Table of Contents

Class MaxDrawdownParameter

Namespace
StockSharp.Algo.Statistics
Assembly
StockSharp.Algo.dll

Maximum absolute drawdown during the whole period.

[Display(ResourceType = typeof(LocalizedStrings), Name = "MaxDrawdown", Description = "MaxDrawdownDesc", GroupName = "PnL", Order = 4)]
public class MaxDrawdownParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
Inheritance
MaxDrawdownParameter
Implements
Inherited Members
Extension Methods

Constructors

MaxDrawdownParameter()

Initialize MaxDrawdownParameter.

public MaxDrawdownParameter()

Methods

Add(DateTimeOffset, decimal, decimal?)

To add new data to the parameter.

public override void Add(DateTimeOffset marketTime, decimal pnl, decimal? commission)

Parameters

marketTime DateTimeOffset

The exchange time.

pnl decimal

The profit-loss value.

commission decimal?

Commission.

Load(SettingsStorage)

To load the state of statistic parameter.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.

Reset()

To reset the parameter value.

public override void Reset()

Save(SettingsStorage)

To save the state of statistic parameter.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.