Hello,
here is how I calculate the current equity average in custom backtester. Is there a better, more AFL way of doing?
NumTrades = 0;
currentEquityMatrix = Matrix( totalTrades, 1 );
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
currentEquity += trade.GetProfit();
currentEquityMatrix[ NumTrades ][ 0 ] = currentEquity;
averageLength = 10;
equityCumulative = 0;
for( i = NumTrades; i > NumTrades - averageLength; i-- )
{
equityCumulative += currentEquityMatrix[ i ][ 0 ];
}
equityAverage = equityCumulative / averageLength;
_TRACE( "Current Equity Average: " + equityAverage );
NumTrades++;
{