Improved formatting of floating-point numbers in MQL5-program input
parameters. When reading some real numbers, numbers with many zeros were
substituted into the input parameters, for example, 0.4 was represented
Fixed errors in the Math\Stat\Math.mqh math library.
The MathSample function from this library has been revised to match the
traditional behavior of similar math libraries when sampling with
Fixed CopyTicks/CopyTicksRange error
which could cause the return of outdated data when crossing over the
midnight, when no ticks are provided for the financial instrument.
Added new INDICATOR_FIXED_MINIMUM and INDICATOR_FIXED_MAXIMUM values into the ENUM_CUSTOMIND_PROPERTY_INTEGER enumeration. Using
these properties, you can fix or unfix the minimum and maximum
indicator values using the IndicatorSetInteger function. When calling IndicatorSetInteger(INDICATOR_FIXED_MINIMUM/INDICATOR_FIXED_MAXIMUM, true), the current minimum or maximum value is used.
Revised Sharpe Ratio calculation algorithm to match the traditional
formula, in which the value corresponds to a one-year interval. The
previous algorithm was based on the variability of obtained PnL and it
ignored equity fluctuations against open positions. Now the calculation
includes equity movements, while the Sharpe ratio is interpreted in a
Sharpe Ratio < 0 The strategy is unprofitable and is not suitable. Bad.
< Sharpe Ratio < 1.0 The risk does not pay off. Such
strategies can be considered when there are no alternatives. Indefinite.
Ratio ≥ 1.0 If the Sharpe ration is greater than one. This can
mean that the risk pays off and that the portfolio/strategy can show
Sharpe Ratio ≥ 3.0 A high value
indicates that the probability of obtaining a loss in each particular
deal is very low. Very good.
Optimized memory consumption by the terminal.
Improved platform operation with a network subsystem to enhance performance and to reduce network delays.
Removed the display of the zero grid level in indicators when grid rendering is disabled.