Exhaustive, Average PnL Per Day [EXAPLPD]

Summary:
This optimization script runs the portfolio with all possible argument combinations and calculates the Average PnL Per Day at the end of each run.
The script guarantees that the optimal set of parameter arguments will be found.

	 ' Assign the script parameter to a script variable.
	_findMaximum = findMaximum
	 ' Get the number of items in the optimization vector.
	_vectorLength = OptimizationVectorItemCount()
	 ' Count the maximum number of possible optimization vectors.
	_maxVectors = 1
	For i As Integer = 0 To _vectorLength - 1
		_maxVectors *= OptimizationVectorItemOptionCount(i)
	Next
	 ' Define the statistics request that is used to calculate the optimization goal.
	StatsRequest(-1,DateTimeStart(),DateTimeEnd(),True,True,True,True,useTrades)

	 ' Return the maximum number of optimization vectors.
	Return _maxVectors

	 ' Calculate the optimization goal.
	If (_findMaximum) Then
		Return StatsAverageProfitLossPerDay()
	Else 
		Return -1 * StatsAverageProfitLossPerDay()
	End If

	 ' Use for the result optimization vector.
	Define result(_vectorLength - 1) As Number
	 ' If this isn 't the first run then read the last optimization vector.
	If (OptimizationVectorCount() > 0) Then
		result = OptimizationVector(OptimizationVectorCount() - 1)
	Else
	 ' If this is the first run then initialize and return the first vector with the lowest values.
		For itemIndex As Integer = 0 To _vectorLength - 1
			result(itemIndex) = OptimizationVectorItemLow(itemIndex)
		Next
		Return result
	End If

	 ' Iterate over all of the vector items while increasing the vector by one step.
	For itemIndex As Integer = 0 To _vectorLength - 1
		 ' Use for the highest value of the current vector item.
		Define itemHigh As Number = OptimizationVectorItemHigh(itemIndex)
		 ' Use for the lowest value of the current vector item.
		Define itemLow As Number = OptimizationVectorItemLow(itemIndex)
		 ' Use for the step value value of the current vector item.
		Define itemStep As Number = OptimizationVectorItemStep(itemIndex)

		 ' If the current vector item can be increased by one step then do so.
		If (result(itemIndex) + itemStep <= itemHigh) Then
			result(itemIndex) = result(itemIndex) + itemStep
			Exit For
		Else
		 ' otherwise reset the current vector item to its lower value and try to increase the next item.
			result(itemIndex) = itemLow
		End If
	Next
	Return result