//+------------------------------------------------------------------+
//| Equity_virtual.mq4 |
//| Copyright © 2009, Xupypr |
//| http://www.mql4.com/ru/users/Xupypr |
//| Âåðñèÿ îò 06.10.2009 |
//| http://codebase.mql4.com/ru/5389 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Xupypr"
#property link "http://www.mql4.com/ru/users/Xupypr"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 SteelBlue
#property indicator_color2 OrangeRed
#property indicator_color3 LimeGreen
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 2
//------------- Òîðãîâûå ïàðàìåòðû
extern string Default_Symbols=""; // Ýòà ñòðîêà áóäåò äîáàâëÿòüñÿ â îïèñàíèå íîâûõ òðåíäîâûõ ëèíèé àâòîìàòè÷åñêè, íî åñëè îíà ïóñòàÿ, òî â îïèñàíèå áóäåò äîáàâëåí òåêóùèé ñèìâîë
extern double Default_Lot=0.1; // Ðàçìåð ëîòà ïî óìîë÷àíèþ, åñëè îí íå óêàçàí äîïîëíèòåëüíî ïîñëå íàçâàíèÿ èíñòðóìåíòà â îïèñàíèè òðåíäîâîé ëèíèè
extern bool Auto_Symbol=false; // Îïèñàíèå âñåõ òðåíäîâûõ ëèíèé ðåãóëèðóåòñÿ àâòîìàòè÷åñêè ïîä òåêóùèé èíñòðóìåíò è íàïðàâëåíèå ñäåëêè, ðàçìåð ëîòà ìîæíî ðåäàêòèðîâàòü
extern bool Use_M1=false; // Èñïîëüçîâàòü ìèíóòíûé ÒÔ äëÿ ïîëó÷åíèÿ öåí îòêðûòèÿ
extern bool Open_Price=true; // Èñïîëüçîâàòü öåíû îòêðûòèÿ ñâå÷åé äëÿ ðàñ÷¸òà ïîçèöèé, èíà÷å - öåíû çàêðûòèÿ
extern bool Use_MM=false; // Èñïîëüçîâàòü Money Management (âìåñòî ëîòà ïîäðàçóìåâàåòñÿ ÷àñòü ñðåäñòâ)
extern int Deposit=10000; // Íà÷àëüíûé äåïîçèò
//------------- Âíåøíèé âèä èíäèêàòîðà
extern bool Show_Total=true; // Îòîáðàæàòü îáùèå ñðåäñòâà (ýêâèòè)
extern bool Show_Buy=false; // Îòîáðàæàòü ñðåäñòâà ïîçèöèé buy (îò íà÷àëüíîãî äåïîçèòà)
extern bool Show_Sell=false; // Îòîáðàæàòü ñðåäñòâà ïîçèöèé sell (îò íà÷àëüíîãî äåïîçèòà)
extern bool Show_Info=true; // Îòîáðàæàòü èíôîðìàöèþ î ïðîñàäêàõ, ôàêòîð âîññòàíîâëåíèÿ è ñòàòèñòèêó ïî ñäåëêàì
extern bool Show_Vline=true; // Îòîáðàæàòü âåðòèêàëüíûå ëèíèè íà ìåñòå îòêðûòèÿ/çàêðûòèÿ ïîçèöèé
extern color Profit_Color=Navy; // Öâåò ïðèáûëè
extern color Loss_Color=Maroon; // Öâåò óáûòêîâ
extern color Trend_Color1=Blue; // Öâåò òðåíäîâûõ ëèíèé äëÿ 1-îé ñòðàòåãèè
extern color Revers_Color1=Red; // Öâåò òðåíäîâûõ ëèíèé äëÿ 1-îé ñòðàòåãèè ñ ïåðåâîðîòîì
extern color Trend_Color2=Green; // Öâåò òðåíäîâûõ ëèíèé äëÿ 2-îé ñòðàòåãèè
extern color Revers_Color2=Gold; // Öâåò òðåíäîâûõ ëèíèé äëÿ 2-îé ñòðàòåãèè ñ ïåðåâîðîòîì
//------------- Íàñòðîéêà ñèãíàëîâ î ïðîñàäêå
extern double Alert_Drawdown=0; // Ïðåäóïðåæäàòü î ïðîñàäêå ñðåäñòâ â ïðîöåíòàõ çà ïåðèîä (0 - îòêëþ÷èòü)
extern double Max_Drawdown=20; // 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)
//------------- Îòîáðàæåíèå è îáíîâëåíèå
extern int Time_Refresh=3; // Ïåðåñ÷¸ò èíäèêàòîðà ñ íîâûì òèêîì, íî íå ÷àùå îäíîãî ðàçà çà óêàçàííîå êîëè÷åñòâî ñåêóíä
extern datetime Time_Begin=D'2001.01.01 01:01'; // Íà÷àëî äèàïàçîíà îòðèñîâêè èíäèêàòîðà
extern datetime Time_End=D'2011.11.11 11:11'; // Êîíåö äèàïàçîíà îòðèñîâêè èíäèêàòîðà
extern string Uniq_String="Virtual_5389"; // Óíèêàëüíàÿ ñòðîêà äëÿ èäåíòèôèêàöèè èíäèêàòîðà è åãî ãðàô. îáúåêòîâ
// Ïîçèöèè â èíäèêàòîðå çàäàþòñÿ òîëüêî ñ ïîìîùüþ òðåíäîâûõ ëèíèé îïðåäåëåííîãî öâåòà íà ãðàôèêå èíñòðóìåíòà.
