Class SterlingRatioParameter

Namespace

StockSharp.Algo.Statistics

Assembly

StockSharp.Algo.dll

Sterling ratio (annualized net profit / average drawdown).

[Display(ResourceType = typeof(LocalizedStrings), Name = "SterlingRatio", Description = "SterlingRatioDesc", GroupName = "PnL", Order = 14)]
public class SterlingRatioParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged

Inheritance

object

NotifiableObject

BaseStatisticParameter<decimal>

BasePnLStatisticParameter<decimal>

SterlingRatioParameter

Implements

INotifyPropertyChangedEx

INotifyPropertyChanging

IStatisticParameter<decimal>

IPnLStatisticParameter

IStatisticParameter

IPersistable

INotifyPropertyChanged

Inherited Members

BaseStatisticParameter<decimal>.Reset()

BaseStatisticParameter<decimal>.Load(SettingsStorage)

BaseStatisticParameter<decimal>.Save(SettingsStorage)

BaseStatisticParameter<decimal>.Name

BaseStatisticParameter<decimal>.Type

BaseStatisticParameter<decimal>.DisplayName

BaseStatisticParameter<decimal>.Description

BaseStatisticParameter<decimal>.Category

BaseStatisticParameter<decimal>.Order

BaseStatisticParameter<decimal>.Value

BaseStatisticParameter<decimal>.ValueType

NotifiableObject.NotifyPropertyChanged(string)

NotifiableObject.NotifyChanged(string)

NotifiableObject.NotifyChanging(string)

NotifiableObject.PropertyChanged

NotifiableObject.PropertyChanging

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Remarks

Initialize SterlingRatioParameter.

Constructors

SterlingRatioParameter(NetProfitParameter, AverageDrawdownParameter)

Sterling ratio (annualized net profit / average drawdown).

public SterlingRatioParameter(NetProfitParameter profit, AverageDrawdownParameter avgDrawdown)

Parameters

profit NetProfitParameter

NetProfitParameter

avgDrawdown AverageDrawdownParameter

AverageDrawdownParameter

Remarks

Initialize SterlingRatioParameter.

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.