Calculating win percentage

• 10/24/2024 at 2:58 PM #239420
  Leo440

  Hello everyone,

  This afternoon I’ve been trying to calculate the win percentage of a strategy, with the idea being that when performance is poor a smaller position size can be taken. My graph is showing 0 or 10 rather than the expected 0-100 range. Any comments or ideas greatly appreciated!

  Leo

   

  ProRealTrend with win% graph

  DEFPARAM CumulateOrders=False REM Buy indicator1 = close indicator2 = SuperTrend[7,67] c1 = (indicator1 >= indicator2) IF c1 THEN BUY 1 SHARES AT MARKET ENDIF REM Sell indicator3 = close indicator4 = SuperTrend[7,67] c2 = (indicator3 <= indicator4) IF c2 THEN SELLSHORT AT MARKET ENDIF // Initialize variables wins = 0 totalTrades = 10 // Loop through the last 10 trades for value1 = 1 to totalTrades next If strategyprofit[value1] > strategyprofit[value1 + 1] then wins = wins + 1 endif // Calculate the win percentage value2 = ((wins / totalTrades) * 100) // Output the win percentage GRAPH value2 as "Win %"

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  DEFPARAM CumulateOrders=False REM Buy   indicator1 = close indicator2 = SuperTrend[7,67] c1 = (indicator1 >= indicator2)   IF c1 THEN BUY 1 SHARES AT MARKET ENDIF     REM Sell   indicator3 = close indicator4 = SuperTrend[7,67] c2 = (indicator3 <= indicator4)   IF c2 THEN SELLSHORT  AT MARKET ENDIF     // Initialize variables wins = 0 totalTrades = 10     // Loop through the last 10 trades for value1 = 1 to totalTrades next   If strategyprofit[value1] > strategyprofit[value1 + 1] then wins = wins + 1 endif   // Calculate the win percentage value2 = ((wins / totalTrades) * 100)   // Output the win percentage GRAPH value2 as "Win %"

   

  

  Leo440

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  10/24/2024 at 6:55 PM #239428
  robertogozzi

  You shoukd move NEXT from line 31 to line 36, to make the code in between to be part of the iteration.

  Do not use REM as it may conflict with the keyword REMark. Use double slashes (“//”), instead.

  You are not summing up the last 10 trades, but the trades in the last 10 bars. If you are using a 1-hour TF, then you will only scan what happened in the last 10 hours.

  Arrays are needed to do what you want:

  DEFPARAM CumulateOrders=False // initialize the array on the very first bar ONCE Elements = 10 IF BarIndex = 0 THEN FOR i = 1 TO Elements $WinningTrade[i] = 0 NEXT ENDIF /* UPDATE the array everytime a trade is a winner Shift Elements-1 elemnts to the left, to drop the leftmost (oldest) trade and make room for the current trade to be stored in element 1 (the rightmost element) */ IF StrategyProfit <> StrategyProfit[1] THEN FOR i = Elements DOWNTO 2 $WinningTrade[i] = $WinningTrade[i - 1] NEXT $WinningTrade[1] = (StrategyProfit > StrategyProfit[1]) //assign 1 for a winning // trade, 0 otherwise // Initialize variables wins = 0 // Loop through the last 10 trades for i = 1 to Elements wins = wins + $WinningTrade[i] next // Calculate the win percentage value2 = ((wins / Elements) * 100) ENDIF // Buy indicator1 = close indicator2 = SuperTrend[7,67] c1 = (indicator1 >= indicator2) IF c1 THEN BUY 1 SHARES AT MARKET ENDIF // Sell indicator3 = close indicator4 = SuperTrend[7,67] c2 = (indicator3 <= indicator4) IF c2 THEN SELLSHORT AT MARKET ENDIF // Output the win percentage GRAPH value2 as "Win %"

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  DEFPARAM CumulateOrders=False // initialize the array on the very first bar ONCE Elements = 10 IF BarIndex = 0 THEN    FOR i = 1 TO Elements    $WinningTrade[i] = 0 NEXT ENDIF   /*    UPDATE the array everytime a trade is a winner      Shift Elements-1 elemnts to the left, to drop the leftmost (oldest) trade and    make room for the current trade to be stored in element 1 (the rightmost element) */ IF StrategyProfit <> StrategyProfit[1] THEN    FOR i = Elements DOWNTO 2       $WinningTrade[i] = $WinningTrade[i - 1]    NEXT    $WinningTrade[1] = (StrategyProfit > StrategyProfit[1]) //assign 1 for a winning //                                                           trade, 0 otherwise // Initialize variables    wins = 0 // Loop through the last 10 trades    for i = 1 to Elements       wins = wins + $WinningTrade[i]    next // Calculate the win percentage    value2 = ((wins / Elements) * 100) ENDIF   // Buy indicator1 = close indicator2 = SuperTrend[7,67] c1 = (indicator1 >= indicator2) IF c1 THEN    BUY 1 SHARES AT MARKET ENDIF   // Sell indicator3 = close indicator4 = SuperTrend[7,67] c2 = (indicator3 <= indicator4)   IF c2 THEN    SELLSHORT  AT MARKET ENDIF   // Output the win percentage GRAPH value2 as "Win %"

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  robertogozzi

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  10/24/2024 at 8:31 PM #239433
  Leo440

  ALL HAIL ROBERTO

  You legend! Thank you so much, I would never have got that.

  Leo

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  Leo440

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