//+---------------------------------------------------------------------------------+
//| calc.mq4 |
//| Copyright © 2008, Borys Chekmasov |
//| http://uatrader.blogspot.com |
//+---------------------------------------------------------------------------------+
// The indicator should be used for calculation of orders. |
// Create in the chart three lines named as OPEN, STOP, PROFIT, and |
// arrange them, respectively, at the levels, at which you are going |
// to open (OPEN) an order, place a StopLoss (STOP) and a TakeProfit (PROFIT). |
// If there are no such lines in the chart, the indicator will create them |
// automatically near the current market price. Set in the indicator's proiperties |
// the lot size you are going to open with (calc_lots) and commission (comission) |
// for Futures and CFD, if your trade is calculated for these securities |
// (for Futures - commission in dollars per lot, for CFD - per share in percents). |
// If in CFD on stock one lot is equal to 100 shares, not to only one, then set |
// the parameter stock_in_lot for 100. For securities, for which profits are |
// calculated in euro or pounds (FDAX, FTSE), the forex pairs of EURUSD or |
// respectively, GPBUSD should be displayed in the Market Watch window, |
// then the rates will be automatically taken from the corresponding forex pairs. |
// Similarly, for cross-currencies XXXYYY, there must be opened the corresponding |
// basic pairs USDYYY (for example, for GPBJPY, there must be USDJPY opened in the |
// Market Watch window). After you have placed SL and TP lines at desired levels, |
// the indicator will automatically display in the upper left corner of the chart |
// the sizes in dollars of profits for TP, of losses for SL, and of the supporting |
// margin for the specified amount of lots. It will also draw in the chart |
// a line, upon reaching which by the price Stop Out will take place. To calculate |
// new values, it will be sufficient just to drag the lines in the chart. |
// The values are updated at every tick, so for low-liquidity symbols |
// or within breaks between sessions, click with the right button on the chart |
// and select the item "Update" to obtain new values. |
//+---------------------------------------------------------------------------------+
#property copyright "Copyright © 2008, Borys Chekmasov"
#property link "http://uatrader.blogspot.com"
#property indicator_chart_window
extern double calc_lots = 0.1; //êîë-âî ëîòîâ
extern double comission = 10; //êîìèññèÿ
extern double stock_in_lot = 1; //êîëè÷åñòâî àêöèé â îäíîì ëîòå
double eurusd_k = 1.5500; //çíà÷åíèå êóðñà EURUSD åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà
double gpbusd_k = 1.9800; //çíà÷åíèå êóðñà GPBUSD åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà
double usdjpy_k = 0.00958;//çíà÷åíèå êóðñà 1/USDJPY åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà
double stopout_level; //óðîâåíü ñòîïàóòà
double proff, preproff, preloss, kurs;
double loss, start_margin, calc_margin,stopout_lvl2, stopout_lvl, marginsum, marginsum2, stopout_lvl3,stopout_lvl4;
double tikk_v;//ñòîèìîñòü òèêà
double tikk_s;//ðàçìåð òèêà
double tikk_m;//ðåæèì ðàñ÷åòà ïðîôèòà
double tikk_l;//ñòîèìîñòü ëîòà
string Tiker;
string comnts;
double true_price;//áèðæåâîå ýêâèòè äëÿ èíñòðóìåíòîâ WHC-Broco
int leverage_lev;//ïëå÷î
// èíèöèàëèçàöèÿ
int init()
{
Tiker = Symbol()+"#I";
true_price = 0;
tikk_v = MarketInfo (Symbol(),MODE_TICKVALUE);
tikk_s = MarketInfo (Symbol(),MODE_TICKSIZE);
tikk_m = MarketInfo (Symbol(),MODE_PROFITCALCMODE);
tikk_l = MarketInfo (Symbol(),MODE_LOTSIZE);
stopout_level = AccountStopoutLevel();
leverage_lev = AccountLeverage();
start_margin = calc_lots*MarketInfo(Symbol(), MODE_MARGINREQUIRED);
calc_margin = calc_lots*MarketInfo(Symbol(), MODE_MARGINMAINTENANCE);
if ( calc_margin <= 0)
{
calc_margin=calc_lots*tikk_l/leverage_lev;
}
comnts = " ";
if (MarketInfo("EURUSD",MODE_BID)>0) eurusd_k = MarketInfo("EURUSD",MODE_BID);
if (MarketInfo("GPBUSD",MODE_BID)>0) gpbusd_k = MarketInfo("GPBUSD",MODE_BID);
if (MarketInfo("USDJPY",MODE_BID)>0) usdjpy_k = 1/MarketInfo("USDJPY",MODE_BID);
// èíñòðóìåíòû ñî ñòîèìîñòüþ ïóíêòà â îòëè÷íûõ îò äîëëàðà âàëþòàõ (WHC):
kurs = 1;
if (StringFind(Symbol(), "DAX", 0) >= 0) kurs = eurusd_k;
if (StringFind(Symbol(), "FGB", 0) >= 0) kurs = eurusd_k;
