SterlingRatioParameter
StockSharp.Algo.Statistics
Sterling ratio (annualized net profit / average drawdown).
Inherits: BasePnLStatisticParameter<decimal>
Constructors
SterlingRatioParameter
public SterlingRatioParameter(NetProfitParameter profit, AverageDrawdownParameter avgDrawdown)sterlingRatioParameter = SterlingRatioParameter(profit, avgDrawdown)Sterling ratio (annualized net profit / average drawdown).
- profit
- NetProfitParameter
- avgDrawdown
- AverageDrawdownParameter
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)sterlingRatioParameter.Add(marketTime, pnl, commission)To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.