#define MaxRolling 50
var rer(int ii){
// rolling expectancy ratio: ((AvgWin / AvgLoss) * WinRate) – (1 – WinRate)
bool debug = TRUE;
var resultAA[MaxRolling];
int i=0; for (i=0; i<MaxRolling; i++) resultAA[i] = 0; // Init the Array
string myAsset = Asset;
string myAlgo = Algo;
i=0;
for(closed_trades) {
if( TradeIsPhantom && myAsset==TradeAsset && myAlgo==TradeAlgo) {
resultAA[i] = TradeProfit/TradeUnits/PIP;
if(debug) {
print(TO_ANY, "n Asset: %s - ALGO: %s - #Trades: %d - PIP: %.2f", Asset, Algo, i, resultAA[i]);
}
i++;
if (i >= ii) {break_trades;}
}
}
return .0;
}