if (StringFind(Symbol(), "SPMIB", 0) >= 0) kurs = eurusd_k;
if (StringFind(Symbol(), "FESX", 0) >= 0) kurs = eurusd_k;
if (StringFind(Symbol(), "FSTX", 0) >= 0) kurs = eurusd_k;
if (StringFind(Symbol(), "FTSE", 0) >= 0) kurs = gpbusd_k;
if (StringFind(Symbol(), "NI300", 0) >= 0) kurs = usdjpy_k;
if (StringFind(Symbol(), "NI225", 0) >= 0) kurs = usdjpy_k;
if ((StringSubstr(Symbol(), 0, 1) == "C") && (StringLen(Symbol())==(3||1))) kurs = gpbusd_k;
if (StringSubstr(Symbol(), 0, 2) == "AC") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 2) == "RC") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 2) == "SG") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 2) == "RY") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 2) == "CO") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 2) == "RB") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 3) == "TRB") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 3) == "THU") kurs = usdjpy_k;
if (StringSubstr(Symbol(), 0, 3) == "THO" ) kurs = usdjpy_k;
// Ñîçäàíèå ëèíèé äëÿ âû÷èñëåíèé
if (ObjectFind("OPEN")== -1) ObjectCreate("OPEN",OBJ_HLINE,0,0,Open[0]);
if (ObjectFind("STOP")== -1) ObjectCreate("STOP",OBJ_HLINE,0,0,Open[3]);
if (ObjectFind("PROFIT")== -1) ObjectCreate("PROFIT",OBJ_HLINE,0,0,Open[9]);
return (0);
}
void deinit()
{
Comment(" ");
ObjectDelete("STOPOUT");
}
//îñíîâíîé öèêë
int start()
{
//âû÷èñëåíèå áèðæåâîãî ýêâèòè WHC Broco
int i;
for(i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES )==true)
{
if (OrderSymbol()==Symbol())
{
if (OrderType()==OP_BUY) true_price = ((MarketInfo(Tiker,MODE_BID) - OrderOpenPrice())*(OrderLots())*(MarketInfo(Symbol(),MODE_TICKVALUE))/MarketInfo(Symbol(),MODE_TICKSIZE))*kurs+OrderCommission();
if (OrderType()==OP_SELL) true_price = ((OrderOpenPrice()-MarketInfo(Tiker,MODE_ASK))*(OrderLots())*(MarketInfo(Symbol(),MODE_TICKVALUE))/MarketInfo(Symbol(),MODE_TICKSIZE))*kurs+OrderCommission();
if (MarketInfo(Tiker,MODE_BID)<=0) true_price = 0;
}
else
{
true_price = 0;
}
}
}
//âû÷èñëåíèå çíà÷åíèé êàëüêóëÿòîðà
preproff = kurs*MathAbs(ObjectGet("OPEN", OBJPROP_PRICE1)-ObjectGet("PROFIT", OBJPROP_PRICE1));
preloss = kurs*MathAbs(ObjectGet("OPEN", OBJPROP_PRICE1)-ObjectGet("STOP", OBJPROP_PRICE1));
marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin);
marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin);
switch (tikk_m)
{
case 0: // Forex
if (StringSubstr(Symbol(), 3, 3)=="USD") //ïàðû XXXUSD
{
proff = preproff*calc_lots*tikk_l;
loss = preloss*calc_lots*tikk_l;
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l);
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l);
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l);
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l);
if (start_margin<=0)start_margin = calc_lots*tikk_l/leverage_lev;
}
if (StringSubstr(Symbol(), 0, 3)=="USD") // ïàðû USDXXX
{
proff = preproff*calc_lots*tikk_l/ObjectGet("PROFIT", OBJPROP_PRICE1);
loss = preloss*calc_lots*tikk_l/ObjectGet("STOP", OBJPROP_PRICE1);
marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/Bid);
marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/Bid);
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l/Bid);
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l/Bid);
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l/Bid);
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l/Bid);
if (start_margin==0)start_margin = (calc_margin)/Bid;
}
if (StringFind(Symbol(), "USD", 0) == -1) // êðîñêóðñû
{
if (MarketInfo("USD"+StringSubstr(Symbol(), 3, 3),MODE_BID)>0)
{
double tmpinfo = MarketInfo("USD"+StringSubstr(Symbol(), 3, 3),MODE_BID);
marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/tmpinfo);
marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/tmpinfo);
proff = preproff*calc_lots*tikk_l/tmpinfo ;
loss = preloss*calc_lots*tikk_l/tmpinfo ;
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l/tmpinfo);
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l/tmpinfo);
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l/tmpinfo);
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l/tmpinfo);
if (start_margin<=0)start_margin = (calc_lots*tikk_l/leverage_lev)/tmpinfo;
}
else
{
if (MarketInfo(StringSubstr(Symbol(), 0, 3)+"USD",MODE_BID)>0)
{
double tmpinfo2 = MarketInfo(StringSubstr(Symbol(), 0, 3)+"USD",MODE_BID);
marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin*tmpinfo2);
marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin*tmpinfo2);
proff = preproff*calc_lots*tikk_l*tmpinfo2 ;
loss = preloss*calc_lots*tikk_l*tmpinfo2 ;
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l*tmpinfo2);
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l*tmpinfo2);
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l*tmpinfo2);
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l*tmpinfo2);
if (start_margin<=0)start_margin = (calc_lots*tikk_l/leverage_lev)*tmpinfo2;
}
else
{
//////
int xxx = 1;
if (StringSubstr(Symbol(), 3, 3)=="CAD") xxx=1.019;
if (StringSubstr(Symbol(), 3, 3)=="JPY") xxx=105;
if (StringSubstr(Symbol(), 3, 3)=="CHF") xxx=1.05;
if (StringSubstr(Symbol(), 3, 3)=="AUD") xxx=1/0.933;
if (StringSubstr(Symbol(), 3, 3)=="NZD") xxx=1/0.7820;
if (StringSubstr(Symbol(), 3, 3)=="GPB") xxx=1/1.9850;
if (StringSubstr(Symbol(), 3, 3)=="EUR") xxx=1/1.55;
marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/xxx);
marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/xxx);
proff = preproff*calc_lots*tikk_v/tikk_s;
loss = preloss*calc_lots*tikk_v/tikk_s;
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_v/(tikk_s/xxx));
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_v/(tikk_s/xxx));
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_v/(tikk_s/xxx));
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_v/(tikk_s/xxx));
/////
}
}
}
break;
case 1: //CFD ñòîêè
double temp3 = ObjectGet("OPEN", OBJPROP_PRICE1);
proff = preproff*calc_lots*stock_in_lot - (comission/100)*calc_lots*temp3;
loss = preloss*calc_lots*stock_in_lot + (comission/100)*calc_lots*temp3;
stopout_lvl = temp3 + (marginsum-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
stopout_lvl2 = temp3 - (marginsum-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
stopout_lvl3 = temp3 + (marginsum2-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
stopout_lvl4 = temp3 - (marginsum2-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
break;
default: // ôüþ÷è
proff =( preproff*calc_lots*tikk_v/tikk_s) - (calc_lots*comission);
loss = ( preloss*calc_lots*tikk_v/tikk_s) + (calc_lots*comission);
stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + (marginsum/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - (marginsum/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + (marginsum2/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - (marginsum2/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
marginsum = marginsum/kurs;
marginsum2 = marginsum2/kurs;
break;
}
//óñòàíîâêà ëèíèè ñòîïàóòà
if (ObjectGet("OPEN", OBJPROP_PRICE1)>ObjectGet("PROFIT", OBJPROP_PRICE1))
{
if (ObjectFind("STOPOUT") == -1) ObjectCreate("STOPOUT" , OBJ_HLINE,0,0,stopout_lvl);
ObjectSet("STOPOUT", OBJPROP_PRICE1, stopout_lvl);
if (ObjectFind("STOPOUT2") == -1) ObjectCreate("STOPOUT2" , OBJ_HLINE,0,0,stopout_lvl3);
ObjectSet("STOPOUT2", OBJPROP_PRICE1, stopout_lvl3);
}
else
{
if (ObjectFind("STOPOUT") == -1) ObjectCreate("STOPOUT" , OBJ_HLINE,0,0,stopout_lvl2);
ObjectSet("STOPOUT", OBJPROP_PRICE1, stopout_lvl2);
if (ObjectFind("STOPOUT2") == -1) ObjectCreate("STOPOUT2" , OBJ_HLINE,0,0,stopout_lvl4);
ObjectSet("STOPOUT2", OBJPROP_PRICE1, stopout_lvl4);
}
// ïîÿñíèòåëüíûå òåêñòà íà ëèíèè
ObjectSetText("STOPOUT", "Óðîâåíü ñòîïàóòà ïî ýêâèòè -"+DoubleToStr(marginsum, 2)+"USD", 10, "Times New Roman", Green);
ObjectSetText("STOPOUT2", "Óðîâåíü ñòîïàóòà ïî áàëàíñó -"+DoubleToStr(marginsum2, 2)+"USD", 10, "Times New Roman", Green);
ObjectSetText("OPEN", "Open "+DoubleToStr(calc_lots,2)+" ëîòîâ", 10, "Times New Roman", Green);
ObjectSetText("STOP", "Stop "+DoubleToStr(loss, 2), 10, "Times New Roman", Green);
ObjectSetText("PROFIT", "Profit "+DoubleToStr(proff, 2), 10, "Times New Roman", Green);
//âûâîä â ëåâûé âåðõíèé óãîë çíà÷åíèé êàëüêóëÿòîðà
comnts = "Äëÿ "+ DoubleToStr(calc_lots,2) + " ëîòîâ Ïðîôèò: " + DoubleToStr(proff,2) +" ("+DoubleToStr(proff*100/AccountEquity(), 2)+"%) "+ " Ëîññ: " + DoubleToStr(loss, 2)+" ("+DoubleToStr(loss*100/AccountEquity(), 2)+"%) ";
if (start_margin>0) comnts = comnts + "Ñòàðòîâàÿ ìàðæà: "+DoubleToStr(start_margin,2)+" USD";
if (true_price!=0) comnts = comnts + " Ýêâèòè: " + DoubleToStr(true_price,2);
Comment(comnts);
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
Other Features: