That's great encouragement, thanks yet again you have been a great help. The report from the back testing gives me some of the metrics that you have mentioned, and I looked the Expectancy Ratio up. The results are below. Would you find the Expectancy Ratio tolerable ? I enjoy the coding and will keep going Cheers.
No Trades 385 1 No Wins 137 2 Win Ratio (WinRate) 35.58% 3 Loss Ratio 64.42% 4 Reward Risk Ratio 2.54 5 Expectancy Ratio 0.26 6 Short positions (won %) 159 (33.96%) 7 Long positions (won %) 226 (36.73%) 8 Profit trades (% of total) 137 (35.58%) 9 Loss trades (% of total) 248 (64.42%) 10 Max Draw-down 23%
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