//+------------------------------------------------------------------+ //| Copyright © 2005, Rick Dangerous. | //+------------------------------------------------------------------+ #property show_inputs #include extern string SHOW_SYMBOL ="ALL"; extern string START_DATE ="2005.11.01"; extern string FIN_DATE ="2006.01.26"; extern string FILE_NAME ="TEST #1"; extern int MAGIC_NUMBER =0; extern bool SHOW_STAT_EX =false; #define BY_TICKET 1 #define BY_OPENTIME 2 #define BY_TYPE 3 #define BY_LOTS 4 #define BY_SYMBOL 5 #define BY_OPENPRICE 6 #define BY_SL 7 #define BY_TP 8 #define BY_CLOSETIME 9 #define BY_CLOSEPRICE 10 #define BY_COMMISSION 11 #define BY_SWAP 12 #define BY_PROFIT 13 #define BY_COMMENT 14 #define ASK 1 #define DESK 2 //+------------------------------------------------------------------+ // Это можно и нужно менять //+------------------------------------------------------------------+ #define SHOW_MAGIC 1 #define SHOW_OPENTIME 1 #define SHOW_OPENPRICE 1 #define SHOW_SL 1 #define SHOW_TP 1 #define SHOW_CLOSETIME 1 #define SHOW_CLOSEPRICE 1 #define SHOW_COMMISSION 0 #define SHOW_SWAP 0 #define SHOW_COMMENT 0 int SortBy[] = {BY_OPENTIME}; int SortBy2[]; //+------------------------------------------------------------------+ // Конец зоны для внесения изменений //+------------------------------------------------------------------+ int h1; int Tickets[]; int sort_type; int t_ind; int MAGIC=0; //+------------------------------------------------------------------+ int init() { //string beg = "..\reports"; string fname =FILE_NAME + "_rep.htm"; h1 = FileOpen(fname, FILE_WRITE|FILE_CSV); if (h1 < 0) { Alert("File open error ", GetLastError()); return(0); } int size = ArraySize(SortBy); int size2 = ArraySize(SortBy2); if (size2 < size) { ArrayResize(SortBy2, size); } for (int i=0; i < size; i++) { if (SortBy2[i] != ASK && SortBy2[i] != DESK) SortBy2[i] = ASK; } return(0); } //+------------------------------------------------------------------+ void deinit(){ FileClose(h1); Alert("Done."); return(0); } //+------------------------------------------------------------------+ int start() { Head(); Body(); Tail(); return(0); } //+------------------------------------------------------------------+ void Head() { string acc_num = AccountNumber(); string acc_name = AccountName(); string acc_company = AccountCompany(); string res = "\n" + "" + "Statement: \'" + acc_num + " \', " + acc_name + "\n" + "\n" + "\n" + "\n" + "\n" + "
\n" + "
"+acc_company+"
\n" + "\n" + "\n" + "" + "" + "" + "" + "\n" + "\n" + "\n" + ""; res = res + ""; res = res + ""; if (SHOW_MAGIC == 1) res = res + ""; if (SHOW_OPENTIME == 1) res = res + ""; res = res + ""; res = res + ""; res = res + ""; if (SHOW_OPENPRICE == 1) res = res + ""; if (SHOW_SL == 1) res = res + ""; if (SHOW_TP == 1) res = res + ""; if (SHOW_CLOSETIME == 1) res = res + ""; if (SHOW_CLOSEPRICE == 1) res = res + ""; if (SHOW_COMMISSION == 1) res = res + ""; if (SHOW_SWAP == 1) res = res + ""; res = res + ""; if (SHOW_COMMENT == 1) res = res + ""; res = res + "\n"; FileWrite(h1, res); } //+------------------------------------------------------------------+ void Body() { int ticket, prec; string res, fmt; double depo = 0; double comm = 0; double swap = 0; double profit = 0; double loss = 0; double max_win = 0; double max_loss = 0; int cons_win_cnt = 0; int cons_los_cnt = 0; double cons_win_sum = 0; double cons_los_sum = 0; int mc_winners_cnt = 0; int mc_losers_cnt = 0; double mc_winners_sum = 0; double mc_losers_sum = 0; int mc_profit_cnt = 0; int mc_loss_cnt = 0; double mc_profit_sum = 0; double mc_loss_sum = 0; double max_summ_pl = 0; double min_summ_pl = 0; double max_dd = 0; double max_dd2 = 0; double val; int ind = 0; int num = 1; int pos_cnt = 0; int neg_cnt = 0; int cnt = HistoryTotal(); ArrayResize(Tickets, cnt); for (int i=0; i < cnt; i++) { OrderSelect(i, SELECT_BY_POS, MODE_HISTORY); if (OrderComment() == "Deposit") depo += OrderProfit(); if (MAGIC_NUMBER > 0) MAGIC=MAGIC_NUMBER; else MAGIC = OrderMagicNumber(); ticket = OrderTicket(); if (Validate(ticket)) { Tickets[ind] = ticket; ind++; } } ArrayResize(Tickets, ind); Sort(); string fmt00 = "mso-number-format:0\.00;"; cnt = ArraySize(Tickets); for (i=0; i < cnt; i++) { OrderSelect(Tickets[i], SELECT_BY_TICKET, MODE_HISTORY); prec = MarketInfo(OrderSymbol(), MODE_DIGITS); if (prec == 0) prec = 4; fmt = "mso-number-format:0\."; for (int j=0; j < prec; j++) fmt = fmt + "0"; res = ""; res = res + ""; res = res + ""; if (SHOW_MAGIC == 1) res = res + ""; if (SHOW_OPENTIME == 1) res = res + ""; if (OrderComment() == "Deposit") { res = res + ""; res = res + ""; if (SHOW_OPENPRICE == 1) res = res + ""; if (SHOW_SL == 1) res = res + ""; if (SHOW_TP == 1) res = res + ""; if (SHOW_CLOSETIME == 1) res = res + ""; if (SHOW_CLOSEPRICE == 1) res = res + ""; if (SHOW_COMMISSION == 1) res = res + ""; if (SHOW_SWAP == 1) res = res + ""; } else { res = res + ""; res = res + ""; res = res + ""; if (SHOW_OPENPRICE == 1) res = res + ""; if (SHOW_SL == 1) res = res + ""; if (SHOW_TP == 1) res = res + ""; if (SHOW_CLOSETIME == 1) res = res + ""; if (SHOW_CLOSEPRICE == 1) res = res + ""; if (SHOW_COMMISSION == 1) res = res + ""; if (SHOW_SWAP == 1) res = res + ""; comm += OrderCommission(); swap += OrderSwap(); //val = OrderProfit() + OrderCommission() + OrderSwap(); if (SHOW_SYMBOL !="ALL") double _Point=MarketInfo(SHOW_SYMBOL, MODE_POINT); else _Point=MarketInfo(OrderSymbol(), MODE_POINT); //Print(" Point = ",MarketInfo("USDJPY", MODE_POINT)); if (OrderType() == OP_SELL ) val = ( OrderOpenPrice()-OrderClosePrice() )/_Point; if (OrderType() == OP_BUY ) val = ( OrderClosePrice()-OrderOpenPrice() )/_Point; if (OrderType() == OP_SELLSTOP || OrderType() == OP_BUYSTOP) val =0.0; if (OrderType() == OP_SELLLIMIT || OrderType() == OP_BUYLIMIT) val =0.0; if (val > 0) { pos_cnt++; profit += val; max_win = MathMax(max_win, val); cons_los_cnt = 0; cons_los_sum = 0; cons_win_cnt++; cons_win_sum += val; if (mc_winners_cnt < cons_win_cnt) { mc_winners_cnt = cons_win_cnt; mc_winners_sum = cons_win_sum; } else if (mc_winners_cnt == cons_win_cnt) { mc_winners_sum = MathMax(mc_winners_sum, cons_win_sum); } if (mc_profit_sum < cons_win_sum) { mc_profit_cnt = cons_win_cnt; mc_profit_sum = cons_win_sum; } max_summ_pl = MathMax(max_summ_pl, profit+loss); } else if (val < 0) { neg_cnt++; loss += val; max_loss = MathMin(max_loss, val); cons_win_cnt = 0; cons_win_sum = 0; cons_los_cnt++; cons_los_sum += val; if (mc_losers_cnt < cons_los_cnt) { mc_losers_cnt = cons_los_cnt; mc_losers_sum = cons_los_sum; } else if (mc_losers_cnt == cons_los_cnt) { mc_losers_sum = MathMin(mc_losers_sum, cons_los_sum); } if (mc_loss_sum > cons_los_sum) { mc_loss_cnt = cons_los_cnt; mc_loss_sum = cons_los_sum; } min_summ_pl = MathMin(min_summ_pl, profit+loss); if (max_dd < max_summ_pl-(profit+loss)) { max_dd = max_summ_pl-(profit+loss); max_dd2 = 100*max_dd/(depo+max_summ_pl); } } } res = res + ""; if (SHOW_COMMENT == 1) res = res + ""; res = res + "\n"; num++; FileWrite(h1, res); } res = ""; res = res + ""; if (SHOW_MAGIC == 1) res = res + ""; if (SHOW_OPENTIME == 1) res = res + ""; res = res + ""; if (SHOW_OPENPRICE == 1) res = res + ""; if (SHOW_SL == 1) res = res + ""; if (SHOW_TP == 1) res = res + ""; if (SHOW_CLOSETIME == 1) res = res + ""; if (SHOW_CLOSEPRICE == 1) res = res + ""; if (SHOW_COMMISSION == 1) res = res + ""; if (SHOW_SWAP == 1) res = res + ""; res = res + ""; res = res + "\n"; res = res + "\n"; FileWrite(h1, res); t_ind = 0; //WriteTotal("Deposit/Withdrawal:", DoubleToStr(depo, 2)); WriteTotal("Summary P/L:", DoubleToStr(profit+loss, 2)); //WriteTotal("Balance:", DoubleToStr(depo+profit+loss, 2)); if (SHOW_STAT_EX == 1) { res = "\n"; FileWrite(h1, res); t_ind = 0; WriteTotal("Winning trades:", "("+pos_cnt+") " + DoubleToStr(profit, 2)); WriteTotal("Losing trades:", "("+neg_cnt+") " + DoubleToStr(loss, 2)); WriteTotal("Max summary P/L:", DoubleToStr(max_summ_pl, 2)); WriteTotal("Largest winning trade:", DoubleToStr(max_win, 2)); WriteTotal("Largest losing trade:", DoubleToStr(max_loss, 