// Ïóñòàÿ ñòðîêà îïèñàíèÿ ëèíèè çàïîëíÿåòñÿ àâòîìàòè÷åñêè, èëè ïàêåòîì ïî óìîë÷àíèþ (Default_Symbols) èëè òåêóùèì ñèìâîëîì.
// Ïîëîæåíèå ëèíèè îïðåäåëÿåò âðåìÿ îòêðûòèÿ è çàêðûòèÿ ïàêåòà. Îñóùåñòâëÿåòñÿ àâòîìàòè÷åñêàÿ ïðèâÿçêà ëèíèè ê öåíàì îòêðûòèÿ/çàêðûòèÿ ñâå÷åé.
// Àâòîìàòè÷åñêàÿ ïðèâÿçêà äåéñòâóåò â òåõ ñëó÷àÿõ, êîãäà òåêóùèé èíñòðóìåíò ïðèñóòñòâóåò â îïèñàíèè ëèíèè.
//  îïèñàíèè ñàìîñòîÿòåëüíî ìîæíî óêàçàòü íóæíûå èíñòðóìåíòû ÷åðåç ïðîáåë, ãäå çíàê îïðåäåëÿåò òèï îïåðàöèè (EURUSD+ GBPUSD-).
// Ïîñëå çíàêà ìîæåò äîïèñûâàòüñÿ ðàçìåð ëîòà (EURUSD+1 GBPUSD-0.7). Åñëè ðàçìåð ëîòà íå äîïèñàí, ïðèìåíÿåòñÿ ëîò ïî óìîë÷àíèþ (Default_Lot).
// Êîëè÷åñòâî èíñòðóìåíòîâ â ïàêåòàõ ïðîèçâîëüíîå è îãðàíè÷åíî äëèíîé ñòðîêè.
// Ñàìîñòîÿòåëüíî ìåíÿòü íàçâàíèå ëèíèè íå îáÿçàòåëüíî. Çà èñêëþ÷åíèåì ñëó÷àåâ, êîãäà íåîáõîäèìî óêàçàòü òî÷íóþ öåíó âõîäà/âûõîäà èç ïîçèöèè.
// Òîãäà â íàçâàíèè ëèíèè ñëåäóåò âíåñòè ñëåäóþùèå èçìåíåíèÿ. Äîáàâèòü ñòðîêó âèäà "[-100,150]", ãäå -100 êîððåêöèÿ âõîäà, 150 - âûõîäà.
// Òàêèì îáðàçîì öåíà îòêðûòèÿ è çàêðûòèÿ ïîçèöèè áóäåò ñêîððåêòèðîâàíà íà ýòó âåëè÷èíó.
// Äëÿ òîãî ÷òîáû ýìóëèðîâàòü ÷àñòè÷íîå çàêðûòèå ïîçèöèè, íóæíî ñîâìåñòèòü êîíåö îäíîé òðåíäîâîé ëèíèè ñ íà÷àëîì äðóãîé.
