//+------------------------------------------------------------------+
//| ind_FlatEfficiency_v1.mq4 |
//| * |
//| * |
//+------------------------------------------------------------------+
#property copyright "Integer"
#property link "for-good-letter@yandex.ru"
#property show_inputs
extern int MaxSpread=8; // íå èñïîëçîâàòü ñèìâîëû ñî ñïðåäîì áîëüøå óñòàíîâëåííîãî
extern string SymbolsFile="symbols.set"; // èìÿ ôàéëà ñî ñïèñêîì ñèìâîëîâ (äîëæåí íàõîäèòüñÿ â experts/files)
extern string OutputFile="flateficiensy.txt"; // èìÿ ôàéëà äëÿ ñîõðàíåíèÿ ðåçóëüòàòîâ
extern int iPeriod=10000; // êîëè÷åñòâî èñïîëüçóåìûõ áàðîâ
/*
Èñïîëüçîâàíèå:
1. Ñîõðàíèòü â experts/files ôàéë symbols.set ñ íàáîðîì ñèìâîëîâ îêíà îáçîðà
ðûíêà (ïðàâàÿ êíîïêà â îêíå îáçîðà ðûíêà - íàáîð ñèìâîëîâ - ñîõðàíèòü êàê).
2. Çàïóñòèòü ñêðèïò íà ãðàôèêå ëþáîãî ñèìâîëà òðåáóåìîãî òàéìôðåéìà.
Ñêðèïò ïûòàåòñÿ ñàì ïîäãðóæàòü äàííûå ïî âñåì ñèìâîëàì, íî íå âñåãäà
ïîëó÷àåòñÿ ïîäãðóçèòü óñòàíîâëåííîå â iPeriod êîëè÷åñòâî ñ ïåðâîé ïîïûòêè,
ìîæåò ïîòðåáîâàòüñÿ ïîâòîðíûé çàïóñê ñêðèïòà.
3. Ñìîòðåòü â experts/files ôàéë _[TimeFrame]_flateficiensy.txt
*/
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit(){
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start(){
OutputFile=fTimeFrameName(Period())+"_"+OutputFile;
string AllSymbols[];
double Result[];
int TickSum[];
double BarSize[];
double BarSizeRelative[];
double Deviation[];
int Reiting[];
int h=FileOpen(SymbolsFile,FILE_CSV|FILE_READ);
if(h>0){
while(!FileIsEnding(h)){
string str=FileReadString(h);
if(str!=""){
//if(iBars(str,0)>10000)
if(ND0(MarketInfo(str,MODE_SPREAD))<=MaxSpread){
ArrayResize(AllSymbols,ArraySize(AllSymbols)+1);
AllSymbols[ArraySize(AllSymbols)-1]=str;
}
}
}
}
else{
Alert("Íåò ôàéëà "+SymbolsFile);
return(0);
}
ArrayResize(Result,ArraySize(AllSymbols));
ArrayResize(TickSum,ArraySize(AllSymbols));
ArrayResize(BarSize,ArraySize(AllSymbols));
ArrayResize(BarSizeRelative,ArraySize(AllSymbols));
ArrayResize(Deviation,ArraySize(AllSymbols));
ArrayResize(Reiting,ArraySize(AllSymbols));
int BarC=0;
datetime daytimes[];
bool err=false;
while(!IsStopped()){
err=false;
for(int i=0;i<ArraySize(AllSymbols);i++){
ArrayCopySeries(daytimes,MODE_TIME,AllSymbols[i],0);
if(GetLastError()==4066 || iClose(AllSymbols[i],0,0)==0){
Comment("...æäó îáíîâëåíèÿ äàííûõ "+AllSymbols[i]);
Sleep(1000);
err=true;
break;
}
}
if(!err){
Comment("...äàííûå OK!");
Sleep(400);
Comment("...ïðîöåññ");
break;
}
}
if(err)return(0);
BarC=iBars(AllSymbols[0],0);
for(i=1;i<ArraySize(AllSymbols);i++){
BarC=MathMin(BarC,iBars(AllSymbols[i],0));
}
iPeriod=MathMin(iPeriod+2,BarC);
iPeriod-=2;
for(i=0;i<ArraySize(AllSymbols);i++){
Result[i]=0;
TickSum[i]=0;
BarSize[i]=0;
Deviation[i]=0;
for(int j=1;j<=iPeriod;j++){
Result[i]+=MathAbs(iClose(AllSymbols[i],0,j)-iClose(AllSymbols[i],0,j+1));
TickSum[i]+=iVolume(AllSymbols[i],0,j);
BarSize[i]+=iHigh(AllSymbols[i],0,j)-iLow(AllSymbols[i],0,j+1);
Deviation[i]+=MathPow(iClose(AllSymbols[i],0,j)-iMA(AllSymbols[i],0,iPeriod,0,0,0,1),2);
}
//Deviation[i]/=iPeriod;
Deviation[i]=MathSqrt(Deviation[i]/iPeriod);
//Alert(AllSymbols[i]," ",Deviation[i]);
Result[i]/=
(iHigh(AllSymbols[i],0,iHighest(AllSymbols[i],0,MODE_HIGH,iPeriod,1))-
iLow(AllSymbols[i],0,iLowest(AllSymbols[i],0,MODE_LOW,iPeriod,1)));
BarSize[i]/=iPeriod;
BarSize[i]/=MarketInfo(AllSymbols[i],MODE_POINT);
BarSizeRelative[i]= BarSize[i]/MarketInfo(AllSymbols[i],MODE_SPREAD);
}
h=FileOpen(OutputFile,FILE_CSV|FILE_WRITE,"\t");
if(h>0){
FileWrite(h,"Ñïðåä:");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
FileWrite(h,AllSymbols[i],MarketInfo(AllSymbols[i],MODE_SPREAD));
}
FileWrite(h,"");
FileWrite(h,"Èñïîëüçîâàëîñü "+iPeriod+" (áàðîâ) "+fTimeFrameName(Period()));
FileWrite(h,"");
FileWrite(h,"Ñèìâîë | Ýôôåêòèâíîñòü ôëåòà | Ñóììà òèêîâ | Ñðåäíèé ðàçìåð áàðà | Ñðåäíèé ðàçìåð áàðà/ñïðåä | Äåâèàöèÿ");
FileWrite(h,"");
//==========================================================================================================================
