Hello every body, some times i just want to hit my head against the wall be cause of some features that i just can't figure out:
here is my problems and thnk's in advance for your response :
1) when i use WinTotal/LossTotal the value is some time >1 when the system is losing a tons of money
2) for debugging purposes i try to get dollard amount of WinTotal and LossTotal but there is no way to get it, all i get is some weird numbers like this : '0.01' or '0.04' or '0.02' i guess it's the result of a ratio but there is nothing on the docs explaning what this ratio is ...
3) here is my objective function that return value supérior to 1 when the system is massively losing money when backtesting :
var objective()
{
return WinTotal /LossTotal;
}