Function iSetCustomMax(string mode) parameter analysis

19 February 2022, 12:50
Yu Zhang
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Function iSetCustomMax(string mode) parameter analysis
函数 iSetCustomMax(string mode) 参数解析


Product Link 产品链接:https://www.mql5.com/en/market/product/78103


For English:

/*
parameter analysis mode = "...":
//---Commonly used---
// TB Factor on TraderBlazer Programmable Software.
"CUSTOM_TBValue", 

// MT5 built-in Sharpe ratio, capital fluctuation Sharpe ratio, price fluctuation Sharpe ratio
"CUSTOM_Sharpe_MT5", "CUSTOM_Sharpe_Balance", "CUSTOM_Sharpe_Price", 

// System Quality Number, SQN in price fluctuations
"CUSTOM_SQN", "CUSTOM_SQN_Price", 

"CUSTOM_WinRate_Total", "CUSTOM_WinRate_Long", "CUSTOM_WinRate_Short", // Total Win Rate, Long Win Rate, Long and Short Win Rate
"CUSTOM_NetProfit", "CUSTOM_AverageProfit", "CUSTOM_AverageLoss", // net profit, average profit, average loss
"CUSTOM_PnL_Ratio", "CUSTOM_ProfitFactor", // profit-loss ratio, profit factor
"CUSTOM_RecoveryFactor", "CUSTOM_ExpectedProfit", // recovery factor, expected return

//---Best position(not recommended if you haven't done in-depth research on the theory)---
// Calculate the leverage of a margin occupied position according to the Kelly formula
"CUSTOM_Kelly_OccupyLot_Lever", 

// Calculate percentage of margin stop position according to Kelly formula
"CUSTOM_Kelly_LossLot_Percent", 

// Vince's TWR method best f
"CUSTOM_Vince_F", 

//---retrace---
// Minimum Equity, Minimum Margin
"CUSTOM_EquityMin", "CUSTOM_MarginMin", 

// maximum relative drawdown ratio, the amount of the maximum relative drawdown ratio
"CUSTOM_MaxRelativeDDPercent", "CUSTOM_MaxRelativeDD", 

// The largest absolute drawdown value, the proportion of the largest absolute drawdown value
"CUSTOM_MaxAbsoluteDD", "CUSTOM_MaxAbsoluteDDPercent", 

//---Linear regression---
// Linear regression of balance and number of transactions "Y= linereturn1*X + linereturn2"
"CUSTOM_LineReturn1", "CUSTOM_LineReturn2",

// Correlation coefficient between real balance and linear simulated balance, standard deviation
"CUSTOM_LRCorrelation", "CUSTOM_LRStandardError", 

//--- Growth rate loss rate---
// total profit, total loss
"CUSTOM_GrossProfit", "CUSTOM_GrossLoss", 

// Arithmetic Average Balance Growth Rate, Geometric Average Balance Growth Rate
"CUSTOM_AHPR", "CUSTOM_GHPR",

// no position geometric profit percentage, no position geometric loss percentage
"CUSTOM_NoVolGeoProfitPercent", "CUSTOM_NoVolGeoLossPercent", 

//---Number of trades---
"CUSTOM_TotalTraders", "CUSTOM_LongTraders", "CUSTOM_ShortTraders", // Total trades, long trades, short trades
"CUSTOM_ProfitTrades", "CUSTOM_LossTrades", // Number of profitable trades, number of losing trades

//---Continuous---
// (int)Longest profit sequence, the sum of profits of the longest profit sequence
"CUSTOM_MaxConWinsTrades", "CUSTOM_MaxConWins", 

// (int) Longest loss sequence, the sum of the losses of the longest loss sequence
"CUSTOM_MaxConFailTrades", "CUSTOM_MaxConFails", 

// maximum continuous return, (int) maximum number of continuous return series
"CUSTOM_MaxConProfit", "CUSTOM_MaxConProfitTrades", 

// max continuous loss, (int) max continuous loss sequence number
"CUSTOM_MaxConLoss", "CUSTOM_MaxConLossTrades", 

