MaxDrawdownDateParameter
StockSharp.Algo.Statistics
Date of maximum absolute drawdown during the whole period.
Inherits: BasePnLStatisticParameter<DateTime>
Constructors
MaxDrawdownDateParameter(MaxDrawdownParameter)
Date of maximum absolute drawdown during the whole period.
- underlying
- MaxDrawdownParameter
Methods
Add(DateTime, decimal, decimal?)
To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.
Reset()
Reset state.