101 lines
No EOL
7.5 KiB
MQL5
101 lines
No EOL
7.5 KiB
MQL5
#define VIRTUAL_NOCHECK_NULL // Не проверять (VIRTUAL::SelectOrders != NULL) - ускорение.
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#include "VirtualTester.mqh" // https://www.mql5.com/ru/code/22577
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input group "[Tester]"
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input string inSymbols = "EURGBP, EURUSD"; // Symbols
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input datetime inFrom = D'2024.01.01'; // From
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input datetime inTo = D'2025.01.01'; // To
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input double inBalance = 10000; // Deposit
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input group "[Tester - options]"
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input uint inBenchmark = 5; // Benchmark
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input bool inStop = true; // Close All by End
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input bool inNetting = false; // Netting
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input ENUM_VIRTUALTESTER_TYPE inVirtualTester_Type = VIRTUALTESTER_APART; // VirtualTester's type
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#ifdef REPORT_TESTER
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#undef REPORT_TESTER
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input bool inReport = true; // Report
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#include <Report.mqh> // https://www.mql5.com/ru/code/18801
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#define REPORT_ENABLE
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#endif // #ifdef REPORT_TESTER
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void OnStart2()
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{
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VIRTUAL_TESTER VirtualTester(inSymbols, inBalance);
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if (inBenchmark)
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{
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bool Res = VirtualTester.SetInterval(inFrom, inTo);
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if (Res)
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{
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Print("Benchmark mode.");
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double Performance = 0;
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ulong Length = 0;
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for (uint i = 0; (i < inBenchmark) && Res && !IsStopped(); i++)
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if (Res = (VirtualTester.Run(OnTickMulti, inStop, inNetting, inVirtualTester_Type) != -1) && !IsStopped())
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{
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const double NewPerformance = VirtualTester.GetPerformance();
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if (NewPerformance > Performance)
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{
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Performance = NewPerformance;
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Length = VirtualTester.GetLength();
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}
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Print((string)(i + 1) + "/" + (string)inBenchmark +
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": Performance = " + VIRTUAL_TESTER::NumToString(NewPerformance, 3) +
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" [" + VIRTUAL_TESTER::LengthToString(VirtualTester.GetLength() / 1000) +
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"](" + DoubleToString(100 * NewPerformance / Performance, 2) +
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"%), Best = " + VIRTUAL_TESTER::NumToString(Performance, 3) + " ticks/sec [" +
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VIRTUAL_TESTER::LengthToString(Length / 1000) + "]");
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VIRTUAL::Delete();
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}
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Print("-----------------\nBestPerformance = " + VIRTUAL_TESTER::NumToString(Performance, 3) + " ticks/sec [" +
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VIRTUAL_TESTER::LengthToString(Length / 1000) + "]");
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Print("\nCompiler Version: " + (string)__MQLBUILD__ + " " + __CPU_ARCHITECTURE__);
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Print(VIRTUAL::GetMode());
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}
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if (!Res)
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Print("Error: " + (string)_LastError);
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}
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else
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{
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if (VirtualTester.SetInterval(inFrom, inTo) && (VirtualTester.Run(OnTickMulti, inStop, inNetting, inVirtualTester_Type) != -1))
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{
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Print(VirtualTester.ToString());
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#ifdef REPORT_ENABLE
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if (inReport)
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REPORT::ToFile();
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#endif // #ifdef REPORT_ENABLE
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}
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else
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Print("Error: " + (string)_LastError);
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}
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}
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#ifdef REPORT_ENABLE
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#undef REPORT_ENABLE
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#endif // #ifdef REPORT_ENABLE
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// https://www.mql5.com/ru/forum/464362/page3#comment_52854154
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// Для эффекта нужно вырубить VIRTUAL_NOCHECK_NULL.
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void OnStart() { OnStart2(); } // BestPerformance = 13 688 465.0 ticks/sec [00:00:01.083]
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//void OnInit() { OnStart2(); } // BestPerformance = 13 661 990.1 ticks/sec [00:00:01.085]
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//void OnInit() { OnStart2(); ExpertRemove(); } // BestPerformance = 12 972 229.3 ticks/sec [00:00:01.143]
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//int OnInit() { OnStart2(); return(INIT_FAILED); } // BestPerformance = 12 385 010.1 ticks/sec [00:00:01.197]
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//int OnInit() { OnStart2(); ExpertRemove(); return(INIT_FAILED); } // BestPerformance = 12 985 129.2 ticks/sec [00:00:01.142]
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input group "[TesterInputs]" |