Git update
This commit is contained in:
Matt Corcoran
+7
-11
@@ -36,7 +36,7 @@ double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type){
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custom_criteria = win_loss_ratio();
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}
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if(cm_type==CM_WIN_PERCENT){
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custom_criteria = win_percent();
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custom_criteria = win_percent_min_trades(0);
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}
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if(cm_type==CM_WIN_PERCENT_200T){
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custom_criteria = win_percent_min_trades(200);
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@@ -73,22 +73,18 @@ double CustomMax::win_loss_ratio(){
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double losses = TesterStatistics(STAT_LOSS_TRADES);
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return wins/losses;
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}
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double CustomMax::win_percent(){
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double wins = TesterStatistics(STAT_PROFIT_TRADES);
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double total_trades = TesterStatistics(STAT_TRADES);
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return wins / total_trades * 100;
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}
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double CustomMax::win_percent_min_trades(int min_resuired_trades){
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double wins = TesterStatistics(STAT_PROFIT_TRADES);
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double total_trades = TesterStatistics(STAT_TRADES);
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double result = wins / total_trades * 100;
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if(total_trades<min_resuired_trades){
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if(!MathIsValidNumber(result) || total_trades<min_resuired_trades){
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return 0;
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}
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else {
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return wins / total_trades * 100;
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else{
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return result;
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}
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}
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}
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@@ -30,13 +30,11 @@ enum TIME_ZONES{
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Mosc, // Moscow
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Tok, // Tokyo - no DST
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};
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enum MULTI_SYM_MODE{
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MULTI_SYM_CHART, // Chart Symbol only
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MULTI_SYM_FX_B5, // FX Benchmark 5
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MULTI_SYM_FX_28 // FX 28 Majors
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};
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// used to generate in and out of sample data sets
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enum MODE_SPLIT_DATA{
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NO_SPLIT,
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+27
-69
@@ -12,9 +12,6 @@ class MyFunctions : public CObject{
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datetime bar_open_time;
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public:
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// bool is_new_daily_bar(string symbol, datetime start_time);
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double period_high(string symbol, int periods, int shift);
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double period_low(string symbol, int periods, int shift);
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void draw_line(double value, string name,color clr);
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bool check_indicator_handles(int &indicator_handles[]);
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double adjusted_point(string symbol);
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@@ -22,8 +19,34 @@ class MyFunctions : public CObject{
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bool is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time="00:10");
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bool trade_window(string t1, string t2, string time_zone, bool plot_range_inp=true);
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bool in_test_period(MODE_SPLIT_DATA data_period);
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void get_white_list(MULTI_SYM_MODE mode, string& DataArray[]);
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};
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void MyFunctions::get_white_list(MULTI_SYM_MODE mode, string& DataArray[]){
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if(mode==MULTI_SYM_CHART){
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string a[] = {_Symbol};
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ArrayResize(DataArray, ArraySize(a));
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for(int i = 0; i < ArraySize(DataArray); i++){
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DataArray[i]=a[i];
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}
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}
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if(mode==MULTI_SYM_FX_B5){
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string a[] = {"EURUSD", "AUDNZD", "EURGBP", "AUDCAD", "CHFJPY"};
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ArrayResize(DataArray, ArraySize(a));
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for(int i = 0; i < ArraySize(DataArray); i++){
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DataArray[i]=a[i];
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}
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}
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if(mode==MULTI_SYM_FX_28){
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string a[] = {"EURUSD","AUDNZD","AUDUSD","AUDJPY","EURCHF","EURGBP","EURJPY","GBPCHF","GBPJPY","GBPUSD","NZDUSD","USDCAD","USDCHF","USDJPY","CADJPY","EURAUD","CHFJPY","EURCAD","AUDCAD","AUDCHF","CADCHF","EURNZD","GBPAUD","GBPCAD","GBPNZD","NZDCAD","NZDCHF","NZDJPY",};
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ArrayResize(DataArray, ArraySize(a));
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for(int i = 0; i < ArraySize(DataArray); i++){
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DataArray[i]=a[i];
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}
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}
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}
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bool MyFunctions::trade_window(string t1, string t2, string time_zone="Broker", bool plot_range_inp=true){
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bool in_window = tw.define_window(t1, t2, time_zone, plot_range_inp);
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return in_window;
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@@ -37,7 +60,6 @@ bool MyFunctions::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string d
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if(PeriodSeconds(time_frame)==PeriodSeconds(PERIOD_D1)){
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if(TimeCurrent() > StringToTime(daily_start_time)){
