update

BacktestUtils/CustomMax.mqh

@@ -0,0 +1,52 @@
+#include <Trade/Trade.mqh>
+
+enum CUSTOM_MAX_TYPE {
+    CM_WIN_LOSS_RATIO,
+    CM_WIN_PERCENT
+};
+
+class CustomMax : public CObject {
+protected:
+    double custom_criteria;
+
+    double win_loss_ratio(int min_required_trades);
+    double win_percent_min_trades(int min_required_trades);
+
+public:
+    double calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades = 0);
+};
+
+double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades) {
+    switch(cm_type) {
+        case CM_WIN_LOSS_RATIO:
+            custom_criteria = win_loss_ratio(min_trades);
+            break;
+        case CM_WIN_PERCENT:
+            custom_criteria = win_percent_min_trades(min_trades);
+            break;
+        default:
+            custom_criteria = 0;
+            break;
+    }
+    return custom_criteria;
+}
+
+// Returns the win/loss ratio, with min trades check
+double CustomMax::win_loss_ratio(int min_required_trades) {
+    double wins = TesterStatistics(STAT_PROFIT_TRADES); 
+    double losses = TesterStatistics(STAT_LOSS_TRADES); 
+    double total_trades = TesterStatistics(STAT_TRADES); 
+    if((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0) return 0;
+    if(losses == 0) return 0; // Prevent division by zero
+    return wins / losses;
+}
+
+// Returns the win percentage, with min trades check
+double CustomMax::win_percent_min_trades(int min_required_trades) {
+    double wins = TesterStatistics(STAT_PROFIT_TRADES); 
+    double total_trades = TesterStatistics(STAT_TRADES); 
+    if((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0) return 0;
+    double result = wins / total_trades * 100;
+    if(!MathIsValidNumber(result)) return 0;
+    return result;
+}