//+------------------------------------------------------------------+ //| Equity_v8.mq4 | //| Copyright © 2008, Xupypr | //+------------------------------------------------------------------+ #property copyright "Copyright © 2008, Xupypr" #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 LightSteelBlue #property indicator_color2 SteelBlue #property indicator_color3 Black #property indicator_color4 LightSteelBlue #property indicator_color5 SteelBlue #property indicator_color6 Black #property indicator_color7 SteelBlue #property indicator_color8 OrangeRed #property indicator_width1 3 #property indicator_width2 3 #property indicator_width3 3 #property indicator_width4 1 #property indicator_width5 1 #property indicator_width6 3 #property indicator_width7 1 #property indicator_width8 2 extern string Only_Comment=""; // Учитывать ордера только с наличием указанного комментария (например [sl] или [tp]) extern string Only_Magics=""; // Учитывать ордера только с указанными магическими номерами (через любой разделитель) extern string Only_Symbols=""; // Учитывать только указанные инструменты (через любой разделитель) extern bool Only_Current=false; // Учитывать только текущий инструмент extern bool Only_Buys=false; // Учитывать ордера только на покупку extern bool Only_Sells=false; // Учитывать ордера только на продажу extern bool Show_Balance=true; // Отображать баланс extern bool Show_Equity=true; // Отображать средства extern bool Show_Info=false; // Отображать дополнительную информацию extern bool File_Write=false; // Запись данных в файл int ANumber,Window; bool First; double EquityBodyUp[],EquityBodyDown[],MaskBody[],EquityShadeUp[],EquityShadeDown[],MaskShade[],EquityLine[],Balance[]; double CurrentBalance,MaxProfit,Drawdown,MaxPeak,RecoveryFactor; string ShortName; datetime TimeBar; datetime OpenTime_Ticket[][2]; // время открытия и номер тикета datetime CloseTime[]; // время закрытия int Type[]; // тип операции string Instrument[]; // инструмент double Lots[]; // количество лотов double OpenPrice[]; // цена открытия double ClosePrice[]; // цена закрытия double Commission[]; // комиссия double Swap[]; // накопленный своп double CurSwap[]; // текущий своп double DaySwap[]; // дневной своп double Profit[]; // чистая прибыль double Magic[]; // магический номер //+----------------------------------------------------------------------------+ //| Custom indicator initialization function | //+----------------------------------------------------------------------------+ int init() { if (Only_Comment=="" && Only_Magics=="" && Only_Symbols=="" && !Only_Current && !Only_Buys && !Only_Sells) ShortName="Total"; else { if (Only_Comment!="") ShortName=Only_Comment; else ShortName=""; if (Only_Magics!="") ShortName=StringConcatenate(ShortName," ",Only_Magics); if (Only_Symbols!="") ShortName=StringConcatenate(ShortName," ",Only_Symbols); else if (Only_Current) ShortName=StringConcatenate(ShortName," ",Symbol()); if (Only_Sells) Only_Buys=false; if (Only_Buys) ShortName=StringConcatenate(ShortName," Buys"); if (Only_Sells) ShortName=StringConcatenate(ShortName," Sells"); } SetIndexBuffer(0,EquityBodyUp); SetIndexLabel(0,ShortName+" Equity"); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,EquityBodyDown); SetIndexLabel(1,ShortName+" Equity"); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,MaskBody); SetIndexLabel(2,"Mask"); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,EquityShadeUp); SetIndexLabel(3,ShortName+" Equity"); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexBuffer(4,EquityShadeDown); SetIndexLabel(4,ShortName+" Equity"); SetIndexStyle(4,DRAW_HISTOGRAM); SetIndexBuffer(5,MaskShade); SetIndexLabel(5,"Mask"); SetIndexStyle(5,DRAW_HISTOGRAM); SetIndexBuffer(6,EquityLine); SetIndexLabel(6,ShortName+" Equity"); SetIndexStyle(6,DRAW_LINE); SetIndexBuffer(7,Balance); SetIndexLabel(7,ShortName+" Balance"); SetIndexStyle(7,DRAW_LINE); if (Show_Equity) ShortName=StringConcatenate(ShortName," Equity"); if (Show_Balance) ShortName=StringConcatenate(ShortName," Balance"); IndicatorShortName(ShortName); IndicatorDigits(2); ANumber=AccountNumber(); First=true; TimeBar=0; return(0); } //+----------------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+----------------------------------------------------------------------------+ int deinit() { ObjectsDeleteAll(Window); return(0); } //+----------------------------------------------------------------------------+ //| Custom indicator iteration function | //+----------------------------------------------------------------------------+ int start() { static bool open; string filename,objectname,text,time; static string minfosymbols="",m1symbols=""; static double equityopen,equityhigh,equitylow,equityclose; double spread,lotsize; int handle,beginbar,bar,i,m,j,start,total,historytotal,opentotal; //int tick=GetTickCount(); if (ANumber!=AccountNumber()) { ArrayInitialize(EquityBodyUp,EMPTY_VALUE); ArrayInitialize(EquityBodyDown,EMPTY_VALUE); ArrayInitialize(MaskBody,EMPTY_VALUE); ArrayInitialize(EquityShadeUp,EMPTY_VALUE); ArrayInitialize(EquityShadeDown,EMPTY_VALUE); ArrayInitialize(MaskShade,EMPTY_VALUE); ArrayInitialize(EquityLine,EMPTY_VALUE); ArrayInitialize(Balance,EMPTY_VALUE); ObjectsDeleteAll(Window); ANumber=AccountNumber(); minfosymbols=""; m1symbols=""; First=true; TimeBar=0; } if (!IsConnected()) { Print("Связь с сервером отсутствует или прервана"); return(0); } if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0); Window=WindowFind(ShortName); if (First) { First=false; MaxProfit=0.0; Drawdown=0.0; MaxPeak=0.0; if (Period()>PERIOD_D1) { Alert("Период не может быть больше D1"); return(0); } historytotal=OrdersHistoryTotal(); opentotal=OrdersTotal(); total=historytotal+opentotal; ArrayResize(OpenTime_Ticket,total); for (i=0;i0) { for (i=0;i=0;i--) { open=true; equityopen=0.0; TimeBar=iTime(NULL,0,i); for (m=0;mTimeCurrent()) break; equityclose=0.0; for (j=start;jTimeBar+60) break; if (CloseTime[start]=TimeBar && CloseTime[j]5) { CurrentBalance+=Profit[j]; objectname=StringConcatenate("Time: ",TimeToStr(CloseTime[j])); if (ObjectFind(objectname)==-1) ObjectCreate(objectname,OBJ_VLINE,Window,TimeBar,0); ObjectSetText(objectname,StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2))); ObjectSet(objectname,OBJPROP_TIME1,TimeBar); ObjectSet(objectname,OBJPROP_COLOR,OrangeRed); ObjectSet(objectname,OBJPROP_WIDTH,2); continue; } if (CloseTime[j]>=TimeBar && CloseTime[j]=TimeBar) { if (MarketInfo(Instrument[j],MODE_POINT)==0) { if (StringFind(minfosymbols,Instrument[j])==-1) { Alert("В обзоре рынка не хватает "+Instrument[j]); minfosymbols=StringConcatenate(minfosymbols," ",Instrument[j]); } continue; } bar=iBarShift(Instrument[j],PERIOD_M1,TimeBar); if (iTime(Instrument[j],PERIOD_M1,bar)>TimeBar+300) { if (StringFind(m1symbols,Instrument[j])==-1) { Alert("Отсутствует история M1 по "+Instrument[j]+" начиная с "+TimeToStr(iTime(Instrument[j],PERIOD_M1,bar))); m1symbols=StringConcatenate(m1symbols," ",Instrument[j]); } continue; } if (open) { if (TimeDayOfWeek(iTime(NULL,0,i))!