| //+------------------------------------------------------------------+
|
| //| VtJournal.mqh |
|
| //| Copyright 2026, Allan Niñal |
|
| //| https://www.allanninal.dev/mql5 |
|
| //+------------------------------------------------------------------+
|
| //| The floating-drawdown journal. MT5 keeps no past floating |
|
| //| equity, so the lowest (equity - balance) of every server day is |
|
| //| recorded here as it happens: MQL5\Files\Vitals\FDD_<login>.csv, |
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| //| one line "day,money,percent" per day (day = server seconds / |
|
| //| 86400; percent = of the balance at that instant). |
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| //| - Sample() is called on every timer tick and every OnCalculate;|
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| //| the first sample of a day marks it as covered (0). |
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| //| - The file is rewritten when the day's low deepened and the |
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| //| last write is 10 s old, and by Flush(true) at deinit. A |
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| //| crash loses at most the last 10 s of depth, never a day. |
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| //| - Every write first merges with what the file holds (another |
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| //| chart of the same account), keeping the deeper low per day. |
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| //| Money is kept to 2 decimals and percent to 4, so memory and file |
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| //| always agree. |
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| //+------------------------------------------------------------------+
|
| // SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
|
| #ifndef VTJOURNAL_MQH
|
| #define VTJOURNAL_MQH
|
|
|
| #define VT_JMAX 4000 // days kept
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| #define VT_JFLUSH_MS 10000
|
|
|
| class CVtJournal
|
| {
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| public:
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| long d[]; // sorted ascending, unique
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| double m[],p[]; // lowest floating (<= 0) and its percent
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| int n;
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| string file;
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| bool dirty;
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| ulong last_ms;
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| int errors;
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| CVtJournal(): n(0),dirty(false),last_ms(0),errors(0) {}
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| void Init(const string path,const ulong now_ms)
|
| {
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| file=path; n=0; dirty=false; errors=0; last_ms=now_ms;
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| ArrayResize(d,0,512); ArrayResize(m,0,512); ArrayResize(p,0,512);
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| long fd[]; double fm[],fp[]; int fn=ReadFile(fd,fm,fp);
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| for(int i=0; i<fn; i++)
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| Put(fd[i],fm[i],fp[i]);
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| dirty=false;
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| }
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| //--- insert or deepen a day; true when something changed
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| bool Put(const long day,const double money,const double pct)
|
| {
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| int lo=0,hi=n;
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| while(lo<hi)
|
| {
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| int mid=(lo+hi)/2;
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| if(d[mid]<day)
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| lo=mid+1;
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| else
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| hi=mid;
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| }
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| if(lo<n && d[lo]==day)
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| {
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| if(money<m[lo])
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| { m[lo]=money; p[lo]=pct; return(true); }
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| return(false);
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| }
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| ArrayResize(d,n+1,512); ArrayResize(m,n+1,512); ArrayResize(p,n+1,512);
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| for(int i=n; i>lo; i--)
|
| { d[i]=d[i-1]; m[i]=m[i-1]; p[i]=p[i-1]; }
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| d[lo]=day; m[lo]=money; p[lo]=pct; n++;
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| return(true);
|
| }
|
| void Sample(const long server_now,const double equity,const double balance,const ulong now_ms)
|
| {
|
| long day=server_now/86400;
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| double money=NormalizeDouble(MathMin(equity-balance,0.0),2);
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| double pct=NormalizeDouble(balance>0 ? money/balance*100.0 : 0.0,4);
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| if(Put(day,money,pct))
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| dirty=true;
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| if(dirty && now_ms-last_ms>=VT_JFLUSH_MS)
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| Flush(false,now_ms);
|
| }
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| int ReadFile(long &fd[],double &fm[],double &fp[])
|
| {
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| ArrayResize(fd,0); ArrayResize(fm,0); ArrayResize(fp,0);
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| int f=FileOpen(file,FILE_READ|FILE_TXT|FILE_ANSI|FILE_SHARE_READ|FILE_SHARE_WRITE);
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| if(f==INVALID_HANDLE)
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| return(0);
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| int k=0;
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| while(!FileIsEnding(f))
|
| {
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| string s=FileReadString(f);
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| string v[];
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| if(StringSplit(s,',',v)<3)
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| continue;
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| long day=StringToInteger(v[0]);
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| if(day<=0)
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| continue;
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| ArrayResize(fd,k+1,512); ArrayResize(fm,k+1,512); ArrayResize(fp,k+1,512);
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| fd[k]=day; fm[k]=MathMin(StringToDouble(v[1]),0.0); fp[k]=MathMin(StringToDouble(v[2]),0.0);
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| k++;
|
| }
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| FileClose(f);
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| return(k);
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| }
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| //--- merge with the file, then rewrite it; keeps the data dirty when the file could not be written
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| bool Flush(const bool force,const ulong now_ms)
|
| {
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| if(!dirty)
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| return(true);
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| if(!force && now_ms-last_ms<VT_JFLUSH_MS)
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| return(true);
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| last_ms=now_ms;
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| long fd[]; double fm[],fp[]; int fn=ReadFile(fd,fm,fp);
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| for(int i=0; i<fn; i++)
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| Put(fd[i],fm[i],fp[i]);
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| int skip=MathMax(0,n-VT_JMAX);
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| int f=FileOpen(file,FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_SHARE_READ|FILE_SHARE_WRITE);
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| if(f==INVALID_HANDLE)
|
| {
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| errors++;
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| return(false);
|
| }
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| for(int i=skip; i<n; i++)
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| FileWriteString(f,StringFormat("%I64d,%.2f,%.4f\n",d[i],m[i],p[i]));
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| FileClose(f);
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| dirty=false;
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| return(true);
|
| }
|
| };
|
|
|
| #endif
|
| //+------------------------------------------------------------------+
|
