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.

LoadAsync

public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = maxDrawdownDateParameter.LoadAsync(storage, cancellationToken)

To load the state of statistic parameter.

storage

Storage.

cancellationToken

CancellationToken

Returns: Task

Reset

public override void Reset()

maxDrawdownDateParameter.Reset()

To reset the parameter value.

SaveAsync

public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = maxDrawdownDateParameter.SaveAsync(storage, cancellationToken)

To save the state of statistic parameter.

storage

Storage.

cancellationToken

CancellationToken

Returns: Task