FileWrite(h,"Îòñîðòèðîâàíî ïî \"Ýôôåêòèâíîñòü ôëåòà\"");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(Result[i]>Result[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]));
}
//==========================================================================================================================
FileWrite(h,"");
FileWrite(h,"Îòñîðòèðîâàíî ïî \"Ñóììà òèêîâ\"");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(TickSum[i]>TickSum[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]));
}
//==========================================================================================================================
FileWrite(h,"");
FileWrite(h,"Îòñîðòèðîâàíî ïî \"Ñðåäíèé ðàçìåð áàðà\"");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(BarSize[i]>BarSize[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]));
}
//==========================================================================================================================
FileWrite(h,"");
FileWrite(h,"Îòñîðòèðîâàíî ïî \"Ñðåäíèé ðàçìåð áàðà/ñïðåä\"");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(BarSizeRelative[i]>BarSizeRelative[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]));
}
//==========================================================================================================================
FileWrite(h,"");
FileWrite(h,"Îòñîðòèðîâàíî ïî \"Äåâèàöèÿ\"");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(Deviation[i]>Deviation[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]));
}
//==========================================================================================================================
FileWrite(h,"");
FileWrite(h,"ÐÅÉÒÈÍÃ");
FileWrite(h,"");
for(i=0;i<ArraySize(AllSymbols);i++){
for(j=0;j<ArraySize(AllSymbols);j++){
if(Reiting[i]<Reiting[j]){ // ïî âîð
fArrayChangeValues_string(AllSymbols,i,j);
fArrayChangeValues_double(Result,i,j);
fArrayChangeValues_int(TickSum,i,j);
fArrayChangeValues_double(BarSize,i,j);
fArrayChangeValues_double(BarSizeRelative,i,j);
fArrayChangeValues_double(Deviation,i,j);
fArrayChangeValues_int(Reiting,i,j);
}
}
}
for(i=0;i<ArraySize(AllSymbols);i++){
Reiting[i]+=i;
FileWrite(h,AllSymbols[i],DS3(Result[i]),TickSum[i],DS0(BarSize[i]),DS3(BarSizeRelative[i]),DS5(Deviation[i]),"R - "+Reiting[i],"(ñïðåä - "+DS0(MarketInfo(AllSymbols[i],MODE_SPREAD))+")");
}
}
else{
Alert("Îøèáêà ôàéëà "+OutputFile);
return(0);
}
Comment("");
Alert("Ãîòîâî "+iPeriod+" (áàðîâ). Ñì. ôàéë "+OutputFile);
return(0);
}
//+------------------------------------------------------------------+
string DS5(double v){return(DoubleToStr(v,5));}
string DS3(double v){return(DoubleToStr(v,3));}
string DS0(double v){return(DoubleToStr(v,0));}
double ND0(double v){return(NormalizeDouble(v,0));}
string fTimeFrameName(int arg){
// fTimeFrameName();
int v;
if(arg==0){
v=Period();
}
else{
v=arg;
}
switch(v){
case 0:
return("0");
case 1:
return("M1");
case 5:
return("M5");
case 15:
return("M15");
case 30:
return("M30");
case 60:
return("H1");
case 240:
return("H4");
case 1440:
return("D1");
case 10080:
return("W1");
case 43200:
return("MN1");
default:
return("Wrong TimeFrame");
}
}
void fArrayChangeValues_int(int & aArray[], int aIndex1,int aIndex2){
//fArrayChangeValues_int(,,);
int tmp;
tmp=aArray[aIndex1];
aArray[aIndex1]=aArray[aIndex2];
aArray[aIndex2]=tmp;
}
void fArrayChangeValues_string(string & aArray[], int aIndex1, int aIndex2){
string tmp;
tmp=aArray[aIndex1];
aArray[aIndex1]=aArray[aIndex2];
aArray[aIndex2]=tmp;
}
void fArrayChangeValues_double(double & aArray[], int aIndex1, int aIndex2){
double tmp;
tmp=aArray[aIndex1];
aArray[aIndex1]=aArray[aIndex2];
aArray[aIndex2]=tmp;
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains tick volumes of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features:
Uses files from the file system
It reads information from a file
It issuies visual alerts to the screen
It writes information to file