1 | //+------------------------------------------------------------------+ |
1 | //+------------------------------------------------------------------+ |
2 | //| Equity_v7.mq4 | |
2 | //| Equity_v7.mq4 | |
3 | //| Copyright © 2009, Xupypr | |
3 | //| Copyright © 2009, Xupypr | |
4 | //| http://www.mql4.com/ru/users/Xupypr | |
4 | //| http://www.mql4.com/ru/users/Xupypr | |
5 | //| Версия от 09.09.2009 | |
5 | //| Версия от 09.09.2009 | |
6 | //| http://codebase.mql4.com/ru/4455 | |
6 | //| http://codebase.mql4.com/ru/4455 | |
7 | //+------------------------------------------------------------------+ |
7 | //+------------------------------------------------------------------+ |
8 | #property copyright "Copyright © 2009, Xupypr" |
8 | #property copyright "Copyright © 2009, Xupypr" |
9 | #property link "http://www.mql4.com/ru/users/Xupypr" |
9 | #property link "http://www.mql4.com/ru/users/Xupypr" |
10 | |
10 | |
11 | #property indicator_separate_window |
11 | #property indicator_separate_window |
12 | #property indicator_buffers 4 |
12 | #property indicator_buffers 4 |
13 | #property indicator_color1 SteelBlue |
13 | #property indicator_color1 SteelBlue |
14 | #property indicator_color2 OrangeRed |
14 | #property indicator_color2 OrangeRed |
15 | #property indicator_color3 SlateGray |
15 | #property indicator_color3 SlateGray |
16 | #property indicator_color4 ForestGreen |
16 | #property indicator_color4 ForestGreen |
17 | #property indicator_width1 1 |
17 | #property indicator_width1 1 |
18 | #property indicator_width2 2 |
18 | #property indicator_width2 2 |
19 | #property indicator_width3 1 |
19 | #property indicator_width3 1 |
20 | #property indicator_width4 1 |
20 | #property indicator_width4 1 |
21 | |
21 | |
22 | //------------- Фильтр истории торгов |
22 | //------------- Фильтр истории торгов |
23 | extern bool Only_Trade=false; // Учитывать только позиции, исключив пополнение/снятие средств |
23 | extern bool Only_Trade=false; // Учитывать только позиции, исключив пополнение/снятие средств |
24 | extern string Only_Magics=""; // Учитывать только позиции с магическими номерами (через любой разделитель) |
24 | extern string Only_Magics=""; // Учитывать только позиции с магическими номерами (через любой разделитель) |
25 | extern string Only_Symbols=""; // Учитывать только позиции по инструментам (через любой разделитель) |
25 | extern string Only_Symbols=""; // Учитывать только позиции по инструментам (через любой разделитель) |
26 | extern string Only_Comment=""; // Учитывать только позиции с наличием комментария (например [sl] или [tp]) |
26 | extern string Only_Comment=""; // Учитывать только позиции с наличием комментария (например [sl] или [tp]) |
27 | extern bool Only_Current=false; // Учитывать только позиции по текущему инструменту |
27 | extern bool Only_Current=false; // Учитывать только позиции по текущему инструменту |
28 | extern bool Only_Buys=false; // Учитывать только позиции на покупку |
28 | extern bool Only_Buys=false; // Учитывать только позиции на покупку |
29 | extern bool Only_Sells=false; // Учитывать только позиции на продажу |
29 | extern bool Only_Sells=false; // Учитывать только позиции на продажу |
30 | |
30 | |
31 | //------------- Внешний вид индикатора |
31 | //------------- Внешний вид индикатора |
32 | extern bool Show_Balance=true; // Отображать баланс |
32 | extern bool Show_Balance=true; // Отображать баланс |
33 | extern bool Show_Margin=false; // Отображать залог (только в режиме реального времени) |
33 | extern bool Show_Margin=false; // Отображать залог (только в режиме реального времени) |
34 | extern bool Show_Free=false; // Отображать свободные средства (только в режиме реального времени) |
34 | extern bool Show_Free=false; // Отображать свободные средства (только в режиме реального времени) |
35 | extern bool Show_Info=false; // Отображать дополнительную информацию о просадках, включая ФВ |
35 | extern bool Show_Info=false; // Отображать дополнительную информацию о просадках, включая ФВ |
36 | |
36 | |
37 | //------------- Настройка сигналов о просадке |
37 | //------------- Настройка сигналов о просадке |
38 | extern double Alert_Drawdown=0; // Предупреждать о просадке средств в процентах за период (0 - отключить) |
38 | extern double Alert_Drawdown=0; // Предупреждать о просадке средств в процентах за период (0 - отключить) |
39 | extern double Max_Drawdown=25; // Максимально допустимая просадка в процентах за период ("красная зона") |
39 | extern double Max_Drawdown=25; // Максимально допустимая просадка в процентах за период ("красная зона") |
40 | extern bool Current_Day=true; // Просадка будет наблюдаться только за текущий день |
40 | extern bool Current_Day=true; // Просадка будет наблюдаться только за текущий день |
41 | extern datetime Begin_Monitoring=D'2009.08.17 00:00'; // Начало наблюдения за просадкой (если Current_Day=false) |
41 | extern datetime Begin_Monitoring=D'2009.08.17 00:00'; // Начало наблюдения за просадкой (если Current_Day=false) |
42 | |
42 | |
43 | //------------- Другие параметры |
43 | //------------- Другие параметры |
44 | extern bool File_Write=false; // Запись данных о эквити и балансе в файл |
44 | extern bool File_Write=false; // Запись данных о эквити и балансе в файл |
45 | extern datetime Draw_Begin=D'2001.01.01 00:00'; // Начальная дата отрисовки индикатора |
45 | extern datetime Draw_Begin=D'2001.01.01 00:00'; // Начальная дата отрисовки индикатора |
46 | |
46 | |
47 | int DrawBeginBar,Window; |
47 | int DrawBeginBar,Window; |
48 | string ShortName,Unique; |
48 | string ShortName,Unique; |
49 | double Equity[],Balance[],Margin[],Free[]; |
49 | double Equity[],Balance[],Margin[],Free[]; |
50 | double StartBalance,CurrentBalance,MaxPeak,MaxProfit; |
50 | double StartBalance,CurrentBalance,MaxPeak,MaxProfit; |
51 | double AbsDrawdown,MaxDrawdown,RelDrawdown,Drawdown,RecoveryFactor; |
51 | double AbsDrawdown,MaxDrawdown,RelDrawdown,Drawdown,RecoveryFactor; |
52 | |
52 | |
53 | datetime OpenTime_Ticket[][2]; // время открытия и номер тикета |
53 | datetime OpenTime_Ticket[][2]; // время открытия и номер тикета |
54 | int OpenBar[]; // номер бара открытия |
54 | int OpenBar[]; // номер бара открытия |
55 | int CloseBar[]; // номер бара закрытия |
55 | int CloseBar[]; // номер бара закрытия |
56 | int Type[]; // тип операции |
56 | int Type[]; // тип операции |
57 | string Instrument[]; // инструмент |
57 | string Instrument[]; // инструмент |
58 | double Lots[]; // количество лотов |
58 | double Lots[]; // количество лотов |
59 | double OpenPrice[]; // цена открытия |
59 | double OpenPrice[]; // цена открытия |
60 | double ClosePrice[]; // цена закрытия |
60 | double ClosePrice[]; // цена закрытия |
61 | double Commission[]; // комиссия |
61 | double Commission[]; // комиссия |
62 | double Swap[]; // накопленный своп |
62 | double Swap[]; // накопленный своп |
