MaxRelativeDrawdownParameter
StockSharp.Algo.Statistics
Maximum relative equity drawdown during the whole period.
Inherits: BasePnLStatisticParameter<decimal>
Constructors
MaxRelativeDrawdownParameter
public MaxRelativeDrawdownParameter()maxRelativeDrawdownParameter = MaxRelativeDrawdownParameter()Initialize MaxRelativeDrawdownParameter.
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)maxRelativeDrawdownParameter.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 = maxRelativeDrawdownParameter.LoadAsync(storage, cancellationToken)To load the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
Returns: Task
Reset
public override void Reset()maxRelativeDrawdownParameter.Reset()To reset the parameter value.
SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)result = maxRelativeDrawdownParameter.SaveAsync(storage, cancellationToken)To save the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
Returns: Task