// Ïðè÷¸ì ó íîâîé ïîçèöèè, ïîìèìî óìåíüøåíèÿ îáú¸ìà, ñëåäóåò âû÷åñòü ñïðåä. Äëÿ ýòîãî â íàçâàíèå ëèíèè äîñòàòî÷íî äîáàâèòü ñèìâîë "$".
int Total,TrendTotal,Window;
string Currency,ShortName;
double TotalEquity[],BuyEquity[],SellEquity[];
double BuyBalance,SellBalance,MaxPeak,MaxProfit,PrevEquity;
double AbsDrawdown,MaxDrawdown,RelDrawdown,Drawdown,RecoveryFactor;
datetime TrendTime[][2];
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
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0,BuyEquity);
SetIndexLabel(0,"Buy");
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(1,SellEquity);
SetIndexLabel(1,"Sell");
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(2,TotalEquity);
SetIndexLabel(2,"Total");
SetIndexStyle(2,DRAW_LINE);
ShortName="Equity_virtual";
if (Show_Buy) ShortName=StringConcatenate(ShortName," Buy");
if (Show_Sell) ShortName=StringConcatenate(ShortName," Sell");
if (Show_Total) ShortName=StringConcatenate(ShortName," Total");
IndicatorShortName(ShortName);
IndicatorDigits(2);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
int reason=UninitializeReason();
if (reason==1 || reason==3) return(0);
int total=ObjectsTotal()-1;
for (int i=total;i>=0;i--)
{
string name=ObjectName(i);
if (StringFind(name,Uniq_String)!=-1) ObjectDelete(name);
}
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
static int tick;
static string minfosymbols="";
double buyprofitloss,sellprofitloss,spread,lotsize,profit,rprofit,gp=0,gl=0,lpt=0,llt=0;
int bar,i,j,start,finish,sp=0,lp=0,psp=0,plp=0,lsp=0,llp=0;
string text,pf="0.00",ep="0.00",spw="0.00",lpw="0.00",ptt="0.00",ltt="0.00",apt="0.00",alt="0.00";
if (GetTickCount()-tick>Time_Refresh*1000) tick=GetTickCount();
else return(0);
Total=0;
TrendTotal=0;
for (i=0;i<ObjectsTotal();i++)
{
string objectname=ObjectName(i);
if (ObjectFind(objectname)>0) continue;
if (ObjectType(objectname)!=OBJ_TREND) continue;
color objectcolor=ObjectGet(objectname,OBJPROP_COLOR);
if (objectcolor==Trend_Color1 || objectcolor==Revers_Color1) SetPosition(objectname,Revers_Color1);
else if (objectcolor==Trend_Color2 || objectcolor==Revers_Color2) SetPosition(objectname,Revers_Color2);
}
if (ArraySize(OpenBar)>Total)
{
ArrayResize(OpenBar,Total);
ArrayResize(Instrument,Total);
ArrayResize(Type,Total);
ArrayResize(OpenPrice,Total);
ArrayResize(Lots,Total);
ArrayResize(CloseBar,Total);
ArrayResize(ClosePrice,Total);
}
if (Show_Total) ArrayInitialize(TotalEquity,Deposit);
if (Show_Buy) ArrayInitialize(BuyEquity,Deposit);
if (Show_Sell) ArrayInitialize(SellEquity,Deposit);
if (Total==0) return(0);
AbsDrawdown=0.0;
MaxDrawdown=0.0;
RelDrawdown=0.0;
BuyBalance=0.0;
SellBalance=0.0;
MaxPeak=0.0;
MaxProfit=Deposit;
PrevEquity=Deposit;
start=OpenBar[ArrayMaximum(OpenBar)];
finish=iBarShift(NULL,0,Time_End);
for (i=start;i>=finish;i--)
{
buyprofitloss=0.0;
sellprofitloss=0.0;
for (j=0;j<Total;j++)
{
if (OpenBar[j]>=i && CloseBar[j]<=i)
{
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]);
lotsize=LotSize(Instrument[j],Time[i]);
if (Use_MM && OpenBar[j]==i) Lots[j]=NormalizeDouble(PrevEquity/1000*Lots[j],2);
if (Type[j]==OP_BUY)
{
if (CloseBar[j]==i)
{
profit=(ClosePrice[j]-OpenPrice[j])*Lots[j]*lotsize;
BuyBalance+=profit;
if (profit>lpt) lpt=profit;
if (profit<llt) llt=profit;
lp++;
if (profit>=0)
