//+------------------------------------------------------------------+
//| Equity_v7.mq4 |
//| Copyright © 2009, Xupypr |
//| http://www.mql4.com/ru/users/Xupypr |
//| Âåðñèÿ îò 09.09.2009 |
//| http://codebase.mql4.com/ru/4455 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Xupypr"
#property link "http://www.mql4.com/ru/users/Xupypr"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 SteelBlue
#property indicator_color2 OrangeRed
#property indicator_color3 SlateGray
#property indicator_color4 ForestGreen
#property indicator_width1 1
#property indicator_width2 2
#property indicator_width3 1
#property indicator_width4 1
//------------- Ôèëüòð èñòîðèè òîðãîâ
extern bool Only_Trade=false; // Ó÷èòûâàòü òîëüêî ïîçèöèè, èñêëþ÷èâ ïîïîëíåíèå/ñíÿòèå ñðåäñòâ
extern string Only_Magics=""; // Ó÷èòûâàòü òîëüêî ïîçèöèè ñ ìàãè÷åñêèìè íîìåðàìè (÷åðåç ëþáîé ðàçäåëèòåëü)
extern string Only_Symbols=""; // Ó÷èòûâàòü òîëüêî ïîçèöèè ïî èíñòðóìåíòàì (÷åðåç ëþáîé ðàçäåëèòåëü)
extern string Only_Comment=""; // Ó÷èòûâàòü òîëüêî ïîçèöèè ñ íàëè÷èåì êîììåíòàðèÿ (íàïðèìåð [sl] èëè [tp])
extern bool Only_Current=false; // Ó÷èòûâàòü òîëüêî ïîçèöèè ïî òåêóùåìó èíñòðóìåíòó
extern bool Only_Buys=false; // Ó÷èòûâàòü òîëüêî ïîçèöèè íà ïîêóïêó
extern bool Only_Sells=false; // Ó÷èòûâàòü òîëüêî ïîçèöèè íà ïðîäàæó
//------------- Âíåøíèé âèä èíäèêàòîðà
extern bool Show_Balance=true; // Îòîáðàæàòü áàëàíñ
extern bool Show_Margin=false; // Îòîáðàæàòü çàëîã (òîëüêî â ðåæèìå ðåàëüíîãî âðåìåíè)
extern bool Show_Free=false; // Îòîáðàæàòü ñâîáîäíûå ñðåäñòâà (òîëüêî â ðåæèìå ðåàëüíîãî âðåìåíè)
extern bool Show_Info=false; // Îòîáðàæàòü äîïîëíèòåëüíóþ èíôîðìàöèþ î ïðîñàäêàõ, âêëþ÷àÿ ÔÂ
//------------- Íàñòðîéêà ñèãíàëîâ î ïðîñàäêå
extern double Alert_Drawdown=0; // Ïðåäóïðåæäàòü î ïðîñàäêå ñðåäñòâ â ïðîöåíòàõ çà ïåðèîä (0 - îòêëþ÷èòü)
extern double Max_Drawdown=25; // Ìàêñèìàëüíî äîïóñòèìàÿ ïðîñàäêà â ïðîöåíòàõ çà ïåðèîä ("êðàñíàÿ çîíà")
extern bool Current_Day=true; // Ïðîñàäêà áóäåò íàáëþäàòüñÿ òîëüêî çà òåêóùèé äåíü
extern datetime Begin_Monitoring=D'2009.08.17 00:00'; // Íà÷àëî íàáëþäåíèÿ çà ïðîñàäêîé (åñëè Current_Day=false)
//------------- Äðóãèå ïàðàìåòðû
extern bool File_Write=false; // Çàïèñü äàííûõ î ýêâèòè è áàëàíñå â ôàéë
extern datetime Draw_Begin=D'2001.01.01 00:00'; // Íà÷àëüíàÿ äàòà îòðèñîâêè èíäèêàòîðà
int DrawBeginBar,Window;
string ShortName,Unique;
double Equity[],Balance[],Margin[],Free[];
double StartBalance,CurrentBalance,MaxPeak,MaxProfit;
double AbsDrawdown,MaxDrawdown,RelDrawdown,Drawdown,RecoveryFactor;
datetime OpenTime_Ticket[][2]; // âðåìÿ îòêðûòèÿ è íîìåð òèêåòà
int OpenBar[]; // íîìåð áàðà îòêðûòèÿ
int CloseBar[]; // íîìåð áàðà çàêðûòèÿ
int Type[]; // òèï îïåðàöèè
string Instrument[]; // èíñòðóìåíò
double Lots[]; // êîëè÷åñòâî ëîòîâ
double OpenPrice[]; // öåíà îòêðûòèÿ
double ClosePrice[]; // öåíà çàêðûòèÿ
double Commission[]; // êîìèññèÿ
double Swap[]; // íàêîïëåííûé ñâîï
double CurSwap[]; // òåêóùèé ñâîï
