Git update

CustomMax.mqh

@@ -36,7 +36,7 @@ double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type){
         custom_criteria = win_loss_ratio();
     }
     if(cm_type==CM_WIN_PERCENT){
-        custom_criteria = win_percent();
+        custom_criteria = win_percent_min_trades(0);
     }    
     if(cm_type==CM_WIN_PERCENT_200T){
         custom_criteria = win_percent_min_trades(200);
@@ -73,22 +73,18 @@ double CustomMax::win_loss_ratio(){
     double losses = TesterStatistics(STAT_LOSS_TRADES); 
     return wins/losses;
 }
- 
-double CustomMax::win_percent(){
-    double wins = TesterStatistics(STAT_PROFIT_TRADES); 
-    double total_trades = TesterStatistics(STAT_TRADES); 
-    return wins / total_trades * 100;
-}
 
 double CustomMax::win_percent_min_trades(int min_resuired_trades){
     double wins = TesterStatistics(STAT_PROFIT_TRADES); 
     double total_trades = TesterStatistics(STAT_TRADES); 
+    double result = wins / total_trades * 100;
 
-    if(total_trades<min_resuired_trades){
+    if(!MathIsValidNumber(result) || total_trades<min_resuired_trades){
         return 0;
     }
 
-    else {
+    else{
-        return wins / total_trades * 100;
+        return result;
     }
-}
+}
+

MyEnums.mqh

@@ -30,13 +30,11 @@ enum  TIME_ZONES{
     Mosc,    // Moscow
     Tok,     // Tokyo - no DST
 };
-
 enum  MULTI_SYM_MODE{
     MULTI_SYM_CHART,    // Chart Symbol only
     MULTI_SYM_FX_B5,    // FX Benchmark 5
     MULTI_SYM_FX_28     // FX 28 Majors
 };
-
 // used to generate in and out of sample data sets
 enum MODE_SPLIT_DATA{
     NO_SPLIT,   

MyFunctions.mqh

@@ -12,9 +12,6 @@ class MyFunctions : public CObject{
       datetime bar_open_time;
 
    public:
-      // bool     is_new_daily_bar(string symbol, datetime start_time);   
-      double   period_high(string symbol, int periods, int shift);
-      double   period_low(string symbol, int periods, int shift);
       void     draw_line(double value, string name,color clr);
       bool     check_indicator_handles(int &indicator_handles[]);
       double   adjusted_point(string symbol);
@@ -22,8 +19,34 @@ class MyFunctions : public CObject{
       bool     is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time="00:10");   
       bool     trade_window(string t1, string t2, string time_zone, bool plot_range_inp=true);
       bool     in_test_period(MODE_SPLIT_DATA data_period);
+      void     get_white_list(MULTI_SYM_MODE mode, string& DataArray[]);
 };
 
+void MyFunctions::get_white_list(MULTI_SYM_MODE mode, string& DataArray[]){
+
+    if(mode==MULTI_SYM_CHART){
+        string a[] = {_Symbol};        
+        ArrayResize(DataArray, ArraySize(a));
+        for(int i = 0; i < ArraySize(DataArray); i++){    
+            DataArray[i]=a[i];
+        }
+    }    
+    if(mode==MULTI_SYM_FX_B5){
+        string a[] = {"EURUSD", "AUDNZD", "EURGBP", "AUDCAD", "CHFJPY"};        
+        ArrayResize(DataArray, ArraySize(a));
+        for(int i = 0; i < ArraySize(DataArray); i++){    
+            DataArray[i]=a[i];
+        }
+    }
+    if(mode==MULTI_SYM_FX_28){
+        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",};        
+        ArrayResize(DataArray, ArraySize(a));
+        for(int i = 0; i < ArraySize(DataArray); i++){    
+            DataArray[i]=a[i];
+        }
+    }    
+}
+
 bool MyFunctions::trade_window(string t1, string t2, string time_zone="Broker", bool plot_range_inp=true){
    bool in_window = tw.define_window(t1, t2, time_zone, plot_range_inp);
    return in_window;
@@ -37,7 +60,6 @@ bool MyFunctions::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string d
       
       if(PeriodSeconds(time_frame)==PeriodSeconds(PERIOD_D1)){   
          if(TimeCurrent() > StringToTime(daily_start_time)){
-            Print("new bar");
             previousTime=bar_open_time;
             return true;            
          }
@@ -116,39 +138,6 @@ bool MyFunctions::in_test_period(MODE_SPLIT_DATA data_split_method){
    return false;
 }
 
