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