Project_N_1/Include/Bollinger_optimizer.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                           BuddyIlanOptimizer.mq5 |
//|                         Copyright 2018, BPASoftware Thai Co. Ltd |
//|                     https://www.mql5.com/en/market/product/28759 |
//+------------------------------------------------------------------+

/*
 * https://docs.microsoft.com/fr-fr/windows/desktop/api/shellapi/nf-shellapi-shellexecutea :
 *
 * If the function succeeds, it returns a value greater than 32. If the function fails, 
 * it returns an error value that indicates the cause of the failure. The return value 
 * is cast as an HINSTANCE for backward compatibility with 16-bit Windows applications. 
 * It is not a true HINSTANCE, however. It can be cast only to an int and compared to 
 * either 32 or the following error codes below.
 */

#import  "shell32.dll"
int ShellExecuteW(int hwnd,string Operation,string
                  File,string Parameters,string Directory,int ShowCmd);
#import

#include <EasyXML\EasyXml.mqh>


input string sOptimiser="";                         // --------------- Optimiser Settings

//45AL 70405< ?CB8 : 4@C3><C B5@<8=0;C (: :>?88).
input string sTerminalTesterPath="C:\Program Files\Alpari MT5 1";
input string sTerminalTesterDataPath="C:\Users\>;L7>20B5;L\AppData\Roaming\MetaQuotes\Terminal\E0D00B1F6450CA08FAC85F562DAADA76";

input int InpTesterPeriod=45;                       // Tester Period (days)

input string sBuddyIlan="";                         // --------------- Buddy Ilan Settings

input int TakeProfit = 40.0;                          // Take Profit (Point)
input int Stoploss = 1000.0;                          // Stop Loss (Point)

string gVarStop,gVarSL,gVarTP,gVarSTOFilter,gVarSTOTimeFrameFilter;

string str;

int BetterSL = 0.0;
int BetterTP = 0.0;

double BetterProfit=0.0;
double BetterDD=0.0;
bool BetterSTOFilter;
bool BetterSTOTimeFrameFilter;

enum OptimisationType { _SL,_TP,_STO };

bool bOptimisationDone=false;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+

void DisplayNodesSL(CEasyXmlNode *Node)
  {
   for(int i=0; i<Node.Children().Total(); i++)
     {
      CEasyXmlNode *ChildNode=Node.Children().At(i);

      if(ChildNode.Children().Total()==0)
        {
         str+=ChildNode.getValue()+",";
        }
      else
        {
         DisplayNodesSL(ChildNode);

         if(Node.getName()=="Table" && ChildNode.getName()=="Row")
           {
            string res[];
            StringSplit(str,',',res);

            // Bypass columns titles
            if(StringCompare(res[0],"Pass",true)!=0)
              {
               double profit=StringToDouble(res[2]);
               int sl=(int) StringToInteger(res[10]);

               PrintFormat("[%s]  Profit=%.2lf StopLoss=%d DD=%s",str,profit,sl,res[8]);

               if(profit>BetterProfit || (profit==BetterProfit && sl<BetterSL))
                 {
                  BetterProfit=profit;
                  BetterSL=sl;
                 }
              }
           }

         if(Node.getName()=="Table")
            str="";
        }
     }
  }

//+------------------------------------------------------------------+

void DisplayNodesTP(CEasyXmlNode *Node)
  {
   for(int i=0; i<Node.Children().Total(); i++)
     {
      CEasyXmlNode *ChildNode=Node.Children().At(i);

      if(ChildNode.Children().Total()==0)
        {
         str+=ChildNode.getValue()+",";
        }
      else
        {
         DisplayNodesTP(ChildNode);

         if(Node.getName()=="Table" && ChildNode.getName()=="Row")
           {
            string res[];
            StringSplit(str,',',res);

            if(StringCompare(res[0],"Pass",true)!=0)
              {
               double profit=StringToDouble(res[2]);
               int tp=(int) StringToInteger(res[10]);
               double dd=StringToDouble(res[8]);

               PrintFormat("[%s]  Profit=%.2lf TakeProfit=%d DD=%lf",str,profit,tp,dd);

               if((profit>BetterProfit || (profit==BetterProfit && tp<BetterTP)) && dd<50.0)
                 {
                  BetterProfit=profit;
                  BetterTP = tp;
                  BetterDD = dd;
                 }
              }
           }

         if(Node.getName()=="Table")
            str="";
        }
     }
  }

//+------------------------------------------------------------------+

void DisplayNodesSTO(CEasyXmlNode *Node)
  {
   for(int i=0; i<Node.Children().Total(); i++)
     {
      CEasyXmlNode *ChildNode=Node.Children().At(i);

      if(ChildNode.Children().Total()==0)
        {
         str+=ChildNode.getValue()+",";
        }
      else
        {
         DisplayNodesSTO(ChildNode);

         if(Node.getName()=="Table" && ChildNode.getName()=="Row")
           {
            string res[];
            StringSplit(str,',',res);

            if(StringCompare(res[0],"Pass",true)!=0)
              {
               double profit=StringToDouble(res[2]);

               PrintFormat("[%s]  Profit=%.2lf %s %s  DD=%s",str,profit,res[10],res[11],res[8]);

               if(profit>BetterProfit) // On ne tient pas compte du DD ici
                 {
                  BetterProfit=profit;
                  BetterSTOFilter=(res[10]=="true")?true:false;
                  BetterSTOTimeFrameFilter=(res[11]=="true")?true:false;
                 }
              }
           }

         if(Node.getName()=="Table")
            str="";
        }
     }
  }

//+------------------------------------------------------------------+

bool CopyAndMoveCommonIni()
  {
   string PathIniFile= sTerminalTesterDataPath+"\\config\\common.ini";
   string PathTester = TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Files\\Optimiser\\";

   int ret=ShellExecuteW(0,"Open","xcopy","\""+PathIniFile+"\" \""+PathTester+"\" /y","",0);

// wait until the file is copied
   Sleep(2500);
   if(ret<32)
     {
      Print("Failed copying ini file");
      return false;
     }

// We are working now in the sand box, we can use usual MT5 File commands
   string IniFileName="Optimiser\\common.ini";
   string CopyTo="Optimiser\\optimise.ini";
   return FileMove( IniFileName, 0, CopyTo, 0 );
   //return true;
  }

//+------------------------------------------------------------------+

bool CreateAndCopyParametersFile(bool SL,bool TP,int SLValue,int TPValue)
  {
// MQL5\Profiles\Tester
   int filehandle=FileOpen("Optimiser\\bollinger.set",FILE_WRITE|FILE_TXT);

   if(filehandle!=INVALID_HANDLE)
     {
     FileWrite(filehandle,
                "_EA_IDENTIFIER=Buddy Ilan\n",
                "_EA_MAGIC_NUMBER=1111||0||1||10||N\n",
                
                StringFormat("TakeProfit=%d||30||10||70||%s\n",(TPValue==0)?30:TPValue,(TP==true)?"Y":"N"),
                StringFormat("Stoploss=%d||500||250||1500||%s\n",(SLValue==0)?1000:SLValue,(SL==true)?"Y":"N"));

      FileClose(filehandle);
     }
   else
     {
      Print("Invalid handle of FileOpen (bollinger.set), error number: ",GetLastError());
      return false;
     }

   Sleep(1500);
   
   string PathTester=TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Files\\Optimiser\\bollinger.set";
   string PathProfile=sTerminalTesterDataPath+"\\MQL5\\Profiles\\Tester\\";

//PrintFormat( "[%s]", PathTester );
//PrintFormat( "-> [%s]", PathProfile );

// copy the ini file into the tester folder 
   int ret=ShellExecuteW(0,"Open","xcopy","\""+PathTester+"\" \""+PathProfile+"\" /y","",0);

// wait until the file is copied
   Sleep(5000);
   if(ret<32)
     {
      Print("Failed copying parameters file");
      return false;
     }
     
   return true;
  }
  
//+------------------------------------------------------------------+

bool StartOptimizer()
  {
// Suppression local
   FileDelete("Optimiser\\BuddyIlanReport.xml");

// Suppression dans Instance Optimiser
   string PathReport=sTerminalTesterDataPath+"\\MQL5\\Files\\Reports\\BuddyIlanReport.xml";

   ShellExecuteW(0,"Open","cmd.exe"," /C del "+PathReport,"",0);

   Sleep(2500);

   int start=ShellExecuteW(0,"Open",sTerminalTesterPath+"\\terminal64.exe","/config:"+TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Files\\Optimiser\\optimise.ini","",0);
   if(start<32)
     {
      Print("Failed starting Tester");
      return false;
     }

