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Add standard file headers to custom library files

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This commit is contained in:
Matt Corcoran
2025-07-16 12:31:55 +02:00
parent d7f4813dab
commit 77481b97ed
21 changed files with 240 additions and 132 deletions
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MyLibs/BacktestUtils/CustomMax.mqh
+10 -15
View File
@@ -1,25 +1,20 @@
//+------------------------------------------------------------------+
//| CustomeMax.mqh |
//| Defines custom optimization criteria for backtesting |
//| |
//| 2025 xMattC (github.com/xMattC) |
//+------------------------------------------------------------------+
#property copyright "2025 xMattC (github.com/xMattC)"
#property link "https://github.com/xMattC"
#property version "1.00"
#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;
MyLibs/BacktestUtils/TestDataSplit.mqh
+17 -27
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@@ -1,33 +1,23 @@
// ---------------------------------------------------------------------
// ENUM: MODE_SPLIT_DATA
// ---------------------------------------------------------------------
// Defines how to split data during testing based on time attributes.
//
// Values:
// - NO_SPLIT : Do not split, always return true.
// - ODD_YEARS : Include only odd-numbered years.
// - EVEN_YEARS : Include only even-numbered years.
// - ODD_MONTHS : Include only odd-numbered months.
// - EVEN_MONTHS : Include only even-numbered months.
// - ODD_WEEKS : Include only odd-numbered weeks.
// - EVEN_WEEKS : Include only even-numbered weeks.
// ---------------------------------------------------------------------
//+------------------------------------------------------------------+
//| TestDataSplit.mqh |
//| Splits historical data into training/testing segments |
//| |
//| 2025 xMattC (github.com/xMattC) |
//+------------------------------------------------------------------+
#property copyright "2025 xMattC (github.com/xMattC)"
#property link "https://github.com/xMattC"
#property version "1.00"
enum MODE_SPLIT_DATA {
NO_SPLIT,
ODD_YEARS,
EVEN_YEARS,
ODD_MONTHS,
EVEN_MONTHS,
ODD_WEEKS,
EVEN_WEEKS
NO_SPLIT, // Do not split, always return true.
ODD_YEARS, // Include only odd-numbered years.
EVEN_YEARS, // Include only even-numbered years.
ODD_MONTHS, // Include only odd-numbered months.
EVEN_MONTHS, // Include only even-numbered months.
ODD_WEEKS, // Include only odd-numbered weeks.
EVEN_WEEKS // Include only even-numbered weeks.
};
// ---------------------------------------------------------------------
// CLASS: TestDataSplit
// ---------------------------------------------------------------------
// Provides logic to determine whether the current date falls within
// a selected split group for testing or optimization purposes.
// ---------------------------------------------------------------------
class TestDataSplit {
public:
bool in_test_period(MODE_SPLIT_DATA data_split_method);