63 | double CurSwap[]; // текущий своп |
63 | double CurSwap[]; // текущий своп |
64 | double DaySwap[]; // дневной своп |
64 | double DaySwap[]; // дневной своп |
65 | double Profit[]; // чистая прибыль |
65 | double Profit[]; // чистая прибыль |
66 | |
66 | |
67 | //+------------------------------------------------------------------+ |
67 | //+------------------------------------------------------------------+ |
68 | //| Custom indicator initialization function | |
68 | //| Custom indicator initialization function | |
69 | //+------------------------------------------------------------------+ |
69 | //+------------------------------------------------------------------+ |
70 | int init() |
70 | int OnInit() |
71 | { |
71 | { |
72 | if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells) ShortName="Total"; |
72 | if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells) ShortName="Total"; |
73 | else |
73 | else |
74 | { |
74 | { |
75 | if (Only_Magics!="") ShortName=Only_Magics; else ShortName=""; |
75 | if (Only_Magics!="") ShortName=Only_Magics; else ShortName=""; |
76 | if (Only_Symbols!="") ShortName=StringConcatenate(ShortName," ",Only_Symbols); |
76 | if (Only_Symbols!="") ShortName=StringConcatenate(ShortName," ",Only_Symbols); |
77 | else if (Only_Current) ShortName=StringConcatenate(ShortName," ",Symbol()); |
77 | else if (Only_Current) ShortName=StringConcatenate(ShortName," ",Symbol()); |
78 | if (Only_Comment!="") ShortName=StringConcatenate(ShortName," ",Only_Comment); |
78 | if (Only_Comment!="") ShortName=StringConcatenate(ShortName," ",Only_Comment); |
79 | if (Only_Sells) Only_Buys=false; |
79 | if (Only_Sells) Only_Buys=false; |
80 | if (Only_Buys) ShortName=StringConcatenate(ShortName," Buys"); |
80 | if (Only_Buys) ShortName=StringConcatenate(ShortName," Buys"); |
81 | if (Only_Sells) ShortName=StringConcatenate(ShortName," Sells"); |
81 | if (Only_Sells) ShortName=StringConcatenate(ShortName," Sells"); |
82 | } |
82 | } |
83 | if (Only_Trade) ShortName=StringConcatenate(ShortName," Zero"); |
83 | if (Only_Trade) ShortName=StringConcatenate(ShortName," Zero"); |
84 | SetIndexBuffer(0,Equity); |
84 | SetIndexBuffer(0,Equity); |
85 | SetIndexLabel(0,ShortName+" Equity"); |
85 | SetIndexLabel(0,ShortName+" Equity"); |
86 | SetIndexStyle(0,DRAW_LINE); |
86 | SetIndexStyle(0,DRAW_LINE); |
87 | SetIndexBuffer(1,Balance); |
87 | SetIndexBuffer(1,Balance); |
88 | SetIndexLabel(1,ShortName+" Balance"); |
88 | SetIndexLabel(1,ShortName+" Balance"); |
89 | SetIndexStyle(1,DRAW_LINE); |
89 | SetIndexStyle(1,DRAW_LINE); |
90 | SetIndexBuffer(2,Margin); |
90 | SetIndexBuffer(2,Margin); |
91 | SetIndexLabel(2,ShortName+" Margin"); |
91 | SetIndexLabel(2,ShortName+" Margin"); |
92 | SetIndexStyle(2,DRAW_LINE); |
92 | SetIndexStyle(2,DRAW_LINE); |
93 | SetIndexBuffer(3,Free); |
93 | SetIndexBuffer(3,Free); |
94 | SetIndexLabel(3,ShortName+" Free"); |
94 | SetIndexLabel(3,ShortName+" Free"); |
95 | SetIndexStyle(3,DRAW_LINE); |
95 | SetIndexStyle(3,DRAW_LINE); |
96 | ShortName=StringConcatenate(ShortName," Equity"); |
96 | ShortName=StringConcatenate(ShortName," Equity"); |
97 | if (Show_Balance) ShortName=StringConcatenate(ShortName," Balance"); |
97 | if (Show_Balance) ShortName=StringConcatenate(ShortName," Balance"); |
98 | if (Show_Margin) ShortName=StringConcatenate(ShortName," Margin"); |
98 | if (Show_Margin) ShortName=StringConcatenate(ShortName," Margin"); |
99 | if (Show_Free) ShortName=StringConcatenate(ShortName," Free"); |
99 | if (Show_Free) ShortName=StringConcatenate(ShortName," Free"); |
100 | Unique=DoubleToStr(GetTickCount()+MathRand(),0); |
100 | Unique=DoubleToStr(GetTickCount()+MathRand(),0); |
101 | DrawBeginBar=iBarShift(NULL,0,Draw_Begin); |
101 | DrawBeginBar=iBarShift(NULL,0,Draw_Begin); |
102 | IndicatorDigits(2); |
102 | IndicatorDigits(2); |
103 | return(0); |
103 | return(0); |
104 | } |
104 | } |
105 | //+------------------------------------------------------------------+ |
105 | //+------------------------------------------------------------------+ |
106 | //| Custom indicator deinitialization function | |
106 | //| Custom indicator deinitialization function | |
107 | //+------------------------------------------------------------------+ |
107 | //+------------------------------------------------------------------+ |
108 | int deinit() |
108 | int OnDeinit( const int reason ) |
109 | { |
109 | { |
110 | DeleteAll(); |
110 | DeleteAll(); |
111 | return(0); |
111 | return(0); |
112 | } |
112 | } |
113 | //+------------------------------------------------------------------+ |
113 | //+------------------------------------------------------------------+ |
114 | //| Custom indicator iteration function | |
114 | //| Custom indicator iteration function | |
115 | //+------------------------------------------------------------------+ |
115 | //+------------------------------------------------------------------+ |
116 | int start() |
116 | int OnCalculate(const int rates_total, |
| |
117 | const int prev_calculated,
|
| |
118 | const datetime &time2[],
|
| |
119 | const double &open[],
|
| |
120 | const double &high[],
|
| |
121 | const double &low[],
|
| |
122 | const double &close[],
|
| |
123 | const long &tick_volume[],
|
| |
124 | const long &volume[],
|
| |
125 | const int &spread2[])
|
117 | { |
126 | { |
118 | static int anumber=-1; |
127 | static int anumber=-1; |
119 | static bool first; |
128 | static bool first; |
120 | static string minfosymbols; |
129 | static string minfosymbols; |
121 | string filename,text,date,time; |
130 | string filename,text,date,time; |
122 | double profitloss,spread,lotsize; |
131 | double profitloss,spread,lotsize; |
123 | int handle,bar,i,j,start,total,historytotal,opentotal;//startbar, |
132 | int handle,bar,i,j,start,total,historytotal,opentotal;//startbar, |
124 | //int tick=GetTickCount(); |
133 | //int tick=GetTickCount(); |
125 | |
134 | |
126 | if (anumber!=AccountNumber()) |
135 | if (anumber!=AccountNumber()) |
127 | { |
136 | { |
128 | DeleteAll(); |
137 | DeleteAll(); |
129 | IndicatorShortName(Unique); |
138 | IndicatorShortName(Unique); |
130 | Window=WindowFind(Unique); |
139 | Window=WindowFind(Unique); |
131 | IndicatorShortName(ShortName); |
140 | IndicatorShortName(ShortName); |
132 | ArrayInitialize(Balance,EMPTY_VALUE); |
141 | ArrayInitialize(Balance,EMPTY_VALUE); |
133 | ArrayInitialize(Equity,EMPTY_VALUE); |
142 | ArrayInitialize(Equity,EMPTY_VALUE); |
134 | ArrayInitialize(Margin,EMPTY_VALUE); |
143 | ArrayInitialize(Margin,EMPTY_VALUE); |
135 | ArrayInitialize(Free,EMPTY_VALUE); |
144 | ArrayInitialize(Free,EMPTY_VALUE); |
136 | anumber=AccountNumber(); |
145 | anumber=AccountNumber(); |
137 | minfosymbols=""; |
146 | minfosymbols=""; |
138 | first=true; |
147 | first=true; |
139 | } |
148 | } |
