Matt Corcoran
106 lines
3.6 KiB
Plaintext
106 lines
3.6 KiB
Plaintext
#include <Trade/Trade.mqh>
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// ---------------------------------------------------------------------
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// ENUM: CUSTOM_MAX_TYPE
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// ---------------------------------------------------------------------
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// Defines the types of custom performance criteria that can be used
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// for calculating max optimization targets.
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//
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// Values:
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// - CM_WIN_LOSS_RATIO : Use win/loss ratio.
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// - CM_WIN_PERCENT : Use win percentage.
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// ---------------------------------------------------------------------
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enum CUSTOM_MAX_TYPE {
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CM_WIN_LOSS_RATIO,
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CM_WIN_PERCENT
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};
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// ---------------------------------------------------------------------
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// CLASS: CustomMax
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// ---------------------------------------------------------------------
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// Calculates custom performance criteria for use in optimizations.
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// ---------------------------------------------------------------------
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class CustomMax : public CObject {
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protected:
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double custom_criteria;
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double win_loss_ratio(int min_required_trades);
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double win_percent_min_trades(int min_required_trades);
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public:
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double calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades = 0);
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};
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// ---------------------------------------------------------------------
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// Calculates the selected custom criteria metric.
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//
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// Parameters:
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// - cm_type : The selected criteria type to calculate.
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// - min_trades : Optional minimum number of trades (default 0).
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//
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// Logic:
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// - Calls the appropriate private method based on cm_type.
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// - Returns the resulting metric (or 0 if invalid).
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// ---------------------------------------------------------------------
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double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades) {
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switch(cm_type) {
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case CM_WIN_LOSS_RATIO:
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custom_criteria = win_loss_ratio(min_trades);
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break;
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case CM_WIN_PERCENT:
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custom_criteria = win_percent_min_trades(min_trades);
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break;
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default:
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custom_criteria = 0;
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break;
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}
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return custom_criteria;
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}
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// ---------------------------------------------------------------------
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// Calculates win/loss ratio with a minimum trade count check.
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//
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// Parameters:
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// - min_required_trades : Minimum number of trades required.
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//
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// Logic:
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// - Returns wins / losses if minimum is met.
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// - Prevents division by zero.
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// ---------------------------------------------------------------------
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double CustomMax::win_loss_ratio(int min_required_trades) {
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double wins = TesterStatistics(STAT_PROFIT_TRADES);
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double losses = TesterStatistics(STAT_LOSS_TRADES);
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double total_trades = TesterStatistics(STAT_TRADES);
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if ((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0)
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return 0;
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if (losses == 0)
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return 0;
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return wins / losses;
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}
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// ---------------------------------------------------------------------
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// Calculates win percentage with a minimum trade count check.
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//
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// Parameters:
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// - min_required_trades : Minimum number of trades required.
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//
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// Logic:
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// - Returns (wins / total) * 100 if minimum is met.
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// - Filters out invalid math results.
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// ---------------------------------------------------------------------
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double CustomMax::win_percent_min_trades(int min_required_trades) {
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double wins = TesterStatistics(STAT_PROFIT_TRADES);
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double total_trades = TesterStatistics(STAT_TRADES);
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if ((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0)
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return 0;
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double result = (wins / total_trades) * 100;
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if (!MathIsValidNumber(result))
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return 0;
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return result;
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}
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