calc





//+---------------------------------------------------------------------------------+
//|                                                         calc.mq4                |
//|                                Copyright © 2008, Borys Chekmasov                |
//|                                     http://uatrader.blogspot.com                |
//+---------------------------------------------------------------------------------+
// Èíäèêàòîð ïðåäíàçíà÷åí äëÿ ðàñ÷åòà îðäåðîâ.                                      |
// Ñîçäàéòå íà ãðàôèêå òðè ëèíèè ñ èìåíàìè OPEN, STOP, PROFIT è                     |
// ðàñïîëîæèòå èõ ñîîòâåòñòâåííî íà óðîâíÿõ, íà êîòîðûõ Âû ïëàíèðóåòå               |
// îòêðûâàòü (OPEN) îðäåð, óñòàíîâëèâàòü ñòîï (STOP) è òýéê-ïðîôèò (PROFIT).        |
// Åñëè íà ãðàôèêå íåò òàêèõ ëèíèé - èíäèêàòîð ñîçäàñò èõ àâòîìàòè÷åñêè             |
// âáëèçè òåêóùåé ðûíî÷íîé öåíû.  ñâîéñòâàõ èíäèêàòîðà çàäàéòå ðàçìåð ëîòà,        |
// êîòîðûì ïëàíèðóåòå îòêðûâàòüñÿ (calc_lots) è ðàçìåð êîìèññèè (comission)         |
// äëÿ ôüþ÷åðñîâ è CFD, åñëè ñäåëêà ïðîñ÷èòûâàåòñÿ ïî ýòèì èíñòðóìåíòàì             |
// (äëÿ ôüþ÷åðñîâ êîìèññèÿ â äîëëàðàõ çà ëîò, äëÿ CFD íà àêöèè â ïðîöåíòàõ).        |
// Åñëè â CFD íà àêöèÿõ îäèí ëîò ðàâåí 100 àêöèÿì, à íå îäíîé - óñòàíîâèòå          |
// ïàðàìåòð stock_in_lot íà 100. Äëÿ èíñòðóìåíòîâ â êîòîðûõ ïpîôèò ðàññ÷èòûâàåòñÿ   | 
// â åâðî èëè ôóíòàõ (FDAX, FTSE), íóæíî ÷òîáû â îêíå îáçîðà                        |
// ñèìâîëîâ áûëè îòîáðàæåíû ôîðåêñíûå ïàðû EURUSD èëè ñîîòâåòñòâåííî GPBUSD,        |
// òîãäà êóðñ áóäåò áðàòüñÿ àâòîìàòè÷åñêè èç ñîîòâåòñòâóþùèõ ôîðåêñíûõ ïàð.         |
// Àíàëîãè÷íî äëÿ êðîññîâ XXXYYY äîëæíû áûòü îòêðûòû ñîîòâåòñòâóþùèå îñíîâíûå       |
// ïàðû USDYYY (íàïðèìåð äëÿ GPBJPY â îêíå îáçîðà ðûíêà äîëæíà áûòü îòêðûòà USDJPY).| 
// Ïîñëå òîãî êàê Âû óñòàíîâèëè ëèíèè ñòîïîâ è ïðîôèòîâ â íóæíûå                    |
// ïîëîæåíèÿ èíäèêàòîð àâòîìàòè÷åñêè îòîáðàçèò â âåðõíåì ëåâîì óãëó ãðàôèêà         |
// ðàçìåðû â äîëëàðàõ ïðèáûëè äëÿ ïðîôèòà, ðàçìåð ïîòåðü äëÿ ëîññà è ðàçìåð         |
// ïîääåðæèâàþùåé ìàðæè äëÿ âûñòàâëåííîãî êîëè÷åñòâà ëîòîâ è íà÷åðòèò íà ãðàôèêå    |
// ëèíèþ ïðè äîñòèæåíèè êîòîðîé ïðîèçîéäåò ñòîïàóò. Äëÿ ðàññ÷åòà                    |
// íîâûõ çíà÷åíèé äîñòàòî÷íî áóäåò ïåðåòÿíóòü ëèíèè íà ãðàôèêå.                     |
// Îáíîâëåíèå çíà÷åíèé ïðîèñõîäèò íà êàæäîì íîâîì òèêå, ïîýòîìó íà íèçêîëèêâèäíûõ   |
// èíñòðóìåíòàõ èëè â ïåðåðûâàõ ìåæäó ñåññèÿìè íàæìèìàéòå ïðàâîé êíîïêîé íà         |
// ãðàôèêå è âûáèðàéòå ïóíêò "îáíîâëåíèå" ÷òîá ïîëó÷èòü íîâûå çíà÷åíèÿ.             |
//+---------------------------------------------------------------------------------+
#property copyright "Copyright © 2008, Borys Chekmasov"
#property link      "http://uatrader.blogspot.com"

