//+------------------------------------------------------------------+
//| Equity_v7.mq4 |
//| Copyright © 2008, Xupypr |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, Xupypr"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 OrangeRed
#property indicator_color2 DodgerBlue
#property indicator_color3 SlateGray
#property indicator_color4 ForestGreen
#property indicator_width1 2
#property indicator_width2 1
#property indicator_width3 1
#property indicator_width4 1
extern datetime Date_Begin=D'2000.01.01 00:00'; // Íà÷àëüíàÿ äàòà îòðèñîâêè èíäèêàòîðà ïðè íóëåâîì áàëàíñå
extern bool Zero_Balance=false; // Ó÷èòûâàòü òîëüêî òîðãîâûå îðäåðà èñêëþ÷àÿ ïîïîëíåíèå/ñíÿòèå ñðåäñòâ
extern string Only_Magics=""; // Ó÷èòûâàòü îðäåðà òîëüêî ñ óêàçàííûìè ìàãè÷åñêèìè íîìåðàìè (÷åðåç ëþáîé ðàçäåëèòåëü)
extern string Only_Symbols=""; // Ó÷èòûâàòü òîëüêî óêàçàííûå èíñòðóìåíòû (÷åðåç ëþáîé ðàçäåëèòåëü)
extern bool Only_Current=false; // Ó÷èòûâàòü òîëüêî òåêóùèé èíñòðóìåíò
extern bool Show_Balance=true; // Îòîáðàæàòü áàëàíñ
extern bool Show_Equity=true; // Îòîáðàæàòü ñðåäñòâà
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
int ANumber,Window;
double Balance[],Equity[],Margin[],Free[];
double CurrentBalance,StartBalance,MaxProfit,Drawdown,MaxPeak,RecoveryFactor;
string Shortname;
datetime TimeBar;
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
double Magic[]; // ìàãè÷åñêèé íîìåð
//+----------------------------------------------------------------------------+
//| Custom indicator initialization function |
//+----------------------------------------------------------------------------+
int init()
{
if (Only_Magics=="" && Only_Symbols=="" && !Only_Current) Shortname="Total";
else
{
if (Only_Magics!="") Shortname=Only_Magics; else Shortname="0";
if (Only_Symbols!="") Shortname=StringConcatenate(Shortname," ",Only_Symbols);
else if (Only_Current) Shortname=StringConcatenate(Shortname," ",Symbol());
}
SetIndexBuffer(0,Balance);
SetIndexLabel(0,Shortname+" Balance");
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(1,Equity);
SetIndexLabel(1,Shortname+" Equity");
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);
if (Show_Balance) Shortname=StringConcatenate(Shortname," Balance");
if (Show_Equity) Shortname=StringConcatenate(Shortname," Equity");
if (Show_Margin) Shortname=StringConcatenate(Shortname," Margin");
if (Show_Free) Shortname=StringConcatenate(Shortname," Free");
IndicatorShortName(Shortname);
IndicatorDigits(2);
return(0);
}
//+----------------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+----------------------------------------------------------------------------+
int deinit()
{
ObjectsDeleteAll(Window);
return(0);
}
//+----------------------------------------------------------------------------+
//| Custom indicator iteration function |
//+----------------------------------------------------------------------------+
int start()
{
string name,text;
static string symbols="";
double profitloss,spread,lotsize;
int bar,i,j,start,total,historytotal,opentotal;
//int tick=GetTickCount();
if (ANumber!=AccountNumber())
{
ArrayInitialize(Balance,EMPTY_VALUE);
ArrayInitialize(Equity,EMPTY_VALUE);
ArrayInitialize(Margin,EMPTY_VALUE);
ArrayInitialize(Free,EMPTY_VALUE);
ObjectsDeleteAll(Window);
ANumber=AccountNumber();
symbols="";
TimeBar=0;
}
if (!IsConnected())
{
Print("Ñâÿçü ñ ñåðâåðîì îòñóòñòâóåò èëè ïðåðâàíà");
return(0);
}
if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0);
Window=WindowFind(Shortname);
if (Time[0]!=TimeBar)
{
TimeBar=Time[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);
ArrayResize(Magic,total);
for (i=0;i<total;i++) if (OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) ReadDeals(i);
if (Type[0]<6 && !Zero_Balance)
{
Alert("Èñòîðèÿ ñäåëîê çàãðóæåíà íå ïîëíîñòüþ");
return(0);
}
start=0;
CurrentBalance=0.0;
StartBalance=0.0;
MaxProfit=0.0;
Drawdown=0.0;
MaxPeak=0.0;
for (i=OpenBar[0];i>=0;i--)
{
if (Zero_Balance && i>iBarShift(NULL,0,Date_Begin)) continue;
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];
StartBalance+=Profit[j];
name=StringConcatenate("Time: ",TimeToStr(Time[i]));
if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_VLINE,Window,Time[i],0);
