Profit Factor & Average Trade Profit in Portfolio Trader

Hello all,

i am struggling to find how to correctly code for Profit Factor and Average Trade as custom performance report indicators in Portfolio Trader.

I keep getting error messages such as "strategy performance is undefined". The problem is that while there are examples presenting the format, which to the best of my knowledge i have copied, they don't work!

For profit factor i have used the code below.

Any help appreciated.

Thanks

Hello all,

i am struggling to find how to correctly code for Profit Factor and Average Trade as custom performance report indicators in Portfolio Trader.

I keep getting error messages such as "strategy performance is undefined". The problem is that while there are examples presenting the format, which to the best of my knowledge i have copied, they don't work!

For profit factor i have used the code below.

Any help appreciated.

Thanks

Code: Select all

Profit Factor(0);
id(strategyperformance.grossloss !=0) {
return strategy performance.grossprofit / strategyperformance.grossloss;
}

is this TS code?

or MultiCharts .net code?

Hi thanks for replying.

This is MC code, it is a snippet from the PT > Optimisation > Optimisation Criteria > Custom Criteria

There is sample code that can be added to backtest criteria of your own choice or those beyond what is provided within the PT Backtester. The Normal Backtester for a standalone instrument has all of the basic criteria most need

Thanks

Charles

The proper code would be:

Hi Henry,

when i try and apply the code to the chart i get an error message stating the following "Microsoft Script execution error. Description, Object expected Line 1"

Thanks
Charles

Hello Henry,

Just incase others are following and for future reference on the forum the correct code is as follows:
On a related subject, can i have more than one indicator within the Custom criteria? It looks like from the performance report there is only one designated column for the Custom Criteria?

Charles

You need to use the exact code with capital letters as it was provided above.

The performance report has only one Custom Criteria column. That is correct.