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

object

BaseStatisticParameter<decimal>

BasePnLStatisticParameter<decimal>

RecoveryFactorParameter

Implements

IStatisticParameter<decimal>

IPnLStatisticParameter

IStatisticParameter

IPersistable

INotifyPropertyChanged

Inherited Members

BaseStatisticParameter<decimal>.Reset()

BaseStatisticParameter<decimal>.Init(decimal)

BaseStatisticParameter<decimal>.Load(SettingsStorage)

BaseStatisticParameter<decimal>.Save(SettingsStorage)

BaseStatisticParameter<decimal>.Name

BaseStatisticParameter<decimal>.Type

BaseStatisticParameter<decimal>.DisplayName

BaseStatisticParameter<decimal>.Description

BaseStatisticParameter<decimal>.Category

BaseStatisticParameter<decimal>.Order

BaseStatisticParameter<decimal>.Value

BaseStatisticParameter<decimal>.ValueType

BaseStatisticParameter<decimal>.ValueChanged

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

RecoveryFactorParameter(MaxDrawdownParameter, NetProfitParameter)

Initialize RecoveryFactorParameter.

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.