{
gp+=profit;
plp++;
}
else
{
gl-=profit;
llp++;
}
}
else buyprofitloss+=(iClose(Instrument[j],0,bar)-OpenPrice[j])*Lots[j]*lotsize;
}
else
{
spread=MarketInfo(Instrument[j],MODE_POINT)*MarketInfo(Instrument[j],MODE_SPREAD);
if (CloseBar[j]==i)
{
profit=(OpenPrice[j]-ClosePrice[j]-spread)*Lots[j]*lotsize;
SellBalance+=profit;
if (profit>lpt) lpt=profit;
if (profit<llt) llt=profit;
sp++;
if (profit>=0)
{
gp+=profit;
psp++;
}
else
{
gl-=profit;
lsp++;
}
}
else sellprofitloss+=(OpenPrice[j]-iClose(Instrument[j],0,bar)-spread)*Lots[j]*lotsize;
}
}
}
PrevEquity=NormalizeDouble(Deposit+BuyBalance+SellBalance+buyprofitloss+sellprofitloss,2);
if (Show_Total) TotalEquity[i]=PrevEquity;
if (Show_Buy) BuyEquity[i]=NormalizeDouble(Deposit+BuyBalance+buyprofitloss,2);
if (Show_Sell) SellEquity[i]=NormalizeDouble(Deposit+SellBalance+sellprofitloss,2);
if (Show_Info && TotalEquity[i]>0)
{
if (AbsDrawdown<Deposit-TotalEquity[i]) AbsDrawdown=Deposit-TotalEquity[i];
if (PrevEquity>MaxProfit) MaxProfit=TotalEquity[i];
if (MaxDrawdown<MaxProfit-TotalEquity[i])
{
MaxDrawdown=MaxProfit-TotalEquity[i];
MaxPeak=MaxProfit;
if (MaxPeak>0)
{
double relative=100*MaxDrawdown/MaxPeak;
if (RelDrawdown<relative)
{
RelDrawdown=relative;
Drawdown=MaxDrawdown;
}
}
}
}
}
IndicatorShortName(Uniq_String);
Window=WindowFind(Uniq_String);
IndicatorShortName(ShortName);
Currency=AccountCurrency();
if (Currency=="USD") Currency="$";
finish=ArrayRange(TrendTime,0);
if (finish>0) ArraySort(TrendTime);
if (finish<TrendTotal) finish=TrendTotal;
for (i=1;i<=finish;i++)
{
string open=StringConcatenate("#",i," in");
string close=StringConcatenate("#",i," out");
if (Show_Vline)
{
int openbar=iBarShift(NULL,0,TrendTime[i-1][0]);
int closebar=iBarShift(NULL,0,TrendTime[i-1][1]);
profit=TotalEquity[closebar]-TotalEquity[openbar+1];
if (TotalEquity[openbar+1]>0) rprofit=100*profit/TotalEquity[openbar+1];
if (profit>=0) objectcolor=Profit_Color;
else objectcolor=Loss_Color;
text=StringConcatenate(close," Profit: ",DoubleToStr(profit,2)," ",Currency," (",DoubleToStr(rprofit,2),"%)",
" MaxDD: ",DoubleToStr(MaxDrawdown(openbar+1,closebar),2)," ",Currency,
" Bars: ",openbar-closebar);
LineCreate(open,OBJ_VLINE,1,objectcolor,open,TrendTime[i-1][0],0);
LineCreate(close,OBJ_VLINE,1,objectcolor,text,TrendTime[i-1][1],0);
if (i>TrendTotal)
{
LineDelete(open);
LineDelete(close);
}
}
else
{
LineDelete(open);
LineDelete(close);
}
}
if (ArrayRange(TrendTime,0)>TrendTotal) ArrayResize(TrendTime,TrendTotal);
if (Show_Total)
{
profit=TotalEquity[0]-Deposit;
if (Deposit>0) rprofit=100*profit/Deposit;
else rprofit=0;
text=StringConcatenate("Total Profit: ",DoubleToStr(profit,2)," ",Currency," (",DoubleToStr(rprofit,2),"%)");
LineCreate("Total Equity",OBJ_HLINE,1,LimeGreen,text,0,TotalEquity[0]);
}
else LineDelete("Total Equity");
if (Show_Buy)
{
profit=BuyEquity[0]-Deposit;
if (Deposit>0) rprofit=100*profit/Deposit;
else rprofit=0;
text=StringConcatenate("Buy Profit: ",DoubleToStr(profit,2)," ",Currency," (",DoubleToStr(rprofit,2),"%)");
LineCreate("Buy Equity",OBJ_HLINE,1,SteelBlue,text,0,BuyEquity[0]);
}
else LineDelete("Buy Equity");
if (Show_Sell)
{
profit=SellEquity[0]-Deposit;
if (Deposit>0) rprofit=100*profit/Deposit;
else rprofit=0;
