128 lines
5.6 KiB
MQL5
128 lines
5.6 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| Base.mqh |
|
||
|
|
//| Copyright 2026,Niquel Mendoza. |
|
||
|
|
//| https://www.mql5.com/en/users/nique_372 |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#property copyright "Copyright 2026,Niquel Mendoza."
|
||
|
|
#property link "https://www.mql5.com/en/users/nique_372"
|
||
|
|
#property strict
|
||
|
|
|
||
|
|
#ifndef MQLCYBYLEO_SRC_BACKTESTER_RESULTS_BASE_MQH
|
||
|
|
#define MQLCYBYLEO_SRC_BACKTESTER_RESULTS_BASE_MQH
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Estrucutra base |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
struct pack(8) BackRes
|
||
|
|
{
|
||
|
|
double initial_deposit;
|
||
|
|
double withdrawal;
|
||
|
|
double profit;
|
||
|
|
double gross_profit;
|
||
|
|
double gross_loss;
|
||
|
|
double max_profit_trade;
|
||
|
|
double max_loss_trade;
|
||
|
|
double con_profit_max;
|
||
|
|
double max_con_wins;
|
||
|
|
double con_loss_max;
|
||
|
|
double max_con_losses;
|
||
|
|
double balance_min;
|
||
|
|
double balance_dd;
|
||
|
|
double balance_dd_pct;
|
||
|
|
double balance_ddrel_pct;
|
||
|
|
double balance_dd_relative;
|
||
|
|
double equity_min;
|
||
|
|
double equity_dd;
|
||
|
|
double equity_dd_pct;
|
||
|
|
double equity_ddrel_pct;
|
||
|
|
double equity_dd_relative;
|
||
|
|
double expected_payoff;
|
||
|
|
double profit_factor;
|
||
|
|
double recovery_factor;
|
||
|
|
double sharpe_ratio;
|
||
|
|
double min_margin_level;
|
||
|
|
double custom_ontester;
|
||
|
|
int con_profit_max_trades;
|
||
|
|
int max_con_profit_trades;
|
||
|
|
int con_loss_max_trades;
|
||
|
|
int max_con_loss_trades;
|
||
|
|
int deals;
|
||
|
|
int trades;
|
||
|
|
int profit_trades;
|
||
|
|
int loss_trades;
|
||
|
|
int short_trades;
|
||
|
|
int long_trades;
|
||
|
|
int profit_short_trades;
|
||
|
|
int profit_long_trades;
|
||
|
|
int profit_trades_avgcon;
|
||
|
|
int loss_trades_avgcon;
|
||
|
|
|
||
|
|
//---
|
||
|
|
bool Save(const string& path, bool comon_flag)
|
||
|
|
{
|
||
|
|
const int fh = ::FileOpen(path, FILE_WRITE | FILE_BIN | (comon_flag ? FILE_COMMON : 0));
|
||
|
|
if(fh == INVALID_HANDLE)
|
||
|
|
return false;
|
||
|
|
::FileWriteStruct(fh, this);
|
||
|
|
::FileClose(fh);
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
|
||
|
|
//---
|
||
|
|
bool Load(const string& path, bool comon_flag)
|
||
|
|
{
|
||
|
|
const int fh = ::FileOpen(path, FILE_READ | FILE_BIN | (comon_flag ? FILE_COMMON : 0));
|
||
|
|
if(fh == INVALID_HANDLE)
|
||
|
|
return false;
|
||
|
|
::FileReadStruct(fh, this);
|
||
|
|
::FileClose(fh);
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
|
||
|
|
//---
|
||
|
|
void Collect()
|
||
|
|
{
|
||
|
|
initial_deposit = ::TesterStatistics(STAT_INITIAL_DEPOSIT);
|
||
|
|
withdrawal = ::TesterStatistics(STAT_WITHDRAWAL);
