197 lines
7.1 KiB
MQL4
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//| PrgTrader.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 the MT4 rule engine (MonEngine.mqh) |
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//| of Prop Rules Monitor MT4, run in the MT4 Strategy Tester (tester|
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//| trades only). It trades a seeded random mix on new bars (market |
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//| orders, stop loss / take profit, partial and full closes) and |
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//| runs the engine as the indicator does (scan on a balance or |
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//| position change, update on every tick). Every InpSnapBars bars |
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//| it writes the engine's history results to |
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//| <tag>_<SYM>_<TF>_state.csv; at the end every order to |
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//| <tag>_<SYM>_<TF>_orders.csv. tests/mt4/check_mt4.py rebuilds the |
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//| results from the orders on its own. The indicator is not run |
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//| beside it: both would share the stored values (PRG.*.MON.*). |
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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 <PropRulesMonitor\MonEngine.mqh>
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input string InpTag = "prg";
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input int InpSeed = 1;
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input int InpSnapBars = 7; // bars between snapshots (7 = every hour of the day in turn)
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input int InpMaxOpen = 6;
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input ENUM_PRG_ZONE InpResetZone = PRG_ZONE_PRAGUE;
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input int InpResetHour = 0;
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input ENUM_PRG_CLOCK InpClock = PRG_CLOCK_AUTO; // AUTO = New York close in the tester
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string g_base;
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int g_f=INVALID_HANDLE,g_bars=0,g_ops=0,g_fail=0,g_snaps=0;
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datetime g_last_bar=0;
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double g_last_bal=0;
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int g_last_pos=-1;
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bool g_done=false;
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int LOTS[4]={1,1,2,4}; // in minimum lots
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int Rnd(const int n) { return(MathRand()%n); }
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int MarketOrders(void)
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{
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int n=0;
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for(int i=OrdersTotal()-1; i>=0; i--)
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if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) && OrderType()<=OP_SELL)
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n++;
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return(n);
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}
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int OnInit()
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{
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MathSrand(InpSeed);
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GlobalVariablesDeleteAll(PrgKey("")); // the MT4 tester keeps global variables from the previous run
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g_rules.name="Test";
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g_rules.daily_pct=5;
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g_rules.daily_of=PRG_OF_INITIAL;
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g_rules.daily_ref=PRG_REF_BALANCE;
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g_rules.reset_zone=InpResetZone;
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g_rules.reset_hour=InpResetHour;
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g_rules.max_pct=10;
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g_rules.max_mode=PRG_MAX_EOD;
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PrgResolveClock(InpClock,0);
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PrgInit();
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g_base=StringFormat("%s_%s_%s",InpTag,_Symbol,TfName());
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g_f=FileOpen(g_base+"_state.csv",FILE_WRITE|FILE_TXT|FILE_ANSI);
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FileWriteString(g_f,"now,balance,day_start,next_reset,initial,peak_balance,peak_eod,"
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"trading_days,today_closed,rebuilt_ref,final,days\n");
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return(INIT_SUCCEEDED);
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}
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string TfName(void)
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{
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switch(_Period)
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{
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case PERIOD_M15: return("M15");
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case PERIOD_H1: return("H1");
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case PERIOD_H4: return("H4");
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}
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return(IntegerToString(_Period));
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}
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void Trade(void)
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{
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int r=Rnd(100);
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RefreshRates();
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double mn=MarketInfo(_Symbol,MODE_MINLOT),st=MarketInfo(_Symbol,MODE_LOTSTEP);
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if(r<30 && MarketOrders()<InpMaxOpen)
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{
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int type=Rnd(2);
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double lots=mn*LOTS[Rnd(4)],price=(type==OP_BUY ? Ask : Bid),sl=0,tp=0;
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if(Rnd(10)<5)
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{
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double d=(100+Rnd(400))*_Point;
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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,NormalizeDouble(lots,2),price,50,sl,tp,"prg test",Rnd(3),0,clrNONE)<0)
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g_fail++;
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return;
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}
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int n=OrdersTotal();
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if(n==0 || !OrderSelect(Rnd(n),SELECT_BY_POS,MODE_TRADES) || OrderType()>OP_SELL)
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return;
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int tk=OrderTicket();
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double lots=OrderLots(),price=(OrderType()==OP_BUY ? Bid : Ask);
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double half=MathFloor(lots/2.0/st+1e-9)*st;
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if(r<50 && half>=mn-1e-9)
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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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g_fail++;
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}
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else
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if(r<75)
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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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g_fail++;
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}
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}
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void Snapshot(const bool last=false)
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{
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//--- the rebuilt day start (as PrgInit does after a restart), without touching the engine's own reference
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PrgState keep=g_st;
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PrgRebuildDayStart(PrgDayStart(PrgNow()));
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double rebuilt=g_st.ref_balance;
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g_st=keep;
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string days="";
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for(int i=0; i<ArraySize(g_day_key); i++)
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days+=StringFormat("%s%I64d:%.2f:%d",i ? ";" : "",(long)g_day_key[i],g_day_pnl[i],g_day_traded[i] ? 1 : 0);
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FileWriteString(g_f,StringFormat("%I64d,%.2f,%I64d,%I64d,%.2f,%.2f,%.2f,%d,%.2f,%.2f,%d,",
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(long)PrgNow(),AccountBalance(),(long)g_st.day_start,(long)g_st.next_reset,g_st.initial,g_st.peak_balance,
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g_st.peak_eod,g_st.trading_days,g_st.today_closed,rebuilt,last ? 1 : 0));
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FileWriteString(g_f,days+"\n"); // apart: MQL4's StringFormat stops at about 4 KB
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g_snaps++;
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}
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void OnTick()
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{
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//--- the engine as the indicator runs it
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double bal=AccountBalance();
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int pos=MarketOrders();
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if(bal!=g_last_bal || pos!=g_last_pos)
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{
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g_last_bal=bal;
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g_last_pos=pos;
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PrgScanHistory();
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}
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PrgUpdate();
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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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if(g_bars%InpSnapBars==0)
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Snapshot();
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Trade();
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}
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void Finish(void)
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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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PrgScanHistory();
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PrgUpdate();
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Snapshot(true); // after the tester closed what was open
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FileClose(g_f);
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int f=FileOpen(g_base+"_orders.csv",FILE_WRITE|FILE_TXT|FILE_ANSI);
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FileWriteString(f,"pool,ticket,type,open_time,close_time,lots,profit,swap,commission,comment\n");
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for(int pass=0; pass<2; pass++)
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for(int i=0; i<(pass==0 ? OrdersHistoryTotal() : OrdersTotal()); 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,%.2f,%.8f,%.8f,%.8f,%s\n",pass==0 ? "history" : "open",OrderTicket(),
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OrderType(),(long)OrderOpenTime(),pass==0 ? (long)OrderCloseTime() : 0,OrderLots(),OrderProfit(),
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OrderSwap(),OrderCommission(),c));
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}
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FileClose(f);
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PrintFormat("Dump4 %s.csv: %d bars, %d trade operations (%d refused), %d snapshots, clock %s, reset %s %02d:00, history %d orders",
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g_base,g_bars,g_ops,g_fail,g_snaps,PrgClockName(),PrgZoneName(g_rules.reset_zone),g_rules.reset_hour,OrdersHistoryTotal());
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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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