Would be great if PIPRETURN also switched corresponding Results arrays to pips, as well as all 'bar-based' calculations like ReturnMean, ReturnStdDev, ReturnUlcer,etc

Additionally, please expose account currency as a variable that can be set in the script, not only in the Accounts file. (SET_CCY only works in Live).

I am trying to calculate a path-dependent Profit Factor the Timothy Masters's way - as a ratio of all 'profitable' BAR returns to all 'un-profitable'.
His research shows this to be a more robust measure of true system performance (and optimization objective).

Would be great if Zorro provided this calculation out-of-the-box and also provided a pip-return-based equity array so that one could calculate/analyze such PF conditionally instead of running optimizations.


Last edited by Zheka; 05/23/22 12:46.