MaxDrawdownDateParameter

MaxDrawdownDateParameter

public MaxDrawdownDateParameter(MaxDrawdownParameter underlying)

maxDrawdownDateParameter = MaxDrawdownDateParameter(underlying)

Date of maximum absolute drawdown during the whole period.

underlying

MaxDrawdownParameter

Add

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

maxDrawdownDateParameter.Add(marketTime, pnl, commission)

To add new data to the parameter.

marketTime

The exchange time.

pnl

The profit-loss value.

commission

Commission.

Load

public override void Load(SettingsStorage storage)

maxDrawdownDateParameter.Load(storage)

To load the state of statistic parameter.

storage

Storage.

Reset

public override void Reset()

maxDrawdownDateParameter.Reset()

To reset the parameter value.

Save

public override void Save(SettingsStorage storage)

maxDrawdownDateParameter.Save(storage)

To save the state of statistic parameter.

storage

Storage.