IPnLStatisticParameter

StockSharp.Algo.Statistics

The interface, describing statistic parameter, calculated based on the profit-loss value (maximal contraction, Sharp coefficient etc.).

Implementiert: IStatisticParameter, IPersistable, INotifyPropertyChanged, IDisposable

Methoden

Add(DateTime, decimal, decimal?)

To add new data to the parameter.

marketTime
The exchange time.
pnl
The profit-loss value.
commission
Commission.