Código MQL5 — OnTester
//+------------------------------------------------------------------+
//| Custom Optimization Criterion |
//+------------------------------------------------------------------+
double OnTester()
{
// Get standard metrics
double pf = TesterStatistics(STAT_PROFIT_FACTOR);
double sharpe = TesterStatistics(STAT_SHARPE_RATIO);
double dd = TesterStatistics(STAT_EQUITY_DD);
double recovery = TesterStatistics(STAT_RECOVERY_FACTOR);
double trades = TesterStatistics(STAT_TRADES);
// Custom weighted score
double score = pf * W_PF + sharpe * W_SHARPE
+ (1 - dd/100) * W_DD
+ recovery * W_RECOVERY;
return score;
}
//| Custom Optimization Criterion |
//+------------------------------------------------------------------+
double OnTester()
{
// Get standard metrics
double pf = TesterStatistics(STAT_PROFIT_FACTOR);
double sharpe = TesterStatistics(STAT_SHARPE_RATIO);
double dd = TesterStatistics(STAT_EQUITY_DD);
double recovery = TesterStatistics(STAT_RECOVERY_FACTOR);
double trades = TesterStatistics(STAT_TRADES);
// Custom weighted score
double score = pf * W_PF + sharpe * W_SHARPE
+ (1 - dd/100) * W_DD
+ recovery * W_RECOVERY;
return score;
}
Constructor de Criterio Custom
🎯 Custom Score
📈 Sharpe Ratio
🔄 Recovery Factor
📊 Calmar Ratio
Ajusta los pesos de cada métrica para crear tu criterio personalizado:
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10