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