206 lines
7.3 KiB
MQL4
 | //+------------------------------------------------------------------+
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//| HealthTrader.mq4 |
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//| Copyright 2026, Allan Niñal |
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//| https://www.allanninal.dev/mql5 |
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//+------------------------------------------------------------------+
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//| Test EA (not shipped) for EA Health Monitor MT4, run in the MT4 |
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//| Strategy Tester (tester trades only). It trades a seeded random |
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//| mix on every new bar: several magic numbers and "manual" (magic |
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//| 0) orders with comments, stop loss / take profit, partial closes |
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//| ("from #" chains), full closes and close-by. Every InpSnapBars |
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//| bars and at the end it writes a snapshot: |
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//| <tag>_<SYM>_<TF>_<k>_orders.csv the raw orders (history in |
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//| its reading order, then the open ones) |
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//| <tag>_<SYM>_<TF>_<k>_stats.csv its own book (HealthLive.mqh |
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//| EHRefresh: the whole history) |
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//| and <tag>_<SYM>_<TF>_snaps.csv (k, now, day start). |
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//| tests/mt4/check_mt4.py turns the raw orders into deals on its |
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//| own and compares everything with tests/reference.py. |
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//| Run it in the MT4 Strategy Tester (open prices), once per symbol |
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//| with the inputs in tests/mt4/configs.tsv. |
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//+------------------------------------------------------------------+
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// SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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#property strict
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#include "..\\..\\Indicators\\EAHealth\\HealthLive.mqh"
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input string InpTag = "eh";
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input int InpSeed = 1;
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input int InpSnapBars = 400; // bars between snapshots
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input int InpMaxOpen = 12; // most open orders
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int g_k=0,g_bars=0,g_ops=0,g_fail=0;
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int g_err[8]; // refusals by error code (the most common ones)
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int g_errc[8];
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datetime g_last_bar=0;
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EHLive g_all;
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string g_base;
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int g_snap=INVALID_HANDLE;
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bool g_done=false;
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long MAGICS[4]={0,11,22,771500};
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string COMMENTS[4]={"","TrendEA","Grid v2","Swing EA"};
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int LOTS[5]={1,2,3,5,10}; // order sizes in minimum lots (the symbol's own lot rules)
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int Rnd(const int n) { return(MathRand()%n); }
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void Refused()
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{
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g_fail++;
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int e=GetLastError();
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for(int i=0; i<8; i++)
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if(g_errc[i]==0 || g_err[i]==e)
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{ g_err[i]=e; g_errc[i]++; return; }
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}
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int OnInit()
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{
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MathSrand(InpSeed);
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g_base=StringFormat("%s_%s_%s",InpTag,_Symbol,StringSubstr(EnumToString((ENUM_TIMEFRAMES)_Period),7));
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EHLiveInit(g_all,"");
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g_snap=FileOpen(g_base+"_snaps.csv",FILE_WRITE|FILE_TXT|FILE_ANSI);
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FileWriteString(g_snap,"k,now,day\n");
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return(INIT_SUCCEEDED);
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}
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//--- the indicator through iCustom with its default inputs (it has no buffers: the call runs its OnCalculate, a smoke test;
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//--- the MT4 tester gives it no chart, so its panel cannot be read)
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void RunIndicator()
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{
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iCustom(NULL,0,"EAHealth\\EAHealthMonitor",0,0);
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}
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void Trade()
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{
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int r=Rnd(100);
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RefreshRates();
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if(r<35 && OrdersTotal()<InpMaxOpen)
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{
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int m=Rnd(4),type=Rnd(2);
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double lots=MarketInfo(_Symbol,MODE_MINLOT)*LOTS[Rnd(5)],price=(type==OP_BUY ? Ask : Bid),sl=0,tp=0;
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if(Rnd(10)<4)
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{
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double d=(100+Rnd(400))*_Point; // 100-500 points: some trades end at the stop or the target
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sl=NormalizeDouble(type==OP_BUY ? price-d : price+d,_Digits);
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tp=NormalizeDouble(type==OP_BUY ? price+d : price-d,_Digits);
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}
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g_ops++;
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if(OrderSend(_Symbol,type,lots,price,50,sl,tp,COMMENTS[m],(int)MAGICS[m],0,clrNONE)<0)
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Refused();
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return;
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}
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int n=OrdersTotal();
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if(n==0)
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return;
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if(!OrderSelect(Rnd(n),SELECT_BY_POS,MODE_TRADES) || OrderType()>OP_SELL)
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return;
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int tk=OrderTicket(),type=OrderType();
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double lots=OrderLots(),price=(type==OP_BUY ? Bid : Ask);
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double mn=MarketInfo(_Symbol,MODE_MINLOT),st=MarketInfo(_Symbol,MODE_LOTSTEP);
