76 lines
3 KiB
MQL5
76 lines
3 KiB
MQL5
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//+------------------------------------------------------------------+
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//| ProfitMeter.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//| Estimate profits/losses for symbols in market watch for |
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//| virtual trades in recent past. |
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//+------------------------------------------------------------------+
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#property script_show_inputs
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input ENUM_ORDER_TYPE Action = ORDER_TYPE_BUY; // Action (only Buy/Sell allowed)
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input float Lot = 1;
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input int Duration = 20; // Duration (bar number in past)
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#include "..\..\Include\MarginProfitMeter.mqh"
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#include "..\..\Include\Periods.mqh"
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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// make sure only buy/sell is in action
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ENUM_ORDER_TYPE type = (ENUM_ORDER_TYPE)(Action % 2);
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const string text[] = {"buying", "selling"};
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PrintFormat("Profits/Losses for %s %s lots"
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" of %d symbols in Market Watch on last %d bars %s",
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text[type], (string)Lot, SymbolsTotal(true),
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Duration, PeriodToString(_Period));
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for(int i = 0; i < SymbolsTotal(true); i++)
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{
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const string symbol = SymbolName(i, true);
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const double enter = iClose(symbol, _Period, Duration);
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const double exit = iClose(symbol, _Period, 0);
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double profit1, profit2; // 2 receiving variables
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// built-in variant
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if(!OrderCalcProfit(type, symbol, Lot, enter, exit, profit1))
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{
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PrintFormat("OrderCalcProfit(%s) failed: %d", symbol, _LastError);
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continue;
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}
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// custom variant
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const int points = (int)MathRound((exit - enter) / SymbolInfoDouble(symbol, SYMBOL_POINT));
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profit2 = Lot * points * MPM::PointValue(symbol);
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profit2 = NormalizeDouble(profit2, (int)AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS));
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if(type == ORDER_TYPE_SELL) profit2 *= -1;
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// output both values to compare
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PrintFormat("%s: %f %f", symbol, profit1, profit2);
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}
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}
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//+------------------------------------------------------------------+
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/*
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example output:
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Profits/Losses for buying 1.0 lots of 13 symbols in Market Watch on last 20 bars H1
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EURUSD: 390.000000 390.000000
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GBPUSD: 214.000000 214.000000
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USDCHF: -254.270000 -254.270000
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USDJPY: -57.930000 -57.930000
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USDCNH: -172.570000 -172.570000
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USDRUB: 493.360000 493.360000
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AUDUSD: 84.000000 84.000000
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NZDUSD: 13.000000 13.000000
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USDCAD: -97.480000 -97.480000
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USDSEK: -682.910000 -682.910000
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XAUUSD: -1706.000000 -1706.000000
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SP500m: 5300.000000 5300.000000
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XPDUSD: -84.030000 -84.030000
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*/
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//+------------------------------------------------------------------+
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