Table of Contents

Class MaxRelativeDrawdownParameter

Namespace
StockSharp.Algo.Statistics
Assembly
StockSharp.Algo.dll

Maximum relative equity drawdown during the whole period.

[Display(ResourceType = typeof(LocalizedStrings), Name = "RelativeDrawdown", Description = "MaxRelativeDrawdown", GroupName = "PnL", Order = 7)]
public class MaxRelativeDrawdownParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
Inheritance
MaxRelativeDrawdownParameter
Implements
Inherited Members
Extension Methods

Constructors

MaxRelativeDrawdownParameter()

Initialize MaxRelativeDrawdownParameter.

public MaxRelativeDrawdownParameter()

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.

Load(SettingsStorage)

To load the state of statistic parameter.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.

Reset()

To reset the parameter value.

public override void Reset()

Save(SettingsStorage)

To save the state of statistic parameter.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Storage.