Win Ratio EasyLanguage Code

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.


Win Ratio Function Code (TradeStation ELD or Text File)

About the Author Jeff Swanson

Jeff is the founder of System Trader Success - a website and mission to empowering the retail trader with the proper knowledge and tools to become a profitable trader the world of quantitative/automated trading.

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  • Gary Hart says:

    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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