|
||
|
|
profit = ::TesterStatistics(STAT_PROFIT);
|
||
|
|
gross_profit = ::TesterStatistics(STAT_GROSS_PROFIT);
|
||
|
|
gross_loss = ::TesterStatistics(STAT_GROSS_LOSS);
|
||
|
|
max_profit_trade = ::TesterStatistics(STAT_MAX_PROFITTRADE);
|
||
|
|
max_loss_trade = ::TesterStatistics(STAT_MAX_LOSSTRADE);
|
||
|
|
con_profit_max = ::TesterStatistics(STAT_CONPROFITMAX);
|
||
|
|
con_profit_max_trades = (int)::TesterStatistics(STAT_CONPROFITMAX_TRADES);
|
||
|
|
max_con_wins = ::TesterStatistics(STAT_MAX_CONWINS);
|
||
|
|
max_con_profit_trades = (int)::TesterStatistics(STAT_MAX_CONPROFIT_TRADES);
|
||
|
|
con_loss_max = ::TesterStatistics(STAT_CONLOSSMAX);
|
||
|
|
con_loss_max_trades = (int)::TesterStatistics(STAT_CONLOSSMAX_TRADES);
|
||
|
|
max_con_losses = ::TesterStatistics(STAT_MAX_CONLOSSES);
|
||
|
|
max_con_loss_trades = (int)::TesterStatistics(STAT_MAX_CONLOSS_TRADES);
|
||
|
|
balance_min = ::TesterStatistics(STAT_BALANCEMIN);
|
||
|
|
balance_dd = ::TesterStatistics(STAT_BALANCE_DD);
|
||
|
|
balance_dd_pct = ::TesterStatistics(STAT_BALANCEDD_PERCENT);
|
||
|
|
balance_ddrel_pct = ::TesterStatistics(STAT_BALANCE_DDREL_PERCENT);
|
||
|
|
balance_dd_relative = ::TesterStatistics(STAT_BALANCE_DD_RELATIVE);
|
||
|
|
equity_min = ::TesterStatistics(STAT_EQUITYMIN);
|
||
|
|
equity_dd = ::TesterStatistics(STAT_EQUITY_DD);
|
||
|
|
equity_dd_pct = ::TesterStatistics(STAT_EQUITYDD_PERCENT);
|
||
|
|
equity_ddrel_pct = ::TesterStatistics(STAT_EQUITY_DDREL_PERCENT);
|
||
|
|
equity_dd_relative = ::TesterStatistics(STAT_EQUITY_DD_RELATIVE);
|
||
|
|
expected_payoff = ::TesterStatistics(STAT_EXPECTED_PAYOFF);
|
||
|
|
profit_factor = ::TesterStatistics(STAT_PROFIT_FACTOR);
|
||
|
|
recovery_factor = ::TesterStatistics(STAT_RECOVERY_FACTOR);
|
||
|
|
sharpe_ratio = ::TesterStatistics(STAT_SHARPE_RATIO);
|
||
|
|
min_margin_level = ::TesterStatistics(STAT_MIN_MARGINLEVEL);
|
||
|
|
custom_ontester = ::TesterStatistics(STAT_CUSTOM_ONTESTER);
|
||
|
|
deals = (int)::TesterStatistics(STAT_DEALS);
|
||
|
|
trades = (int)::TesterStatistics(STAT_TRADES);
|
||
|
|
profit_trades = (int)::TesterStatistics(STAT_PROFIT_TRADES);
|
||
|
|
loss_trades = (int)::TesterStatistics(STAT_LOSS_TRADES);
|
||
|
|
short_trades = (int)::TesterStatistics(STAT_SHORT_TRADES);
|
||
|
|
long_trades = (int)::TesterStatistics(STAT_LONG_TRADES);
|
||
|
|
profit_short_trades = (int)::TesterStatistics(STAT_PROFIT_SHORTTRADES);
|
||
|
|
profit_long_trades = (int)::TesterStatistics(STAT_PROFIT_LONGTRADES);
|
||
|
|
profit_trades_avgcon = (int)::TesterStatistics(STAT_PROFITTRADES_AVGCON);
|
||
|
|
loss_trades_avgcon = (int)::TesterStatistics(STAT_LOSSTRADES_AVGCON);
|
||
|
|
}
|
||
|
|
};
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#endif // MQLCYBYLEO_SRC_BACKTESTER_RESULTS_BASE_MQH
|