Hi Guys,
I´ve finally gotten around to implement this in the way that I need it (almost). Please try the attached "AccountStatistics.cs" file. The "Filter non-linear balance pattern" in the Acceptance Criterias now uses the average % deviation from a perfect straight line taken from ALL trades the system made and WITHOUT taking the initial balance into account (like it was before).
The "checkpoints" it uses for that are automatically adjusted to the amount of total trades within each system instead of a previously fixed amount of 100. So this metric will now always be independent from the starting balance and lot-size that the system trades (if fixed lots are being used). Give it a try and use a value of "30" for the "Filter non-linear balance pattern" and you will only get systems with a very straight net profit growth-line. Of course you can tighten this further (or relax it), if needed. Just give it a try and you´ll see how this is different to how it was implemented before (no more bias to prefer systems with few profit but high stability, starting balance makes no more difference, lot-size makes no more difference either) ...
While at it, I noticed that FSB Pro does not display the Total Trades in the Account Statistics, but only the Executed Orders. I´ve added that in my opinion very important missing metric to the Account Statistics as well.
Good luck creating stable systems ;-)
Post's attachmentsAccountStatistics.cs 22.49 kb, 31 downloads since 2018-04-12
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