[MT4指标]EA_Profits指标
附图指标,
mt4指标类型:趋势指标
是否能用在mt4手机版上:否
是否含有未来函数:无
//+------------------------------------------------------------------+
//| EA_Profits.mq4 |
//| Copyright ? 2011, Tjipke de Vries |
//| http://www.donnaforex.com/forum/index.php?topic=3938.0 |
//| |
//| 10-07-2011 |
//| This is made to see how your EA has performed at a specific |
//| time. Put in the Magicnumber(s) of your EA(s) and you can see |
//| the results of your EA.. for all pairs or for only the chart |
//| Symbol. Profits closed trades and open trades. |
//+------------------------------------------------------------------+
#property copyright "Copyright ? 2011, Tjipke de Vries"
#property link "http://www.metaquotes.net"
#include
#include
#property indicator_separate_window
#property indicator_buffers 1
#define MAGICS_MAX 1024
#define DEALS 0
#define BUY_LOTS 1
#define BUY_ORDERS 2
#define SELL_LOTS 3
#define SELL_ORDERS 4
#define TOTAL_LOTS 5
#define GPROFIT 6
#define GLOSS 7
#define PROFIT 8
#define NET_PIPS 9
#define OPEN_DEALS 10
#define OPEN_GPROFIT 11
#define OPEN_GLOSS 12
#define OPEN_PROFIT 13
#define OPEN_NET_PIPS 14
extern string startdate="2010.01.01";
extern string enddate ="2012.11.01";
extern string Profit_All_Pairs= "True: All Pairs -- False: Chart Symbol()";
extern bool Profit_All_pairs= True;
extern int Magic1 = 0;
extern int Magic2 = 0;
extern int Magic3 = 0;
extern int Magic4 = 0;
extern int Magic5 = 0;
extern int Magic6 = 0;
extern int Magic7 = 0;
extern int Magic8 = 0;
extern color HeaderColor=Green;
extern color MAGICSColor=Red;
extern color TextColor=MediumBlue;
extern int TextSize=12;
extern int RowSpacing=14;
string Name="? 2011 deVries, EA Profits 1.0";
string MAGICNR[MAGICS_MAX];
int MagicsTotal=0;
double MagicsSummaries[MAGICS_MAX][15];
int Lines=-1;
string Cols[16]={"MagicNr",
"Deals",
"Buy L",
"Buy 's",
"Sell L",
"Shorts",
"Total lots",
"Profit",
"Loss",
"Net P/L",
"Pips",
"Op.Tr",
"Op.Profit",
"Op.Loss",
"Op.P/L",
"Op.Pips"};
int Shifts[15]={ 10, 70, 115, 155, 195, 245, 300, 370, 440, 510, 580, 655, 710, 770, 840, 910};
double MapBuffer;
double Tprofit,Tloss,Tpl,Tpips,Tdeals,OPTprofit,OPTloss,OPTpl,OPTpips,OPTdeals;
datetime sdate,edate;
double multiplier;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void init()
{
IndicatorShortName(Name);
SetIndexBuffer(0,MapBuffer);
SetIndexStyle(0,DRAW_NONE);
IndicatorDigits(0);
SetIndexEmptyValue(0,0.0);
sdate=StrToTime(startdate);
edate=StrToTime(enddate);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void deinit()
{
int windex=WindowFind(Name);
if(windex>0) ObjectsDeleteAll(windex);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
void start()
{
string name;
int i,col,line,windex=WindowFind(Name);
//----
if(windex<0) return;
//---- header line
if(Lines<0)
{
for(col=0; col<16; col++)
{
name="Head_"+col;
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[col]);
ObjectSet(name,OBJPROP_YDISTANCE,RowSpacing);
ObjectSetText(name,Cols[col],9,"Arial",HeaderColor);
}
}
Lines=0;
}
//----
ArrayInitialize(MagicsSummaries,0.0);
int total=Analyze();
int total1=AnalyzeOpenTrades();
SortTables(MAGICNR);
if(total>0||total1>0)
{
line=0;
for(i=0; iLines)
{
int y_dist=RowSpacing*(line+1)+1;
for(col=0; col<16; col++)
{
name="Line_"+line+"_"+col;
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[col]);
ObjectSet(name,OBJPROP_YDISTANCE,y_dist);
}
}
Lines++;
}
//---- set line
name="Line_"+line+"_0";
ObjectSetText(name,MAGICNR,9,"Arial",MAGICSColor);
name="Line_"+line+"_1";
ObjectSetText(name,DoubleToStr(MagicsSummaries[DEALS],0),TextSize,"Arial",TextColor);
name="Line_"+line+"_2";
ObjectSetText(name,DoubleToStr(MagicsSummaries[BUY_LOTS],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_3";
