254 lines
No EOL
18 KiB
MQL4
254 lines
No EOL
18 KiB
MQL4
//+------------------------------------------------------------------+
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//| VariableSpreadCSV.mq4 |
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//| Copyright 2024, TNK/TNK_SYSTEM |
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//| https://note.com/tnk_system |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, TNK/TNK_SYSTEM"
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#property link "https://note.com/tnk_system"
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#property version "1.0" //
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#property icon "TNKIcon.ico" // アイコン取り込み
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#property strict
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#include <stdlib.mqh>
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#property description "1. TDSの変動スプレッドは、当EAをバックテストすることで計測できます"
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#property description "2. チャートにセットすることで、リアルタイムスプレッドの計測も行えます"
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#property description "3. 計測したデータは、csv出力を行います（単位はpips）"
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#property description "4. パラメータで稼働時間を入力することで、指定時間のみの計測も可能です"
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#property description "5. 当ツールはEAですので、Expertsフォルダ内に配置してください"
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// オープンパラメータ
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extern int StartHour = 0; // 開始時刻
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extern int StartMinute = 0; // 開始分
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extern int EndHour = 0; // 終了時刻
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extern int EndMinute = 0; // 終了分
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//+------------------------------------------------------------------+
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//| 内部パラメータ |
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//+------------------------------------------------------------------+
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// スプレッド計測用
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double myPoint;
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double MeasureSpread, SpreadMin = 1000, SpreadMax = 0, SpreadSum = 0, SpreadAve = 0;
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double SpreadMin1 = 100, SpreadMax1 = 0, SpreadSum1 = 0, SpreadAve1 = 0;
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int TickCount = 0, TickCount1 = 0;
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datetime lastBars;
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// ファイル出力用
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string Timeframe = (Period() == 1? "M1": Period() == 5? "M5": Period() == 15? "M15": Period() == 30? "M30":
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Period() == 60? "H1": Period() == 240? "H4": Period() == 1440? "D1": Period() == 10080? "W1": "MN1");
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string filename;
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int filehandle;
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bool StartWriting = false;
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// DPI換算
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double DPIAdjust;
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//+------------------------------------------------------------------+
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// 桁合わせ
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myPoint = Point;
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if (Digits % 2 == 1) myPoint *= 10;
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//+------------------------------------------------------------------+
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// ファイル初期処理
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filename = "Spread_" + Symbol() + "_" + Timeframe + "_" + TimeToStr(iTime(NULL, 0, 1),TIME_DATE) + "~.csv";
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filehandle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_READ, ",");
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//+------------------------------------------------------------------+
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// CSVヘッダーを書き込む
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if (FileTell(filehandle) == 0)
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{
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FileWrite(filehandle, "日付", "時刻", "最大", "最小", "平均", "ティック");
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//FileWrite(filehandle, "Date", "Time","Max", "Minimum", "Average", "Volume");
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FileClose(filehandle);
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}
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//+------------------------------------------------------------------+
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// DPI換算
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double USERdpi = TerminalInfoInteger(TERMINAL_SCREEN_DPI);
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double DevPCdpi = 144;
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DPIAdjust = USERdpi / DevPCdpi;
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//+------------------------------------------------------------------+
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// チャートコメント初期
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PipsObject();
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//+------------------------------------------------------------------+
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return(0);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if (!IsTesting())
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{
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ObjectsDeleteAll();
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| expert start function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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if (isTime())
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{
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TickCount++;
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MeasureSpread = (Ask - Bid) / myPoint;
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SpreadSum += MeasureSpread;
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SpreadMin = SpreadMin == 0 ? SpreadMin = MeasureSpread : SpreadMin;
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if (TickCount > 0 && SpreadSum > 0) SpreadAve = SpreadSum / TickCount;
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if (SpreadMax < MeasureSpread) SpreadMax = MeasureSpread;
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if (SpreadMin > MeasureSpread) SpreadMin = MeasureSpread;
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if (lastBars != Time[0])
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{
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lastBars = Time[0];
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//ファイル書込み
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if (StartWriting) // 二回目以降は書込み
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{
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FileWriting();
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if (!IsTesting()) {PipsObject();}
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SpreadSum = 0;
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TickCount = 0;
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SpreadMax = 0;
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SpreadMin = 0;
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}
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if (!StartWriting) // 初回は書き込みせずに終了
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{
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StartWriting = true;
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SpreadSum = 0;
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TickCount = 0;
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SpreadMax = 0;
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SpreadMin = 0;
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 書込み処理 |
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//+------------------------------------------------------------------+
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void FileWriting()
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{
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for(int i = 0; i < 3000; i++)
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{
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FileClose(filehandle); // ファイルが開きっぱなしで開けないエラーを防ぐ
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filehandle = FileOpen(filename, FILE_READ|FILE_WRITE|FILE_CSV, ',');// ファイルオープン(csv)、失敗戻り値は-1
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if (filehandle != INVALID_HANDLE)
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{
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FileSeek(filehandle, 0, SEEK_END); // ファイルの末尾に移動
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FileWrite(filehandle, TimeToStr(iTime(NULL, 0, 1),TIME_DATE), TimeToStr(iTime(NULL, 0, 1),TIME_MINUTES),
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DoubleToStr(SpreadMax, 1), DoubleToStr(SpreadMin, 1), DoubleToStr(SpreadAve, 2), TickCount);
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FileClose(filehandle);
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break;
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}
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}
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if (filehandle == -1) Print("Error=", GetLastError(), " ファイルの書込み処理に失敗しました");
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//if (filehandle == -1) Print("Error=", GetLastError(), " Failed to write file");
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 書込みの時間制御 |
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//+------------------------------------------------------------------+
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bool isTime()
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{
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bool result = false;
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if (StartHour == EndHour) {
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if (StartMinute >= EndMinute) { // 23+ hour interval
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if (Hour() != StartHour) {
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result = true;
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}
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else {
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if (Minute() >= StartMinute || Minute() < EndMinute) {
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result = true;
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}
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}
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}
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}
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else if (StartHour < EndHour) {
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if (Hour() == StartHour) {
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if (Minute() >= StartMinute) {
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result = true;
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}
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}
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else if (Hour() == EndHour) {
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if (Minute() < EndMinute) {
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result = true;
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}
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}
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else if (Hour() > StartHour && Hour() < EndHour) {
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result = true;
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}
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}
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else { // StartHour > EndHour
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if (Hour() == StartHour) {
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if (Minute() >= StartMinute) {
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result = true;
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}
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}
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else if (Hour() == EndHour) {
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if (Minute() < EndMinute) {
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result = true;
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}
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}
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else if (Hour() > StartHour || Hour() < EndHour) {
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result = true;
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}
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}
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return (result);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| コメント部に計測データ表示 |
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//+------------------------------------------------------------------+
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void PipsObject()
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{
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// 1:00スプ考慮しない場合
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string Data1 = "[Spread log (pips)]";
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string Data2 = TimeToStr(iTime(NULL, 0, 1),TIME_DATE);
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string Data3 = TimeToStr(iTime(NULL, 0, 1),TIME_MINUTES);
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string Data4 = DoubleToStr(SpreadMax,1) + " [Max]";
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string Data5 = SpreadMin==1000? "--- [Min]" : DoubleToStr(SpreadMin,1) + " [Min]";
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string Data6 = DoubleToStr(SpreadAve,2) + " [Average]";
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string Data7 = (string)TickCount + " [Volume]";
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label("SP1", Data1, 4, 112, 8, clrWhite);
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label("SP2", Data2, 4, 94, 8, clrWhite);
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label("SP3", Data3, 4, 76, 8, clrWhite);
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label("SP4", Data4, 4, 58, 8, clrWhite);
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label("SP5", Data5, 4, 40, 8, clrWhite);
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label("SP6", Data6, 4, 22, 8, clrWhite);
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label("SP7", Data7, 4, 4, 8, clrWhite);
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}
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//+------------------------------------------------------------------+
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void label(string name, string label_text, int pos_x, int pos_y, int s, color clr= clrBlack)
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{
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pos_x = (int)NormalizeDouble(pos_x * DPIAdjust, 0); // 別途DPI換算コードで調整
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pos_y = (int)NormalizeDouble(pos_y * DPIAdjust, 0); // 別途DPI換算コードで調整
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ObjectCreate(name, OBJ_LABEL, 0, 0, 0);
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ObjectSetString (0, name, OBJPROP_TEXT, label_text);
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, s);
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ObjectSetString (0, name, OBJPROP_FONT, "Segoe UI");
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_ANCHOR, ANCHOR_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, pos_x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, pos_y);
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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}
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//+------------------------------------------------------------------+ |