double DaySwap[]; // äíåâíîé ñâîï
double Profit[]; // ÷èñòàÿ ïðèáûëü
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells) ShortName="Total";
else
{
if (Only_Magics!="") ShortName=Only_Magics; else ShortName="";
if (Only_Symbols!="") ShortName=StringConcatenate(ShortName," ",Only_Symbols);
else if (Only_Current) ShortName=StringConcatenate(ShortName," ",Symbol());
if (Only_Comment!="") ShortName=StringConcatenate(ShortName," ",Only_Comment);
if (Only_Sells) Only_Buys=false;
if (Only_Buys) ShortName=StringConcatenate(ShortName," Buys");
if (Only_Sells) ShortName=StringConcatenate(ShortName," Sells");
}
if (Only_Trade) ShortName=StringConcatenate(ShortName," Zero");
SetIndexBuffer(0,Equity);
SetIndexLabel(0,ShortName+" Equity");
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(1,Balance);
SetIndexLabel(1,ShortName+" Balance");
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(2,Margin);
SetIndexLabel(2,ShortName+" Margin");
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(3,Free);
SetIndexLabel(3,ShortName+" Free");
SetIndexStyle(3,DRAW_LINE);
ShortName=StringConcatenate(ShortName," Equity");
if (Show_Balance) ShortName=StringConcatenate(ShortName," Balance");
if (Show_Margin) ShortName=StringConcatenate(ShortName," Margin");
if (Show_Free) ShortName=StringConcatenate(ShortName," Free");
Unique=DoubleToStr(GetTickCount()+MathRand(),0);
DrawBeginBar=iBarShift(NULL,0,Draw_Begin);
IndicatorDigits(2);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
DeleteAll();
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
static int anumber=-1;
static bool first;
static string minfosymbols;
string filename,text,date,time;
double profitloss,spread,lotsize;
int handle,bar,i,j,start,startbar,total,historytotal,opentotal;
//int tick=GetTickCount();
if (anumber!=AccountNumber())
{
DeleteAll();
IndicatorShortName(Unique);
Window=WindowFind(Unique);
IndicatorShortName(ShortName);
ArrayInitialize(Balance,EMPTY_VALUE);
ArrayInitialize(Equity,EMPTY_VALUE);
ArrayInitialize(Margin,EMPTY_VALUE);
ArrayInitialize(Free,EMPTY_VALUE);
anumber=AccountNumber();
minfosymbols="";
first=true;
}
if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0);
if (first)
{
first=false;
MaxPeak=0.0;
MaxProfit=0.0;
AbsDrawdown=0.0;
MaxDrawdown=0.0;
RelDrawdown=0.0;
if (Period()>PERIOD_D1)
{
Alert("Ïåðèîä íå ìîæåò áûòü áîëüøå D1");
return(0);
}
historytotal=OrdersHistoryTotal();
opentotal=OrdersTotal();
total=historytotal+opentotal;
ArrayResize(OpenTime_Ticket,total);
for (i=0;i<historytotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_HISTORY))
{
if (Select())
{
OpenTime_Ticket[i][0]=OrderOpenTime();
OpenTime_Ticket[i][1]=OrderTicket();
}
else
{
OpenTime_Ticket[i][0]=EMPTY_VALUE;
total--;
}
}
if (opentotal>0)
{
for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if (Select())
{
OpenTime_Ticket[historytotal+i][0]=OrderOpenTime();
OpenTime_Ticket[historytotal+i][1]=OrderTicket();
}
else
{
OpenTime_Ticket[historytotal+i][0]=EMPTY_VALUE;