ObjectSetText(name,DoubleToStr(MagicsSummaries[BUY_ORDERS],0),TextSize,"Arial",TextColor);
name="Line_"+line+"_4";
ObjectSetText(name,DoubleToStr(MagicsSummaries[SELL_LOTS],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_5";
ObjectSetText(name,DoubleToStr(MagicsSummaries[SELL_ORDERS],0),TextSize,"Arial",TextColor);
name="Line_"+line+"_6";
ObjectSetText(name,DoubleToStr(MagicsSummaries[BUY_LOTS]+MagicsSummaries[SELL_LOTS],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_7";
ObjectSetText(name,DoubleToStr(MagicsSummaries[GPROFIT],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_8";
ObjectSetText(name,DoubleToStr(MagicsSummaries[GLOSS],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_9";
ObjectSetText(name,DoubleToStr(MagicsSummaries[PROFIT],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_10";
ObjectSetText(name,DoubleToStr(MagicsSummaries[NET_PIPS],0),TextSize,"Arial",TextColor);
name="Line_"+line+"_11";
ObjectSetText(name,DoubleToStr(MagicsSummaries[OPEN_DEALS],0),TextSize,"Arial",TextColor);
name="Line_"+line+"_12";
ObjectSetText(name,DoubleToStr(MagicsSummaries[OPEN_GPROFIT],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_13";
ObjectSetText(name,DoubleToStr(MagicsSummaries[OPEN_GLOSS],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_14";
ObjectSetText(name,DoubleToStr(MagicsSummaries[OPEN_PROFIT],2),TextSize,"Arial",TextColor);
name="Line_"+line+"_15";
ObjectSetText(name,DoubleToStr(MagicsSummaries[OPEN_NET_PIPS],0),TextSize,"Arial",TextColor);
}
}
DrawTotals();
WindowRedraw();
//---- to avoid minimum==maximum
MapBuffer[Bars-1]=-1;
//----
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int Analyze()
{
double profit,bprofit,sprofit;
int i,index,type,total=OrdersHistoryTotal();
//----
for(i=0; i=MAGICS_MAX) continue;
if (OrderOpenTime()edate) continue;
//----
//MagicsSummaries[index][DEALS]++;
double PIPS;
GetMultiplier();
if(OrderType() == OP_BUY) {PIPS=((OrderClosePrice()-OrderOpenPrice())/MarketInfo(OrderSymbol(),MODE_POINT)*multiplier);}
if(OrderType() == OP_SELL) {PIPS=((OrderOpenPrice()-OrderClosePrice())/MarketInfo(OrderSymbol(),MODE_POINT)*multiplier);}
MagicsSummaries[index][NET_PIPS]+= PIPS;
profit=OrderProfit()+OrderCommission()+OrderSwap();
if(profit>=0)MagicsSummaries[index][GPROFIT]+=profit;
else MagicsSummaries[index][GLOSS]+=profit;
MagicsSummaries[index][PROFIT]=MagicsSummaries[index][GPROFIT]+MagicsSummaries[index][GLOSS];
if(type==OP_BUY)
{
MagicsSummaries[index][BUY_LOTS]+=OrderLots();
MagicsSummaries[index][BUY_ORDERS]++;
}
if(type==OP_SELL)
{
MagicsSummaries[index][SELL_LOTS]+=OrderLots();
MagicsSummaries[index][SELL_ORDERS]++;
}
MagicsSummaries[index][DEALS]=MagicsSummaries[index][SELL_ORDERS]+MagicsSummaries[index][BUY_ORDERS];
}
//----
total=0;
Tpl=0;Tpips=0;Tdeals=0;Tprofit=0;Tloss=0;
for(i=0; i0) total++;
Tpl+=MagicsSummaries[PROFIT];
Tpips+=MagicsSummaries[NET_PIPS];
Tdeals+=MagicsSummaries[DEALS];
Tprofit+=MagicsSummaries[GPROFIT];
Tloss+=MagicsSummaries[GLOSS];
}
//----
return(total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int AnalyzeOpenTrades()
{
double profit,bprofit,sprofit;
int i,index,type,total=OrdersTotal();
//----
for(i=0; i=MAGICS_MAX) continue;
if (OrderOpenTime()edate) continue;
//----
//MagicsSummaries[index][DEALS]++;
double PIPS;
GetMultiplier();
if(OrderType() == OP_BUY) {PIPS=((OrderClosePrice()-OrderOpenPrice())/MarketInfo(OrderSymbol(),MODE_POINT)*multiplier);}
if(OrderType() == OP_SELL) {PIPS=((OrderOpenPrice()-OrderClosePrice())/MarketInfo(OrderSymbol(),MODE_POINT)*multiplier);}
MagicsSummaries[index][OPEN_NET_PIPS]+= PIPS;
profit=OrderProfit()+OrderCommission()+OrderSwap();
if(profit>=0)MagicsSummaries[index][OPEN_GPROFIT]+=profit;
else MagicsSummaries[index][OPEN_GLOSS]+=profit;
