This code snippet demonstrates how to track the highest equity reached over all trades and within a specified number of recent trades using the ProBuilder language. Equity is calculated as the sum of the initial capital and the strategy’s profit. The code is divided into two parts: one for tracking the highest equity over all trades and another for tracking the highest equity over the last 100 trades.

// Highest Equity in ALL trades
once capital = 10000
once maxcapital = capital
equity = capital + strategyprofit
maxcapital = max(maxcapital,equity)

// Conditions based on equity comparison
IF equity < maxcapital then
    condition1 = x
Elsif equity > maxcapital then
    condition2 = y
Endif

// Highest Equity in the last 100 trades
once capital = 10000
once maxcapital = capital
once equity = capital
once Trades = 100

IF StrategyProfit <> StrategyProfit[1] THEN
    TradeCount = lastset($myEquity) + 1
    equity = capital + strategyprofit
    $myEquity[TradeCount] = equity
    N = 1
    IF TradeCount >= Trades THEN
        N = TradeCount - (Trades - 1)
    ENDIF
    maxcapital = capital
    FOR i = TradeCount downto N
        maxcapital = max(maxcapital,$myEquity[i])
    NEXT
ENDIF

// Conditions based on equity comparison
IF equity < maxcapital then
    condition1 = x
Elsif equity > maxcapital then
    condition2 = y
Endif

Explanation of the code:

• Initialization: The initial capital is set to 10000, and the maximum capital (maxcapital) is initially set to the same value. This setup is done using the once keyword to ensure it only happens at the start of the script.
• Equity Calculation: Equity is calculated by adding the current capital to the strategy’s profit. This value is updated continuously as the strategy runs.
• Tracking Maximum Equity: The maximum equity (maxcapital) is updated by comparing the current equity to the previous maximum equity and storing the higher value.
• Condition Checks: Conditions are checked to perform actions based on whether the current equity is less than or greater than the maximum recorded equity.
• Handling Recent Trades: For the last 100 trades, an array ($myEquity) is used to store equity values per trade. The script checks if the number of trades has reached 100 to start overwriting the oldest equity values.
• Loop for Recent Trades: A loop runs from the current trade count down to the trade count minus 99 (or to the first trade if fewer than 100 trades have occurred) to determine the maximum equity in this window.

This snippet is useful for tracking performance in trading strategies, allowing developers to implement features based on historical and recent trading data.