ответвлён от animatedread/Warrior_EA
ff46cfd57e
Recovered live config (z20 <= -1.5, exit SMA20 / 10 bars, 3xATR) plus a Garman-Klass vol-regime gate. Expectancy is monotone in the vol regime in IS, OOS and full sample, 4/4 indices; the gate reverses on USDJPY/XAUUSD. D1 2008-2026 survives 2008/2020/2022 (maxDD 2.8%, ret/DD 7.74); the gate halves trades, so it belongs on H4, never D1. reconcile.py matches the EA to the backtest trade by trade; combine_charts.py rebuilds the account curve from per-chart tester runs. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
87 строки
3,8 КиБ
MQL5
87 строки
3,8 КиБ
MQL5
//+------------------------------------------------------------------+
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//| ExportAll.mq5 - bars (per timeframe list) to Common\Files |
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//| Throwaway research tool. Opens no trades. |
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//| |
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//| Run via the strategy tester with an ini whose tested symbol has |
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//| the DEEPEST history (EURUSD D1 from 1995): the tester only |
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//| serves history from ~1 year before FromDate, so the tested |
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//| symbol's range sets the ceiling for every CopyRates below. |
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//| |
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//| NOTE: H4 requests for symbols other than the tested one failed |
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//| with err=4401 (history not ready) on a D1 pass. Export H4 in a |
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//| SEPARATE H4 pass rather than expecting one run to do both. |
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//| The calendar is NOT exportable here at all - see ExportCalendar. |
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//+------------------------------------------------------------------+
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#property copyright "claude"
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#property version "1.10"
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input string ExportTag = "bars";
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input string SymbolsD1 = "SP500,NAS100,US30,DAX40,UK100,ESXEUR,F40EUR,JPN225,ASXAUD,HSIHKD,IBXEUR,EURUSD,GBPUSD,USDJPY,USDCHF,USDCAD,AUDUSD,NZDUSD,EURJPY,EURGBP,GBPJPY,AUDJPY,XAUUSD,XAGUSD,XTIUSD,XBRUSD,BTCUSD,ETHUSD";
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input string SymbolsH4 = "";
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input bool DoCalendar = false;
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bool DumpBars(const string sym, const ENUM_TIMEFRAMES tf)
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{
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MqlRates r[];
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ArraySetAsSeries(r, false); // oldest -> newest, matches numpy
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int got = CopyRates(sym, tf, 0, 500000, r);
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if(got <= 0)
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{
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PrintFormat("ExportAll: %s %s CopyRates failed (err=%d)", sym, EnumToString(tf), GetLastError());
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return false;
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}
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string name = StringFormat("%s_%s_%s.csv", ExportTag, sym, EnumToString(tf));
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int h = FileOpen(name, FILE_WRITE | FILE_CSV | FILE_ANSI | FILE_COMMON, ',');
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if(h == INVALID_HANDLE)
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return false;
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FileWrite(h, "time", "open", "high", "low", "close", "tick_volume", "spread");
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int digits = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
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if(digits <= 0)
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digits = 5;
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for(int i = 0; i < got; i++)
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FileWrite(h, TimeToString(r[i].time, TIME_DATE | TIME_MINUTES),
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DoubleToString(r[i].open, digits), DoubleToString(r[i].high, digits),
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DoubleToString(r[i].low, digits), DoubleToString(r[i].close, digits),
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(string)r[i].tick_volume, (string)r[i].spread);
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FileClose(h);
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PrintFormat("ExportAll: %s %s -> %d bars (%s .. %s)", sym, EnumToString(tf), got,
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TimeToString(r[0].time, TIME_DATE), TimeToString(r[got - 1].time, TIME_DATE));
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return true;
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}
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void DumpList(const string list, const ENUM_TIMEFRAMES tf, int &ok, int &fail)
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{
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string syms[];
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int n = StringSplit(list, ',', syms);
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for(int i = 0; i < n; i++)
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{
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string s = syms[i];
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StringTrimLeft(s);
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StringTrimRight(s);
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if(StringLen(s) == 0)
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continue;
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//--- without SymbolSelect an unlisted symbol reads back as zero bars and
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//--- looks like missing history rather than an unselected symbol.
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if(!SymbolSelect(s, true))
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PrintFormat("ExportAll: SymbolSelect(%s) failed (err=%d)", s, GetLastError());
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if(DumpBars(s, tf))
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ok++;
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else
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fail++;
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}
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}
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//--- OnDeinit, not OnInit: by then the tester has walked the whole range, so
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//--- CopyRates returns every bar of the pass rather than only the warm-up.
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void OnDeinit(const int reason)
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{
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int ok = 0, fail = 0;
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if(StringLen(SymbolsD1) > 0)
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DumpList(SymbolsD1, PERIOD_D1, ok, fail);
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if(StringLen(SymbolsH4) > 0)
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DumpList(SymbolsH4, PERIOD_H4, ok, fail);
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PrintFormat("ExportAll: DONE bars ok=%d fail=%d", ok, fail);
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}
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int OnInit(void) { return(INIT_SUCCEEDED); }
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void OnTick(void) { }
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