Max DrawDown

This is the sample martingale robot included in the cAlgo with the calculation of Max Draw Down.

using System;
using System.Collections.Generic;
using cAlgo.API;

namespace cAlgo.Robots
{
    [Robot]
    public class MaxDrawdown:Robot
    {
        [Parameter("Position Label", DefaultValue = "Martingale MaxDrawDown")]
        public string MyLabel { get; set; }

        [Parameter("Initial Volume", DefaultValue = 10000, MinValue = 0)]
        public int InitialVolume { get; set; }

        [Parameter("Stop Loss", DefaultValue = 40)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 40)]
        public int TakeProfit { get; set; }

        private Random random = new Random();

        private double peak;
        private List<double> drawdown = new List<double>();
        private double maxDrawdown;

        protected override void OnStart()
        {
            Positions.Closed += PositionsOnClosed;
            ExecuteOrder(InitialVolume, GetRandomTradeCommand());
        }

        private void PositionsOnClosed(PositionClosedEventArgs args)
        {
            var position = args.Position;
            if (position.Label != MyLabel) return;

            Print("Position labeled {0} has closed", position.Label);

            if (position.NetProfit > 0)
            {
                ExecuteOrder(InitialVolume, GetRandomTradeCommand());
            }
            else
            {                
                ExecuteOrder((int)position.Volume * 2, position.TradeType);
            }

            GetMaxDrawDown();
        }

        private void ExecuteOrder(int volume, TradeType tradeType)
        {
            ExecuteMarketOrder(tradeType, Symbol, volume, MyLabel, StopLoss, TakeProfit);
        }


        private void GetMaxDrawDown()
        {
            peak = Math.Max(peak, Account.Balance);
                        
            drawdown.Add((peak - Account.Balance) / peak * 100);
            drawdown.Sort();

            maxDrawdown = drawdown[drawdown.Count - 1];

            Print("Max DrawDown = {0}", Math.Round(maxDrawdown, 2));
            
        }

        protected override void OnError(Error error)
        {
            if (error.Code == ErrorCode.BadVolume)
                Stop();
        }

        private TradeType GetRandomTradeCommand()
        {
            return random.Next(2) == 0 ? TradeType.Buy : TradeType.Sell;
        }

    }
}