MaxDrawdownParameter
StockSharp.Algo.Statistics
Maximum absolute drawdown during the whole period.
Inherits: BasePnLStatisticParameter<decimal>
Constructors
MaxDrawdownParameter
public MaxDrawdownParameter()
maxDrawdownParameter = MaxDrawdownParameter()
Initialize MaxDrawdownParameter.
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)
maxDrawdownParameter.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)
maxDrawdownParameter.Load(storage)
To load the state of statistic parameter.
- storage
- Storage.
Save
public override void Save(SettingsStorage storage)
maxDrawdownParameter.Save(storage)
To save the state of statistic parameter.
- storage
- Storage.