Matt Corcoran
94 lines
2.7 KiB
Plaintext
94 lines
2.7 KiB
Plaintext
#property library
|
|
#include <Trade/Trade.mqh>
|
|
|
|
enum CUSTOM_MAX_TYPE{
|
|
CM_WIN_LOSS_RATIO,
|
|
CM_WIN_PERCENT,
|
|
CM_WIN_PERCENT_200T,
|
|
CM_WIN_PERCENT_300T,
|
|
CM_WIN_PERCENT_400T,
|
|
CM_WIN_PERCENT_500T,
|
|
CM_WIN_PERCENT_600T,
|
|
CM_WIN_PERCENT_700T,
|
|
CM_WIN_PERCENT_800T,
|
|
CM_WIN_PERCENT_900T,
|
|
CM_WIN_PERCENT_1000T,
|
|
};
|
|
|
|
class CustomMax : public CObject{
|
|
|
|
protected:
|
|
double custom_criteria;
|
|
|
|
double CustomMax::win_loss_ratio();
|
|
double CustomMax::win_percent();
|
|
double CustomMax::win_percent_min_trades(int min_resuired_trades);
|
|
|
|
public:
|
|
double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type);
|
|
|
|
};
|
|
|
|
// CM_WIN_LOSS_RATIO,
|
|
// CM_WIN_PERCENT
|
|
double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type){
|
|
if(cm_type==CM_WIN_LOSS_RATIO){
|
|
custom_criteria = win_loss_ratio();
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT){
|
|
custom_criteria = win_percent();
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_200T){
|
|
custom_criteria = win_percent_min_trades(200);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_300T){
|
|
custom_criteria = win_percent_min_trades(300);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_400T){
|
|
custom_criteria = win_percent_min_trades(400);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_500T){
|
|
custom_criteria = win_percent_min_trades(500);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_600T){
|
|
custom_criteria = win_percent_min_trades(600);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_700T){
|
|
custom_criteria = win_percent_min_trades(700);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_800T){
|
|
custom_criteria = win_percent_min_trades(800);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_900T){
|
|
custom_criteria = win_percent_min_trades(900);
|
|
}
|
|
if(cm_type==CM_WIN_PERCENT_1000T){
|
|
custom_criteria = win_percent_min_trades(1000);
|
|
}
|
|
return custom_criteria;
|
|
}
|
|
|
|
double CustomMax::win_loss_ratio(){
|
|
double wins = TesterStatistics(STAT_PROFIT_TRADES);
|
|
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);
|
|
|
|
if(total_trades<min_resuired_trades){
|
|
return 0;
|
|
}
|
|
|
|
else {
|
|
return wins / total_trades * 100;
|
|
}
|
|
} |