تحلیل رشته‌های برد و باخت (streaks)

void StreakAnalysis(int days)
{
   if(!HistorySelect(TimeCurrent() - days * 86400, TimeCurrent()))
      return;
   int curWin = 0, curLoss = 0, maxWin = 0, maxLoss = 0, n = 0;
   for(int i = 0; i < HistoryDealsTotal(); i++)
   {
      ulong d = HistoryDealGetTicket(i);
      if(HistoryDealGetInteger(d, DEAL_ENTRY) != DEAL_ENTRY_OUT)
         continue;
      n++;
      if(HistoryDealGetDouble(d, DEAL_PROFIT) >= 0)
      {
         curWin++; curLoss = 0;
         maxWin = MathMax(maxWin, curWin);
      }
      else
      {
         curLoss++; curWin = 0;
         maxLoss = MathMax(maxLoss, curLoss);
      }
   }
   PrintFormat("=== SERIES DE GAINS / PERTES (%d jours, %d trades) ===", days, n);
   PrintFormat("Plus longue série gagnante : %d trades", maxWin);
   PrintFormat("Plus longue série perdante : %d trades", maxLoss);
   PrintFormat("Série en cours : %s",
               curWin > 0 ? StringFormat("%d gain(s) consécutif(s)", curWin)
                          : StringFormat("%d perte(s) consécutive(s)", curLoss));
   PrintFormat("Sizing conseillé : budgéter au moins %d pertes d'affilée", maxLoss + 2);
}