total--;
}
}
}
ArraySort(OpenTime_Ticket);
ArrayResize(OpenTime_Ticket,total);
ArrayResize(OpenBar,total);
ArrayResize(CloseBar,total);
ArrayResize(Type,total);
ArrayResize(Lots,total);
ArrayResize(Instrument,total);
ArrayResize(OpenPrice,total);
ArrayResize(ClosePrice,total);
ArrayResize(Commission,total);
ArrayResize(Swap,total);
ArrayResize(CurSwap,total);
ArrayResize(DaySwap,total);
ArrayResize(Profit,total);
for (i=0;i<total;i++) if (OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) ReadOrder(i);
if (Type[0]<6 && !Only_Trade)
{
Alert("Èñòîðèÿ ñäåëîê çàãðóæåíà íå ïîëíîñòüþ");
return(0);
}
if (File_Write)
{
filename=StringConcatenate(AccountNumber(),"_",Period(),".csv");
handle=FileOpen(filename,FILE_CSV|FILE_WRITE);
if (handle<0) Alert("Îøèáêà #",GetLastError()," ïðè îòêðûòèè ôàéëà");
else if (FileWrite(handle,"Date","Time","Equity","Balance")<0) Print("Îøèáêà #",GetLastError()," ïðè çàïèñè â ôàéë");
}
start=0;
StartBalance=0.0;
CurrentBalance=0.0;
for (i=OpenBar[0];i>=0;i--)
{
profitloss=0.0;
for (j=start;j<total;j++)
{
if (OpenBar[j]<i) break;
if (CloseBar[start]>i) start++;
if (CloseBar[j]==i && ClosePrice[j]!=0) CurrentBalance+=Swap[j]+Commission[j]+Profit[j];
else if (OpenBar[j]>=i && CloseBar[j]<=i)
{
if (Type[j]>5)
{
CurrentBalance+=Profit[j];
if (i==OpenBar[0]) StartBalance=Profit[j];
if (!Only_Trade && i<=DrawBeginBar)
{
text=StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2)," ",AccountCurrency());
LineCreate("Balance "+TimeToStr(OpenTime_Ticket[j][0]),OBJ_VLINE,2,OrangeRed,text,Time[i],0);
}
continue;
}
if (i>DrawBeginBar) continue;
if (MarketInfo(Instrument[j],MODE_POINT)==0)
{
if (StringFind(minfosymbols,Instrument[j])==-1)
{
Alert("Â îáçîðå ðûíêà íå õâàòàåò "+Instrument[j]);
minfosymbols=StringConcatenate(minfosymbols," ",Instrument[j]);
}
continue;
}
bar=iBarShift(Instrument[j],0,Time[i]);
if (TimeDayOfWeek(iTime(Instrument[j],0,bar))!=TimeDayOfWeek(iTime(Instrument[j],0,bar+1)) && OpenBar[j]!=bar)
{
switch (MarketInfo(Instrument[j],MODE_PROFITCALCMODE))
{
case 0:
{
if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==4) CurSwap[j]+=3*DaySwap[j];
else CurSwap[j]+=DaySwap[j];
} break;
case 1:
{
if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==1) CurSwap[j]+=3*DaySwap[j];
else CurSwap[j]+=DaySwap[j];
}
}
}
lotsize=LotSize(Instrument[j],Time[i]);
if (Type[j]==OP_BUY) profitloss+=Commission[j]+CurSwap[j]+(iClose(Instrument[j],0,bar)-OpenPrice[j])*Lots[j]*lotsize;
else
{
spread=MarketInfo(Instrument[j],MODE_POINT)*MarketInfo(Instrument[j],MODE_SPREAD);
profitloss+=Commission[j]+CurSwap[j]+(OpenPrice[j]-iClose(Instrument[j],0,bar)-spread)*Lots[j]*lotsize;
}
}
}
if (i>DrawBeginBar) continue;
Equity[i]=NormalizeDouble(CurrentBalance+profitloss,2);
if (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2);
if (Show_Info) Drawdown(CurrentBalance+profitloss);
if (File_Write && handle>0)
{
date=TimeToStr(Time[i],TIME_DATE);
time=TimeToStr(Time[i],TIME_MINUTES);
