Class MaxDrawdownPercentParameter
- Namespace
- StockSharp.Algo.Statistics
- Assembly
- StockSharp.Algo.dll
Maximum absolute drawdown during the whole period in percent.
[Display(ResourceType = typeof(LocalizedStrings), Name = "MaxDrawdownPercent", Description = "MaxDrawdownPercent", GroupName = "PnL", Order = 5)]
public class MaxDrawdownPercentParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
- Inheritance
-
MaxDrawdownPercentParameter
- Implements
- Inherited Members
- Extension Methods
Remarks
Initialize MaxDrawdownPercentParameter.
Constructors
MaxDrawdownPercentParameter(MaxDrawdownParameter)
Maximum absolute drawdown during the whole period in percent.
public MaxDrawdownPercentParameter(MaxDrawdownParameter underlying)
Parameters
underlyingMaxDrawdownParameter
Remarks
Initialize MaxDrawdownPercentParameter.
Methods
Add(DateTimeOffset, decimal, decimal?)
To add new data to the parameter.
public override void Add(DateTimeOffset marketTime, decimal pnl, decimal? commission)
Parameters
marketTimeDateTimeOffsetThe exchange time.
pnldecimalThe profit-loss value.
commissiondecimal?Commission.