540 lines
19 KiB
MQL5
540 lines
19 KiB
MQL5
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#include <trade/trade.mqh>
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// DECLARE VARIABELES
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input double Lots = 0.1;
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input double Desired_Profit = 0.2;
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input string Opentime = "22:55:30";
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input string ClosTime = "03:35";
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input double Difference_buy = 0.01;
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input double Difference_sell = 0.01;
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input double Difference_on_targetprice_SLbuy = 0.01;
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input double Difference_on_targetprice_SLsell = 0.01;
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input double Difference_on_targetprice_TPbuy = 0.02;
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input double Difference_on_targetprice_TPsell = 0.02;
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input bool Spread_Average = true;
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ulong posTicket;
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ulong posTicketBuy;
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ulong posTicketSell;
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int countalltrades;
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int countSStrades;
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int countBStrades;
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bool OrderdeletableBuy;
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bool OrderdeletableSell;
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double accountbalancebeginning;
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datetime expirytime;
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double pricebuy;
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double pricesell;
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double askit;
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double bidit;
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double valuespreadav;
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ulong lastdeletedorderbuy;
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ulong lastdeletedordersell;
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datetime lastSignal;
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datetime DateTestStart;
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datetime DateTestEnd;
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input int SameDay0NextDay1etc = 0;
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input string DocumentationPath = "";
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CTrade trade;
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bool Dayyycheck;
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//---------------------------------------------------------------------
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int OnInit(){
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datetime DateTestStart = TimeCurrent();
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accountbalancebeginning = AccountInfoDouble(ACCOUNT_BALANCE);
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return(INIT_SUCCEEDED);
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}
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// IMPORTANT FUNCTION
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void OnTick()
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{
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// CONVERT INPUT TIME, UPDATE IT TO CURRENT DAY
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datetime opentime = StringToTime(Opentime);
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datetime closetime = StringToTime(ClosTime);
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datetime expirytime = closetime + (SameDay0NextDay1etc * 24 * 60 * 60);
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double accountbalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double accountprofit = AccountInfoDouble(ACCOUNT_PROFIT);
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double accountequity = AccountInfoDouble(ACCOUNT_EQUITY);
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// ---- EXECUTE TRADES --- OPENING TRADE ON TIME
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if(lastSignal != opentime && TimeCurrent() > opentime)
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{
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lastSignal = opentime;
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//CALCULATING TRADE ORDER VALUES
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if(Spread_Average == true)
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{
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askit = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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bidit = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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valuespreadav = askit - ((askit - bidit)/2);
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askit = valuespreadav;
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bidit = valuespreadav;
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}
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else
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{
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askit = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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bidit = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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}
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askit = NormalizeDouble(askit,_Digits);
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bidit = NormalizeDouble(bidit,_Digits);
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pricebuy = askit + Difference_buy;
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pricebuy = NormalizeDouble(pricebuy,_Digits);
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pricesell = bidit - Difference_sell;
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pricesell = NormalizeDouble(pricesell,_Digits);
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double stoplossbuy = askit + Difference_buy - Difference_on_targetprice_SLbuy;
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stoplossbuy = NormalizeDouble(stoplossbuy,_Digits);
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double stoplosssell = bidit - Difference_sell + Difference_on_targetprice_SLsell;
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stoplosssell = NormalizeDouble(stoplosssell,_Digits);
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double takepbuy = askit + Difference_buy + Difference_on_targetprice_TPbuy;
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takepbuy = NormalizeDouble(takepbuy,_Digits);
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double takepsell = bidit - Difference_sell - Difference_on_targetprice_TPsell;
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takepsell = NormalizeDouble(takepsell,_Digits);
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//DYNAMIC CALCULATION OF LOT SIZE
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//double lotsizebuy = (accountbalance * 0.2) / 146;
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//double lotsizesell = (accountbalance * 0.2) / 146;
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//DYNAMIC CALCULATION OF LOT SIZE V2
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//double lotsizegeneral = (accountbalance * Desired_Profit) / 146;
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//lotsizegeneral = NormalizeDouble(lotsizegeneral,1);
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//CALCULATION OF EXPIREIY DATe
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Print("-----------------------------------------------------------------------------------"
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"\nMoin Moin! Es ist Zeit Geld zu verdienen... Kurswert heute Abend:"
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"\n ASK: ",askit,
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"\n BID: ",bidit);
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// EXECUTE BUY
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//ENDLAGER: D'2023.01.30 00:30:00'
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if(trade.BuyStop(100.0,pricebuy,_Symbol,stoplossbuy,takepbuy,ORDER_TIME_SPECIFIED, expirytime,"Evening Buytrade"))
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{
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posTicketBuy = trade.ResultOrder();
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OrderdeletableBuy = true;
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}
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// EXECUTE SELL
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if(trade.SellStop(100.0,pricesell,_Symbol,stoplosssell,takepsell,ORDER_TIME_SPECIFIED, expirytime,"Evening Selltrade"))