if (FileWrite(handle,date,time,CurrentBalance+profitloss,CurrentBalance)<0) Print("Îøèáêà #",GetLastError()," ïðè çàïèñè â ôàéë");
}
}
ArrayResize(OpenTime_Ticket,opentotal);
if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket();
if (File_Write && handle>0) FileClose(handle);
}
else
{
if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells && !Only_Trade)
{
Equity[0]=AccountEquity();
if (Show_Balance) Balance[0]=AccountBalance();
if (Show_Margin) Margin[0]=AccountMargin();
if (Show_Free) Free[0]=AccountFreeMargin();
if (Show_Info) Drawdown(AccountEquity());
}
else
{
opentotal=ArraySize(OpenTime_Ticket);
if (opentotal>0)
{
for (i=0;i<opentotal;i++)
{
if (!OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) continue;
if (OrderCloseTime()==0) continue;
else if (Select()) CurrentBalance+=OrderCommission()+OrderSwap()+OrderProfit();
}
}
profitloss=0.0;
opentotal=OrdersTotal();
if (opentotal>0)
{
for (i=0;i<opentotal;i++)
{
if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) continue;
if (Select()) profitloss+=OrderCommission()+OrderSwap()+OrderProfit();
}
}
Equity[0]=NormalizeDouble(CurrentBalance+profitloss,2);
if (Show_Balance) Balance[0]=NormalizeDouble(CurrentBalance,2);
if (Show_Info) Drawdown(CurrentBalance+profitloss);
ArrayResize(OpenTime_Ticket,opentotal);
if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket();
}
}
LineCreate("Equity Level",OBJ_HLINE,1,SteelBlue,"",0,Equity[0]);
if (Show_Info)
{
if (MaxDrawdown>0)
{
RecoveryFactor=(Equity[0]-StartBalance)/MaxDrawdown;
text=StringConcatenate(": ",DoubleToStr(RecoveryFactor,2));
LabelCreate("Recovery Factor",text,10);
}
text=StringConcatenate(": ",DoubleToStr(AbsDrawdown,2)," ",AccountCurrency());
LabelCreate("Absolute Drawdown",text,30);
if (MaxPeak>0)
{
text=StringConcatenate(": ",DoubleToStr(MaxDrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*MaxDrawdown/MaxPeak,2),"%)");
LabelCreate("Maximal Drawdown",text,50);
}
text=StringConcatenate(": ",DoubleToStr(RelDrawdown,2),"% (",DoubleToStr(Drawdown,2)," ",AccountCurrency(),")");
LabelCreate("Relative Drawdown",text,70);
}
if (Alert_Drawdown>0) AlertDrawdown();
//Print("Calculating - ",GetTickCount()-tick," ms");
return(0);
}
//+------------------------------------------------------------------+
//| Ñîçäàíèå òåêñòîâîé ìåòêè |
//+------------------------------------------------------------------+
void LabelCreate(string name, string str, int y)
{
string objectname=StringConcatenate(name," ",Unique);
if (ObjectFind(objectname)==-1)
{
ObjectCreate(objectname,OBJ_LABEL,Window,0,0);
ObjectSet(objectname,OBJPROP_XDISTANCE,10);
ObjectSet(objectname,OBJPROP_YDISTANCE,y);
ObjectSet(objectname,OBJPROP_CORNER,1);
ObjectSet(objectname,OBJPROP_COLOR,SlateGray);
}
ObjectSetText(objectname,name+str);
}
//+------------------------------------------------------------------+
//| Ñîçäàíèå ëèíèè |
//+------------------------------------------------------------------+