2)); WriteTotal("Max consecutive winners:", mc_winners_cnt +" ("+ DoubleToStr(mc_winners_sum, 2) +")"); WriteTotal("Max consecutive losers:", mc_losers_cnt +" ("+ DoubleToStr(mc_losers_sum, 2) +")"); WriteTotal("Max consecutive profit:", DoubleToStr(mc_profit_sum, 2) +" ("+ mc_profit_cnt +")"); WriteTotal("Max consecutive loss:", DoubleToStr(mc_loss_sum, 2) +" ("+ mc_loss_cnt +")"); WriteTotal("Absolute drawdown:", "*"); WriteTotal("Max drawdown:", DoubleToStr(max_dd, 2) +" ("+ DoubleToStr(max_dd2, 2) +"%)"); string str; if (loss == 0) str = "*"; else str = DoubleToStr(MathAbs(profit/loss), 2); WriteTotal("Profit factor:", str); if (loss*pos_cnt == 0) str = "*"; else str = DoubleToStr(MathAbs((profit*neg_cnt)/(loss*pos_cnt)), 2); WriteTotal("Avg. profit factor:", str); if (max_dd == 0) str = "*"; else str = DoubleToStr((profit+loss)/max_dd, 2); WriteTotal("Risk factor:", str); } res = "\n"; FileWrite(h1, res); } //+------------------------------------------------------------------+ void WriteTotal(string text, string val) { int cols = 5; if (SHOW_OPENTIME == 1) cols++; string res = ""; cols = 1; if (SHOW_MAGIC == 1) cols++; if (SHOW_OPENPRICE == 1) cols++; if (SHOW_SL == 1) cols++; if (SHOW_TP == 1) cols++; if (SHOW_CLOSETIME == 1) cols++; if (SHOW_CLOSEPRICE == 1) cols++; if (SHOW_COMMISSION == 1) cols++; if (SHOW_SWAP == 1) cols++; res = res + ""; if (SHOW_COMMENT == 1) res = res + ""; res = res + "\n"; FileWrite(h1, res); t_ind++; } //+------------------------------------------------------------------+ void Tail() { string res = "
A/C No: " + acc_num + "Name: " + acc_name + "" + TimeToStr(LocalTime()) + " (local time)
 
Closed Transactions:
NTicketMagic NumOpen TimeTypeLotsSymbolPriceS/LT/PClose TimePriceCommisSwapTrade P/LComment
" + num + "" + OrderTicket() + "" + OrderMagicNumber() +"" + TimeToStr(OrderOpenTime()) + "balanceDeposit" + TypeMnem(OrderType()) + "" + DoubleToStr(OrderLots(), 2) + "" + ToLower(OrderSymbol()) + "" + DoubleToStr(OrderOpenPrice(), prec) + "" + DoubleToStr(OrderStopLoss(), prec) + "" + DoubleToStr(OrderTakeProfit(), prec) + "" + TimeToStr(OrderCloseTime()) + "" + DoubleToStr(OrderClosePrice(), prec) + "" + DoubleToStr(OrderCommission(), 2) + "" + DoubleToStr(OrderSwap(), 2) + "" + DoubleToStr(val, 2) + "" + OrderComment() + "
" + DoubleToStr(comm, 2) + "" + DoubleToStr(swap, 2) + "" + DoubleToStr(profit+loss, 2) + "
 
 
 
" + text + "" + val + "
\n" + "
* * *
\n" + "
\n" + "\n"; FileWrite(h1, res); } //+------------------------------------------------------------------+ string TypeMnem(int type) { switch (type) { case OP_BUY: return("buy"); case OP_SELL: return("sell"); case OP_BUYLIMIT: return("buy limit"); case OP_SELLLIMIT: return("sell limit"); case OP_BUYSTOP: return("buy stop"); case OP_SELLSTOP: return("sell stop"); default: return("???"); } } //+------------------------------------------------------------------+ string ToLower(string str) { int ch; int len = StringLen(str); for (int j=0; j < len; j++) { ch = StringGetChar(str, j); if (ch >= 'A' && ch <= 'Z') { ch += 'a' - 'A'; str = StringSetChar(str, j, ch); } } return (str); } //+------------------------------------------------------------------+ void Sort() { if (ArraySize(SortBy) == 0) return(0); int res, ticket; int size = ArraySize(Tickets); for (int i=0; i < size; i++) { for (int j=i+1; j < size; j++) { res = Compare(Tickets[i], Tickets[j]); if (sort_type == DESK) res = -res; if (res == -1) { ticket = Tickets[i]; Tickets[i] = Tickets[j]; Tickets[j] = ticket; } } } } //+------------------------------------------------------------------+ int Compare(int ticket1, int ticket2) { int size = ArraySize(SortBy); for (int i=0; i < size; i++) { sort_type = SortBy2[i]; if (SortBy[i] == BY_TICKET) { if (ticket1 < ticket2) return(1); if (ticket1 > ticket2) return(-1); } else if (SortBy[i] == BY_OPENTIME) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); string time1 = TimeToStr(OrderOpenTime()); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); string