Custom target function

coiler
284

Hi All,

is it posible to code a different target function? (profit factor, balance...). If so, could you give some tips or sample?. I would like to optimize by win/loss ratio = 1 (avg winning trade / avg losing trade).

Regards. 

William Roeder
25873
William Roeder  

Expert properties -> testing tab -> optimized parameter.

W/L ratio is meaning less - A Ea that wins 1 pip and looses 100 pips has a 1:1 w/l and is a looser.

$Ave win/$Ave loose is meaning less - A EA that wins $89 1/10 of the time and looses $10 9/10 of the time is a looser.

expectancy  = (1+average win/average loss)*(system accuracy) -1 (system accuracy = won/total) maybe

coiler
284
coiler  

Hi WHRoeder and thanks,

i know, sorry, i mean win/loss ratio = 1 (1:1) and > 50% ( same distance between TP and SL and more that 50% accuracy). Anyway, is it posible to code my own target function?. 

 Regards.