MaxRelativeDrawdownParameter
StockSharp.Algo.Statistics
Maximum relative equity drawdown during the whole period.
Hereda de: BasePnLStatisticParameter<decimal>
Constructores
MaxRelativeDrawdownParameter()
Initialize MaxRelativeDrawdownParameter.
Métodos
Add(DateTime, decimal, decimal?)
To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.
Reset()
Reset state.