Discussion of article "Applying OLAP in trading (part 2): Visualizing the interactive multidimensional data analysis results"

[MetaQuotes]

New article Applying OLAP in trading (part 2): Visualizing the interactive multidimensional data analysis results has been published:

In this article, we consider the creation of an interactive graphical interface for an MQL program, which is designed for the processing of account history and trading reports using OLAP techniques. To obtain a visual result, we will use maximizable and scalable windows, an adaptive layout of rubber controls and a new control for displaying diagrams. To provide the visualization functionality, we will implement a GUI with the selection of variables along coordinate axes, as well as with the selection of aggregate functions, diagram types and sorting options.

Here are examples of analytical profiles which can be presented graphically using OLAPGUI.

Profit by symbols, in descending order

Profit by symbols, sorted alphabetically

Profit by symbol, day of the week when position was closed, deal type "Buy"

Profit by symbol, day of the week when position was closed, deal type "Sell"

Profit by lot size (lots are indicated as cell indexes, the values are displayed in the log)

Total balance curve

Balance by Buy and Sell operations

Balance curves for each symbol separately

Swap curves for each symbol separately

Profit dependence on the trade 'duration' for each symbol separately

Number of deals by symbols and types

Dependence of 'Profit' and 'Duration' (in seconds) fields for each deal

MFE (%) and MAE (%) dependencies for all deals

Author: Stanislav Korotky

[Stanislav Korotky]

Minor bugfix in OLAPcube.mqh.