#property indicator_chart_window
 
extern double calc_lots = 0.1; //êîë-âî ëîòîâ
extern double comission = 10; //êîìèññèÿ
extern double stock_in_lot = 1; //êîëè÷åñòâî àêöèé â îäíîì ëîòå


double eurusd_k = 1.5500; //çíà÷åíèå êóðñà EURUSD åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà
double gpbusd_k = 1.9800; //çíà÷åíèå êóðñà GPBUSD åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà
double usdjpy_k = 0.00958;//çíà÷åíèå êóðñà 1/USDJPY åñëè ñèìâîë âñå æå îòêëþ÷åí â îáçîðå ðûíêà

double stopout_level; //óðîâåíü ñòîïàóòà
double proff, preproff, preloss, kurs;
double loss, start_margin, calc_margin,stopout_lvl2, stopout_lvl, marginsum, marginsum2, stopout_lvl3,stopout_lvl4;
double tikk_v;//ñòîèìîñòü òèêà
double tikk_s;//ðàçìåð òèêà
double tikk_m;//ðåæèì ðàñ÷åòà ïðîôèòà
double tikk_l;//ñòîèìîñòü ëîòà
string Tiker;
string comnts;
double true_price;//áèðæåâîå ýêâèòè äëÿ èíñòðóìåíòîâ WHC-Broco
int leverage_lev;//ïëå÷î
// èíèöèàëèçàöèÿ
int init()
  {
  Tiker = Symbol()+"#I";
  true_price = 0;
  tikk_v = MarketInfo (Symbol(),MODE_TICKVALUE);
  tikk_s = MarketInfo (Symbol(),MODE_TICKSIZE);
  tikk_m = MarketInfo (Symbol(),MODE_PROFITCALCMODE);
  tikk_l = MarketInfo (Symbol(),MODE_LOTSIZE);
  stopout_level = AccountStopoutLevel();
  leverage_lev = AccountLeverage();
  start_margin = calc_lots*MarketInfo(Symbol(), MODE_MARGINREQUIRED);
  calc_margin = calc_lots*MarketInfo(Symbol(), MODE_MARGINMAINTENANCE);
  if ( calc_margin <= 0) 
  {
  calc_margin=calc_lots*tikk_l/leverage_lev;
  }
  comnts = " ";
   if (MarketInfo("EURUSD",MODE_BID)>0) eurusd_k = MarketInfo("EURUSD",MODE_BID);
   if (MarketInfo("GPBUSD",MODE_BID)>0) gpbusd_k = MarketInfo("GPBUSD",MODE_BID);
   if (MarketInfo("USDJPY",MODE_BID)>0) usdjpy_k = 1/MarketInfo("USDJPY",MODE_BID);
  // èíñòðóìåíòû ñî ñòîèìîñòüþ ïóíêòà â îòëè÷íûõ îò äîëëàðà âàëþòàõ (WHC):
   kurs = 1;
   if (StringFind(Symbol(), "DAX", 0) >= 0) kurs = eurusd_k;
   if (StringFind(Symbol(), "FGB", 0) >= 0) kurs = eurusd_k;
   if (StringFind(Symbol(), "SPMIB", 0) >= 0) kurs = eurusd_k;
   if (StringFind(Symbol(), "FESX", 0) >= 0) kurs = eurusd_k;
   if (StringFind(Symbol(), "FSTX", 0) >= 0) kurs = eurusd_k;
   if (StringFind(Symbol(), "FTSE", 0) >= 0) kurs = gpbusd_k;
   if (StringFind(Symbol(), "NI300", 0) >= 0) kurs = usdjpy_k;
   if (StringFind(Symbol(), "NI225", 0) >= 0) kurs = usdjpy_k;
   if ((StringSubstr(Symbol(), 0, 1) == "C") && (StringLen(Symbol())==(3||1))) kurs = gpbusd_k;
   if (StringSubstr(Symbol(), 0, 2) == "AC") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 2) == "RC") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 2) == "SG") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 2) == "RY") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 2) == "CO") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 2) == "RB") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 3) == "TRB") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 3) == "THU") kurs = usdjpy_k;
   if (StringSubstr(Symbol(), 0, 3) == "THO" ) kurs = usdjpy_k;
   // Ñîçäàíèå ëèíèé äëÿ âû÷èñëåíèé
   if (ObjectFind("OPEN")== -1) ObjectCreate("OPEN",OBJ_HLINE,0,0,Open[0]);
   if (ObjectFind("STOP")== -1) ObjectCreate("STOP",OBJ_HLINE,0,0,Open[3]);
   if (ObjectFind("PROFIT")== -1) ObjectCreate("PROFIT",OBJ_HLINE,0,0,Open[9]); 
    