ObjectSetText(name,StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2)));
ObjectSet(name,OBJPROP_TIME1,Time[i]);
ObjectSet(name,OBJPROP_COLOR,OrangeRed);
ObjectSet(name,OBJPROP_WIDTH,2);
continue;
}
if (MarketInfo(Instrument[j],MODE_POINT)==0)
{
if (StringFind(symbols,Instrument[j])==-1)
{
Alert("Â îáçîðå ðûíêà íå õâàòàåò "+Instrument[j]);
symbols=StringConcatenate(symbols," ",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 (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2);
if (Show_Equity) Equity[i]=NormalizeDouble(CurrentBalance+profitloss,2);
if (Show_Info) Information(i,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();
}
}
else
{
if (Only_Magics=="" && Only_Symbols=="" && !Only_Current && !Zero_Balance)
{
if (Show_Balance) Balance[0]=AccountBalance();
if (Show_Equity) Equity[0]=AccountEquity();
if (Show_Margin) Margin[0]=AccountMargin();
if (Show_Free) Free[0]=AccountFreeMargin();
if (Show_Info) Information(0,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();
}
}
if (Show_Balance) Balance[0]=NormalizeDouble(CurrentBalance,2);
if (Show_Equity) Equity[0]=NormalizeDouble(CurrentBalance+profitloss,2);
if (Show_Info) Information(0,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();
}
}
}
if (Show_Info)
{
name="maximal_drawdown";
if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_LABEL,Window,0,0);
text=StringConcatenate("Maximal Drawdown: ",DoubleToStr(Drawdown,2)," (",DoubleToStr(100*Drawdown/MaxPeak,2),"%)");
ObjectSetText(name,text);
ObjectSet(name,OBJPROP_XDISTANCE,10);
ObjectSet(name,OBJPROP_YDISTANCE,10);
ObjectSet(name,OBJPROP_CORNER,1);
ObjectSet(name,OBJPROP_COLOR,Silver);
name="recovery_factor";
if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_LABEL,Window,0,0);
text=StringConcatenate("Recovery Factor: ",DoubleToStr(RecoveryFactor,2));
ObjectSetText(name,text);
ObjectSet(name,OBJPROP_XDISTANCE,10);
ObjectSet(name,OBJPROP_YDISTANCE,30);
ObjectSet(name,OBJPROP_CORNER,1);
ObjectSet(name,OBJPROP_COLOR,Silver);
}
//Print("Calculating - ",GetTickCount()-tick," ms");
return(0);
}
//+----------------------------------------------------------------------------+
//| ×òåíèå ñäåëîê |
//+----------------------------------------------------------------------------+
void ReadDeals(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 && Zero_Balance) 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;
Magic[n]=OrderMagicNumber();
}
//+----------------------------------------------------------------------------+
//| Ðàñ÷¸ò ìàêñèìàëüíîé ïðîñàäêè |
//+----------------------------------------------------------------------------+
void Information(int bar, double equity)
{
if (MaxProfit<equity) MaxProfit=equity;
if (Drawdown<(MaxProfit-equity))
{
Drawdown=MaxProfit-equity;
MaxPeak=MaxProfit;
}
if (Drawdown>0 && bar==0) RecoveryFactor=(equity-StartBalance)/Drawdown;
}
//+----------------------------------------------------------------------------+
//| Îïðåäåëåíèå ðàçìåðà êîíòðàêòà |
//+----------------------------------------------------------------------------+
double LotSize(string symbol, datetime tbar)
{
double size;
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") size=size/iClose(symbol,0,sbar);
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);
if (StringSubstr(BQ,0,3)=="USD") size=size/iClose(BQ,0,BQbar)/iClose(symbol,0,sbar);
else size=size*iClose(BQ,0,BQbar)/iClose(symbol,0,sbar);
}
} 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;
size*=iClose(BQ,0,iBarShift(BQ,0,tbar));
}
else size/=iClose(BQ,0,iBarShift(BQ,0,tbar));
}
return(size);
}
//+----------------------------------------------------------------------------+
//| Âûáîð îðäåðà ïî êðèòåðèÿì |
//+----------------------------------------------------------------------------+
bool Select()
{
if (OrderType()>5) return(true);
if (OrderType()>1) return(false);
if (Only_Magics!="")
{
if (StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false);
}
if (Only_Symbols!="")
{
if (StringFind(Only_Symbols,OrderSymbol())==-1) return(false);
}
else if (Only_Current && OrderSymbol()!=Symbol()) 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