text=StringConcatenate("Sell Profit: ",DoubleToStr(profit,2)," ",Currency," (",DoubleToStr(rprofit,2),"%)");
LineCreate("Sell Equity",OBJ_HLINE,1,OrangeRed,text,0,SellEquity[0]);
}
else LineDelete("Sell Equity");
if (Show_Info)
{
text=StringConcatenate(": ",start," bars from ",TimeToStr(Time[start]));
LabelCreate("History",text,0);
if (MaxDrawdown>0)
{
RecoveryFactor=(TotalEquity[0]-Deposit)/MaxDrawdown;
text=StringConcatenate(": ",DoubleToStr(RecoveryFactor,2));
LabelCreate("Recovery Factor",text,1);
}
text=StringConcatenate(": ",DoubleToStr(AbsDrawdown,2)," ",Currency);
LabelCreate("Absolute Drawdown",text,2);
if (MaxPeak>0)
{
text=StringConcatenate(": ",DoubleToStr(MaxDrawdown,2)," ",Currency," (",DoubleToStr(100*MaxDrawdown/MaxPeak,2),"%)");
LabelCreate("Maximal Drawdown",text,3);
}
text=StringConcatenate(": ",DoubleToStr(RelDrawdown,2),"% (",DoubleToStr(Drawdown,2)," ",Currency,")");
LabelCreate("Relative Drawdown",text,4);
if (gl!=0) pf=DoubleToStr(gp/gl,2);
if ((sp+lp)!=0) ep=DoubleToStr((gp-gl)/(sp+lp),2);
if (sp!=0) spw=DoubleToStr(100.0*psp/sp,2);
if (lp!=0) lpw=DoubleToStr(100.0*plp/lp,2);
if ((sp+lp)!=0) ptt=DoubleToStr(100.0*(psp+plp)/(sp+lp),2);
if ((sp+lp)!=0) ltt=DoubleToStr(100.0*(lsp+llp)/(sp+lp),2);
if ((psp+plp)!=0) apt=DoubleToStr(gp/(psp+plp),2);
if ((lsp+llp)!=0) alt=DoubleToStr(-gl/(lsp+llp),2);
text=StringConcatenate(": ",DoubleToStr(gp,2)," ",Currency);
LabelCreate("Gross Profit",text,6);
text=StringConcatenate(": ",DoubleToStr(gl,2)," ",Currency);
LabelCreate("Gross Loss",text,7);
text=StringConcatenate(": ",DoubleToStr(gp-gl,2)," ",Currency);
LabelCreate("Total Net Profit",text,8);
text=StringConcatenate(": ",pf);
LabelCreate("Profit Factor",text,9);
text=StringConcatenate(": ",ep);
LabelCreate("Expected Payoff",text,10);
text=StringConcatenate(": ",sp+lp);
LabelCreate("Total Trades",text,11);
text=StringConcatenate(": ",sp," (",spw,"%)");
LabelCreate("Short Positions (won %)",text,12);
text=StringConcatenate(": ",lp," (",lpw,"%)");
LabelCreate("Long Positions (won %)",text,13);
text=StringConcatenate(": ",psp+plp," (",ptt,"%)");
LabelCreate("Profit Trades (% of total)",text,14);
text=StringConcatenate(": ",lsp+llp," (",ltt,"%)");
LabelCreate("Loss Trades (% of total)",text,15);
text=StringConcatenate(": ",DoubleToStr(lpt,2));
LabelCreate("Largest profit trade",text,16);
text=StringConcatenate(": ",DoubleToStr(llt,2));
LabelCreate("Largest loss trade",text,17);
text=StringConcatenate(": ",apt);
LabelCreate("Average profit trade",text,18);
text=StringConcatenate(": ",alt);
LabelCreate("Average loss trade",text,19);
}
if (Alert_Drawdown>0 && Show_Total) AlertDrawdown();
return(0);
}
//+------------------------------------------------------------------+
//| Ñîçäàíèå òåêñòîâîé ìåòêè |
//+------------------------------------------------------------------+
void LabelCreate(string name, string str, int pos)
{
string objectname=StringConcatenate(name," ",Uniq_String);
if (ObjectFind(objectname)==-1)
{
ObjectCreate(objectname,OBJ_LABEL,Window,0,0);
ObjectSet(objectname,OBJPROP_XDISTANCE,3);
ObjectSet(objectname,OBJPROP_YDISTANCE,10*pos+4);
ObjectSet(objectname,OBJPROP_CORNER,1);
}
ObjectSetText(objectname,name+str,7,"Tahoma",SlateGray);
}
//+------------------------------------------------------------------+
//| 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," ",Uniq_String);