140 | if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0); |
149 | if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0); |
141 | if (first) |
150 | if (first) |
142 | { |
151 | { |
143 | first=false; |
152 | first=false; |
144 | MaxPeak=0.0; |
153 | MaxPeak=0.0; |
145 | MaxProfit=0.0; |
154 | MaxProfit=0.0; |
146 | AbsDrawdown=0.0; |
155 | AbsDrawdown=0.0; |
147 | MaxDrawdown=0.0; |
156 | MaxDrawdown=0.0; |
148 | RelDrawdown=0.0; |
157 | RelDrawdown=0.0; |
149 | if (Period()>PERIOD_D1) |
158 | if (Period()>PERIOD_D1) |
150 | { |
159 | { |
151 | Alert("Период не может быть больше D1"); |
160 | Alert("Период не может быть больше D1"); |
152 | return(0); |
161 | return(0); |
153 | } |
162 | } |
154 | historytotal=OrdersHistoryTotal(); |
163 | historytotal=OrdersHistoryTotal(); |
155 | opentotal=OrdersTotal(); |
164 | opentotal=OrdersTotal(); |
156 | total=historytotal+opentotal; |
165 | total=historytotal+opentotal; |
157 | ArrayResize(OpenTime_Ticket,total); |
166 | ArrayResize(OpenTime_Ticket,total); |
158 | for (i=0;i<historytotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)) |
167 | for (i=0;i<historytotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)) |
159 | { |
168 | { |
160 | if (Select()) |
169 | if (Select()) |
161 | { |
170 | { |
162 | OpenTime_Ticket[i][0]=OrderOpenTime(); |
171 | OpenTime_Ticket[i][0]=OrderOpenTime(); |
163 | OpenTime_Ticket[i][1]=OrderTicket(); |
172 | OpenTime_Ticket[i][1]=OrderTicket(); |
164 | } |
173 | } |
165 | else |
174 | else |
166 | { |
175 | { |
167 | OpenTime_Ticket[i][0]=EMPTY_VALUE; |
176 | OpenTime_Ticket[i][0]=EMPTY_VALUE; |
168 | total--; |
177 | total--; |
169 | } |
178 | } |
170 | } |
179 | } |
171 | if (opentotal>0) |
180 | if (opentotal>0) |
172 | { |
181 | { |
173 | for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) |
182 | for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) |
174 | { |
183 | { |
175 | if (Select()) |
184 | if (Select()) |
176 | { |
185 | { |
177 | OpenTime_Ticket[historytotal+i][0]=OrderOpenTime(); |
186 | OpenTime_Ticket[historytotal+i][0]=OrderOpenTime(); |
178 | OpenTime_Ticket[historytotal+i][1]=OrderTicket(); |
187 | OpenTime_Ticket[historytotal+i][1]=OrderTicket(); |
179 | } |
188 | } |
180 | else |
189 | else |
181 | { |
190 | { |
182 | OpenTime_Ticket[historytotal+i][0]=EMPTY_VALUE; |
191 | OpenTime_Ticket[historytotal+i][0]=EMPTY_VALUE; |
183 | total--; |
192 | total--; |
184 | } |
193 | } |
185 | } |
194 | } |
186 | } |
195 | } |
187 | ArraySort(OpenTime_Ticket); |
196 | ArraySort(OpenTime_Ticket); |
188 | ArrayResize(OpenTime_Ticket,total); |
197 | ArrayResize(OpenTime_Ticket,total); |
189 | ArrayResize(OpenBar,total); |
198 | ArrayResize(OpenBar,total); |
190 | ArrayResize(CloseBar,total); |
199 | ArrayResize(CloseBar,total); |
191 | ArrayResize(Type,total); |
200 | ArrayResize(Type,total); |
192 | ArrayResize(Lots,total); |
201 | ArrayResize(Lots,total); |
193 | ArrayResize(Instrument,total); |
202 | ArrayResize(Instrument,total); |
194 | ArrayResize(OpenPrice,total); |
203 | ArrayResize(OpenPrice,total); |
195 | ArrayResize(ClosePrice,total); |
204 | ArrayResize(ClosePrice,total); |
196 | ArrayResize(Commission,total); |
205 | ArrayResize(Commission,total); |
197 | ArrayResize(Swap,total); |
206 | ArrayResize(Swap,total); |
198 | ArrayResize(CurSwap,total); |
207 | ArrayResize(CurSwap,total); |
199 | ArrayResize(DaySwap,total); |
208 | ArrayResize(DaySwap,total); |
200 | ArrayResize(Profit,total); |
209 | ArrayResize(Profit,total); |
201 | for (i=0;i<total;i++) if (OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) ReadOrder(i); |
210 | for (i=0;i<total;i++) if (OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) ReadOrder(i); |
202 | if (Type[0]<6 && !Only_Trade) |
211 | if (Type[0]<6 && !Only_Trade) |
203 | { |
212 | { |
204 | Alert("История сделок загружена не полностью"); |
213 | Alert("История сделок загружена не полностью"); |
205 | return(0); |
214 | return(0); |
206 | } |
215 | } |
207 | if (File_Write) |
216 | if (File_Write) |
208 | { |
217 | { |
209 | filename=StringConcatenate(AccountNumber(),"_",Period(),".csv"); |
218 | filename=StringConcatenate(AccountNumber(),"_",Period(),".csv"); |
210 | handle=FileOpen(filename,FILE_CSV|FILE_WRITE); |
219 | handle=FileOpen(filename,FILE_CSV|FILE_WRITE); |
211 | if (handle<0) Alert("Ошибка #",GetLastError()," при открытии файла"); |
220 | if (handle<0) Alert("Ошибка #",GetLastError()," при открытии файла"); |
212 | else if (FileWrite(handle,"Date","Time","Equity","Balance")<1) Print("Ошибка #",GetLastError()," при записи в файл"); |
221 | else if (FileWrite(handle,"Date","Time","Equity","Balance")<1) Print("Ошибка #",GetLastError()," при записи в файл"); |
213 | } |
222 | } |
214 | start=0; |
223 | start=0; |
215 | StartBalance=0.0; |
224 | StartBalance=0.0; |
216 | CurrentBalance=0.0; |
225 | CurrentBalance=0.0; |
217 | for (i=OpenBar[0];i>=0;i--) |
226 | for (i=OpenBar[0];i>=0;i--) |
218 | { |
227 | { |
219 | profitloss=0.0; |
228 | profitloss=0.0; |
220 | for (j=start;j<total;j++) |
229 | for (j=start;j<total;j++) |
221 | { |
230 | { |
222 | if (OpenBar[j]<i) break; |
231 | if (OpenBar[j]<i) break; |
223 | if (CloseBar[start]>i) start++; |
232 | if (CloseBar[start]>i) start++; |
224 | if (CloseBar[j]==i && ClosePrice[j]!=0) CurrentBalance+=Swap[j]+Commission[j]+Profit[j]; |
233 | if (CloseBar[j]==i && ClosePrice[j]!=0) CurrentBalance+=Swap[j]+Commission[j]+Profit[j]; |
225 | else if (OpenBar[j]>=i && CloseBar[j]<=i) |
234 | else if (OpenBar[j]>=i && CloseBar[j]<=i) |
226 | { |
235 | { |
227 | if (Type[j]>5) |
236 | if (Type[j]>5) |
228 | { |
237 | { |
229 | CurrentBalance+=Profit[j]; |
238 | CurrentBalance+=Profit[j]; |
230 | if (i==OpenBar[0]) StartBalance=Profit[j]; |
239 | if (i==OpenBar[0]) StartBalance=Profit[j]; |
231 | if (!Only_Trade && i<=DrawBeginBar) |
240 | if (!Only_Trade && i<=DrawBeginBar) |
232 | { |
241 | { |
233 | text=StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2)," ",AccountCurrency()); |
242 | text=StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2)," ",AccountCurrency()); |
234 | LineCreate("Balance "+TimeToStr(OpenTime_Ticket[j][0]),OBJ_VLINE,2,OrangeRed,text,Time[i],0); |
243 | LineCreate("Balance "+TimeToStr(OpenTime_Ticket[j][0]),OBJ_VLINE,2,OrangeRed,text,Time[i],0); |
235 | } |
244 | } |
236 | continue; |
245 | continue; |
237 | } |
246 | } |
238 | if (i>DrawBeginBar) continue; |
247 | if (i>DrawBeginBar) continue; |
239 | if (MarketInfo(Instrument[j],MODE_POINT)==0) |
248 | if (MarketInfo(Instrument[j],MODE_POINT)==0) |
240 | { |
249 | { |
241 | if (StringFind(minfosymbols,Instrument[j])==-1) |
250 | if (StringFind(minfosymbols,Instrument[j])==-1) |
242 | { |
251 | { |
243 | Alert("В обзоре рынка не хватает "+Instrument[j]); |
252 | Alert("В обзоре рынка не хватает "+Instrument[j]); |
244 | minfosymbols=StringConcatenate(minfosymbols," ",Instrument[j]); |