 return (0);
     }
 void deinit()
  {
Comment(" ");
ObjectDelete("STOPOUT");
  }
      
//îñíîâíîé öèêë                              
int start()
  {
  
//âû÷èñëåíèå áèðæåâîãî ýêâèòè WHC Broco  
  int i; 
  for(i=0; i<OrdersTotal(); i++)
     {
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES )==true)
{
if (OrderSymbol()==Symbol()) 
{
if (OrderType()==OP_BUY) true_price = ((MarketInfo(Tiker,MODE_BID) - OrderOpenPrice())*(OrderLots())*(MarketInfo(Symbol(),MODE_TICKVALUE))/MarketInfo(Symbol(),MODE_TICKSIZE))*kurs+OrderCommission();
if (OrderType()==OP_SELL) true_price = ((OrderOpenPrice()-MarketInfo(Tiker,MODE_ASK))*(OrderLots())*(MarketInfo(Symbol(),MODE_TICKVALUE))/MarketInfo(Symbol(),MODE_TICKSIZE))*kurs+OrderCommission();
if (MarketInfo(Tiker,MODE_BID)<=0) true_price = 0;
}
else
{
true_price = 0;
}
}
}

//âû÷èñëåíèå çíà÷åíèé êàëüêóëÿòîðà
   preproff = kurs*MathAbs(ObjectGet("OPEN", OBJPROP_PRICE1)-ObjectGet("PROFIT", OBJPROP_PRICE1));
   preloss = kurs*MathAbs(ObjectGet("OPEN", OBJPROP_PRICE1)-ObjectGet("STOP", OBJPROP_PRICE1));
   marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin);
   marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin);
 switch (tikk_m)
 {
 case 0: // Forex
 if (StringSubstr(Symbol(), 3, 3)=="USD") //ïàðû XXXUSD
 {
   proff = preproff*calc_lots*tikk_l;
  loss = preloss*calc_lots*tikk_l;
   stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l);
  stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l);
     stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l);
  stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l);
  if (start_margin<=0)start_margin = calc_lots*tikk_l/leverage_lev;
 }
 if (StringSubstr(Symbol(), 0, 3)=="USD") // ïàðû USDXXX
 {
 proff = preproff*calc_lots*tikk_l/ObjectGet("PROFIT", OBJPROP_PRICE1);
 loss = preloss*calc_lots*tikk_l/ObjectGet("STOP", OBJPROP_PRICE1);
 marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/Bid);
 marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/Bid);
   stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l/Bid);
  stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l/Bid);
   stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l/Bid);
  stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l/Bid);
 
