net profit / max drawdown).
public CalmarRatioParameter(NetProfitParameter profit, MaxDrawdownParameter maxDrawdown)
Parameters
profit
NetProfitParametermaxDrawdown
MaxDrawdownParameter
Remarks
Initialize CalmarRatioParameter.
Methods
Add(DateTimeOffset, decimal, decimal?)
To add new data to the parameter.
public override void Add(DateTimeOffset marketTime, decimal pnl, decimal? commission)
Parameters
marketTime
DateTimeOffsetThe exchange time.
pnl
decimalThe profit-loss value.
commission
decimal?Commission.