MaxDrawdownParameter
StockSharp.Algo.Statistics
Maximale absolute Drawdown während des gesamten Zeitraums.
Erbt von: BasePnLStatisticParameter<decimal>
Konstruktoren
MaxDrawdownParameter
public MaxDrawdownParameter()
maxDrawdownParameter = MaxDrawdownParameter()
Initialisieren Sie MaxDrawdownParameter.
Methoden
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)
maxDrawdownParameter.Add(marketTime, pnl, commission)
Um neue Daten zum Parameter hinzuzufügen.
- marketTime
- Die Austauschzeit.
- pnl
- Der Gewinn-Verlust-Wert.
- commission
- Kommission.
LoadAsync
public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxDrawdownParameter.LoadAsync(storage, cancellationToken)
To load the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
Rückgabe: Task
SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxDrawdownParameter.SaveAsync(storage, cancellationToken)
To save the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
Rückgabe: Task