-
-double MyFunctions::period_high(string symbol, int periods, int shift){
-   
-   double highs[]; 
-   ArraySetAsSeries(highs,true);
-   CopyHigh(symbol,PERIOD_CURRENT,1,periods+1,highs);
-
-   double high = 0;
-   high=highs[shift];
-   for(int i=shift; i<shift+periods; i++){
-      if(high<highs[i]){
-         high=highs[i];
-      }
-   }
-   return(high);
-}
-
-double MyFunctions::period_low(string symbol, int periods, int shift){
-   
-   double lows[]; 
-   ArraySetAsSeries(lows,true);
-   CopyLow(symbol,PERIOD_CURRENT,1,periods+1,lows);
-
-   double low = 0;
-   low=lows[shift];
-   for(int i=shift; i<shift+periods; i++){
-      if(low>lows[i]){
-         low=lows[i];
-      }
-   }
-   return(low);
-}
-
 void MyFunctions::draw_line(double value, string name,color clr){
    // EG:
    //    ArrayResize(bar,1000);
@@ -180,22 +169,6 @@ void MyFunctions::draw_line(double value, string name,color clr){
    ChartRedraw();
 }
 
-bool MyFunctions::check_indicator_handles(int &indicator_handles[]){
-   // TODO check if working before implementaion:
-   // e.g. call via:
-      // int indicator_handles[] = {handle1, handle2, handle..};
-      // check_indicator_handles(indicator_handles);
-
-   for(int i =0; i < ArraySize(indicator_handles); i++){
-
-      if(indicator_handles[i] == INVALID_HANDLE){
-         Alert("Failed to create handle"); return false;
-      };
-   }
-
-   return true;
-}
-
 double MyFunctions::adjusted_point(string symbol){
 
    int symbol_digits  = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
@@ -235,19 +208,4 @@ double MyFunctions::get_bid_ask_price(string symbol, int price_side){
 
    return price;
 
-}
+}
-
-
-
-
-
-// // e.g. if(!mf.is_new_daily_bar(symbol, StringToTime("00:06"))){return;}
-// bool MyFunctions::is_new_daily_bar(string symbol, datetime start_time){
-//     // https://www.youtube.com/watch?v=9BdnTcGrlUM (m-25:00)
-//     bar_open_time = iTime(symbol,PERIOD_D1,0);
-//     if(previousTime!=bar_open_time && TimeCurrent() > start_time){
-//         previousTime=bar_open_time;
-//         return true;
-//     }
-//     return false;
-// }

NNFX_TestFileHeader.mqh

@@ -6,12 +6,13 @@ CustomMax cm;
 MyFunctions mf;
 OrderManagment om;
 //---  
+string SymbolsArray[];
 input LOT_MODE  inp_lot_mode    = LOT_MODE_PCT_RISK;    // Lot Size Mode
 input double    inp_lot_var     = 2;                    // Lot Size Var
 input SL_MODE   inp_sl_mode     = SL_ATR_MULTIPLE;      // Stop-loss Mode
-input double    inp_sl_var      = 1;                    // Stop-loss Var 
+input double    inp_sl_var      = 1.5;                    // Stop-loss Var 
 input TP_MODE   inp_tp_mode     = TP_ATR_MULTIPLE;      // Take-profit Mode
-input double    inp_tp_var      = 1.5;                  // Take-Profit Var
+input double    inp_tp_var      = 1;                  // Take-Profit Var
 string lot_mode = EnumToString(inp_lot_mode);
 string sl_mode  = EnumToString(inp_sl_mode);
 string tp_mode  = EnumToString(inp_tp_mode);
@@ -20,8 +21,8 @@ input MULTI_SYM_MODE inp_sym_mode = MULTI_SYM_FX_B5;
 input MODE_SPLIT_DATA inp_data_split_method = NO_SPLIT;
 input int inp_force_opt = 1;
 input group "-----------------------------------------"
-//----
-string bm5_symbols[] = {"EURUSD", "AUDNZD", "EURGBP", "AUDCAD", "CHFJPY"};
 
-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",};
+
+
+