Libraries: Report - page 9

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link76:
Can be used to add MagicNumber or Comment column on the Report generated by MT4 backtest?

These columns are present in the report.

 

It may be of interest to some.

There is an interactive graph at the top of the report. If you enlarge it, the Reset Zoom button will appear. If we look at the beautiful chart as a straight line from the lower left corner to the upper right corner, the button will just block the most interesting place, how the chart behaves recently. That's why I moved the button to the left. The alignment in the template is changed from right to left.

 
traveller00:

Maybe someone will be interested.

There is an interactive graph at the top of the report. If you enlarge it, the Reset Zoom button will appear. If we look at the beautiful chart as a straight line from the lower left corner to the upper right corner, the button will just block the most interesting place, how the chart behaves recently. That's why I moved the button to the left. The alignment in the template is changed from right to left.

I don't know HTML and scripts at all. I borrowed all these things from other codes.

Probably, it would be possible to make a very convenient HTML report with all the details and charts. But it is not in my competence. I haven't met anyone interested in it.

Of course, there are market products that output reports into MT4/5 itself.

 
Updated.
 

Just in case, please note that includes must be in the order specified in the example.

#include <MT4Orders.mqh> // https://www.mql5.com/en/code/16006
// #include <fxsaber\Virtual\Virtual.mqh> // https://www.mql5.com/en/code/22577
#include <Report.mqh>

Otherwise it may build successfully in some places but not work as expected because the defines are applied in the wrong order.

  
#define  REPORT_REJECTS            // Analysis of trade order execution quality.

Now you can see the FillRate level.


In kitchens, of course, it is 100%.

 
fxsaber:

The FillRate level is now visible.

In kitchens, of course, it is 100%.

It seems that everywhere where 100% is 100% are kitchens. For example, scalpers on Signals almost all work in such kitchens.

 

In the process of using it, 2 features were discovered.

1. Gain graph is always zero. This is because it is not made yet. This is the way it should be.

2. using REPORT_REJECTS implies closing via take profit. And statistics can only be taken from there. If you close with limiters and CloseBy, it will always show 100% fill. The graph shows just the server's reggets, if the limit was set, but in the end it was not filled, and was cancelled by the bot, it does not affect the fill graph.

 

Change requests.

1. Remove the Gain graph, since it's empty anyway, so it doesn't take up space.

2. Add a time interval within a day. I'm using it for myself, maybe it will come in handy for someone else. And I won't have to measure my changes every time I update.

  datetime EndTime;
+  datetime StartInterval;
+  datetime EndInterval;
  bool Anonym;
  REPORT_FILTER( void ) : Symb(ALL_SYMBOLS), Magic(ALL_MAGICS), Pending(true), Balance(true), StartTime(0), EndTime(INT_MAX),
                          StartInterval(0), EndInterval(INT_MAX), Anonym(false), MinLot(0), NegativeSlip(false), MinPositionLength(0), Swap(false)

  bool IsSingle( void ) const
  {
+    datetime OrderTimeOnly=OrderOpenTime() % (60*60*24);
    return((OrderCloseTime() >= this.StartTime) && (OrderCloseTime() < this.EndTime) &&
+           (OrderTimeOnly >= this.StartInterval) && (OrderTimeOnly < this.EndInterval) &&
           (!this.NegativeSlip || this.IsNegative()) &&
           ((this.Balance && (OrderType() > OP_SELLSTOP)) || (((this.Pending && (OrderType() > OP_SELL) && (OrderType() < OP_BALANCE)) ||
 
traveller00:

2. Add a time interval within a day. I'm using it for myself, maybe it will come in handy for someone else. And I won't have to measure my changes every time I update.

In your variant it goes only by the opening price. It is clear that this is a consequence of the BestInterval approach. But in the general case it is probably not quite right.

Although, taking into account that the library is used by 2.5 people, there is no sense to make it "correct". I will introduce this type of filter


And when the interval is midnight, setting EndInterval is not very convenient in this form.

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