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>, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
- Inheritance
-
MaxDrawdownPercentParameter
- Implements
-
IPersistable
- Inherited Members
- Extension Methods
Constructors
MaxDrawdownPercentParameter(MaxDrawdownParameter)
Initialize MaxDrawdownPercentParameter.
public MaxDrawdownPercentParameter(MaxDrawdownParameter underlying)
Parameters
underlying
MaxDrawdownParameter
Methods
Add(DateTimeOffset, decimal, decimal?)
To add new data to the parameter.
public override void Add(DateTimeOffset marketTime, decimal pnl, decimal? commission)
Parameters
marketTime
DateTimeOffsetThe exchange time.
pnl
decimalThe profit-loss value.
commission
decimal?Commission.
Init(decimal)
Init by initial value.
public override void Init(decimal beginValue)
Parameters
beginValue
decimalInitial value.