Equity indicator

Hi All,

I want to create an equity indicator similar to this one here : https://www.mql5.com/ru/code/8588

  1--The indicator should have  the correlation between the equity curve generated by a trading system and the "ideal" equity curve based on past N  trades .The ideal

equity curve based on equity curve of non repaintinting zigzag the idea from here  : http://www.breakoutfutures.com/Newsletters/Newsletter0605.htm

2-  The indicator will have the  Trade Equity Regression Trend Line Coefficient of Correlation for both past n trades AND open positions:  see the article  https://www.mql5.com/en/articles/1492   From the article ,I think below is the code of what I am looking for I am not too sure :

Sx=Summ{(X-M(X))^2}/N
Sy=Summ{(Y-M(Y))^2}/N
r=cov(X,Y)/(Sx* Sy)

where:
N - amount of trades (including the open trades);
X - Balance;
Y - linear regression;
M(X) - Balance mean value;
M(Y) - LR mean value. 

The threshold of  equity line deviation from a linear regression trend line  should be >0,6   for example Bobsley LR correlation 0,44  https://championship.mql5.com/2010/ru/users/bobsley/reports

3-The  indicator should have Profit Factor >2  threshold for both past N trades AND open positions.

4- The indicator should have the efficiency ratio of entry- exit    see Bulashev stats https://www.mql5.com/en/articles/137   and here https://championship.mql5.com/2010/en/news/42?source=terminal03.11.10

I think code part is here :

//+------------------------------------------------------------------+
//| calculation of effectiveness |
//+------------------------------------------------------------------+
void C_Pos::efficiency()
  {
   for(int i=0;i<count_trades;i++)
     {
      m_trades_stats[i].max_price_trade=iHighest(symbol,PERIOD_M1,m_trades_stats[i].enter_date,m_trades_stats[i].exit_date); // maximal price of trade
      m_trades_stats[i].min_price_trade=iLowest(symbol,PERIOD_M1,m_trades_stats[i].enter_date,m_trades_stats[i].exit_date);  // minimal price of trade
      double minimax=0;
      minimax=m_trades_stats[i].max_price_trade-m_trades_stats[i].min_price_trade;// difference between maximum and minimum
      if(minimax!=0)minimax=1.0/minimax;
      if(m_trades_stats[i].trade_type==DEAL_TYPE_BUY)

        {
         //Effectiveness of entering a position
         m_trades_stats[i].enter_efficiency=(m_trades_stats[i].max_price_trade-m_trades_stats[i].enter_price)*minimax;
         //Effectiveness of exiting from a position
         m_trades_stats[i].exit_efficiency=(m_trades_stats[i].exit_price-m_trades_stats[i].min_price_trade)*minimax;
         //Effectiveness of trade
         m_trades_stats[i].trade_efficiency=(m_trades_stats[i].exit_price-m_trades_stats[i].enter_price)*minimax;
        }
      else
        {
         if(m_trades_stats[i].trade_type==DEAL_TYPE_SELL)
           {
            //Effectiveness of entering a position
            m_trades_stats[i].enter_efficiency=(m_trades_stats[i].enter_price-m_trades_stats[i].min_price_trade)*minimax;
            //Effectiveness of exiting from a position
            m_trades_stats[i].exit_efficiency=(m_trades_stats[i].max_price_trade-m_trades_stats[i].exit_price)*minimax;
            //Effectiveness of trade
            m_trades_stats[i].trade_efficiency=(m_trades_stats[i].enter_price-m_trades_stats[i].exit_price)*minimax;
           }
        }
     }
  } 

Good clean fast code appriciated.Price negotiable