Matt Corcoran
53 lines
1.7 KiB
Plaintext
53 lines
1.7 KiB
Plaintext
#include <Trade/Trade.mqh>
|
|
|
|
enum CUSTOM_MAX_TYPE {
|
|
CM_WIN_LOSS_RATIO,
|
|
CM_WIN_PERCENT
|
|
};
|
|
|
|
class CustomMax : public CObject {
|
|
protected:
|
|
double custom_criteria;
|
|
|
|
double win_loss_ratio(int min_required_trades);
|
|
double win_percent_min_trades(int min_required_trades);
|
|
|
|
public:
|
|
double calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades = 0);
|
|
};
|
|
|
|
double CustomMax::calculate_custom_criteria(CUSTOM_MAX_TYPE cm_type, int min_trades) {
|
|
switch(cm_type) {
|
|
case CM_WIN_LOSS_RATIO:
|
|
custom_criteria = win_loss_ratio(min_trades);
|
|
break;
|
|
case CM_WIN_PERCENT:
|
|
custom_criteria = win_percent_min_trades(min_trades);
|
|
break;
|
|
default:
|
|
custom_criteria = 0;
|
|
break;
|
|
}
|
|
return custom_criteria;
|
|
}
|
|
|
|
// Returns the win/loss ratio, with min trades check
|
|
double CustomMax::win_loss_ratio(int min_required_trades) {
|
|
double wins = TesterStatistics(STAT_PROFIT_TRADES);
|
|
double losses = TesterStatistics(STAT_LOSS_TRADES);
|
|
double total_trades = TesterStatistics(STAT_TRADES);
|
|
if((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0) return 0;
|
|
if(losses == 0) return 0; // Prevent division by zero
|
|
return wins / losses;
|
|
}
|
|
|
|
// Returns the win percentage, with min trades check
|
|
double CustomMax::win_percent_min_trades(int min_required_trades) {
|
|
double wins = TesterStatistics(STAT_PROFIT_TRADES);
|
|
double total_trades = TesterStatistics(STAT_TRADES);
|
|
if((min_required_trades > 0 && total_trades < min_required_trades) || total_trades == 0) return 0;
|
|
double result = wins / total_trades * 100;
|
|
if(!MathIsValidNumber(result)) return 0;
|
|
return result;
|
|
}
|