Inclustion of example EA

MyLibs/BacktestUtils/CustomMax.mqh

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+#include <Trade/Trade.mqh>
+
+// ---------------------------------------------------------------------
+// ENUM: CUSTOM_MAX_TYPE
+// ---------------------------------------------------------------------
+// Defines the types of custom performance criteria that can be used
+// for calculating max optimization targets.
+//
+// Values:
+// - CM_WIN_LOSS_RATIO : Use win/loss ratio.
+// - CM_WIN_PERCENT    : Use win percentage.
+// ---------------------------------------------------------------------
+enum CUSTOM_MAX_TYPE {
+    CM_WIN_LOSS_RATIO,
+    CM_WIN_PERCENT
+};
+
+// ---------------------------------------------------------------------
+// CLASS: CustomMax
+// ---------------------------------------------------------------------
+// Calculates custom performance criteria for use in optimizations.
+// ---------------------------------------------------------------------
+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);
+};
+
+// ---------------------------------------------------------------------
+// Calculates the selected custom criteria metric.
+//
+// Parameters:
+// - cm_type     : The selected criteria type to calculate.
+// - min_trades  : Optional minimum number of trades (default 0).
+//
+// Logic:
+// - Calls the appropriate private method based on cm_type.
+// - Returns the resulting metric (or 0 if invalid).
+// ---------------------------------------------------------------------
+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;
+}
+
+// ---------------------------------------------------------------------
+// Calculates win/loss ratio with a minimum trade count check.
+//
+// Parameters:
+// - min_required_trades : Minimum number of trades required.
+//
+// Logic:
+// - Returns wins / losses if minimum is met.
+// - Prevents division by zero.
+// ---------------------------------------------------------------------
+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;
+
+    return wins / losses;
+}
+
+// ---------------------------------------------------------------------
+// Calculates win percentage with a minimum trade count check.
+//
+// Parameters:
+// - min_required_trades : Minimum number of trades required.
+//
+// Logic:
+// - Returns (wins / total) * 100 if minimum is met.
+// - Filters out invalid math results.
+// ---------------------------------------------------------------------
+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;
+}