Need something that will help calculate length and frequency of trend

MQL4 EA 스크립트

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Hello Coders,

 

As stated above, I need to backtest and calculate the length and frequecy of trends, using a SMA with a variable value (ex SMA10) I need a visual when the SMA goes down that means its a down trend and we need to log how long it goes in that direction before it turns and how long it goes in new direction.  I will simply run a backtest in the strategy tester and it should show data like: how many uptrends/downtrends, average duration of uptrend/downtrend, longest trend duration.  I need to filter out a few small trends so perhaps an option to gather data on >=5bar trends or whatever I decide. I also need it to tell me how many 5 bar trends, 6bar trends, 7 bar trends, x bar trends, etc for all the trends there are until the longest trend, so for every duration there is in the trends I want to know how many of them there were to help me analyse the market. The screen can display something like this:

306 uptrends

Average uptrend 7 bars

longest trend 34 bars

67 5 bar trends

56 6 bar trends

33 7 bar trends

26 8 bar trends

24 9 bar trends 

etc until 34 bar trends

 

288 downtrends

Average downtrend x bars

etc

 

Thanks 

 

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