Win Ratio EasyLanguage Code

February 11, 2015 8:26 pm1 commentViews: 1679

In the article,Win Rate The Most Important Metric, Michael Harris discusses the importance of Win Rate when it comes to building a profitable trading system. I spent a few minutes creating an EasyLanguage function that can be used during your development process in calculating the Win Ratio for you. The function can be applied to any strategy. It’s capable of returning the Win Rate and displaying it within the print window. Below is a short video explaining the function.

Downloads

Win Ratio Function Code (TradeStation ELD or Text File)

Jeff is the founder of System Trader Success – an inBox magazine dedicated to sharing great ideas and concepts from the world of automated trading systems. Read More Google

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1 Comment

  • FYI TS already has a function PercentProfit that provides this.

    I don’t know why Michael Harris made it such a complex formula. It is simply NumWinTrades / TotalTrades.

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