gavindiaz/mt5-quant-lib
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add standard file headers to custom library files

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
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;