MT4Orders QuickReport - library for MetaTrader 5

Examples of use:

• simple with MT4Orders
  

  #include <MT4Orders.mqh>
  #define REPORT_BROWSER            // Open report in browswer automatically. Require DLL.
  //#include <Report.mqh>
  #include <MT4Orders_QuickReport.mqh>//
  
  void OnInit(){}
  
  void OnTick(){ strategy (); }
  
  void OnDeinit(const int  reason ){
     QuickReport("report", true);
  }
  
  int TimeHour     ( datetime time ){return((int)((time / 3600) % 24));}//current hour in day. 3600 sec in hour
  
  void strategy (){
    string Symb = _Symbol;
    MqlTick Tick;
    if (SymbolInfoTick(Symb, Tick)){    
      if(TimeHour(TimeCurrent())<23 && TimeHour(TimeCurrent())>0 ){return;} 
      OrderSend(Symb, OP_BUY,  10, Tick.ask, 0, Tick.bid, Tick.bid,  NULL, 1000);
      OrderSend(Symb, OP_SELL, 10, Tick.bid, 0, Tick.ask, Tick.ask,  NULL, 1000);
     }
  }
  

• large test code
  
  
• simple with Virtual
  

  #include <MT4Orders.mqh>
  
  #include <fxsaber\Virtual\Virtual.mqh>
  #define REPORT_BROWSER            // Open report in browswer automatically. Require DLL.
  //#include <Report.mqh>
  #include <MT4Orders_QuickReport.mqh>
  
  double OnTester() { //or OnDeinit()
     for (int v = 0 ; v <= VIRTUAL::Total(); v++){if (VIRTUAL::SelectByIndex(v)){QuickReport("report_"+(string)v, true, v);}} //show report for each tester
     return(AccountInfoDouble(ACCOUNT_BALANCE)); 
  }

• description of call parameters
  

  void QuickReport(string file_name, bool is_open_file_in_browser=true, int virtual_number=0, bool hide_account_and_name=false, bool common_path=false, bool fileANSI=true){...}

  file_name - file name for recording
  is_open_file_in_browser - automatically open the file in the browser when the calculation is completed (DLL permission is required). Files will not be automatically opened during optimisation, as there can be several thousands of them.
  virtual_number - (to work with Virtual) number of virtual tester (-1 - will be determined automatically, 0 - MT5 tester, >0 - virtual testers)
  hide_account_and_name - hide account number and name
  common_path - save to the common folder of terminals. To prevent the files from being overwritten by another agent during optimisation, the agent number (3000, 3001,...) is added to the file names. When saving in the tester folder (false), they are saved in the folder of the agent that performed the calculations.
  fileANSI - save in ANSI encoding or in UNICODE. The size of UNICODE files is 2 times larger and they take longer to process, so if you upload a lot of data, for example 1 GB, it is more economical to use ANSI. UNICODE is added for compatibility with third-party services if you need it.
  

Example report for 5.4 million transactions:
( Virtual with report more than 100 000 lines on my computer eats all memory and hangs, for this reason I made JavaScript version).

This report showed Firefox. Chrome hangs, it needs smaller files.

More than 5.4 million rows can be uploaded to a file, but the Firefox browser can't handle any more.

When loading this report, the browser used about 6GB of memory (processed about 1 minute), then freed it, after which the report is displayed on the page: (Report uses 5-6GB from 80-100 thousand lines).

Detailed chart with zooming.

Clicking on any chart will open an interactive chart with that chart, with the ability to zoom in for detailed viewing.
There are 2 options:

1. The default is the free Google.charts
2. You can connect Highcharts, which as a commercial product is faster and more convenient, but it can only be used for free by programmers during development; when releasing a project/product, a licence must be purchased and renewed annually. Read more here https://shop.highcharts.com/
   

You can select Logarithmic - logarithmic scale (may be useful if you have exponential balance growth). For Highcharts you can additionally select Ordinal - uniform step (as in MetaQuotes tester reports). After changing these items, you need to click again on the desired chart to apply the selected option.

Example from Google.chart: (zooming with the mouse wheel).

Example from Highcharts: (change the scale by selecting the necessary area with the mouse).

Executed MT5 pending orders

For orders that appeared as a result of pending orders triggering, the Type field shows in dark blue colour the type of pending order (Buy limit, Sell limit, Buy stop or Sell stop), the time from setting to triggering of the order in seconds and the type of activated order/position. This information is shown only for MT5 terminal or tester, virtual testers or MT4 do not provide this information.

Profit and loss graphs by hour and day of the week.

Unlike the MQ tester, profits and losses are displayed not at the moment of their occurrence, but by the time of entering a trade. This makes it easier to understand that entries in a certain hour are mostly unprofitable and simply switch off this hour for entries.
Additionally, charts on purchases and sales have been made.

If you click on any of these charts, you will see tables with exact amounts by hours and days. There are also checkboxes that can be used to disable hours and days from the inputs - the charts and tables will be rebuilt and you will be able to evaluate the result without additional tests. It is an analogue of BestInterval from Fxsaber, but more coarse (with a step of 1 hour) and without automation. M10 interval was added to reduce the step.

Some hourly or daily bursts of profit on these charts can be seen on small test periods. The charts above show a 1 month test with an upward trend. So buying is in profit and selling is in loss. If you increase the test to a year or more, when several large trends in both directions will pass, everything will become evenly smeared and usually unprofitable, so it is unlikely that you will be able to switch something off and get a significant change in profit.
Here is what became on the same strategy with the test for 1 year: (you should switch off almost everything).

So it can hardly become the basis of your strategy.

Order filtering.

Many filters have been added to display orders by different parameters.

Buy, Sell, Buy limit, Sell limit, Buy stop, Sell stop, Balance - you can remove any type of orders from the report.
Symbols - will show the whole list of used instruments, you can select only the necessary ones.
Magic - you can show orders only with specified Magic
Min Lot, Max Lot - you can select orders with required lots
Negative Slippage - you can show orders with negative slippage separately for opening orders or for closing
Swap - shows orders with swaps > 0
Min LengthTime - orders with duration more than specified time (specified by number of days, hours, minutes and seconds)
Max LengthTime - orders with duration less than specified time
Open Time - time of order opening from and to specified dates
Close Time - time of order closing from and to specified dates
TP, SL - orders that ended with TP or SL triggering
Profits, Losses - orders in profit or loss (commissions and swaps are not included, they can make the final profit negative)
Rejects - unexecuted orders.

The Reset button allows you to reset filters to default values and show all orders without filtering.

Additional options:

1. You can specify the start date of the forward test, after it is applied the statistics of the full plot, the plot before the specified date (BackTest) and the plot after it (ForwardTest) will be calculated. The graphs will show a vertical line on this date.
2. Old column order - column order will be rearranged as in the Report library

P.S. The more comments on trades, the smaller number of rows can be displayed. A report with 5.4 million rows had no comments except "end of test". So it's better not to put them if the report will be more than 4 million transactions.