void LineCreate(string name, int type, int width, color clr, string str, datetime time1, double price1, datetime time2=0, double price2=0)
{
string objectname=StringConcatenate(name," ",Unique);
if (ObjectFind(objectname)==-1)
{
ObjectCreate(objectname,type,Window,time1,price1,time2,price2);
ObjectSet(objectname,OBJPROP_WIDTH,width);
if (type==OBJ_TREND) ObjectSet(objectname,OBJPROP_RAY,false);
if (type==OBJ_HLINE) ObjectSet(objectname,OBJPROP_STYLE,STYLE_DOT);
}
ObjectSetText(objectname,str);
ObjectSet(objectname,OBJPROP_COLOR,clr);
ObjectSet(objectname,OBJPROP_TIME1,time1);
ObjectSet(objectname,OBJPROP_PRICE1,price1);
ObjectSet(objectname,OBJPROP_TIME2,time2);
ObjectSet(objectname,OBJPROP_PRICE2,price2);
}
//+------------------------------------------------------------------+
//| Óäàëåíèå îáúåêòîâ ïî ïðèçíàêó |
//+------------------------------------------------------------------+
void DeleteAll()
{
int total=ObjectsTotal()-1;
for (int i=total;i>=0;i--)
{
string name=ObjectName(i);
if (StringFind(name,Unique)!=-1) ObjectDelete(name);
}
}
//+------------------------------------------------------------------+
//| ×òåíèå äàííûõ îðäåðà |
//+------------------------------------------------------------------+
void ReadOrder(int n)
{
OpenBar[n]=iBarShift(NULL,0,OrderOpenTime());
Type[n]=OrderType();
if (OrderType()>5) Instrument[n]=OrderComment();
else Instrument[n]=OrderSymbol();
Lots[n]=OrderLots();
OpenPrice[n]=OrderOpenPrice();
if (OrderCloseTime()!=0)
{
CloseBar[n]=iBarShift(NULL,0,OrderCloseTime());
ClosePrice[n]=OrderClosePrice();
}
else
{
CloseBar[n]=0;
ClosePrice[n]=0.0;
}
Commission[n]=OrderCommission();
Swap[n]=OrderSwap();
Profit[n]=OrderProfit();
if (OrderType()>5 && Only_Trade) Profit[n]=0.0;
CurSwap[n]=0.0;
int swapdays=0;
for (int b=OpenBar[n]-1;b>=CloseBar[n];b--)
{
if (TimeDayOfWeek(iTime(NULL,0,b))!=TimeDayOfWeek(iTime(NULL,0,b+1)))
{
switch (MarketInfo(Instrument[n],MODE_PROFITCALCMODE))
{
case 0:
{
if (TimeDayOfWeek(iTime(NULL,0,b))==4) swapdays+=3;
else swapdays++;
} break;
case 1:
{
if (TimeDayOfWeek(iTime(NULL,0,b))==1) swapdays+=3;
else swapdays++;
}
}
}
}
if (swapdays>0) DaySwap[n]=Swap[n]/swapdays; else DaySwap[n]=0.0;
if (Lots[n]==0)
{
string ticket=StringSubstr(OrderComment(),StringFind(OrderComment(),"#")+1);
if (OrderSelect(StrToInteger(ticket),SELECT_BY_TICKET,MODE_HISTORY)) Lots[n]=OrderLots();
}
}
//+------------------------------------------------------------------+
//| Ðàñ÷¸ò ïðîñàäêè íà âñåé èñòîðèè ñ÷¸òà |
//+------------------------------------------------------------------+
int Drawdown(double equity)
{
double relative;
if (equity<0) return(-1);
if (AbsDrawdown<StartBalance-equity) AbsDrawdown=StartBalance-equity;
if (equity>MaxProfit) MaxProfit=equity;
if (MaxDrawdown<MaxProfit-equity)
{
MaxDrawdown=MaxProfit-equity;
MaxPeak=MaxProfit;
if (MaxPeak>0)
{
relative=100*MaxDrawdown/MaxPeak;
if (RelDrawdown<relative)
{
RelDrawdown=relative;
Drawdown=MaxDrawdown;
}
}
}
}