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{
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posTicketSell = trade.ResultOrder();
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OrderdeletableSell = true;
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}
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}
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//--- CLOSING TRADES --- ON CONDITION
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if (PositionsTotal() > 0)
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{
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ulong ExecutedOrder = PositionGetTicket(0);
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if(ExecutedOrder == posTicketBuy && posTicketSell != lastdeletedordersell)
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{
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trade.OrderDelete(posTicketSell);
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lastdeletedordersell = posTicketSell;
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countBStrades = countBStrades + 1;
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countalltrades = countBStrades + countSStrades;
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}
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else if(ExecutedOrder == posTicketSell && posTicketBuy != lastdeletedorderbuy)
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{
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trade.OrderDelete(posTicketBuy);
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lastdeletedorderbuy = posTicketBuy;
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countSStrades = countSStrades+ 1;
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countalltrades = countBStrades + countSStrades;
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}
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}
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accountprofit = accountequity - accountbalancebeginning;
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accountprofit = NormalizeDouble(accountprofit,2);
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// DISPLAY OF VALUES ON CHART
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Comment("\nServertime: ", TimeCurrent(),
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"\nOpentime: ", opentime,
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"\nClosetime: ", closetime,
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"\nCurrenttime: ",TimeCurrent(),
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"\nProfit: ",accountprofit,
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"\nEquity: ",accountequity);
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}//close on Tick
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void OnDeinit(const int reason)
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{
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datetime DateTestEnd = TimeCurrent();
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HistorySelect(0,TimeCurrent());
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double AllDealCounter = HistoryDealsTotal();
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Print("ALL DEALS:",AllDealCounter);
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double AllRealDealCounter = 0;
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double AllCountWins = 0;
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double AllCountLosses = 0;
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double AllWinRatio = 0;
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double AllAverageProfit = 0;
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double AllTotalProfit = 0;
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double AllAverageComission = 0;
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double AllTotalComission = 0;
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double AllAverageFee = 0;
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double AllTotalFee = 0;
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datetime AllDealTimeTotal = 0;
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datetime AllDealTimeAverage = 0;
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double AllAverageProfitNet = 0;
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double AllTotalProfitNet = 0;
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double BuyStDealCounter = 0;
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double BuyStCountWins = 0;
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double BuyStCountLosses = 0;
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double BuyStWinRatio = 0;
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double BuyStAverageProfit = 0;
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double BuyStTotalProfit = 0;
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datetime BuyStTotalDealTime = 0;
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datetime BuyStAverageDealTime = 0;
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double BuyStTotalComission = 0;
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double BuyStTotalFee = 0;
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double SellStDealCounter = 0;
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double SellStCountWins = 0;
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double SellStCountLosses = 0;
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double SellStWinRatio = 0;
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double SellStAverageProfit = 0;
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double SellStTotalProfit = 0;
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datetime SellStTotalDealTime = 0;
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datetime SellStAverageDealTime = 0;
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double SellStTotalComission = 0;
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double SellStTotalFee = 0;
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ulong Ticketnumber = 0;
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long DealType = 0;
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long DealEntry = 0;
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datetime DealTime = 0;
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datetime DealTimeStart = 0;
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datetime DealTimeEnd = 0;
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datetime DealTimeSpan = 0;
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double DealProfit = 0;
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double DealComission = 0;
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double DealFee = 0;
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string CurrentSymbol = "";
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// --- TRADES STATISTICAL CALULATION ---
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for (double i = 0; i < AllDealCounter; i++)
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{
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ulong Ticketnumber = HistoryDealGetTicket(i);
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if (Ticketnumber != 0)
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{
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DealType = HistoryDealGetInteger(Ticketnumber, DEAL_TYPE);
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DealEntry = HistoryDealGetInteger(Ticketnumber, DEAL_ENTRY);
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DealTime = HistoryDealGetInteger(Ticketnumber, DEAL_TIME);
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DealProfit = HistoryDealGetDouble(Ticketnumber, DEAL_PROFIT);
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DealComission = HistoryDealGetDouble(Ticketnumber, DEAL_COMMISSION);
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DealFee = HistoryDealGetDouble(Ticketnumber, DEAL_FEE);
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CurrentSymbol = HistoryDealGetString(Ticketnumber, DEAL_SYMBOL);
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if(CurrentSymbol == _Symbol)
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{
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// --- BUYSTOP STATISTIC CALCULATION ---
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if(DealEntry == DEAL_ENTRY_OUT && DealType == DEAL_TYPE_SELL)
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{
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AllRealDealCounter = AllRealDealCounter + 1;
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BuyStDealCounter = BuyStDealCounter + 1;
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AllTotalComission = AllTotalComission + DealComission;
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AllTotalFee = AllTotalFee + DealFee;
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BuyStTotalProfit = BuyStTotalProfit + DealProfit;
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//Calculate the Time the Position was running
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// !!! Only works if only one Poistion is opend at a time !!!
