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Re: MT4 Indicator requests and ideas

uncle wong, Mon Mar 11, 2019 10:23 am

DearMrtools and coders

Can you please fix the attached files ?These are the most advanced riskmanagment tools I have ever come a cross in mql4 written by Philip.The attached files will create a file in tester/files folder with the following stats:

Trade Span (days) - how many trading days did the backtest encompass (starting from first active trade open to most recent trade that was closed)
Total Trades - how many completed trades are included in the analysis
Net Profit ($) - net profit IntegratedROL - aggregated Risk of Loss
µHPR% - average holding period return percent
stddev% - std deviation of the rate of return
AHPR$ - average holding period return in dollars
sHPR$ - std deviation of the return in dollars
SharpeRatio - Sharpe Ratio
µMAE ($) - average Maximum Adverse Excursion in dollars
µMAE (pips) - average Maximum Adverse Excursion in pips
µMFE$ - average Maximum Favorable Excursion in dollars
µExcessMFE$ - average Excess Maximum Favorable Excursion in dollars
µMAEminutes - average time (in minutes) to reach the MAE
µMFEminutes - average time (in minutes) to reach the MFE Parameters List - this is the user-specified string intended to capture the relevant parameters used by the EA which resulted in the above listed stats
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