While working on a system, I'd like to check if a certain additional entry condition (filter) makes sense (e.g. slope of a very slow lowpass filter output, how many times an oscillator crossed signal line during last fifty bars, is it the last trading day of month or not, time of the day, whatever).

I'm going to use TradeVar[0]..TradeVar[7] to store the value of this feasible additional criterion every time entering the trade.

Then, to look for dependencies, the 1st step is to make a scatter plot: trade profit vs criterion. (Just similar to plotting MAE and MFE for discovering useful stop and exit). This could be done like in plotMAEGraph() in profile.c, by "misusing" a bar plot.

Or, on EXITRUN, printf() all results along with TradeVar[0]..[7] using for(all_trades) to log file, creating a csv file this way. Then grab it and use whatever tool for scatter plots and data mining.

Has anyone a better idea?