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>, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged- Inheritance
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MaxDrawdownParameter
- Implements
-
IPersistable
- 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
marketTimeDateTimeOffsetThe exchange time.
pnldecimalThe profit-loss value.
commissiondecimal?Commission.
Load(SettingsStorage)
To load the state of statistic parameter.
public override void Load(SettingsStorage storage)Parameters
storageSettingsStorageStorage.
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
storageSettingsStorageStorage.