253 | minfosymbols=StringConcatenate(minfosymbols," ",Instrument[j]); |
245 | } |
254 | } |
246 | continue; |
255 | continue; |
247 | } |
256 | } |
248 | bar=iBarShift(Instrument[j],0,Time[i]); |
257 | bar=iBarShift(Instrument[j],0,Time[i]); |
249 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))!=TimeDayOfWeek(iTime(Instrument[j],0,bar+1)) && OpenBar[j]!=bar) |
258 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))!=TimeDayOfWeek(iTime(Instrument[j],0,bar+1)) && OpenBar[j]!=bar) |
250 | { |
259 | { |
251 | int sw1= MarketInfo(Instrument[j],MODE_PROFITCALCMODE); |
260 | int sw1= MarketInfo(Instrument[j],MODE_PROFITCALCMODE); |
252 | switch (sw1) |
261 | switch (sw1) |
253 | { |
262 | { |
254 | case 0: |
263 | case 0: |
255 | { |
264 | { |
256 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==4) CurSwap[j]+=3*DaySwap[j]; |
265 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==4) CurSwap[j]+=3*DaySwap[j]; |
257 | else CurSwap[j]+=DaySwap[j]; |
266 | else CurSwap[j]+=DaySwap[j]; |
258 | } break; |
267 | } break; |
259 | case 1: |
268 | case 1: |
260 | { |
269 | { |
261 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==1) CurSwap[j]+=3*DaySwap[j]; |
270 | if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==1) CurSwap[j]+=3*DaySwap[j]; |
262 | else CurSwap[j]+=DaySwap[j]; |
271 | else CurSwap[j]+=DaySwap[j]; |
263 | } |
272 | } |
264 | } |
273 | } |
265 | } |
274 | } |
266 | lotsize=LotSize(Instrument[j],Time[i]); |
275 | lotsize=LotSize(Instrument[j],Time[i]); |
267 | if (Type[j]==OP_BUY) profitloss+=Commission[j]+CurSwap[j]+(iClose(Instrument[j],0,bar)-OpenPrice[j])*Lots[j]*lotsize; |
276 | if (Type[j]==OP_BUY) profitloss+=Commission[j]+CurSwap[j]+(iClose(Instrument[j],0,bar)-OpenPrice[j])*Lots[j]*lotsize; |
268 | else |
277 | else |
269 | { |
278 | { |
270 | spread=MarketInfo(Instrument[j],MODE_POINT)*MarketInfo(Instrument[j],MODE_SPREAD); |
279 | spread=MarketInfo(Instrument[j],MODE_POINT)*MarketInfo(Instrument[j],MODE_SPREAD); |
271 | profitloss+=Commission[j]+CurSwap[j]+(OpenPrice[j]-iClose(Instrument[j],0,bar)-spread)*Lots[j]*lotsize; |
280 | profitloss+=Commission[j]+CurSwap[j]+(OpenPrice[j]-iClose(Instrument[j],0,bar)-spread)*Lots[j]*lotsize; |
272 | } |
281 | } |
273 | } |
282 | } |
274 | } |
283 | } |
275 | if (i>DrawBeginBar) continue; |
284 | if (i>DrawBeginBar) continue; |
276 | Equity[i]=NormalizeDouble(CurrentBalance+profitloss,2); |
285 | Equity[i]=NormalizeDouble(CurrentBalance+profitloss,2); |
277 | if (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2); |
286 | if (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2); |
278 | if (Show_Info) Drawdown(CurrentBalance+profitloss); |
287 | if (Show_Info) Drawdown(CurrentBalance+profitloss); |
279 | if (File_Write && handle>0) |
288 | if (File_Write && handle>0) |
280 | { |
289 | { |
281 | date=TimeToStr(Time[i],TIME_DATE); |
290 | date=TimeToStr(Time[i],TIME_DATE); |
282 | time=TimeToStr(Time[i],TIME_MINUTES); |
291 | time=TimeToStr(Time[i],TIME_MINUTES); |
283 | if (FileWrite(handle,date,time,CurrentBalance+profitloss,CurrentBalance)<1) Print("Ошибка #",GetLastError()," при записи в файл"); |
292 | if (FileWrite(handle,date,time,CurrentBalance+profitloss,CurrentBalance)<1) Print("Ошибка #",GetLastError()," при записи в файл"); |
284 | } |
293 | } |
285 | } |
294 | } |
286 | ArrayResize(OpenTime_Ticket,opentotal); |
295 | ArrayResize(OpenTime_Ticket,opentotal); |
287 | if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket(); |
296 | if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket(); |
288 | if (File_Write && handle>0) FileClose(handle); |
297 | if (File_Write && handle>0) FileClose(handle); |
289 | } |
298 | } |
290 | else |
299 | else |
291 | { |
300 | { |
292 | if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells && !Only_Trade) |
301 | if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells && !Only_Trade) |
293 | { |
302 | { |
294 | Equity[0]=AccountEquity(); |
303 | Equity[0]=AccountEquity(); |
295 | if (Show_Balance) Balance[0]=AccountBalance(); |
304 | if (Show_Balance) Balance[0]=AccountBalance(); |
296 | if (Show_Margin) Margin[0]=AccountMargin(); |
305 | if (Show_Margin) Margin[0]=AccountMargin(); |
297 | if (Show_Free) Free[0]=AccountFreeMargin(); |
306 | if (Show_Free) Free[0]=AccountFreeMargin(); |
298 | if (Show_Info) Drawdown(AccountEquity()); |
307 | if (Show_Info) Drawdown(AccountEquity()); |
299 | } |
308 | } |
300 | else |
309 | else |
301 | { |
310 | { |
302 | opentotal=ArraySize(OpenTime_Ticket); |
311 | opentotal=ArraySize(OpenTime_Ticket); |
303 | if (opentotal>0) |
312 | if (opentotal>0) |
304 | { |
313 | { |
305 | for (i=0;i<opentotal;i++) |
314 | for (i=0;i<opentotal;i++) |
306 | { |
315 | { |
307 | if (!OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) continue; |
316 | if (!OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) continue; |
308 | if (OrderCloseTime()==0) continue; |
317 | if (OrderCloseTime()==0) continue; |
309 | else if (Select()) CurrentBalance+=OrderCommission()+OrderSwap()+OrderProfit(); |
318 | else if (Select()) CurrentBalance+=OrderCommission()+OrderSwap()+OrderProfit(); |
310 | } |
319 | } |
311 | } |
320 | } |
312 | profitloss=0.0; |
321 | profitloss=0.0; |
313 | opentotal=OrdersTotal(); |
322 | opentotal=OrdersTotal(); |
314 | if (opentotal>0) |
323 | if (opentotal>0) |
315 | { |
324 | { |
316 | for (i=0;i<opentotal;i++) |
325 | for (i=0;i<opentotal;i++) |
317 | { |
326 | { |
318 | if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) continue; |
327 | if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) continue; |
319 | if (Select()) profitloss+=OrderCommission()+OrderSwap()+OrderProfit(); |
328 | if (Select()) profitloss+=OrderCommission()+OrderSwap()+OrderProfit(); |
320 | } |
329 | } |
321 | } |
330 | } |
322 | Equity[0]=NormalizeDouble(CurrentBalance+profitloss,2); |
331 | Equity[0]=NormalizeDouble(CurrentBalance+profitloss,2); |
323 | if (Show_Balance) Balance[0]=NormalizeDouble(CurrentBalance,2); |
332 | if (Show_Balance) Balance[0]=NormalizeDouble(CurrentBalance,2); |
324 | if (Show_Info) Drawdown(CurrentBalance+profitloss); |
333 | if (Show_Info) Drawdown(CurrentBalance+profitloss); |
325 | ArrayResize(OpenTime_Ticket,opentotal); |
334 | ArrayResize(OpenTime_Ticket,opentotal); |
326 | if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket(); |
335 | if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket(); |
327 | } |
336 | } |
328 | } |
337 | } |
329 | LineCreate("Equity Level",OBJ_HLINE,1,SteelBlue,"",0,Equity[0]); |
338 | LineCreate("Equity Level",OBJ_HLINE,1,SteelBlue,"",0,Equity[0]); |
330 | if (Show_Info) |
339 | if (Show_Info) |
331 | { |
340 | { |
332 | if (MaxDrawdown>0) |
341 | if (MaxDrawdown>0) |
333 | { |
342 | { |
334 | RecoveryFactor=(Equity[0]-StartBalance)/MaxDrawdown; |