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DealTimeEnd = DealTime;
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DealTimeStart = HistoryDealGetInteger(HistoryDealGetTicket(i-1), DEAL_TIME);
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DealTimeSpan = DealTimeEnd - DealTimeStart;
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BuyStTotalDealTime = BuyStTotalDealTime + DealTimeSpan;
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BuyStTotalComission = BuyStTotalComission + DealComission;
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BuyStTotalFee = BuyStTotalFee + DealFee;
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if(DealProfit > 0)
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{
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BuyStCountWins = BuyStCountWins + 1;
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}
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else if (DealProfit < 0)
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{
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BuyStCountLosses = BuyStCountLosses + 1;
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}
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}//end Buystop
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// --- SELLSTOP STATISTIC CALCULATION ---
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if(DealEntry == DEAL_ENTRY_OUT && DealType == DEAL_TYPE_BUY)
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{
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AllRealDealCounter = AllRealDealCounter + 1;
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SellStDealCounter = SellStDealCounter + 1;
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AllTotalComission = AllTotalComission + DealComission;
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AllTotalFee = AllTotalFee + DealFee;
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SellStTotalProfit = SellStTotalProfit + DealProfit;
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//Calculate the Time the Position was running
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// !!! Only works if only one Poistion is opend at a time !!!
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DealTimeEnd = DealTime;
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DealTimeStart = HistoryDealGetInteger(HistoryDealGetTicket(i-1), DEAL_TIME);
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DealTimeSpan = DealTimeEnd - DealTimeStart;
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SellStTotalDealTime = SellStTotalDealTime + DealTimeSpan;
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SellStTotalComission = SellStTotalComission + DealComission;
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SellStTotalFee = SellStTotalFee + DealFee;
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if(DealProfit > 0)
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{
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SellStCountWins = SellStCountWins + 1;
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}
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else if (DealProfit < 0)
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{
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SellStCountLosses = SellStCountLosses + 1;
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}
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}//end Sellstop
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}//end if Symbol
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}//end if Ticket exists
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}//end for Durchlauf Trades
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// profit
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AllTotalProfit = BuyStTotalProfit + SellStTotalProfit;
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AllAverageProfit = AllTotalProfit / AllRealDealCounter;
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BuyStAverageProfit = BuyStTotalProfit / BuyStDealCounter;
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SellStAverageProfit = SellStTotalProfit / SellStDealCounter;