MagicsSummaries[index][OPEN_PROFIT]=MagicsSummaries[index][OPEN_GPROFIT]+MagicsSummaries[index][OPEN_GLOSS];
/*
if(type==OP_BUY)
{
MagicsSummaries[index][BUY_LOTS]+=OrderLots();
MagicsSummaries[index][BUY_ORDERS]++;
}
if(type==OP_SELL)
{
MagicsSummaries[index][SELL_LOTS]+=OrderLots();
MagicsSummaries[index][SELL_ORDERS]++;
}
*/
//MagicsSummaries[index][DEALS]=MagicsSummaries[index][SELL_ORDERS]+MagicsSummaries[index][BUY_ORDERS];
MagicsSummaries[index][OPEN_DEALS]++;
}
//----
total=0;
OPTpl=0;OPTpips=0;OPTdeals=0;OPTprofit=0;OPTloss=0;OPTpips=0;
for(i=0; i0) total++;
OPTpl+=MagicsSummaries[OPEN_PROFIT];
OPTpips+=MagicsSummaries[OPEN_NET_PIPS];
OPTdeals+=MagicsSummaries[OPEN_DEALS];
OPTprofit+=MagicsSummaries[OPEN_GPROFIT];
OPTloss+=MagicsSummaries[OPEN_GLOSS];
}
//----
return(total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int MAGICSIndex(string MagicName)
{
bool found=false;
//----
for(int i=0; i=MAGICS_MAX) return(-1);
//----
i=MagicsTotal;
MagicsTotal++;
MAGICNR=MagicName;
MagicsSummaries[DEALS]=0;
MagicsSummaries[BUY_LOTS]=0;
MagicsSummaries[BUY_ORDERS]=0;
MagicsSummaries[SELL_LOTS]=0;
MagicsSummaries[SELL_ORDERS]=0;
MagicsSummaries[TOTAL_LOTS]=0;
MagicsSummaries[GPROFIT]=0;
MagicsSummaries[GLOSS]=0;
MagicsSummaries[PROFIT]=0;
MagicsSummaries[NET_PIPS]=0;
MagicsSummaries[OPEN_DEALS]=0;
MagicsSummaries[OPEN_GPROFIT]=0;
MagicsSummaries[OPEN_GLOSS]=0;
MagicsSummaries[OPEN_PROFIT]=0;
MagicsSummaries[OPEN_NET_PIPS]=0;
//----
return(i);
}
void SortTables(string &a)
{
string tmp;
double tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6,tmp7,tmp8,tmp9,tmp10,tmp11,tmp12,tmp13,tmp14,tmp15;
for (int i = 0; i < MagicsTotal; i++)
{
for (int j = i + 1; j < MagicsTotal; j++)
{
if( a>a[j] )
{
tmp = a;
tmp0=MagicsSummaries[0];
tmp1=MagicsSummaries[1];
tmp2=MagicsSummaries[2];
tmp3=MagicsSummaries[3];
tmp4=MagicsSummaries[4];
tmp5=MagicsSummaries[5];
tmp6=MagicsSummaries[6];
tmp7=MagicsSummaries[7];
tmp8=MagicsSummaries[8];
tmp9=MagicsSummaries[9];
tmp10=MagicsSummaries[10];
tmp11=MagicsSummaries[11];
tmp12=MagicsSummaries[12];
tmp13=MagicsSummaries[13];
tmp14=MagicsSummaries[14];
a = a[j];
MagicsSummaries[0]=MagicsSummaries[j][0];
MagicsSummaries[1]=MagicsSummaries[j][1];
MagicsSummaries[2]=MagicsSummaries[j][2];
MagicsSummaries[3]=MagicsSummaries[j][3];
MagicsSummaries[4]=MagicsSummaries[j][4];
MagicsSummaries[5]=MagicsSummaries[j][5];
MagicsSummaries[6]=MagicsSummaries[j][6];
MagicsSummaries[7]=MagicsSummaries[j][7];
MagicsSummaries[8]=MagicsSummaries[j][8];
MagicsSummaries[9]=MagicsSummaries[j][9];
MagicsSummaries[10]=MagicsSummaries[j][10];
MagicsSummaries[11]=MagicsSummaries[j][11];
MagicsSummaries[12]=MagicsSummaries[j][12];
MagicsSummaries[13]=MagicsSummaries[j][13];
MagicsSummaries[14]=MagicsSummaries[j][14];
a[j] = tmp;
MagicsSummaries[j][0]=tmp0;
MagicsSummaries[j][1]=tmp1;
MagicsSummaries[j][2]=tmp2;
MagicsSummaries[j][3]=tmp3;
MagicsSummaries[j][4]=tmp4;
MagicsSummaries[j][5]=tmp5;
MagicsSummaries[j][6]=tmp6;
MagicsSummaries[j][7]=tmp7;
MagicsSummaries[j][8]=tmp8;
MagicsSummaries[j][9]=tmp9;
MagicsSummaries[j][10]=tmp10;
MagicsSummaries[j][11]=tmp11;
MagicsSummaries[j][12]=tmp12;
MagicsSummaries[j][13]=tmp13;
MagicsSummaries[j][14]=tmp14;
}
}
}
}
//+------------------------------------------------------------------+
void DrawTotals()
{
int windex=WindowFind(Name);
string name;
ObjectDelete("Totals-OPENdeals");ObjectDelete("Totals-OPENtprofit");ObjectDelete("Totals-OPENtloss");ObjectDelete("Totals-OPENnetpl");ObjectDelete("Totals-OPENpips");
ObjectDelete("Totals-TXT");ObjectDelete("Totals-Deals");ObjectDelete("Totals-Symbols");ObjectDelete("Totals-Profit");ObjectDelete("Totals-Loss");ObjectDelete("Totals-PL");