343 | RecoveryFactor=(Equity[0]-StartBalance)/MaxDrawdown; |
335 | text=StringConcatenate(": ",DoubleToStr(RecoveryFactor,2)); |
344 | text=StringConcatenate(": ",DoubleToStr(RecoveryFactor,2)); |
336 | LabelCreate("Recovery Factor",text,10); |
345 | LabelCreate("Recovery Factor",text,10); |
337 | } |
346 | } |
338 | text=StringConcatenate(": ",DoubleToStr(AbsDrawdown,2)," ",AccountCurrency()); |
347 | text=StringConcatenate(": ",DoubleToStr(AbsDrawdown,2)," ",AccountCurrency()); |
339 | LabelCreate("Absolute Drawdown",text,30); |
348 | LabelCreate("Absolute Drawdown",text,30); |
340 | if (MaxPeak>0) |
349 | if (MaxPeak>0) |
341 | { |
350 | { |
342 | text=StringConcatenate(": ",DoubleToStr(MaxDrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*MaxDrawdown/MaxPeak,2),"%)"); |
351 | text=StringConcatenate(": ",DoubleToStr(MaxDrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*MaxDrawdown/MaxPeak,2),"%)"); |
343 | LabelCreate("Maximal Drawdown",text,50); |
352 | LabelCreate("Maximal Drawdown",text,50); |
344 | } |
353 | } |
345 | text=StringConcatenate(": ",DoubleToStr(RelDrawdown,2),"% (",DoubleToStr(Drawdown,2)," ",AccountCurrency(),")"); |
354 | text=StringConcatenate(": ",DoubleToStr(RelDrawdown,2),"% (",DoubleToStr(Drawdown,2)," ",AccountCurrency(),")"); |
346 | LabelCreate("Relative Drawdown",text,70); |
355 | LabelCreate("Relative Drawdown",text,70); |
347 | } |
356 | } |
348 | if (Alert_Drawdown>0) AlertDrawdown(); |
357 | if (Alert_Drawdown>0) AlertDrawdown(); |
349 | //Print("Calculating - ",GetTickCount()-tick," ms"); |
358 | //Print("Calculating - ",GetTickCount()-tick," ms"); |
350 | return(0); |
359 | return(0); |
351 | } |
360 | } |
352 | //+------------------------------------------------------------------+ |
361 | //+------------------------------------------------------------------+ |
353 | //| Создание текстовой метки | |
362 | //| Создание текстовой метки | |
354 | //+------------------------------------------------------------------+ |
363 | //+------------------------------------------------------------------+ |
355 | void LabelCreate(string name, string str, int y) |
364 | void LabelCreate(string name, string str, int y) |
356 | { |
365 | { |
357 | string objectname=StringConcatenate(name," ",Unique); |
366 | string objectname=StringConcatenate(name," ",Unique); |
358 | if (ObjectFind(objectname)==-1) |
367 | if (ObjectFind(objectname)==-1) |
359 | { |
368 | { |
360 | ObjectCreate(objectname,OBJ_LABEL,Window,0,0); |
369 | ObjectCreate(objectname,OBJ_LABEL,Window,0,0); |
361 | ObjectSet(objectname,OBJPROP_XDISTANCE,10); |
370 | ObjectSet(objectname,OBJPROP_XDISTANCE,10); |
362 | ObjectSet(objectname,OBJPROP_YDISTANCE,y); |
371 | ObjectSet(objectname,OBJPROP_YDISTANCE,y); |
363 | ObjectSet(objectname,OBJPROP_CORNER,1); |
372 | ObjectSet(objectname,OBJPROP_CORNER,1); |
364 | ObjectSet(objectname,OBJPROP_COLOR,SlateGray); |
373 | ObjectSet(objectname,OBJPROP_COLOR,SlateGray); |
365 | } |
374 | } |
366 | ObjectSetText(objectname,name+str); |
375 | ObjectSetText(objectname,name+str); |
367 | } |
376 | } |
368 | //+------------------------------------------------------------------+ |
377 | //+------------------------------------------------------------------+ |
369 | //| Создание линии | |
378 | //| Создание линии | |
370 | //+------------------------------------------------------------------+ |
379 | //+------------------------------------------------------------------+ |
371 | void LineCreate(string name, int type, int width, color clr, string str, datetime time1, double price1, datetime time2=0, double price2=0) |
380 | void LineCreate(string name, int type, int width, color clr, string str, datetime time1, double price1, datetime time2=0, double price2=0) |
372 | { |
381 | { |
373 | string objectname=StringConcatenate(name," ",Unique); |
382 | string objectname=StringConcatenate(name," ",Unique); |
374 | if (ObjectFind(objectname)==-1) |
383 | if (ObjectFind(objectname)==-1) |
375 | { |
384 | { |
376 | ObjectCreate(objectname,type,Window,time1,price1,time2,price2); |
385 | ObjectCreate(objectname,type,Window,time1,price1,time2,price2); |
377 | ObjectSet(objectname,OBJPROP_WIDTH,width); |
386 | ObjectSet(objectname,OBJPROP_WIDTH,width); |
378 | if (type==OBJ_TREND) ObjectSet(objectname,OBJPROP_RAY,false); |
387 | if (type==OBJ_TREND) ObjectSet(objectname,OBJPROP_RAY,false); |
379 | if (type==OBJ_HLINE) ObjectSet(objectname,OBJPROP_STYLE,STYLE_DOT); |
388 | if (type==OBJ_HLINE) ObjectSet(objectname,OBJPROP_STYLE,STYLE_DOT); |
380 | } |
389 | } |
381 | ObjectSetText(objectname,str); |
390 | ObjectSetText(objectname,str); |
382 | ObjectSet(objectname,OBJPROP_COLOR,clr); |
391 | ObjectSet(objectname,OBJPROP_COLOR,clr); |
383 | ObjectSet(objectname,OBJPROP_TIME1,time1); |
392 | ObjectSet(objectname,OBJPROP_TIME1,time1); |
384 | ObjectSet(objectname,OBJPROP_PRICE1,price1); |
393 | ObjectSet(objectname,OBJPROP_PRICE1,price1); |
385 | ObjectSet(objectname,OBJPROP_TIME2,time2); |
394 | ObjectSet(objectname,OBJPROP_TIME2,time2); |
386 | ObjectSet(objectname,OBJPROP_PRICE2,price2); |
395 | ObjectSet(objectname,OBJPROP_PRICE2,price2); |
387 | } |
396 | } |
388 | //+------------------------------------------------------------------+ |
397 | //+------------------------------------------------------------------+ |
389 | //| Удаление объектов по признаку | |
398 | //| Удаление объектов по признаку | |
390 | //+------------------------------------------------------------------+ |
399 | //+------------------------------------------------------------------+ |
391 | void DeleteAll() |
400 | void DeleteAll() |
392 | { |
401 | { |
393 | int total=ObjectsTotal()-1; |
402 | int total=ObjectsTotal()-1; |
394 | for (int i=total;i>=0;i--) |
403 | for (int i=total;i>=0;i--) |
395 | { |
404 | { |
396 | string name=ObjectName(i); |
405 | string name=ObjectName(i); |
397 | if (StringFind(name,Unique)!=-1) ObjectDelete(name); |
406 | if (StringFind(name,Unique)!=-1) ObjectDelete(name); |
398 | } |
407 | } |
399 | } |
408 | } |
400 | //+------------------------------------------------------------------+ |
409 | //+------------------------------------------------------------------+ |
401 | //| Чтение данных ордера | |
410 | //| Чтение данных ордера | |
402 | //+------------------------------------------------------------------+ |
411 | //+------------------------------------------------------------------+ |
403 | void ReadOrder(int n) |
412 | void ReadOrder(int n) |
404 | { |
413 | { |
405 | OpenBar[n]=iBarShift(NULL,0,OrderOpenTime()); |
414 | OpenBar[n]=iBarShift(NULL,0,OrderOpenTime()); |
406 | Type[n]=OrderType(); |
415 | Type[n]=OrderType(); |
407 | if (OrderType()>5) Instrument[n]=OrderComment(); |
416 | if (OrderType()>5) Instrument[n]=OrderComment(); |
408 | else Instrument[n]=OrderSymbol(); |
417 | else Instrument[n]=OrderSymbol(); |
