Hello, anyone has an idea on how I could code inside a strategy the print of the profit factor or other performance report factor of the last N trades?

M4STR0 

Hello, anyone has an idea on how I could code inside a strategy the print of the profit factor or other performance report factor of the last N trades?

PositionProfit(X) contains the P/L of previous trades. You could use that to collect the profitable trades and the unprofitable trades and calculate the Profit Factor.

But, it only captures the last 10 trades.

You'd have to create an array to store more values than that.

This is a code fragment that I have tried for a similar purpose.

Begin with Declarations:

 

Code

Arrays: TdResult[1000](0); Vars: RatioAvgToSD(0), TotTr(0), ProfFractNorm(0), J1(0); Inputs: PrintOutput(True), N(30);{Number of Trades to Evaluate} {Then your main strategy code goes here } If PrintOutput then begin TotTr = Totaltrades; If TotTr > TotTr[1] then begin ProfFractNorm = PositionProfit(1)/(EntryPrice(1) * BigPointValue); For J1 = 2 to N Begin TdResult[J1-1] = TdResult[J1]; end; TdResult[N] = ProfFractNorm; Value1 = AverageArray{[N+1]}(TdResult,N); Value2 = StandardDevArray{[N+1]}(TdResult,N,1); RatioAvgToSD = IFF(Value2 <> 0, Value1/Value2, -1); end; If LastBarOnChart then begin Print(GetSymbolName," BarInterval = ",BarInterval," Number of Trades Charted = ",TotTr:0:0," Number of Trades Considered (last N Trades) = ",N:0:0," AvgTrade/StdDev (last N Trades) = ",RatioAvgToSD:0:3); end; end;

You should prefer higher ratios of AvgTrade to Standard Dev.