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);
}
if (StringFind(ObjectDescription(objectname)," in")==-1) 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 ëèíèè |
//+------------------------------------------------------------------+
void LineDelete(string name)
{
string objectname=StringConcatenate(name," ",Uniq_String);
if (ObjectFind(objectname)!=-1) ObjectDelete(objectname);
}
//+------------------------------------------------------------------+
//| Íàáëþäåíèå è ïðåäóïðåæäåíèå î ïðîñàäêàõ çà ïåðèîä |
//+------------------------------------------------------------------+
int AlertDrawdown()
{
int bar=0;
color clr;
string drawdownstr,text;
double relative,level,curdrawdown;
double maxpeak,maxprofit,maxdrawdown,reldrawdown,drawdown,maxDD;
datetime time,timehigh,timelow,timemaxprofit;
if (Current_Day) time=StrToTime(TimeToStr(Time[0],TIME_DATE));
else time=Begin_Monitoring;
if (time<Time_Begin) time=Time_Begin;
bar=iBarShift(NULL,0,time);
time=iTime(NULL,0,bar);
maxprofit=0.0;
maxdrawdown=0.0;
reldrawdown=0.0;
maxDD=Alert_Drawdown;
for (int i=bar;i>=0;i--)
{
if (TotalEquity[i]<0) return(-1);
if (TotalEquity[i]>maxprofit)
{
timemaxprofit=Time[i];
maxprofit=TotalEquity[i];
maxdrawdown=0.0;
reldrawdown=0.0;
maxDD=Alert_Drawdown;
}
if (maxdrawdown<maxprofit-TotalEquity[i])
{
maxdrawdown=maxprofit-TotalEquity[i];
maxpeak=maxprofit;
timehigh=timemaxprofit;
if (maxpeak>0)
{
relative=NormalizeDouble(100*maxdrawdown/maxpeak,1);
if (reldrawdown<relative)
{
reldrawdown=relative;
drawdown=maxdrawdown;
timelow=Time[i];
}
}
}
}
text="Up";
if (ObjectFind(text)==-1)
{
double max=TotalEquity[ArrayMaximum(TotalEquity)];
ObjectCreate(text,OBJ_HLINE,Window,0,max);
ObjectSet(text,OBJPROP_COLOR,Profit_Color);
ObjectSetText(text,"Alert Profit");
}
else
{
if (ObjectGet(text,OBJPROP_PRICE1)<TotalEquity[0])
{
Alert("Óðîâåíü ñðåäñòâ ïîäíÿëñÿ äî îòìåòêè ",TotalEquity[0]," ",Currency);
ObjectSet(text,OBJPROP_PRICE1,TotalEquity[0]);
}
}
text="Down";
if (ObjectFind(text)==-1)
{
double min=TotalEquity[ArrayMinimum(TotalEquity)];
ObjectCreate(text,OBJ_HLINE,Window,0,min);
ObjectSet(text,OBJPROP_COLOR,Loss_Color);
ObjectSetText(text,"Alert Loss");
}
else
{
if (ObjectGet(text,OBJPROP_PRICE1)>TotalEquity[0])
{
Alert("Óðîâåíü ñðåäñòâ îïóñòèëñÿ äî îòìåòêè ",TotalEquity[0]," ",Currency);
ObjectSet(text,OBJPROP_PRICE1,TotalEquity[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)," ",Currency,")");
text=StringConcatenate(text,"Ïðîñàäêà â ñðåäñòâàõ çà òåêóùèé ïåðèîä ñîñòàâèëà ",drawdownstr,"\n");
text=StringConcatenate(text,"Ïåðèîä ìîíèòîðèíãà: ",bar," áàðà(îâ) îò ",TimeToStr(time),"\n");
text=StringConcatenate(text,"Íàçâàíèå èíäèêàòîðà: ",ShortName,"\n");
text=StringConcatenate(text,"Èíäèêàòîð ðàáîòàåò íà ",Symbol(),",",StringPeriod());
Alert(text);
if (maxDD>Max_Drawdown) clr=Loss_Color;
else clr=DarkOrange;
LineCreate("Drawdown Line",OBJ_TREND,2,clr," "+drawdownstr,timehigh,maxpeak,timelow,maxpeak-drawdown);
}
else LineDelete("Drawdown Line");
LineCreate("Begin Monitoring",OBJ_VLINE,1,SlateGray,"Begin Monitoring",time,0);
level=NormalizeDouble(maxprofit,2);
LineCreate("Max Profit",OBJ_TREND,1,Profit_Color,"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,Loss_Color,"Max Drawdown "+DoubleToStr(Max_Drawdown,1)+"%",timemaxprofit,level,Time[0],level);