409 | Lots[n]=OrderLots(); |
418 | Lots[n]=OrderLots(); |
410 | OpenPrice[n]=OrderOpenPrice(); |
419 | OpenPrice[n]=OrderOpenPrice(); |
411 | if (OrderCloseTime()!=0) |
420 | if (OrderCloseTime()!=0) |
412 | { |
421 | { |
413 | CloseBar[n]=iBarShift(NULL,0,OrderCloseTime()); |
422 | CloseBar[n]=iBarShift(NULL,0,OrderCloseTime()); |
414 | ClosePrice[n]=OrderClosePrice(); |
423 | ClosePrice[n]=OrderClosePrice(); |
415 | } |
424 | } |
416 | else |
425 | else |
417 | { |
426 | { |
418 | CloseBar[n]=0; |
427 | CloseBar[n]=0; |
419 | ClosePrice[n]=0.0; |
428 | ClosePrice[n]=0.0; |
420 | } |
429 | } |
421 | Commission[n]=OrderCommission(); |
430 | Commission[n]=OrderCommission(); |
422 | Swap[n]=OrderSwap(); |
431 | Swap[n]=OrderSwap(); |
423 | Profit[n]=OrderProfit(); |
432 | Profit[n]=OrderProfit(); |
424 | if (OrderType()>5 && Only_Trade) Profit[n]=0.0; |
433 | if (OrderType()>5 && Only_Trade) Profit[n]=0.0; |
425 | CurSwap[n]=0.0; |
434 | CurSwap[n]=0.0; |
426 | int swapdays=0; |
435 | int swapdays=0; |
427 | for (int b=OpenBar[n]-1;b>=CloseBar[n];b--) |
436 | for (int b=OpenBar[n]-1;b>=CloseBar[n];b--) |
428 | { |
437 | { |
429 | if (TimeDayOfWeek(iTime(NULL,0,b))!=TimeDayOfWeek(iTime(NULL,0,b+1))) |
438 | if (TimeDayOfWeek(iTime(NULL,0,b))!=TimeDayOfWeek(iTime(NULL,0,b+1))) |
430 | { |
439 | { |
431 | int sw2= MarketInfo(Instrument[n],MODE_PROFITCALCMODE); |
440 | int sw2= MarketInfo(Instrument[n],MODE_PROFITCALCMODE); |
432 | switch (sw2) |
441 | switch (sw2) |
433 | { |
442 | { |
434 | case 0: |
443 | case 0: |
435 | { |
444 | { |
436 | if (TimeDayOfWeek(iTime(NULL,0,b))==4) swapdays+=3; |
445 | if (TimeDayOfWeek(iTime(NULL,0,b))==4) swapdays+=3; |
437 | else swapdays++; |
446 | else swapdays++; |
438 | } break; |
447 | } break; |
439 | case 1: |
448 | case 1: |
440 | { |
449 | { |
441 | if (TimeDayOfWeek(iTime(NULL,0,b))==1) swapdays+=3; |
450 | if (TimeDayOfWeek(iTime(NULL,0,b))==1) swapdays+=3; |
442 | else swapdays++; |
451 | else swapdays++; |
443 | } |
452 | } |
444 | } |
453 | } |
445 | } |
454 | } |
446 | } |
455 | } |
447 | if (swapdays>0) DaySwap[n]=Swap[n]/swapdays; else DaySwap[n]=0.0; |
456 | if (swapdays>0) DaySwap[n]=Swap[n]/swapdays; else DaySwap[n]=0.0; |
448 | if (Lots[n]==0) |
457 | if (Lots[n]==0) |
449 | { |
458 | { |
450 | string ticket=StringSubstr(OrderComment(),StringFind(OrderComment(),"#")+1); |
459 | string ticket=StringSubstr(OrderComment(),StringFind(OrderComment(),"#")+1); |
451 | if (OrderSelect(StrToInteger(ticket),SELECT_BY_TICKET,MODE_HISTORY)) Lots[n]=OrderLots(); |
460 | if (OrderSelect(StrToInteger(ticket),SELECT_BY_TICKET,MODE_HISTORY)) Lots[n]=OrderLots(); |
452 | } |
461 | } |
453 | } |
462 | } |
454 | //+------------------------------------------------------------------+ |
463 | //+------------------------------------------------------------------+ |
455 | //| Расчёт просадки на всей истории счёта | |
464 | //| Расчёт просадки на всей истории счёта | |
456 | //+------------------------------------------------------------------+ |
465 | //+------------------------------------------------------------------+ |
457 | int Drawdown(double equity) |
466 | int Drawdown(double equity) |
458 | { |
467 | { |
459 | double relative; |
468 | double relative; |
460 | if (equity<0) return(-1); |
469 | if (equity<0) return(-1); |
461 | if (AbsDrawdown<StartBalance-equity) AbsDrawdown=StartBalance-equity; |
470 | if (AbsDrawdown<StartBalance-equity) AbsDrawdown=StartBalance-equity; |
462 | if (equity>MaxProfit) MaxProfit=equity; |
471 | if (equity>MaxProfit) MaxProfit=equity; |
463 | if (MaxDrawdown<MaxProfit-equity) |
472 | if (MaxDrawdown<MaxProfit-equity) |
464 | { |
473 | { |
465 | MaxDrawdown=MaxProfit-equity; |
474 | MaxDrawdown=MaxProfit-equity; |
466 | MaxPeak=MaxProfit; |
475 | MaxPeak=MaxProfit; |
467 | if (MaxPeak>0) |
476 | if (MaxPeak>0) |
468 | { |
477 | { |
469 | relative=100*MaxDrawdown/MaxPeak; |
478 | relative=100*MaxDrawdown/MaxPeak; |
470 | if (RelDrawdown<relative) |
479 | if (RelDrawdown<relative) |
471 | { |
480 | { |
472 | RelDrawdown=relative; |
481 | RelDrawdown=relative; |
473 | Drawdown=MaxDrawdown; |
482 | Drawdown=MaxDrawdown; |
474 | } |
483 | } |
475 | } |
484 | } |
476 | } |
485 | } |
477 | return(0); |
486 | return(0); |
478 | } |
487 | } |
479 | //+------------------------------------------------------------------+ |
488 | //+------------------------------------------------------------------+ |
480 | //| Наблюдение и предупреждение о просадках за период | |
489 | //| Наблюдение и предупреждение о просадках за период | |
481 | //+------------------------------------------------------------------+ |
490 | //+------------------------------------------------------------------+ |
482 | int AlertDrawdown() |
491 | int AlertDrawdown() |
483 | { |
492 | { |
484 | static int day; |
493 | static int day; |
485 | static bool first=true; |
494 | static bool first=true; |
486 | static double maxpeak,maxprofit,maxdrawdown,reldrawdown,drawdown,balanceDD,maxDD; |
495 | static double maxpeak,maxprofit,maxdrawdown,reldrawdown,drawdown,balanceDD,maxDD; |
487 | static datetime time,timemaxprofit; |
496 | static datetime time,timemaxprofit; |
488 | int bar=0; |
497 | int bar=0; |
489 | double high,relative,level,curdrawdown; |
498 | double high,relative,level,curdrawdown; |
490 | datetime timehigh,timelow; |
499 | datetime timehigh,timelow; |
491 | string drawdownstr,text; |
500 | string drawdownstr,text; |
492 | color clr; |
501 | color clr; |
493 | |
502 | |
494 | if (first) |
503 | if (first) |
495 | { |
504 | { |
496 | first=false; |
505 | first=false; |
497 | day=Day(); |
506 | day=Day(); |
498 | if (Current_Day) time=StrToTime(TimeToStr(Time[0],TIME_DATE)); |
507 | if (Current_Day) time=StrToTime(TimeToStr(Time[0],TIME_DATE)); |
499 | else time=Begin_Monitoring; |
508 | else time=Begin_Monitoring; |
500 | if (time<Draw_Begin) time=Draw_Begin; |
509 | if (time<Draw_Begin) time=Draw_Begin; |
501 | if (time<OpenTime_Ticket[0][0]) time=OpenTime_Ticket[0][0]; |
510 | if (time<OpenTime_Ticket[0][0]) time=OpenTime_Ticket[0][0]; |
502 | bar=iBarShift(NULL,0,time); |
511 | bar=iBarShift(NULL,0,time); |
503 | maxprofit=0.0; |
512 | maxprofit=0.0; |
504 | maxdrawdown=0.0; |
513 | maxdrawdown=0.0; |
505 | reldrawdown=0.0; |
514 | reldrawdown=0.0; |
506 | balanceDD=0.0; |
515 | balanceDD=0.0; |
507 | maxDD=Alert_Drawdown; |
516 | maxDD=Alert_Drawdown; |
508 | } |
517 | } |
509 | else if (Current_Day && Day()!=day) first=true; |
518 | else if (Current_Day && Day()!=day) first=true; |
510 | for (int i=bar;i>=0;i--) |
519 | for (int i=bar;i>=0;i--) |
511 | { |
520 | { |
512 | if (Equity[i]<0) return(-1); |
521 | if (Equity[i]<0) return(-1); |
513 | high=Equity[i]; |
522 | high=Equity[i]; |
514 | if (high>maxprofit) |
523 | if (high>maxprofit) |
515 | { |
524 | { |
516 | timemaxprofit=Time[i]; |
525 | timemaxprofit=Time[i]; |