ObjectDelete("Totals-pips");ObjectDelete("From-Date-text");ObjectDelete("From-Date");ObjectDelete("To-Date-text");ObjectDelete("To-Date");
int y=RowSpacing*(Lines+3)+3;
name="Totals-TXT";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[0]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,"TOTALS:",9,"Arial",HeaderColor);
}
name="Totals-Deals";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[1]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(Tdeals,0),9,"Arial",HeaderColor);
}//---- remove lines
if(Profit_All_pairs){
name="Totals-Symbols";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[2]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,"Profit All Symbols traded",9,"Arial",HeaderColor);
}
}
if(!Profit_All_pairs){
name="Totals-Symbols";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[2]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,"Profit chart Symbol pair",9,"Arial",HeaderColor);
}
}
name="Totals-Profit";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[7]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(Tprofit,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-Loss";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[8]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(Tloss,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-PL";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[9]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(Tpl,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-pips";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[10]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(Tpips,0),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-OPENdeals";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[11]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(OPTdeals,0),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-OPENtprofit";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[12]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(OPTprofit,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-OPENtloss";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[13]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(OPTloss,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-OPENnetpl";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[14]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(OPTpl,2),9,"Arial",HeaderColor);
}//---- remove lines
name="Totals-OPENpips";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,Shifts[15]);
ObjectSet(name,OBJPROP_YDISTANCE,y);
ObjectSetText(name,DoubleToStr(OPTpips,0),9,"Arial",HeaderColor);
}//---- remove lines
int x=10;
name="From-Date-text";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,x);
ObjectSet(name,OBJPROP_YDISTANCE,y+RowSpacing);
ObjectSetText(name,"This Report is From:",9,"Arial",HeaderColor);
}//---- remove lines
name="From-Date";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,x+120);
ObjectSet(name,OBJPROP_YDISTANCE,y+RowSpacing);
ObjectSetText(name,TimeToStr(sdate,TIME_DATE),9,"Arial",HeaderColor);
}//---- remove lines
name="To-Date-text";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,x+190);
ObjectSet(name,OBJPROP_YDISTANCE,y+RowSpacing);
ObjectSetText(name,"Until:",9,"Arial",HeaderColor);
}//---- remove lines
name="To-Date";
if(ObjectCreate(name,OBJ_LABEL,windex,0,0))
{
ObjectSet(name,OBJPROP_XDISTANCE,x+230);
ObjectSet(name,OBJPROP_YDISTANCE,y+RowSpacing);
ObjectSetText(name,TimeToStr(edate,TIME_DATE),9,"Arial",HeaderColor);
}//---- remove lines
}
void GetMultiplier()
{
int digits=MarketInfo(OrderSymbol(),MODE_DIGITS);
if(digits == 2 || digits == 4) multiplier = 1;
if(digits == 3 || digits == 5) multiplier = 0.1;
if(digits == 6) multiplier = 0.01;
if(digits == 7) multiplier = 0.001;
}
EA_Profits_1.0.jpg