if (Show_Info)
{
curdrawdown=maxprofit-TotalEquity[0];
text=StringConcatenate(": ",DoubleToStr(curdrawdown,2)," ",Currency," (",DoubleToStr(100*curdrawdown/maxprofit,2),"%)");
LabelCreate("Current Drawdown",text,5);
}
}
//+------------------------------------------------------------------+
//| Ñòðîêîâîå îáîçíà÷åíèå ïåðèîäà |
//+------------------------------------------------------------------+
string StringPeriod()
{
string period;
switch(Period())
{
case PERIOD_M1: period="M1"; break;
case PERIOD_M5: period="M5"; break;
case PERIOD_M15: period="M15"; break;
case PERIOD_M30: period="M30"; break;
case PERIOD_H1: period="H1"; break;
case PERIOD_H4: period="H4"; break;
case PERIOD_D1: period="D1"; break;
case PERIOD_W1: period="W1"; break;
case PERIOD_MN1: period="MN1";
}
return(period);
}
//+------------------------------------------------------------------+
//| Ðàñ÷¸ò ìàêñèìàëüíîé ïðîñàäêè çà ïåðèîä |
//+------------------------------------------------------------------+
double MaxDrawdown(int in, int out)
{
double maxprofit=0.0, maxdd=0.0;
for (int i=in;i>=out;i--)
{
if (TotalEquity[i]<0) return(-1);
if (TotalEquity[i]>maxprofit) maxprofit=TotalEquity[i];
if (maxdd<maxprofit-TotalEquity[i]) maxdd=maxprofit-TotalEquity[i];
}
return(maxdd);
}
//+------------------------------------------------------------------+
//| Îïðåäåëåíèå ðàçìåðà êîíòðàêòà |
//+------------------------------------------------------------------+
double LotSize(string symbol, datetime tbar)
{
double size,close1,close2;
string BQ,currency=Currency;
if (currency=="") currency="USD";
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);
}
//+------------------------------------------------------------------+
//| Óñòàíîâêà ïàðàìåòðîâ ïîçèöèè ïî òðåíäîâîé ëèíèè |
//+------------------------------------------------------------------+
bool SetPosition(string name, color revers)
{
double corrin=0,corrout=0,priceopen,priceclose;
int timeframe=0;
datetime timeopen=ObjectGet(name,OBJPROP_TIME1);
datetime timeclose=ObjectGet(name,OBJPROP_TIME2);
if (timeopen==timeclose) return(false);
if (timeopen>timeclose)
{
timeopen=ObjectGet(name,OBJPROP_TIME2);
timeclose=ObjectGet(name,OBJPROP_TIME1);
}
if (timeopen>TimeCurrent() || timeopen<Time_Begin || timeopen>Time_End) return(false);
int pos1=StringFind(name,"[");
int pos2=StringFind(name,",");
if (pos1!=-1 && pos2!=-1) corrin=StrToDouble(StringSubstr(name,pos1+1,pos2-pos1-1));
pos1=StringFind(name,"]");
if (pos1!=-1 && pos2!=-1) corrout=StrToDouble(StringSubstr(name,pos2+1,pos1-pos2-1));
if (Use_M1) timeframe=PERIOD_M1;
if (Open_Price)
{
priceopen=iOpen(NULL,timeframe,iBarShift(NULL,timeframe,timeopen))+corrin*MarketInfo(Symbol(),MODE_POINT);
priceclose=iOpen(NULL,timeframe,iBarShift(NULL,timeframe,timeclose))+corrout*MarketInfo(Symbol(),MODE_POINT);
}
else
{
priceopen=iClose(NULL,timeframe,iBarShift(NULL,timeframe,timeopen))+corrin*MarketInfo(Symbol(),MODE_POINT);
priceclose=iClose(NULL,timeframe,iBarShift(NULL,timeframe,timeclose))+corrout*MarketInfo(Symbol(),MODE_POINT);
}
string description=ObjectDescription(name);
if (description=="" || Auto_Symbol)
{
if (Default_Symbols!="" && !Auto_Symbol) description=Default_Symbols;
else
{
if (Auto_Symbol)
{
string lot="";