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Print("new bar");
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previousTime=bar_open_time;
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return true;
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}
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@@ -116,39 +138,6 @@ bool MyFunctions::in_test_period(MODE_SPLIT_DATA data_split_method){
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return false;
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}
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double MyFunctions::period_high(string symbol, int periods, int shift){
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double highs[];
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ArraySetAsSeries(highs,true);
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CopyHigh(symbol,PERIOD_CURRENT,1,periods+1,highs);
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double high = 0;
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high=highs[shift];
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for(int i=shift; i<shift+periods; i++){
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if(high<highs[i]){
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high=highs[i];
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}
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}
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return(high);
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}
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double MyFunctions::period_low(string symbol, int periods, int shift){
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double lows[];
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ArraySetAsSeries(lows,true);
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CopyLow(symbol,PERIOD_CURRENT,1,periods+1,lows);
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double low = 0;
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low=lows[shift];
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for(int i=shift; i<shift+periods; i++){
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if(low>lows[i]){
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low=lows[i];
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}
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}
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return(low);
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}
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void MyFunctions::draw_line(double value, string name,color clr){
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// EG:
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// ArrayResize(bar,1000);
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@@ -180,22 +169,6 @@ void MyFunctions::draw_line(double value, string name,color clr){
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ChartRedraw();
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}
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bool MyFunctions::check_indicator_handles(int &indicator_handles[]){
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// TODO check if working before implementaion:
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// e.g. call via:
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// int indicator_handles[] = {handle1, handle2, handle..};
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// check_indicator_handles(indicator_handles);
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for(int i =0; i < ArraySize(indicator_handles); i++){
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if(indicator_handles[i] == INVALID_HANDLE){
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Alert("Failed to create handle"); return false;
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};
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}
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return true;
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}
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double MyFunctions::adjusted_point(string symbol){
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int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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@@ -235,19 +208,4 @@ double MyFunctions::get_bid_ask_price(string symbol, int price_side){
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return price;
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}
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// // e.g. if(!mf.is_new_daily_bar(symbol, StringToTime("00:06"))){return;}
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// bool MyFunctions::is_new_daily_bar(string symbol, datetime start_time){
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// // https://www.youtube.com/watch?v=9BdnTcGrlUM (m-25:00)
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// bar_open_time = iTime(symbol,PERIOD_D1,0);
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// if(previousTime!=bar_open_time && TimeCurrent() > start_time){
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// previousTime=bar_open_time;
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// return true;
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// }
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// return false;
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// }
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}
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@@ -6,12 +6,13 @@ CustomMax cm;
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MyFunctions mf;
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OrderManagment om;
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//---
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string SymbolsArray[];
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input LOT_MODE inp_lot_mode = LOT_MODE_PCT_RISK; // Lot Size Mode
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input double inp_lot_var = 2; // Lot Size Var
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input SL_MODE inp_sl_mode = SL_ATR_MULTIPLE; // Stop-loss Mode
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input double inp_sl_var = 1; // Stop-loss Var
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input double inp_sl_var = 1.5; // Stop-loss Var
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input TP_MODE inp_tp_mode = TP_ATR_MULTIPLE; // Take-profit Mode
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input double inp_tp_var = 1.5; // Take-Profit Var
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input double inp_tp_var = 1; // Take-Profit Var
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string lot_mode = EnumToString(inp_lot_mode);
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string sl_mode = EnumToString(inp_sl_mode);
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string tp_mode = EnumToString(inp_tp_mode);
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@@ -20,8 +21,8 @@ input MULTI_SYM_MODE inp_sym_mode = MULTI_SYM_FX_B5;
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input MODE_SPLIT_DATA inp_data_split_method = NO_SPLIT;
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input int inp_force_opt = 1;
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input group "-----------------------------------------"
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//----
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string bm5_symbols[] = {"EURUSD", "AUDNZD", "EURGBP", "AUDCAD", "CHFJPY"};
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string fx28_symbols[] = {"EURUSD","AUDNZD","AUDUSD","AUDJPY","EURCHF","EURGBP","EURJPY","GBPCHF","GBPJPY","GBPUSD","NZDUSD","USDCAD","USDCHF","USDJPY","CADJPY","EURAUD","CHFJPY","EURCAD","AUDCAD","AUDCHF","CADCHF","EURNZD","GBPAUD","GBPCAD","GBPNZD","NZDCAD","NZDCHF","NZDJPY",};
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