Table of Contents

Class RecoveryFactorParameter

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

Recovery factor (net profit / maximum drawdown).

[Display(ResourceType = typeof(LocalizedStrings), Name = "RecoveryFactor", Description = "RecoveryFactorDesc", GroupName = "PnL", Order = 9)]
public class RecoveryFactorParameter : BasePnLStatisticParameter<decimal>, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
Inheritance
RecoveryFactorParameter
Implements
IPersistable
Inherited Members
Extension Methods

Constructors

RecoveryFactorParameter(MaxDrawdownParameter, NetProfitParameter)

public RecoveryFactorParameter(MaxDrawdownParameter maxDrawdown, NetProfitParameter netProfit)

Parameters

maxDrawdown MaxDrawdownParameter

MaxDrawdownParameter

netProfit NetProfitParameter

NetProfitParameter

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.