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//winning and losing count
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AllCountWins = BuyStCountWins + SellStCountWins;
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AllCountLosses = BuyStCountLosses + SellStCountLosses;
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AllWinRatio = AllCountWins / AllRealDealCounter;
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BuyStWinRatio = BuyStCountWins / BuyStDealCounter;
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SellStWinRatio = SellStCountWins / SellStDealCounter;
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// deal time
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BuyStAverageDealTime = BuyStTotalDealTime / BuyStDealCounter;
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SellStAverageDealTime = SellStTotalDealTime / SellStDealCounter;
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AllDealTimeTotal = BuyStTotalDealTime + SellStTotalDealTime;
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AllDealTimeAverage = AllDealTimeTotal / AllRealDealCounter;
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||
|
|
|
||
|
|
//fees & comission
|
||
|
|
|
||
|
|
AllTotalComission = BuyStTotalComission + SellStTotalComission;
|
||
|
|
|
||
|
|
AllAverageComission = AllTotalComission / AllRealDealCounter;
|
||
|
|
|
||
|
|
AllTotalFee = BuyStTotalFee + SellStTotalFee;
|
||
|
|
|
||
|
|
AllAverageFee = AllTotalFee / AllRealDealCounter;
|
||
|
|
|
||
|
|
AllTotalProfitNet = AllTotalProfit - AllTotalComission - AllTotalFee;
|
||
|
|
|
||
|
|
AllAverageProfitNet = AllAverageProfit - AllAverageComission - AllAverageFee;
|
||
|
|
|
||
|
|
|
||
|
|
Print
|
||
|
|
(
|
||
|
|
"\n",
|
||
|
|
"\n",
|
||
|
|
"\n _______________GENERAL INFO_______________",
|
||
|
|
"\n AllTotalProfit:___________________________", NormalizeDouble(AllTotalProfit,2),
|
||
|
|
"\n AllAverageProfit (per Trade):_____________", NormalizeDouble(AllAverageProfit,2),
|
||
|
|
"\n AllCountWins:_____________________________", AllCountWins,
|
||
|
|
"\n AllCountLosses:___________________________", AllCountLosses,
|
||
|
|
"\n AllWinRatio:______________________________", NormalizeDouble(AllWinRatio,2),
|
||
|
|
"\n AllDealTimeAverage (per Trade):___________", TimeToString(AllDealTimeAverage, TIME_SECONDS),
|
||
|
|
"\n AllTotalComission:________________________", NormalizeDouble(AllTotalComission,2),
|
||
|
|
"\n AllAverageComission (per Trade):__________", NormalizeDouble(AllAverageComission,2),
|
||
|
|
"\n AllTotalFee:______________________________", NormalizeDouble(AllTotalFee,2),
|
||
|
|
"\n AllAverageFee (per Trade):________________", NormalizeDouble(AllAverageFee,2),
|
||
|
|
"\n",
|
||
|
|
"\n _________________NET PROFIT_______________",
|
||
|
|
"\n AllTotalProfitNet:________________________", NormalizeDouble(AllTotalProfitNet,2),
|
||
|
|
"\n AllAverageProfitNet:______________________", NormalizeDouble(AllAverageProfitNet,2),
|
||
|
|
"\n",
|
||
|
|
"\n ________BUY Stop Statistics(Brutto)_______",
|
||
|
|
"\n BuyStTotalProfit:_________________________", NormalizeDouble(BuyStTotalProfit,2),
|
||
|
|
"\n BuyStAverageProfit:_______________________", NormalizeDouble(BuyStAverageProfit,2),
|
||
|
|
"\n BuyStDealCounter:_________________________", BuyStDealCounter,
|
||
|
|
"\n BuyStCountWins:___________________________", BuyStCountWins,
|
||
|
|
"\n BuyStWinRatio:____________________________", NormalizeDouble(BuyStWinRatio,2),
|
||
|
|
"\n BuyStAverageDealTime:_____________________", TimeToString(BuyStAverageDealTime, TIME_SECONDS),
|
||
|
|
"\n",
|
||
|
|
"\n _______SELL Stop Statistics(Brutto)_______",
|
||
|
|
"\n SellStTotalProfit:________________________", NormalizeDouble(SellStTotalProfit,2),
|
||
|
|
"\n SellStAverageProfit:______________________", NormalizeDouble(SellStAverageProfit,2),
|
||
|
|
"\n SellStDealCounter:________________________", SellStDealCounter,
|
||
|
|
"\n SellStCountWins:__________________________", SellStCountWins,
|
||
|
|
"\n SellStWinRatio:___________________________", NormalizeDouble(SellStWinRatio,2),
|
||
|
|
"\n SellStAverageDealTime:____________________", TimeToString(SellStAverageDealTime, TIME_SECONDS),