517 | maxprofit=high; |
526 | maxprofit=high; |
518 | maxdrawdown=0.0; |
527 | maxdrawdown=0.0; |
519 | reldrawdown=0.0; |
528 | reldrawdown=0.0; |
520 | maxDD=Alert_Drawdown; |
529 | maxDD=Alert_Drawdown; |
521 | } |
530 | } |
522 | if (Show_Balance && balanceDD<Balance[i]-Equity[i]) balanceDD=Balance[i]-Equity[i]; |
531 | if (Show_Balance && balanceDD<Balance[i]-Equity[i]) balanceDD=Balance[i]-Equity[i]; |
523 | if (maxdrawdown<maxprofit-Equity[i]) |
532 | if (maxdrawdown<maxprofit-Equity[i]) |
524 | { |
533 | { |
525 | maxdrawdown=maxprofit-Equity[i]; |
534 | maxdrawdown=maxprofit-Equity[i]; |
526 | maxpeak=maxprofit; |
535 | maxpeak=maxprofit; |
527 | timehigh=timemaxprofit; |
536 | timehigh=timemaxprofit; |
528 | if (maxpeak>0) |
537 | if (maxpeak>0) |
529 | { |
538 | { |
530 | relative=NormalizeDouble(100*maxdrawdown/maxpeak,1); |
539 | relative=NormalizeDouble(100*maxdrawdown/maxpeak,1); |
531 | if (reldrawdown<relative) |
540 | if (reldrawdown<relative) |
532 | { |
541 | { |
533 | reldrawdown=relative; |
542 | reldrawdown=relative; |
534 | drawdown=maxdrawdown; |
543 | drawdown=maxdrawdown; |
535 | timelow=Time[i]; |
544 | timelow=Time[i]; |
536 | } |
545 | } |
537 | } |
546 | } |
538 | } |
547 | } |
539 | } |
548 | } |
540 | if (ObjectFind("up")>0) |
549 | if (ObjectFind("up")>0) |
541 | { |
550 | { |
542 | if (ObjectGet("up",OBJPROP_PRICE1)<Equity[0]) |
551 | if (ObjectGet("up",OBJPROP_PRICE1)<Equity[0]) |
543 | { |
552 | { |
544 | Alert("Эквити выше максимального уровня"); |
553 | Alert("Эквити выше максимального уровня"); |
545 | ObjectSet("up",OBJPROP_PRICE1,Equity[0]); |
554 | ObjectSet("up",OBJPROP_PRICE1,Equity[0]); |
546 | } |
555 | } |
547 | } |
556 | } |
548 | if (ObjectFind("down")>0) |
557 | if (ObjectFind("down")>0) |
549 | { |
558 | { |
550 | if (ObjectGet("down",OBJPROP_PRICE1)>Equity[0]) |
559 | if (ObjectGet("down",OBJPROP_PRICE1)>Equity[0]) |
551 | { |
560 | { |
552 | Alert("Эквити ниже минимального уровня"); |
561 | Alert("Эквити ниже минимального уровня"); |
553 | ObjectSet("down",OBJPROP_PRICE1,Equity[0]); |
562 | ObjectSet("down",OBJPROP_PRICE1,Equity[0]); |
554 | } |
563 | } |
555 | } |
564 | } |
556 | if (reldrawdown>maxDD) |
565 | if (reldrawdown>maxDD) |
557 | { |
566 | { |
558 | maxDD=reldrawdown; |
567 | maxDD=reldrawdown; |
559 | if (maxDD>Max_Drawdown) |
568 | if (maxDD>Max_Drawdown) |
560 | { |
569 | { |
561 | text=StringConcatenate("Внимание! Превышен уровень допустимой просадки на ",DoubleToStr(maxDD-Max_Drawdown,1),"%\n"); |
570 | text=StringConcatenate("Внимание! Превышен уровень допустимой просадки на ",DoubleToStr(maxDD-Max_Drawdown,1),"%\n"); |
562 | text=StringConcatenate(text,"Допустимая просадка задана на уровне ",DoubleToStr(Max_Drawdown,1),"%\n"); |
571 | text=StringConcatenate(text,"Допустимая просадка задана на уровне ",DoubleToStr(Max_Drawdown,1),"%\n"); |
563 | } |
572 | } |
564 | else |
573 | else |
565 | { |
574 | { |
566 | text=StringConcatenate("Превышен уровень сигнальной просадки на ",DoubleToStr(maxDD-Alert_Drawdown,1),"%\n"); |
575 | text=StringConcatenate("Превышен уровень сигнальной просадки на ",DoubleToStr(maxDD-Alert_Drawdown,1),"%\n"); |
567 | text=StringConcatenate(text,"Сигнальная просадка задана на уровне ",DoubleToStr(Alert_Drawdown,1),"%\n"); |
576 | text=StringConcatenate(text,"Сигнальная просадка задана на уровне ",DoubleToStr(Alert_Drawdown,1),"%\n"); |
568 | } |
577 | } |
569 | drawdownstr=StringConcatenate(DoubleToStr(reldrawdown,1),"% (",DoubleToStr(drawdown,2)," ",AccountCurrency(),")"); |
578 | drawdownstr=StringConcatenate(DoubleToStr(reldrawdown,1),"% (",DoubleToStr(drawdown,2)," ",AccountCurrency(),")"); |
570 | text=StringConcatenate(text,"Просадка в средствах за текущий период составила ",drawdownstr,"\n"); |
579 | text=StringConcatenate(text,"Просадка в средствах за текущий период составила ",drawdownstr,"\n"); |
571 | if (balanceDD>0) text=StringConcatenate(text,"Просадка от баланса - ",DoubleToStr(balanceDD,2)," ",AccountCurrency(),"\n"); |
580 | if (balanceDD>0) text=StringConcatenate(text,"Просадка от баланса - ",DoubleToStr(balanceDD,2)," ",AccountCurrency(),"\n"); |
572 | text=StringConcatenate(text,"Название индикатора: ",ShortName); |
581 | text=StringConcatenate(text,"Название индикатора: ",ShortName); |
573 | Alert(text); |
582 | Alert(text); |
574 | if (maxDD>Max_Drawdown) clr=Red; |
583 | if (maxDD>Max_Drawdown) clr=Red; |
575 | else clr=DarkOrange; |
584 | else clr=DarkOrange; |
576 | LineCreate("Drawdown Line",OBJ_TREND,2,clr," "+drawdownstr,timehigh,maxpeak,timelow,maxpeak-drawdown); |
585 | LineCreate("Drawdown Line",OBJ_TREND,2,clr," "+drawdownstr,timehigh,maxpeak,timelow,maxpeak-drawdown); |
577 | } |
586 | } |
578 | LineCreate("Begin Monitoring",OBJ_VLINE,1,SlateGray,"Begin Monitoring",time,0); |
587 | LineCreate("Begin Monitoring",OBJ_VLINE,1,SlateGray,"Begin Monitoring",time,0); |
579 | level=NormalizeDouble(maxprofit,2); |
588 | level=NormalizeDouble(maxprofit,2); |
580 | LineCreate("Max Profit",OBJ_TREND,1,DodgerBlue,"Max Profit",timemaxprofit,level,Time[0],level); |
589 | LineCreate("Max Profit",OBJ_TREND,1,DodgerBlue,"Max Profit",timemaxprofit,level,Time[0],level); |
581 | level=NormalizeDouble(maxprofit*(1-Alert_Drawdown/100),2); |
590 | level=NormalizeDouble(maxprofit*(1-Alert_Drawdown/100),2); |
582 | LineCreate("Alert Drawdown",OBJ_TREND,1,DarkOrange,"Alert Drawdown "+DoubleToStr(Alert_Drawdown,1)+"%",timemaxprofit,level,Time[0],level); |
591 | LineCreate("Alert Drawdown",OBJ_TREND,1,DarkOrange,"Alert Drawdown "+DoubleToStr(Alert_Drawdown,1)+"%",timemaxprofit,level,Time[0],level); |
583 | level=NormalizeDouble(maxprofit*(1-Max_Drawdown/100),2); |
592 | level=NormalizeDouble(maxprofit*(1-Max_Drawdown/100),2); |
584 | LineCreate("Max Drawdown",OBJ_TREND,1,Red,"Max Drawdown "+DoubleToStr(Max_Drawdown,1)+"%",timemaxprofit,level,Time[0],level); |
593 | LineCreate("Max Drawdown",OBJ_TREND,1,Red,"Max Drawdown "+DoubleToStr(Max_Drawdown,1)+"%",timemaxprofit,level,Time[0],level); |
585 | if (Show_Info) |
594 | if (Show_Info) |
586 | { |
595 | { |
587 | curdrawdown=maxprofit-Equity[0]; |
596 | curdrawdown=maxprofit-Equity[0]; |
588 | text=StringConcatenate(": ",DoubleToStr(curdrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*curdrawdown/maxprofit,2),"%)"); |
597 | text=StringConcatenate(": ",DoubleToStr(curdrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*curdrawdown/maxprofit,2),"%)"); |
589 | LabelCreate("Current Drawdown",text,90); |
598 | LabelCreate("Current Drawdown",text,90); |
590 | } |
599 | } |
591 | return(0); |
600 | return(0); |
592 | } |
601 | } |
593 | //+------------------------------------------------------------------+ |
602 | //+------------------------------------------------------------------+ |
594 | //| Определение размера контракта | |
603 | //| Определение размера контракта | |