//+------------------------------------------------------------------+
//| Íàáëþäåíèå è ïðåäóïðåæäåíèå î ïðîñàäêàõ çà ïåðèîä |
//+------------------------------------------------------------------+
int AlertDrawdown()
{
static int day;
static bool first=true;
static double maxpeak,maxprofit,maxdrawdown,reldrawdown,drawdown,balanceDD,maxDD;
static datetime time,timemaxprofit;
int bar=0;
double high,relative,level,curdrawdown;
datetime timehigh,timelow;
string drawdownstr,text;
color clr;
if (first)
{
first=false;
day=Day();
if (Current_Day) time=StrToTime(TimeToStr(Time[0],TIME_DATE));
else time=Begin_Monitoring;
if (time<Draw_Begin) time=Draw_Begin;
if (time<OpenTime_Ticket[0][0]) time=OpenTime_Ticket[0][0];
bar=iBarShift(NULL,0,time);
maxprofit=0.0;
maxdrawdown=0.0;
reldrawdown=0.0;
balanceDD=0.0;
maxDD=Alert_Drawdown;
}
else if (Current_Day && Day()!=day) first=true;
for (int i=bar;i>=0;i--)
{
if (Equity[i]<0) return(-1);
high=Equity[i];
if (high>maxprofit)
{
timemaxprofit=Time[i];
maxprofit=high;
maxdrawdown=0.0;
reldrawdown=0.0;
maxDD=Alert_Drawdown;
}
if (Show_Balance && balanceDD<Balance[i]-Equity[i]) balanceDD=Balance[i]-Equity[i];
if (maxdrawdown<maxprofit-Equity[i])
{
maxdrawdown=maxprofit-Equity[i];
maxpeak=maxprofit;
timehigh=timemaxprofit;
if (maxpeak>0)
{
relative=NormalizeDouble(100*maxdrawdown/maxpeak,1);
if (reldrawdown<relative)
{
reldrawdown=relative;
drawdown=maxdrawdown;
timelow=Time[i];
}
}
}
}
if (ObjectFind("up")>0)
{
if (ObjectGet("up",OBJPROP_PRICE1)<Equity[0])
{
Alert("Ýêâèòè âûøå ìàêñèìàëüíîãî óðîâíÿ");
ObjectSet("up",OBJPROP_PRICE1,Equity[0]);
}
}
if (ObjectFind("down")>0)
{
if (ObjectGet("down",OBJPROP_PRICE1)>Equity[0])
{
Alert("Ýêâèòè íèæå ìèíèìàëüíîãî óðîâíÿ");
ObjectSet("down",OBJPROP_PRICE1,Equity[0]);
}
}
if (reldrawdown>maxDD)
{
maxDD=reldrawdown;
if (maxDD>Max_Drawdown)
{
text=StringConcatenate("Âíèìàíèå! Ïðåâûøåí óðîâåíü äîïóñòèìîé ïðîñàäêè íà ",DoubleToStr(maxDD-Max_Drawdown,1),"%\n");
text=StringConcatenate(text,"Äîïóñòèìàÿ ïðîñàäêà çàäàíà íà óðîâíå ",DoubleToStr(Max_Drawdown,1),"%\n");
}
else
{
text=StringConcatenate("Ïðåâûøåí óðîâåíü ñèãíàëüíîé ïðîñàäêè íà ",DoubleToStr(maxDD-Alert_Drawdown,1),"%\n");
text=StringConcatenate(text,"Ñèãíàëüíàÿ ïðîñàäêà çàäàíà íà óðîâíå ",DoubleToStr(Alert_Drawdown,1),"%\n");
}
drawdownstr=StringConcatenate(DoubleToStr(reldrawdown,1),"% (",DoubleToStr(drawdown,2)," ",AccountCurrency(),")");
text=StringConcatenate(text,"Ïðîñàäêà â ñðåäñòâàõ çà òåêóùèé ïåðèîä ñîñòàâèëà ",drawdownstr,"\n");
if (balanceDD>0) text=StringConcatenate(text,"Ïðîñàäêà îò áàëàíñà - ",DoubleToStr(balanceDD,2)," ",AccountCurrency(),"\n");
text=StringConcatenate(text,"Íàçâàíèå èíäèêàòîðà: ",ShortName);
Alert(text);
if (maxDD>Max_Drawdown) clr=Red;
else clr=DarkOrange;
LineCreate("Drawdown Line",OBJ_TREND,2,clr," "+drawdownstr,timehigh,maxpeak,timelow,maxpeak-drawdown);
}
LineCreate("Begin Monitoring",OBJ_VLINE,1,SlateGray,"Begin Monitoring",time,0);
level=NormalizeDouble(maxprofit,2);
LineCreate("Max Profit",OBJ_TREND,1,DodgerBlue,"Max Profit",timemaxprofit,level,Time[0],level);
level=NormalizeDouble(maxprofit*(1-Alert_Drawdown/100),2);
LineCreate("Alert Drawdown",OBJ_TREND,1,DarkOrange,"Alert Drawdown "+DoubleToStr(Alert_Drawdown,1)+"%",timemaxprofit,level,Time[0],level);
level=NormalizeDouble(maxprofit*(1-Max_Drawdown/100),2);
LineCreate("Max Drawdown",OBJ_TREND,1,Red,"Max Drawdown "+DoubleToStr(Max_Drawdown,1)+"%",timemaxprofit,level,Time[0],level);
if (Show_Info)
{
curdrawdown=maxprofit-Equity[0];
text=StringConcatenate(": ",DoubleToStr(curdrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*curdrawdown/maxprofit,2),"%)");
LabelCreate("Current Drawdown",text,90);
}
}
//+------------------------------------------------------------------+
//| Îïðåäåëåíèå ðàçìåðà êîíòðàêòà |
//+------------------------------------------------------------------+
double LotSize(string symbol, datetime tbar)
{
double size,close1,close2;
string BQ,currency=AccountCurrency();
switch (MarketInfo(symbol,MODE_PROFITCALCMODE))
{
case 0:
{
int sbar=iBarShift(symbol,0,tbar);
size=MarketInfo(symbol,MODE_LOTSIZE);
if (StringSubstr(symbol,3,3)=="USD") break;
if (StringSubstr(symbol,0,3)=="USD")
{
close1=iClose(symbol,0,sbar);
if (close1>0) size=size/close1;
}
else
{
BQ=StringSubstr(symbol,0,3)+"USD";
if (iClose(BQ,0,0)==0) BQ="USD"+StringSubstr(symbol,0,3);
if (iClose(BQ,0,0)==0) break;
int BQbar=iBarShift(BQ,0,tbar);
close1=iClose(symbol,0,sbar);
close2=iClose(BQ,0,BQbar);
if (close1>0 && close2>0)
{
if (StringSubstr(BQ,0,3)=="USD") size=size/close2/close1;
else size=size*close2/close1;
}
}
} break;
case 1: size=MarketInfo(symbol,MODE_LOTSIZE); break;
case 2: size=MarketInfo(symbol,MODE_TICKVALUE)/MarketInfo(symbol,MODE_TICKSIZE);
}
if (currency!="USD")
{
BQ=currency+"USD";
if (iClose(BQ,0,0)==0)
{
BQ="USD"+currency;
close1=iClose(BQ,0,iBarShift(BQ,0,tbar));
if (close1>0) size*=close1;
}
else
{
close1=iClose(BQ,0,iBarShift(BQ,0,tbar));
if (close1>0) size/=close1;
}
}
return(size);
}
//+------------------------------------------------------------------+
//| Âûáîð îðäåðà ïî êðèòåðèÿì |
//+------------------------------------------------------------------+
bool Select()
{
if (OrderType()>5) return(true);
if (OrderType()>1) return(false);
if (Only_Magics!="" && StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false);
if (Only_Symbols!="" && StringFind(Only_Symbols,OrderSymbol())==-1) return(false);
else if (Only_Current && OrderSymbol()!=Symbol()) return(false);
if (Only_Comment!="" && StringFind(OrderComment(),Only_Comment)==-1) return(false);
if (Only_Buys && OrderType()!=OP_BUY) return(false);
if (Only_Sells && OrderType()!=OP_SELL) return(false);
return(true);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of closed orders
Checks for the total of open orders
Other Features:
It issuies visual alerts to the screen
Uses files from the file system
It writes information to file