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double half=MathFloor(lots/2.0/st+1e-9)*st;
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if(r<60 && half>=mn-1e-9) // partial close: half, rounded down to the lot step
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{
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g_ops++;
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if(!OrderClose(tk,NormalizeDouble(half,2),price,50,clrNONE))
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Refused();
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}
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else
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if(r<80)
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{
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g_ops++;
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if(!OrderClose(tk,lots,price,50,clrNONE))
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Refused();
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}
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else
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if(r<88) // close by an opposite order
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for(int i=0; i<n; i++)
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if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) && OrderType()<=OP_SELL && OrderType()!=type)
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{
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g_ops++;
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if(!OrderCloseBy(tk,OrderTicket(),clrNONE))
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Refused();
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break;
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}
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}
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void WriteOrders(const string name)
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{
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int f=FileOpen(name,FILE_WRITE|FILE_TXT|FILE_ANSI);
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FileWriteString(f,"pool,ticket,type,open_time,close_time,magic,lots,profit,swap,commission,comment\n");
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for(int pass=0; pass<2; pass++)
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{
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int n=(pass==0 ? OrdersHistoryTotal() : OrdersTotal());
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for(int i=0; i<n; i++)
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if(OrderSelect(i,SELECT_BY_POS,pass==0 ? MODE_HISTORY : MODE_TRADES))
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{
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string c=OrderComment();
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StringReplace(c,",",";");
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FileWriteString(f,StringFormat("%s,%d,%d,%I64d,%I64d,%d,%.2f,%.17g,%.17g,%.17g,%s\n",pass==0 ? "history" : "open",
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OrderTicket(),OrderType(),(long)OrderOpenTime(),pass==0 ? (long)OrderCloseTime() : 0,
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OrderMagicNumber(),OrderLots(),OrderProfit(),OrderSwap(),OrderCommission(),c));
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}
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}
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FileClose(f);
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}
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void WriteBook(const int f,const string book,EHLive &L)
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{
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for(int i=0; i<L.b.nst; i++)
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{
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EHStat s=L.b.st[i];
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string nm=EHName(L,s);
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StringReplace(nm,",",";");
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FileWriteString(f,StringFormat("%s,%I64d,%d,%d,%d,%d,%.17g,%.17g,%.17g,%.17g,%.17g,%.17g,%.17g,%I64d,%d,%.17g,%s\n",book,
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s.magic,s.n,s.w,s.l,s.deals,s.gp,s.gl,s.net,s.curve,s.peak,s.maxdd,s.today,s.last,s.open,s.floating,nm));
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}
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}
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void Snapshot()
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{
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RunIndicator();
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EHRefresh(g_all);
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string b=StringFormat("%s_%d",g_base,g_k);
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WriteOrders(b+"_orders.csv");
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int f=FileOpen(b+"_stats.csv",FILE_WRITE|FILE_TXT|FILE_ANSI);
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FileWriteString(f,"book,magic,n,w,l,deals,gp,gl,net,curve,peak,maxdd,today,last,open,floating,name\n");
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WriteBook(f,"all",g_all);
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FileClose(f);
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FileWriteString(g_snap,StringFormat("%d,%I64d,%I64d\n",g_k,(long)EHServerNow(),g_all.day));
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g_k++;
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}
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void OnTick()
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{
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datetime bt=iTime(NULL,0,0);
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if(bt==g_last_bar)
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return;
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g_last_bar=bt;
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g_bars++;
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Trade();
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if(g_bars%InpSnapBars==0)
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Snapshot();
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}
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void Finish()
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{
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if(g_done)
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return;
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g_done=true;
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Snapshot();
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FileClose(g_snap);
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string why="";
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for(int i=0; i<8 && g_errc[i]>0; i++)
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why+=StringFormat(" %d x%d",g_err[i],g_errc[i]);
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PrintFormat("Dump4 %s.csv: %d bars, %d trade operations (%d refused:%s), %d snapshots, history %d orders, open %d",
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g_base,g_bars,g_ops,g_fail,why,g_k,OrdersHistoryTotal(),OrdersTotal());
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}
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double OnTester()
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{
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Finish();
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return(0.0);
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}
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void OnDeinit(const int reason)
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{
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Finish();
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}
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//+------------------------------------------------------------------+
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