time2 = TimeToStr(OrderOpenTime()); if (time1 < time2) return(1); if (time1 > time2) return(-1); } else if (SortBy[i] == BY_TYPE) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); int type1 = OrderType(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); int type2 = OrderType(); if (type1 < type2) return(1); if (type1 > type2) return(-1); } else if (SortBy[i] == BY_LOTS) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double lots1 = OrderLots(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double lots2 = OrderLots(); if (lots1 < lots2) return(1); if (lots1 > lots2) return(-1); } else if (SortBy[i] == BY_SYMBOL) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); string sym1 = OrderSymbol(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); string sym2 = OrderSymbol(); if (sym1 < sym2) return(1); if (sym1 > sym2) return(-1); } else if (SortBy[i] == BY_OPENPRICE) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double price1 = OrderOpenPrice(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double price2 = OrderOpenPrice(); if (price1 > price2) return(1); if (price1 < price2) return(-1); } else if (SortBy[i] == BY_SL) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double sl1 = OrderStopLoss(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double sl2 = OrderStopLoss(); if (sl1 > sl2) return(1); if (sl1 < sl2) return(-1); } else if (SortBy[i] == BY_TP) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double tp1 = OrderTakeProfit(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double tp2 = OrderTakeProfit(); if (tp1 > tp2) return(1); if (tp1 < tp2) return(-1); } else if (SortBy[i] == BY_CLOSETIME) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); time1 = TimeToStr(OrderCloseTime()); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); time2 = TimeToStr(OrderCloseTime()); if (time1 < time2) return(1); if (time1 > time2) return(-1); } else if (SortBy[i] == BY_CLOSEPRICE) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); price1 = OrderClosePrice(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); price2 = OrderClosePrice(); if (price1 > price2) return(1); if (price1 < price2) return(-1); } else if (SortBy[i] == BY_COMMISSION) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double commis1 = OrderCommission(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double commis2 = OrderCommission(); if (commis1 > commis2) return(1); if (commis1 < commis2) return(-1); } else if (SortBy[i] == BY_SWAP) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double swap1 = OrderSwap(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double swap2 = OrderSwap(); if (swap1 > swap2) return(1); if (swap1 < swap2) return(-1); } else if (SortBy[i] == BY_PROFIT) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); double profit1 = OrderProfit(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); double profit2 = OrderProfit(); if (profit1 > profit2) return(1); if (profit1 < profit2) return(-1); } else if (SortBy[i] == BY_COMMENT) { OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY); string comm1 = OrderComment(); OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY); string comm2 = OrderComment(); if (comm1 < comm2) return(1); if (comm1 > comm2) return(-1); } } return(0); } //+------------------------------------------------------------------+ bool Validate(int ticket) { if (OrderSymbol() == SHOW_SYMBOL || SHOW_SYMBOL=="ALL") bool CondSym=true; //Print ( " Cond = ",CondSym); if (CondSym && OrderCloseTime() >= StrToTime(START_DATE) && OrderCloseTime() <= StrToTime(FIN_DATE) && OrderMagicNumber()== MAGIC) return(true); // if (StringFind(OrderComment(), "[tp]") == -1) return(true); //if (OrderOpenTime() < StrToTime("2006.01.23")) return(false); // if (OrderOpenTime() > StrToTime("2005.06.13 20.00")) return(false); // if (TimeDay(OrderOpenTime()) == 13) return(true); // if (OrderProfit() >= 0) return(true); // return(false); // return(true); } //+------------------------------------------------------------------+