=TimeDayOfWeek(iTime(NULL,0,i+1)) && OpenTime_Ticket[j][0]equityclose) equitylow=equityclose; if (Show_Info) Information(equityclose); } if (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2); if (Show_Equity) { if (equityopen<=equityclose) { EquityBodyUp[i]=NormalizeDouble(equityclose,2); MaskBody[i]=NormalizeDouble(equityopen,2); EquityShadeUp[i]=NormalizeDouble(equityhigh,2); } else { EquityBodyDown[i]=NormalizeDouble(equityopen,2); MaskBody[i]=NormalizeDouble(equityclose,2); EquityShadeDown[i]=NormalizeDouble(equityhigh,2); } MaskShade[i]=NormalizeDouble(equitylow,2); if (equityhigh==equitylow) EquityLine[i]=equityhigh; if (equityclose<0) EquityLine[i]=equityclose; if (File_Write) { time=StringConcatenate(TimeToStr(iTime(NULL,0,i),TIME_DATE),";",TimeToStr(iTime(NULL,0,i),TIME_MINUTES)); if (FileWrite(handle,time,equityopen,equityhigh,equitylow,equityclose,CurrentBalance)<0) Print("Ошибка #",GetLastError()," при записи в файл"); } } } TimeBar=Time[0]; ArrayResize(OpenTime_Ticket,opentotal); if (opentotal>0) { for (i=0;iequityhigh) equityhigh=equityclose; } if (Show_Info) Information(AccountEquity()); } else { opentotal=ArraySize(OpenTime_Ticket); if (opentotal>0) { for (i=0;i0) { for (i=0;iequityhigh) equityhigh=equityclose; } if (Show_Info) Information(equityclose); ArrayResize(OpenTime_Ticket,opentotal); if (opentotal>0) { for (i=0;i0) text=StringConcatenate(text," (",DoubleToStr(100*Drawdown/MaxPeak,2),"%)"); ObjectSetText(objectname,text); ObjectSet(objectname,OBJPROP_XDISTANCE,10); ObjectSet(objectname,OBJPROP_YDISTANCE,10); ObjectSet(objectname,OBJPROP_CORNER,1); ObjectSet(objectname,OBJPROP_COLOR,Silver); objectname="Recovery Factor"; if (ObjectFind(objectname)==-1) ObjectCreate(objectname,OBJ_LABEL,Window,0,0); if (Drawdown>0) RecoveryFactor=equityclose/Drawdown; text=StringConcatenate(objectname,": ",DoubleToStr(RecoveryFactor,2)); ObjectSetText(objectname,text); ObjectSet(objectname,OBJPROP_XDISTANCE,10); ObjectSet(objectname,OBJPROP_YDISTANCE,30); ObjectSet(objectname,OBJPROP_CORNER,1); ObjectSet(objectname,OBJPROP_COLOR,Silver); } //Print("Calculating - ",GetTickCount()-tick," ms"); return(0); } //+----------------------------------------------------------------------------+ //| Чтение данных ордера | //+----------------------------------------------------------------------------+ void ReadOrder(int n) { Type[n]=OrderType(); if (OrderType()>5) Instrument[n]=OrderComment(); else Instrument[n]=OrderSymbol(); Lots[n]=OrderLots(); OpenPrice[n]=OrderOpenPrice(); int close; if (OrderCloseTime()!=0) { CloseTime[n]=OrderCloseTime(); ClosePrice[n]=OrderClosePrice(); close=iBarShift(NULL,0,OrderCloseTime()); } else { CloseTime[n]=TimeCurrent(); ClosePrice[n]=0.0; close=0; } Commission[n]=OrderCommission(); Swap[n]=OrderSwap(); Profit[n]=OrderProfit(); CurSwap[n]=0.0; int swapdays=0; int open=iBarShift(NULL,0,OrderOpenTime()); for (int b=open-1;b>=close;b--) { if (TimeDayOfWeek(iTime(NULL,0,b))!=TimeDayOfWeek(iTime(NULL,0,b+1))) { switch (MarketInfo(Instrument[n],MODE_PROFITCALCMODE)) { case 0: { if (TimeDayOfWeek(iTime(NULL,0,b))==4) swapdays+=3; else swapdays++; } break; case 1: { if (TimeDayOfWeek(iTime(NULL,0,b))==1) swapdays+=3; else swapdays++; } } } } if (swapdays>0) DaySwap[n]=Swap[n]/swapdays; else DaySwap[n]=0.0; Magic[n]=OrderMagicNumber(); if (Lots[n]==0) { string ticket=StringSubstr(OrderComment(),StringFind(OrderComment(),"#")+1); if (OrderSelect(StrToInteger(ticket),SELECT_BY_TICKET,MODE_HISTORY)) Lots[n]=OrderLots(); } } //+----------------------------------------------------------------------------+ //| Расчёт максимальной просадки | //+----------------------------------------------------------------------------+ void Information(double equity) { if (MaxProfit5) return(true); if (OrderType()>1) return(false); if (Only_Comment!="") { if (StringFind(OrderComment(),Only_Comment)==-1) return(false); } if (Only_Magics!="") { if (StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false); } if (Only_Symbols!="") { if (StringFind(Only_Symbols,OrderSymbol())==-1) return(false); } else if (Only_Current && OrderSymbol()!=Symbol()) return(false); if (Only_Buys && OrderType()!=OP_BUY) return(false); if (Only_Sells && OrderType()!=OP_SELL) return(false); return(true); } //+----------------------------------------------------------------------------+