There
are a lot of measures that allow determining the effectiveness and
profitability of a trade system. However, traders are always ready to
put any system to a new crash test. The article tells how the statistics
based on measures of effectiveness can be used for the MetaTrader 5
platform. It includes the class for transformation of the interpretation
of statistics by deals to the one that doesn't contradict the
description given in the "Statistika dlya traderov" ("Statistics for
Traders") book by S.V. Bulashev. It also includes an example of custom
function for optimization.
New article Evaluation of Trade Systems - the Effectiveness of Entering, Exiting and Trades in General is published at mql5.com:
Author: Николай