Indicators: TradeStatisticsPanel - page 2

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sergeev:

in the ahpr calculation - not the denominator is checked for 0.

Do you mean this line?
m_ahpr=m_ahpr/(limit-1);

Above there is a line with the check:

if(limit>1)
Why in the sharp_ratio calculation - in the Std calculation loop - the last element of HPR is not used?

Thank you for noticing the inaccuracy! The last array index should be limit-1 instead of limit-2. I will correct it in the original.

 
avoitenko:
You mean this line?

This one.


Thank you for noticing the inaccuracy. The last index of the array should be limit-1 instead of limit-2.

Well, I'm the main consumer.)

 

I wrote, I wrote, and there were a lot of mistakes.

Now it will be like this:

   if(m_balance_data.At(i-1)!=0.0)
     {
      HPR[i-1]=m_balance_data.At(i)/m_balance_data.At(i-1);
      m_ahpr+=HPR[i-1];
     }
 

Нет. Вот эта: Расширенный анализ торгового счета 

To generate a beautiful extended report in HTML, you need a powerful yet free JavaScript library.

The one discussed above (MQLab Graphic Report) seems to have disappeared.

Please suggest your own variants.

You can make it display as indicators.

What should these indicators display and how should it look like?
 
avoitenko:

To generate a beautiful extended report in HTML, you need a powerful yet free JavaScript library.

The one discussed above (MQLab Graphic Report) seems to have disappeared.

Please suggest your own variants.

What should these indicators display and how should it look like?

You can try to make indicators in the sub-windows of the chart, which show how the trade indicators have changed over time. It would turn out to be a whole complex of indicators, which could include such an indicator as Equity/Balance.

For example, Profit Factor in the figure below:

//---

If your class can already be used in the Expert Advisor during the test based on the trade statistics, indicating the number of trades for calculations, then with the help of indicators it would be possible to visualise all this in the testing visualisation mode. Plus, everyone would use their own method. That is, perhaps, it would be more convenient for someone to get indicator values through indicators. For example, we get the handle of the Profit Factor indicator, take its indicators and decide what to do next. ))

//---

It would be very interesting to see the variant that is implemented as it is done in the article Visualise Strategy in MetaTrader 5 Tester (last video). But the way it is implemented there is more or less clear. You can expand the idea, for example, make controls: zoom, scroll, time scale and indicator values. In general, an interesting and useful article would turn out.

Perhaps the developers will take some of this and make it into a standard report. Statistical indicators could be made in the standard delivery.

For example, like this:

int  iProfitFactor(
   string symbol,        // Symbol name. If not specified, the calculation is made to the total series of deals
   int    count_deals,   // number of deals to calculate the indicator
);
All this would make MetaTrader 5 stand out even more. )))
 

Regarding statistical indicators like iProfitFactor.

Firstly, who needs the values of these indicators if, for example, trading on the account was conducted on several instruments?

And you learn values for one of these instruments, say EURUSD.

Agree, it is better to count statistics on the whole account and not on separate pairs, because it is not clear how to summarise these indicators later.

Secondly, what is the count_deals parameter? Why set the number of trades? Isn't it better to set the time range for calculating statistics?

I agree that it is worth writing an Equity/Balance indicator.

 
avoitenko:

I agree that it is worth writing an Equity/Balance indicator.

add creation of Equity array in CTradeStatistic

Similarly, arrays ProfitFactor_data etc. are not difficult to calculate on array prof_data when filling it.

The main thing here is that trades sorted by time should be fed to the processing input.

 
avoitenko:

Regarding statistical indicators like iProfitFactor.

Firstly, who needs the values of these indicators if, for example, trading on the account was conducted on several instruments?

And you learn values for one of these instruments, say EURUSD.

Agree, it is better to count statistics on the whole account and not on separate pairs, because it is not clear how to summarise these indicators later.

Secondly, what is the count_deals parameter? Why set the number of trades? Isn't it better to set the time range for calculating statistics?

I agree that it is worth writing an Equity/Balance indicator.

I corrected the comment in the previous post. That is, if not specified on a particular symbol, the calculation is made to the total series of trades. I think that statistical indicators should be considered separately for each symbol and TS, as it is necessary to make a decision on each of them separately. This of course does not apply to those systems that use more than one symbol or TF for conditions in one strategy. The investor needs a general indicator as a report. Although, the more detailed this report will be, the more he will trust the trader. Those who develop trading systems also need a more flexible and accurate tool.

Regarding the count_deals parameter. It can be done by time too. It would be better if it is optional.

 
add creation of Equity array in CTradeStatistic<br/ translate="no">

For the tester it is not relevant, because the equity value is always available.

And not in the tester equity should be calculated on minutes, and this is difficult, at least for me.

Similarly, ProfitFactor_data arrays.

Again, why, if you call Calculate and get the result? Or do you need it to display intermediate values?

 
avoitenko:

...

Or do you need it to display intermediate values?

Yes, you need intermediate values.
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