Hello everyone,
I’ve been discussing potential improvements for Zyra, and I’d like to share some ideas before starting development. Any feedback is welcome!
1️⃣ Adding OnTester() for Custom Optimization
Zyra will soon include the OnTester() function, allowing for more advanced optimization. Instead of just maximizing profit, users will be able to choose from a list of key performance metrics, such as:
✔️ Profit Factor (Total profit / total loss)
✔️ Win Rate (%)
✔️ Maximum Drawdown (To minimize)
✔️ Expected Payoff (Average profit per trade)
✔️ Sharpe Ratio / Sortino Ratio (Risk-adjusted return)
✔️ Risk-Reward Ratio (RRR)
✔️ System Quality Number (SQN & SQN Score) (Evaluates strategy robustness)
✔️ Z-Score (Trade randomness analysis)
✔️ Ulcer Index (Measures stress from drawdowns)
✔️ Kelly Criterion (Optimal risk per trade)
✔️ Time in Market (%) (Market exposure tracking)
✔️ Trade Duration (Avg. trade holding time)
✔️ Max Consecutive Wins/Losses
Users will be able to select their preferred optimization criteria in the settings, eliminating the need to recompile the code when testing different strategies.
2️⃣ Improved Visual Interface & Risk Transparency
To enhance usability, I plan to introduce:
🔹 A reset button for stats from a custom date (Useful for tracking performance from a fresh start).
🔹 Display of lot size, max loss (if SL hit), and TP with RR ratio per trade – so users always know their risk exposure.
Why These Updates?
✅ More flexible optimization criteria for finding the best settings.
✅ Better transparency over trade sizes, risk, and reward.
✅ Easier monitoring of performance with custom stat resets.
Let me know what you think! Would these improvements be useful to you? Any other suggestions? 🚀
I’ve been discussing potential improvements for Zyra, and I’d like to share some ideas before starting development. Any feedback is welcome!
1️⃣ Adding OnTester() for Custom Optimization
Zyra will soon include the OnTester() function, allowing for more advanced optimization. Instead of just maximizing profit, users will be able to choose from a list of key performance metrics, such as:
✔️ Profit Factor (Total profit / total loss)
✔️ Win Rate (%)
✔️ Maximum Drawdown (To minimize)
✔️ Expected Payoff (Average profit per trade)
✔️ Sharpe Ratio / Sortino Ratio (Risk-adjusted return)
✔️ Risk-Reward Ratio (RRR)
✔️ System Quality Number (SQN & SQN Score) (Evaluates strategy robustness)
✔️ Z-Score (Trade randomness analysis)
✔️ Ulcer Index (Measures stress from drawdowns)
✔️ Kelly Criterion (Optimal risk per trade)
✔️ Time in Market (%) (Market exposure tracking)
✔️ Trade Duration (Avg. trade holding time)
✔️ Max Consecutive Wins/Losses
Users will be able to select their preferred optimization criteria in the settings, eliminating the need to recompile the code when testing different strategies.
2️⃣ Improved Visual Interface & Risk Transparency
To enhance usability, I plan to introduce:
🔹 A reset button for stats from a custom date (Useful for tracking performance from a fresh start).
🔹 Display of lot size, max loss (if SL hit), and TP with RR ratio per trade – so users always know their risk exposure.
Why These Updates?
✅ More flexible optimization criteria for finding the best settings.
✅ Better transparency over trade sizes, risk, and reward.
✅ Easier monitoring of performance with custom stat resets.
Let me know what you think! Would these improvements be useful to you? Any other suggestions? 🚀