|
||
|
|
"\n",
|
||
|
|
"\n",
|
||
|
|
"\n"
|
||
|
|
);
|
||
|
|
|
||
|
|
//--- CREATION OF DOCUMENTATION ---
|
||
|
|
|
||
|
|
|
||
|
|
string fileName = "MoneymakerDocumentation.csv";
|
||
|
|
string WholePath;
|
||
|
|
StringConcatenate(WholePath, DocumentationPath, fileName);
|
||
|
|
|
||
|
|
string realfilename;
|
||
|
|
int fileHandle1 = FileFindFirst(fileName,realfilename,FILE_COMMON);
|
||
|
|
|
||
|
|
int fileHandle = FileOpen(fileHandle1, FILE_READ | FILE_WRITE | FILE_CSV | FILE_UNICODE | FILE_COMMON);
|
||
|
|
Print("TestHandle: ",fileHandle,"and WholePath",WholePath);
|
||
|
|
if (fileHandle != INVALID_HANDLE)
|
||
|
|
{
|
||
|
|
//check if file already exists
|
||
|
|
string FirstHeader = FileReadString(fileHandle);
|
||
|
|
string ExpectedHeader = "Symbol";
|
||
|
|
bool HasHeaders = (StringFind(FirstHeader,ExpectedHeader,0) == 0);
|
||
|
|
|
||
|
|
if (HasHeaders)
|
||
|
|
{
|
||
|
|
|
||
|
|
FileSeek(fileHandle,0,SEEK_END);
|
||
|
|
|
||
|
|
FileWrite(fileHandle, _Symbol, TimeCurrent(), DateTestStart, DateTestEnd, Opentime, ClosTime,
|
||
|
|
Difference_buy, Difference_on_targetprice_TPbuy,Difference_on_targetprice_SLbuy,
|
||
|
|
Difference_sell,Difference_on_targetprice_TPsell,Difference_on_targetprice_SLsell,
|
||
|
|
AllTotalProfit,AllAverageProfit,AllCountWins,AllCountLosses, AllWinRatio,AllDealTimeAverage,
|
||
|
|
|
||
|
|
AllTotalComission,AllAverageComission, AllTotalFee, AllAverageFee,
|
||
|
|
AllTotalProfitNet, AllAverageProfitNet,
|
||
|
|
|
||
|
|
BuyStTotalProfit, BuyStAverageProfit, BuyStDealCounter, BuyStCountWins, BuyStWinRatio, BuyStAverageDealTime,
|
||
|
|
|
||
|
|
SellStTotalProfit, SellStAverageProfit, SellStDealCounter, SellStCountWins, SellStWinRatio, SellStAverageDealTime);
|
||
|
|
|
||
|
|
FileClose(fileHandle);
|
||
|
|
|
||
|
|
|
||
|
|
}//end if file modification
|
||
|
|
|
||
|
|
//if not same execution but with creation of headers
|
||
|
|
else
|
||
|
|
{
|
||
|
|
FileWrite(fileHandle, "Symbol", "Date Created", "DateTestStart", "DateTestEnd","Opening Time","Expiry Time",
|
||
|
|
"BuyTriggerPriceDifference","BuyTPDifferencetoTrigger","BuySLDifferencetoTrigger",
|
||
|
|
"SellTriggerPriceDifference","SellTPDifferencetoTrigger","SellSLDifferencetoTrigger",
|
||
|
|
"AllTotalProfit","AllAverageProfit","AllCountWins","AllCountLosses","AllWinRatio","AllDealTimeAverage (per Trade)",
|
||
|
|
|
||
|
|
"AllTotalComission","AllAverageComission (per Trade)", "AllTotalFee","AllAverageFee (per Trade)",
|
||
|
|
"AllTotalProfitNet","AllAverageProfitNet",
|
||
|
|
|
||
|
|
"BuyStTotalProfit","BuyStAverageProfit","BuyStDealCounter","BuyStCountWins","BuyStWinRatio","BuyStAverageDealTime",
|
||
|
|
|
||
|
|
"SellStTotalProfit","SellStAverageProfit","SellStDealCounter","SellStCountWins","SellStWinRatio","SellStAverageDealTime");
|
||
|
|
|
||
|
|
FileSeek(fileHandle,0,SEEK_END);
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
FileWrite(fileHandle, _Symbol, TimeLocal(),DateTestStart, DateTestEnd, Opentime, ClosTime,
|
||
|
|
Difference_buy, Difference_on_targetprice_TPbuy,Difference_on_targetprice_SLbuy,
|
||
|
|
Difference_sell,Difference_on_targetprice_TPsell,Difference_on_targetprice_SLsell,
|
||
|
|
AllTotalProfit,AllAverageProfit,AllCountWins,AllCountLosses, AllWinRatio,AllDealTimeAverage,
|
||
|
|
|
||
|
|
AllTotalComission,AllAverageComission, AllTotalFee, AllAverageFee,
|
||
|
|
AllTotalProfitNet, AllAverageProfitNet,
|
||
|
|
|
||
|
|
BuyStTotalProfit, BuyStAverageProfit, BuyStDealCounter, BuyStCountWins, BuyStWinRatio, BuyStAverageDealTime,
|
||
|
|
|
||
|
|
SellStTotalProfit, SellStAverageProfit, SellStDealCounter, SellStCountWins, SellStWinRatio, SellStAverageDealTime);
|
||
|
|
|
||
|
|
FileClose(fileHandle);
|
||
|
|
|
||
|
|
}//end else header creation and file modification
|
||
|
|
|
||
|
|
|
||
|
|
Print("--- ATTENTION --- Statistical Data Saved --- ATTENTION ---",
|
||
|
|
"\n File Path: ", TerminalInfoString(TERMINAL_DATA_PATH));
|
||
|
|
|
||
|
|
}//end if file modification
|
||
|
|
|
||
|
|
else
|
||
|
|
{
|
||
|
|
|
||
|
|
Print("--- ATTENTION --- Unable to save Statistical Data --- ATTENTION ---");
|
||
|
|
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
}//end on deinit
|