595 | //+------------------------------------------------------------------+ |
604 | //+------------------------------------------------------------------+ |
596 | double LotSize(string symbol, datetime tbar) |
605 | double LotSize(string symbol, datetime tbar) |
597 | { |
606 | { |
598 | double size,close1,close2; |
607 | double size,close1,close2; |
599 | string BQ,currency=AccountCurrency(); |
608 | string BQ,currency=AccountCurrency(); |
600 | int sw3 = MarketInfo(symbol,MODE_PROFITCALCMODE); |
609 | int sw3 = MarketInfo(symbol,MODE_PROFITCALCMODE); |
601 | switch (sw3) |
610 | switch (sw3) |
602 | { |
611 | { |
603 | case 0: |
612 | case 0: |
604 | { |
613 | { |
605 | int sbar=iBarShift(symbol,0,tbar); |
614 | int sbar=iBarShift(symbol,0,tbar); |
606 | size=MarketInfo(symbol,MODE_LOTSIZE); |
615 | size=MarketInfo(symbol,MODE_LOTSIZE); |
607 | if (StringSubstr(symbol,3,3)=="USD") break; |
616 | if (StringSubstr(symbol,3,3)=="USD") break; |
608 | if (StringSubstr(symbol,0,3)=="USD") |
617 | if (StringSubstr(symbol,0,3)=="USD") |
609 | { |
618 | { |
610 | close1=iClose(symbol,0,sbar); |
619 | close1=iClose(symbol,0,sbar); |
611 | if (close1>0) size=size/close1; |
620 | if (close1>0) size=size/close1; |
612 | } |
621 | } |
613 | else |
622 | else |
614 | { |
623 | { |
615 | BQ=StringSubstr(symbol,0,3)+"USD"; |
624 | BQ=StringSubstr(symbol,0,3)+"USD"; |
616 | if (iClose(BQ,0,0)==0) BQ="USD"+StringSubstr(symbol,0,3); |
625 | if (iClose(BQ,0,0)==0) BQ="USD"+StringSubstr(symbol,0,3); |
617 | if (iClose(BQ,0,0)==0) break; |
626 | if (iClose(BQ,0,0)==0) break; |
618 | int BQbar=iBarShift(BQ,0,tbar); |
627 | int BQbar=iBarShift(BQ,0,tbar); |
619 | close1=iClose(symbol,0,sbar); |
628 | close1=iClose(symbol,0,sbar); |
620 | close2=iClose(BQ,0,BQbar); |
629 | close2=iClose(BQ,0,BQbar); |
621 | if (close1>0 && close2>0) |
630 | if (close1>0 && close2>0) |
622 | { |
631 | { |
623 | if (StringSubstr(BQ,0,3)=="USD") size=size/close2/close1; |
632 | if (StringSubstr(BQ,0,3)=="USD") size=size/close2/close1; |
624 | else size=size*close2/close1; |
633 | else size=size*close2/close1; |
625 | } |
634 | } |
626 | } |
635 | } |
627 | } break; |
636 | } break; |
628 | case 1: size=MarketInfo(symbol,MODE_LOTSIZE); break; |
637 | case 1: size=MarketInfo(symbol,MODE_LOTSIZE); break; |
629 | case 2: size=MarketInfo(symbol,MODE_TICKVALUE)/MarketInfo(symbol,MODE_TICKSIZE); |
638 | case 2: size=MarketInfo(symbol,MODE_TICKVALUE)/MarketInfo(symbol,MODE_TICKSIZE); |
630 | } |
639 | } |
631 | if (currency!="USD") |
640 | if (currency!="USD") |
632 | { |
641 | { |
633 | BQ=currency+"USD"; |
642 | BQ=currency+"USD"; |
634 | if (iClose(BQ,0,0)==0) |
643 | if (iClose(BQ,0,0)==0) |
635 | { |
644 | { |
636 | BQ="USD"+currency; |
645 | BQ="USD"+currency; |
637 | close1=iClose(BQ,0,iBarShift(BQ,0,tbar)); |
646 | close1=iClose(BQ,0,iBarShift(BQ,0,tbar)); |
638 | if (close1>0) size*=close1; |
647 | if (close1>0) size*=close1; |
639 | } |
648 | } |
640 | else |
649 | else |
641 | { |
650 | { |
642 | close1=iClose(BQ,0,iBarShift(BQ,0,tbar)); |
651 | close1=iClose(BQ,0,iBarShift(BQ,0,tbar)); |
643 | if (close1>0) size/=close1; |
652 | if (close1>0) size/=close1; |
644 | } |
653 | } |
645 | } |
654 | } |
646 | return(size); |
655 | return(size); |
647 | } |
656 | } |
648 | //+------------------------------------------------------------------+ |
657 | //+------------------------------------------------------------------+ |
649 | //| Выбор ордера по критериям | |
658 | //| Выбор ордера по критериям | |
650 | //+------------------------------------------------------------------+ |
659 | //+------------------------------------------------------------------+ |
651 | bool Select() |
660 | bool Select() |
652 | { |
661 | { |
653 | if (OrderType()>5) return(true); |
662 | if (OrderType()>5) return(true); |
654 | if (OrderType()>1) return(false); |
663 | if (OrderType()>1) return(false); |
655 | if (Only_Magics!="" && StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false); |
664 | if (Only_Magics!="" && StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false); |
656 | if (Only_Symbols!="" && StringFind(Only_Symbols,OrderSymbol())==-1) return(false); |
665 | if (Only_Symbols!="" && StringFind(Only_Symbols,OrderSymbol())==-1) return(false); |
657 | else if (Only_Current && OrderSymbol()!=Symbol()) return(false); |
666 | else if (Only_Current && OrderSymbol()!=Symbol()) return(false); |
658 | if (Only_Comment!="" && StringFind(OrderComment(),Only_Comment)==-1) return(false); |
667 | if (Only_Comment!="" && StringFind(OrderComment(),Only_Comment)==-1) return(false); |
659 | if (Only_Buys && OrderType()!=OP_BUY) return(false); |
668 | if (Only_Buys && OrderType()!=OP_BUY) return(false); |
660 | if (Only_Sells && OrderType()!=OP_SELL) return(false); |
669 | if (Only_Sells && OrderType()!=OP_SELL) return(false); |
661 | return(true); |
670 | return(true); |
662 | } |
671 | } |
663 | //+------------------------------------------------------------------+ |
672 | //+------------------------------------------------------------------+
|
| |
673 |
|
| |
674 | // for ChangeInput: добавление в конце исходника
|
| |
675 | #include <ChangeInput.mqh>
|
| |
676 |
|
| |
677 | void OnChartEvent( const int id, const long& lparam, const double& dparam, const string& sparam )
|
| |
678 | {
|
| |
679 | EVENTBASE::MyEvent(id, lparam, dparam, sparam); // for ChangeInput: в OnChartEvent добавить эту строчку
|
| |
680 |
|
| |
681 | return;
|
| |
682 | }
|
| |
683 |
|
| |
684 | void CHANGEINPUT::MyInit( void )
|
| |
685 | {
|
| |
686 | //------------- Фильтр истории торгов
|
| |
687 | SetGetParameter("Учитывать только позиции, исключив пополнение/снятие средств", Only_Trade);
|
| |
688 | SetGetParameter("Учитывать только позиции по текущему инструменту", Only_Current);
|
| |
689 | SetGetParameter("Учитывать только позиции на покупку", Only_Buys);
|
| |
690 | SetGetParameter("Учитывать только позиции на продажу", Only_Sells);
|
| |
691 |
|
| |
692 | //------------- Внешний вид индикатора
|
| |
693 | SetGetParameter("Отображать баланс", Show_Balance);
|
| |
694 | SetGetParameter("Отображать залог (только в режиме реального времени)", Show_Margin);
|
| |
695 | SetGetParameter("Отображать свободные средства (только в режиме реального времени)", Show_Free);
|
| |
696 | SetGetParameter("Отображать дополнительную информацию о просадках, включая ФВ", Show_Info);
|
| |
697 |
|
| |
698 | //------------- Настройка сигналов о просадке
|
| |
699 | SetGetParameter("Предупреждать о просадке средств в процентах за период (0 - отключить)", Alert_Drawdown);
|
| |
700 | SetGetParameter("Максимально допустимая просадка в процентах за период (/""красная зона/"")", Max_Drawdown);
|
| |
701 | SetGetParameter("Просадка будет наблюдаться только за текущий день ", Current_Day);
|
| |
702 |
|
| |
703 | return;
|
| |
704 | }
|
| |
705 | |