MaxDrawdownParameter
StockSharp.Algo.Statistics
Maximum absolute drawdown during the whole period.
Наследует: BasePnLStatisticParameter<decimal>
Конструкторы
MaxDrawdownParameter()
Initialize MaxDrawdownParameter.
Методы
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.