  if (start_margin==0)start_margin = (calc_margin)/Bid;
 }
 
 if (StringFind(Symbol(), "USD", 0) == -1) // êðîñêóðñû
 {
 if (MarketInfo("USD"+StringSubstr(Symbol(), 3, 3),MODE_BID)>0)
 {
 double tmpinfo = MarketInfo("USD"+StringSubstr(Symbol(), 3, 3),MODE_BID);
 marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/tmpinfo);
  marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/tmpinfo);
 proff = preproff*calc_lots*tikk_l/tmpinfo ;
  loss = preloss*calc_lots*tikk_l/tmpinfo ;
   stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l/tmpinfo);
  stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l/tmpinfo);
 stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l/tmpinfo);
  stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l/tmpinfo);
  if (start_margin<=0)start_margin = (calc_lots*tikk_l/leverage_lev)/tmpinfo;
 }
  else 
 {
 if (MarketInfo(StringSubstr(Symbol(), 0, 3)+"USD",MODE_BID)>0)
 {
  double tmpinfo2 = MarketInfo(StringSubstr(Symbol(), 0, 3)+"USD",MODE_BID);
  marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin*tmpinfo2);
  marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin*tmpinfo2);
 proff = preproff*calc_lots*tikk_l*tmpinfo2 ;
  loss = preloss*calc_lots*tikk_l*tmpinfo2 ;
   stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_l*tmpinfo2);
  stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_l*tmpinfo2);
  stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_l*tmpinfo2);
  stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_l*tmpinfo2);
  if (start_margin<=0)start_margin = (calc_lots*tikk_l/leverage_lev)*tmpinfo2;
 }
 else
 {
 //////
   int xxx = 1;
   if (StringSubstr(Symbol(), 3, 3)=="CAD") xxx=1.019;
   if (StringSubstr(Symbol(), 3, 3)=="JPY") xxx=105;
   if (StringSubstr(Symbol(), 3, 3)=="CHF") xxx=1.05;
   if (StringSubstr(Symbol(), 3, 3)=="AUD") xxx=1/0.933;
   if (StringSubstr(Symbol(), 3, 3)=="NZD") xxx=1/0.7820;
   if (StringSubstr(Symbol(), 3, 3)=="GPB") xxx=1/1.9850;
   if (StringSubstr(Symbol(), 3, 3)=="EUR") xxx=1/1.55;
   marginsum = (stopout_level/100)*MathAbs(AccountFreeMargin()-calc_margin/xxx);
   marginsum2 = (stopout_level/100)*MathAbs(AccountBalance()-calc_margin/xxx);
   proff = preproff*calc_lots*tikk_v/tikk_s;
   loss = preloss*calc_lots*tikk_v/tikk_s;
   stopout_lvl =  ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum/(calc_lots*tikk_v/(tikk_s/xxx));
   stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum/(calc_lots*tikk_v/(tikk_s/xxx));
  stopout_lvl3 =  ObjectGet("OPEN", OBJPROP_PRICE1) + marginsum2/(calc_lots*tikk_v/(tikk_s/xxx));
   stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - marginsum2/(calc_lots*tikk_v/(tikk_s/xxx));
 ///// 
 } 
 }
  
 }
 break;
case 1: //CFD ñòîêè
double temp3 = ObjectGet("OPEN", OBJPROP_PRICE1);
 
   proff = preproff*calc_lots*stock_in_lot - (comission/100)*calc_lots*temp3;
   loss  = preloss*calc_lots*stock_in_lot  + (comission/100)*calc_lots*temp3;
   stopout_lvl = temp3 + (marginsum-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
  stopout_lvl2 = temp3 - (marginsum-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
    stopout_lvl3 = temp3 + (marginsum2-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
  stopout_lvl4 = temp3 - (marginsum2-(comission/100)*calc_lots*temp3)/(calc_lots*stock_in_lot);
 break;
 default: // ôüþ÷è
   proff =( preproff*calc_lots*tikk_v/tikk_s) - (calc_lots*comission);
   loss = (  preloss*calc_lots*tikk_v/tikk_s) + (calc_lots*comission);
   stopout_lvl = ObjectGet("OPEN", OBJPROP_PRICE1) + (marginsum/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
  stopout_lvl2 = ObjectGet("OPEN", OBJPROP_PRICE1) - (marginsum/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
   stopout_lvl3 = ObjectGet("OPEN", OBJPROP_PRICE1) + (marginsum2/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
  stopout_lvl4 = ObjectGet("OPEN", OBJPROP_PRICE1) - (marginsum2/kurs-calc_lots*comission)/(calc_lots*tikk_v/tikk_s);
  marginsum = marginsum/kurs;
  marginsum2 = marginsum2/kurs;
 break;
 }
//óñòàíîâêà ëèíèè ñòîïàóòà
if (ObjectGet("OPEN", OBJPROP_PRICE1)>ObjectGet("PROFIT", OBJPROP_PRICE1))
{
if (ObjectFind("STOPOUT") == -1) ObjectCreate("STOPOUT" , OBJ_HLINE,0,0,stopout_lvl);
ObjectSet("STOPOUT", OBJPROP_PRICE1, stopout_lvl);
if (ObjectFind("STOPOUT2") == -1) ObjectCreate("STOPOUT2" , OBJ_HLINE,0,0,stopout_lvl3);
ObjectSet("STOPOUT2", OBJPROP_PRICE1, stopout_lvl3);
}
else
{
if (ObjectFind("STOPOUT") == -1) ObjectCreate("STOPOUT" , OBJ_HLINE,0,0,stopout_lvl2);
ObjectSet("STOPOUT", OBJPROP_PRICE1, stopout_lvl2);
if (ObjectFind("STOPOUT2") == -1) ObjectCreate("STOPOUT2" , OBJ_HLINE,0,0,stopout_lvl4);
ObjectSet("STOPOUT2", OBJPROP_PRICE1, stopout_lvl4);
}




 // ïîÿñíèòåëüíûå òåêñòà íà ëèíèè
 ObjectSetText("STOPOUT", "Óðîâåíü ñòîïàóòà ïî ýêâèòè -"+DoubleToStr(marginsum, 2)+"USD", 10, "Times New Roman", Green);
 ObjectSetText("STOPOUT2", "Óðîâåíü ñòîïàóòà ïî áàëàíñó -"+DoubleToStr(marginsum2, 2)+"USD", 10, "Times New Roman", Green);
  ObjectSetText("OPEN", "Open "+DoubleToStr(calc_lots,2)+" ëîòîâ", 10, "Times New Roman", Green);
  ObjectSetText("STOP", "Stop "+DoubleToStr(loss, 2), 10, "Times New Roman", Green);
  ObjectSetText("PROFIT", "Profit "+DoubleToStr(proff, 2), 10, "Times New Roman", Green);
 
//âûâîä â ëåâûé âåðõíèé óãîë çíà÷åíèé êàëüêóëÿòîðà   
  comnts = "Äëÿ "+ DoubleToStr(calc_lots,2) + " ëîòîâ Ïðîôèò: " + DoubleToStr(proff,2) +" ("+DoubleToStr(proff*100/AccountEquity(), 2)+"%) "+ " Ëîññ: " + DoubleToStr(loss, 2)+" ("+DoubleToStr(loss*100/AccountEquity(), 2)+"%) ";
   if (start_margin>0) comnts = comnts + "Ñòàðòîâàÿ ìàðæà: "+DoubleToStr(start_margin,2)+" USD";
  if (true_price!=0) comnts = comnts + " Ýêâèòè: " + DoubleToStr(true_price,2);
  Comment(comnts);
    
   return(0);
  }





Sample





Analysis



Market Information Used:

Series array that contains open prices of each bar


Indicator Curves created:


Indicators Used:



Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

Other Features: