MaxDrawdownParameter

StockSharp.Algo.Statistics

Maximum absolute drawdown during the whole period.

Constructors

public MaxDrawdownParameter()

maxDrawdownParameter = MaxDrawdownParameter()

Initialize MaxDrawdownParameter.

Add

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

maxDrawdownParameter.Add(marketTime, pnl, commission)

To add new data to the parameter.

LoadAsync

public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = maxDrawdownParameter.LoadAsync(storage, cancellationToken)

To load the state of statistic parameter.

Returns: Task

Reset

public override void Reset()

maxDrawdownParameter.Reset()

To reset the parameter value.

SaveAsync

public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = maxDrawdownParameter.SaveAsync(storage, cancellationToken)

To save the state of statistic parameter.

Returns: Task