Table of Contents

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)

public MaxDrawdownPercentParameter(MaxDrawdownParameter underlying)

Parameters

underlying MaxDrawdownParameter

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 DateTimeOffset

The exchange time.

pnl decimal

The profit-loss value.

commission decimal?

Commission.

Init(decimal)

Init by initial value.

public override void Init(decimal beginValue)

Parameters

beginValue decimal

Initial value.