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Open Feature request MC-2701

Granular Profit Factor

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Description

Hello,

After watching the interview linked below, at around the 50 minute mark, he discusses the benefit of using PROFIT FACTOR (PF), but ONLY if done in a granular way.
http://bettersystemtrader.com/185-how-to-avoid-creating-trading-strategies-that-degrade-quickly-timothy-masters/

So, I would like to ask for this feature to be enabled in Multicharts.

Instead of calcuating PF based upon closed trades, we would specify a granularity, where the PF is then calculated upon a summation of all the price swings at that granularity.
When you watch the video, it becomes obvious what I am talking about.

For comparing trading models, I can say with absolute certainty, this would be a game changer.

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