   Sleep(15000);

   return true;
  }

//+------------------------------------------------------------------+

bool CopyReport()
  {
   int nTry=0;

   while(nTry++<500) // Timeout : 2 heures
     {
      string PathReport = sTerminalTesterDataPath + "\\MQL5\\Files\\Reports\\BuddyIlanReport.xml";
      string PathTarget = TerminalInfoString(TERMINAL_DATA_PATH) + "\\MQL5\\Files\\Optimiser\\";

      int ret=ShellExecuteW(0,"Open","xcopy","\""+PathReport+"\" \""+PathTarget+"\" /y","",0);

      if(ret<32)
        {
         PrintFormat("Waiting generation report (%d) ...",nTry);
         Sleep(15000);
        }
      else
        {
         if(FileIsExist("Optimiser\\BuddyIlanReport.xml")==true)
           {
            PrintFormat("Report found (ret=%d) ...",ret);
            Sleep(2500);
            return true;
           }
         else
           {
            PrintFormat("Waiting report (%d) ...",nTry);
            Sleep(15000);
           }
        }
     }

   return false;
  }

//+------------------------------------------------------------------+

bool LoadResults(OptimisationType eType)
  {
/*
    * R<EFBFBD>initialistion variable
    */

   BetterProfit=0.0;

/*
    * Lecture des r<EFBFBD>sultats
    */

   CEasyXml EasyXmlDocument;
   EasyXmlDocument.setDebugging(false);

// MQL5/Files/Reports/   
   if(EasyXmlDocument.loadXmlFromFullPathFile("Optimiser\\BuddyIlanReport.xml")==true)
     {
      str="";

      CEasyXmlNode *RootNode=EasyXmlDocument.getDocumentRoot();

      for(int j=0; j<RootNode.Children().Total(); j++)
        {
         CEasyXmlNode *ChildNode=RootNode.Children().At(j);

         // PrintFormat( "[%s] Children Total=%d", ChildNode.getName(), ChildNode.Children().Total() );

         for(int i=0; i<ChildNode.Children().Total(); i++)
           {
            CEasyXmlNode *cNode=ChildNode.Children().At(i);

            // PrintFormat( "%d/%d [%s]  children=%d", j, i, cNode.getName(), cNode.Children().Total() );

            if(cNode.getName()=="Worksheet")
              {
               switch(eType)
                 {
                  case _SL :

                     DisplayNodesSL(cNode);

                     PrintFormat("-> SL=%d (Profit=%.2lf)",BetterSL,BetterProfit);

                     break;

                  case _TP :

                     DisplayNodesTP(cNode);

                     PrintFormat("-> TP=%d (Profit=%.2lf DD=%lf)",BetterTP,BetterProfit,BetterDD);

                     break;

                  case _STO :

                     DisplayNodesSTO(cNode);

                     PrintFormat("-> STOFilter=%s STOTimeFrameFilter=%s (Profit=%.2lf)",(BetterSTOFilter==true)?"true":"false",(BetterSTOTimeFrameFilter==true)?"true":"false",BetterProfit);

                     break;
                 }

               break;
              }
           }
        }
     }
   else
      PrintFormat("Error found");

   return true;
  }

//+------------------------------------------------------------------+

bool AddTesterStanza()
  {
   int filehandle=FileOpen("Optimiser\\Optimise.ini",FILE_READ|FILE_WRITE|FILE_TXT);
   Print("File stanza: ", filehandle);
   if(filehandle!=INVALID_HANDLE)
     {
      FileSeek(filehandle,0,SEEK_END);

      FileWrite(filehandle,"[Tester]\n",
                "Expert=Project_N_1\\Project_N_1\n",
                "ExpertParameters=bollinger.set\n",
                "Symbol="+_Symbol+"\n",
                "Period=M15\n",
                "Login=\n",
                "Model=4\n",
                "ExecutionMode=0\n",
                "Optimization=2\n",
                "OptimizationCriterion=0\n",
                "FromDate="+TimeToString(TimeGMT()-InpTesterPeriod*86400,TIME_DATE)+"\n",
                "ToDate="+TimeToString(TimeGMT(),TIME_DATE)+"\n",
                "ForwardMode=0\n",
                "Report=MQL5\\Files\\Reports\\BuddyIlanReport\n",
                "ReplaceReport=1\n",
                "ShutdownTerminal=1\n",
                "Deposit=10000\n",
                "Currency=EURUSD\n",
                "Leverage=1:100\n",
                "UseLocal=1\n",
                "UseRemote=0\n",
                "UseCloud=0\n",
                "Visual=1\n");

      FileClose(filehandle);
      Print("Stanza success");
     }
   else
     {
      Print("FileOpen, error ",GetLastError());
      return false;
     }

   return true;
  }

//+------------------------------------------------------------------+