MaxDrawdownPercentParameter

StockSharp.Algo.Statistics

Maximum absolute drawdown during the whole period in percent.

Hereda de: BasePnLStatisticParameter<decimal>

Constructores

MaxDrawdownPercentParameter(MaxDrawdownParameter)

Maximum absolute drawdown during the whole period in percent.

underlying
MaxDrawdownParameter

Métodos

Add(DateTime, decimal, decimal?)

To add new data to the parameter.

marketTime
The exchange time.
pnl
The profit-loss value.
commission
Commission.