//+------------------------------------------------------------------+
//| Donchian.mq4 |
//| Andrei Andreev |
//| http://www.andand.ru |
//+------------------------------------------------------------------+
// BASED ON:
//+------------------------------------------------------------------+
//| ^X_Sensors.mq4 |
//| Version 2.0.1 |
//|------------------------------------------------------------------|
//| Copyright © 2007, Mr.WT, Senior Linux Hacker |
//| http://w-tiger.narod.ru/wk2/ |
//+------------------------------------------------------------------+
#property copyright "Andrei Andreev"
#property link "http://www.andand.ru"
#property indicator_chart_window
extern int ForDays=10;
int _N_Time, ObjectId;
string OBJECT_PREFIX = "LEVELS";
int _My_Period=PERIOD_D1;
//-------------------------------------------------------------------------------------------
int init() {
_N_Time = 0;
return(0);
}
//-------------------------------------------------------------------------------------------
int deinit() {
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start() {
//if ( _N_Time == Time[0] ) return(0);
double _rates[][6];
double open,close, high, low;
double AverageRange;
ArrayCopyRates(_rates, NULL, _My_Period);
int err = GetLastError();
if(err == 4066)
{
Sleep(1000);
if(iClose(NULL, _My_Period, 0) != Close[0])
{
Sleep(1000);
return(0);
}
}
close = _rates[1][4];
high = _rates[0][3];
low = _rates[0][2];
open = _rates[0][1];
AverageRange=0;
for (int i=1;i<ForDays+1;i++)
{
AverageRange=AverageRange+(_rates[i][3]-_rates[i][2])/Point;
}
AverageRange=NormalizeDouble(AverageRange/ForDays,0);
double Risk=0.05;
double N=NormalizeDouble(iATR(Symbol(),0,96,1)/Point,0);
double pips=MarketInfo(Symbol(),MODE_TICKVALUE);
double NUS=NormalizeDouble(N*pips,0);
Comment( "\nÏðèáûëüíûõ ñäåëîê : ",TotalProfitableDeals()," íà ",ProfitableDealsAmount()," òóãðèêîâ",
"\nÓáûòî÷íûõ ñäåëîê : ",TotalLoosingDeals()," íà ",-LoosingDealsAmount()," òóãðèêîâ",
"\nÏðèáûëü ïî ñòîïàì : ", NormalizeDouble(TotalProfitByStops(),0)," òóãðèêîâ",
"\nÎòëîæåííûõ ñäåëîê : ",CalculatePendingTotal(),
"\n",
"\nÄíåâíîé äèàïàçîí:",
"\nÑåãîäíÿ : ",(high-low)/Point," ïèïñîâ",
"\nÂ÷åðà : ",(_rates[1][3]-_rates[1][2])/Point," ïèïñîâ",
"\nÑðåäíèé : ",AverageRange," ïèïñîâ"," çà ",ForDays," äíåé",
"\nÎäèí ïèïñ : ",pips," òóãðèêîâ"
);
_N_Time = Time[0];
//---- End Of Program
return(0);
}
//+------------------------------------------------------------------+
double TotalProfitByStops()
{
int cnt, ticket, total;
double Profit=0;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderStopLoss()!=0)
{
if(OrderType()==OP_BUY) Profit=Profit+(OrderStopLoss()-OrderOpenPrice())/MarketInfo(OrderSymbol(),MODE_POINT)*OrderLots()*MarketInfo(OrderSymbol(),MODE_TICKVALUE)+OrderSwap();
if(OrderType()==OP_SELL) Profit=Profit+(OrderOpenPrice()-OrderStopLoss())/MarketInfo(OrderSymbol(),MODE_POINT)*OrderLots()*MarketInfo(OrderSymbol(),MODE_TICKVALUE)+OrderSwap();
}
}
return (Profit);
}
double TotalProfitableDeals()
{
int cnt, ticket, total;
double ProfitableDeals=0;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderProfit()>0)
{
ProfitableDeals=ProfitableDeals+1;
}
}
return (ProfitableDeals);
}
double ProfitableDealsAmount()
{
int cnt, ticket, total;
double Amount=0;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderProfit()>0)
{
Amount=Amount+(OrderProfit()+OrderSwap());
}
}
return (Amount);
}
double LoosingDealsAmount()
{
int cnt, ticket, total;
double Amount=0;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderProfit()<0)
{
Amount=Amount+(OrderProfit()+OrderSwap());
}
}
return (Amount);
}
double TotalLoosingDeals()
{
int cnt, ticket, total;
double LoosingDeals=0;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderProfit()<0)
{
LoosingDeals=LoosingDeals+1;
}
}
return (LoosingDeals);
}
int CalculatePendingTotal()
{
int cmd;
int orders=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
cmd=OrderType();
if(cmd!=OP_BUY && cmd!=OP_SELL) orders++;
}
//---- return orders volume
return(orders);
}
//-------------------------------------------------------------------------------------------
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
Other Features: