RecoveryFactorParameter
StockSharp.Algo.Statistics
Recovery factor (net profit / maximum drawdown).
Inherits: BasePnLStatisticParameter<decimal>
Constructors
RecoveryFactorParameter
public RecoveryFactorParameter(MaxDrawdownParameter maxDrawdown, NetProfitParameter netProfit)recoveryFactorParameter = RecoveryFactorParameter(maxDrawdown, netProfit)Recovery factor (net profit / maximum drawdown).
- maxDrawdown
- MaxDrawdownParameter
- netProfit
- NetProfitParameter
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)recoveryFactorParameter.Add(marketTime, pnl, commission)To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.