// (int) Average continuous wins, (int) Average continuous losses
"CUSTOM_AverageConWins", "CUSTOM_AverageConFails", 

// maximum value in profitable trades, maximum value in losing trades
"CUSTOM_MaxProfitTrade", "CUSTOM_MaxLossTrade", 
*/


中文说明:

/*
参数解析 mode = "...":
//---常用
"CUSTOM_TBValue", // TraderBlazer程序化软件上TB系数。
"CUSTOM_Sharpe_MT5", "CUSTOM_Sharpe_Balance", "CUSTOM_Sharpe_Price", // MT5内置夏普比,资金波动夏普比,价格波动夏普比
"CUSTOM_SQN", "CUSTOM_SQN_Price", // 系统质量编号,以价格波动计算的SQN
"CUSTOM_WinRate_Total", "CUSTOM_WinRate_Long", "CUSTOM_WinRate_Short", // 总胜率,做多胜率,多空胜率
"CUSTOM_NetProfit", "CUSTOM_AverageProfit", "CUSTOM_AverageLoss", // 净利润,平均利润,平均亏损
"CUSTOM_PnL_Ratio", "CUSTOM_ProfitFactor", // 盈亏比,盈利因子
"CUSTOM_RecoveryFactor", "CUSTOM_ExpectedProfit", // 恢复因子,预期收益
//---最佳仓位(如果你没有对理论进行深入研究,不建议参考)
"CUSTOM_Kelly_OccupyLot_Lever", // 根据凯利公式计算保证金占用仓位的杠杆
"CUSTOM_Kelly_LossLot_Percent", // 根据凯利公式计算保证金止损仓位的百分比
"CUSTOM_Vince_F", // Vince的TWR方法最佳f
//---回撤
"CUSTOM_EquityMin", "CUSTOM_MarginMin", // 最小净值, 最小保证金
"CUSTOM_MaxRelativeDDPercent", "CUSTOM_MaxRelativeDD", // 最大相对回撤比, 最大相对回撤比的数额
"CUSTOM_MaxAbsoluteDD", "CUSTOM_MaxAbsoluteDDPercent", // 最大的绝对回撤值, 最大的绝对回撤值占比
//---线性回归
"CUSTOM_LineReturn1", "CUSTOM_LineReturn2", // 余额与交易次数线性回归 "Y= linereturn1*X + linereturn2"
"CUSTOM_LRCorrelation", "CUSTOM_LRStandardError", // 真实余额与线性模拟余额相关系数, 标准差
//---增长亏损率
"CUSTOM_GrossProfit", "CUSTOM_GrossLoss", // 盈利总和, 亏损总和
"CUSTOM_AHPR", "CUSTOM_GHPR", // 算数平均余额增长率, 几何平均余额增长率
"CUSTOM_NoVolGeoProfitPercent", "CUSTOM_NoVolGeoLossPercent", // 无仓位几何获利百分比, 无仓位几何亏损百分比
//---交易数量
"CUSTOM_TotalTraders", "CUSTOM_LongTraders", "CUSTOM_ShortTraders", // 总交易数,做多交易数,做空交易数
"CUSTOM_ProfitTrades", "CUSTOM_LossTrades", // 盈利交易数,亏损交易数
//---连续
"CUSTOM_MaxConWinsTrades", "CUSTOM_MaxConWins", // (int)最长获利序列, 最长获利序列利润总和
"CUSTOM_MaxConFailTrades", "CUSTOM_MaxConFails", // (int)最长亏损序列, 最长亏损序列亏损总和
"CUSTOM_MaxConProfit", "CUSTOM_MaxConProfitTrades", // 最大连续收益, (int)最大连续收益序列数
"CUSTOM_MaxConLoss", "CUSTOM_MaxConLossTrades", // 最大连续亏损, (int)最大连续亏损序列数
"CUSTOM_AverageConWins", "CUSTOM_AverageConFails", // (int)平均连续获胜数, (int)平均连续亏损数
"CUSTOM_MaxProfitTrade", "CUSTOM_MaxLossTrade", // 获利交易中的最大值, 亏损交易中的最大值
*/

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