pos1=StringFind(description,Symbol());
if (pos1!=-1)
{
pos2=pos1+StringLen(Symbol())+1;
lot=StringSubstr(description,pos2);
if (StrToDouble(lot)==0) lot="";
}
}
description=Symbol();
if (priceopen<priceclose) description=StringConcatenate(description,"+");
else description=StringConcatenate(description,"-");
if (Auto_Symbol && lot!="") description=StringConcatenate(description,lot);
}
ObjectSetText(name,description);
}
if (StringFind(description,Symbol())!=-1)
{
if (timeclose>TimeCurrent())
{
if (ObjectGet(name,OBJPROP_TIME2)<ObjectGet(name,OBJPROP_TIME1))
{
ObjectSet(name,OBJPROP_TIME2,ObjectGet(name,OBJPROP_TIME1));
ObjectSet(name,OBJPROP_PRICE2,ObjectGet(name,OBJPROP_PRICE1));
}
}
else
{
if (ObjectGet(name,OBJPROP_TIME2)!=timeclose) ObjectSet(name,OBJPROP_TIME2,timeclose);
if (ObjectGet(name,OBJPROP_PRICE2)!=priceclose) ObjectSet(name,OBJPROP_PRICE2,priceclose);
}
if (ObjectGet(name,OBJPROP_TIME1)!=timeopen) ObjectSet(name,OBJPROP_TIME1,timeopen);
if (ObjectGet(name,OBJPROP_PRICE1)!=priceopen) ObjectSet(name,OBJPROP_PRICE1,priceopen);
}
TrendTotal++;
if (Show_Vline)
{
if (ArrayRange(TrendTime,0)<TrendTotal) ArrayResize(TrendTime,TrendTotal);
TrendTime[TrendTotal-1][0]=timeopen;
TrendTime[TrendTotal-1][1]=timeclose;
}
color objcolor=ObjectGet(name,OBJPROP_COLOR);
int length=StringLen(description);
pos2=0;
while (pos2<length)
{
Total++;
if (ArraySize(OpenBar)<Total)
{
ArrayResize(OpenBar,Total);
ArrayResize(Instrument,Total);
ArrayResize(Type,Total);
ArrayResize(OpenPrice,Total);
ArrayResize(Lots,Total);
ArrayResize(CloseBar,Total);
ArrayResize(ClosePrice,Total);
}
OpenBar[Total-1]=iBarShift(NULL,0,timeopen);
CloseBar[Total-1]=iBarShift(NULL,0,timeclose);
pos1=pos2;
int char=0;
while (char!=43 && char!=45 && char!=32)
{
pos2++;
char=StringGetChar(description,pos2);
if ((length-1)<pos2) break;
}
Type[Total-1]=OP_BUY;
if (char==43 && objcolor==revers) Type[Total-1]=OP_SELL;
if (char==45 && objcolor!=revers) Type[Total-1]=OP_SELL;
Instrument[Total-1]=StringSubstr(description,pos1,pos2-pos1);
if (Open_Price)
{
OpenPrice[Total-1]=iOpen(Instrument[Total-1],timeframe,iBarShift(Instrument[Total-1],timeframe,timeopen));
ClosePrice[Total-1]=iOpen(Instrument[Total-1],timeframe,iBarShift(Instrument[Total-1],timeframe,timeclose));
}
else
{
OpenPrice[Total-1]=iClose(Instrument[Total-1],timeframe,iBarShift(Instrument[Total-1],timeframe,timeopen));
ClosePrice[Total-1]=iClose(Instrument[Total-1],timeframe,iBarShift(Instrument[Total-1],timeframe,timeclose));
}
double spread=MarketInfo(Instrument[Total-1],MODE_POINT)*MarketInfo(Instrument[Total-1],MODE_SPREAD);
if (Type[Total-1]==OP_BUY) OpenPrice[Total-1]+=spread;
if (StringFind(name,"$")!=-1)
{
if (Type[Total-1]==OP_BUY) OpenPrice[Total-1]-=spread;
if (Type[Total-1]==OP_SELL) OpenPrice[Total-1]+=spread;
}
if (corrin!=0) OpenPrice[Total-1]+=corrin*MarketInfo(Instrument[Total-1],MODE_POINT);
if (corrout!=0) ClosePrice[Total-1]+=corrout*MarketInfo(Instrument[Total-1],MODE_POINT);
pos2++;
if (StringGetChar(description,pos2)==32 || (length-1)<pos2) Lots[Total-1]=Default_Lot;
else
{
pos1=pos2;
while(StringGetChar(description,pos2)!=32)
{
pos2++;
if ((length-1)<pos2) break;
}
Lots[Total-1]=StrToDouble(StringSubstr(description,pos1,pos2-pos1));
}
pos2++;
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen