How to search the market in a new way - MQL4 and MetaTrader 4

Iurii Tokman 2011.02.18 09:09 #21

The GetIndexByTicket() function.

This function returns the index of the order or position by ticket. The more accurate selection of orders or positions to be searched is specified by external parameters:

ti - Ticket order, position. The value of this parameter cannot be empty or zero.
sy - Name of market instrument. If you set this parameter, the function will consider only positions of the specified instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, order or position type. Valid values: OP_BUY, OP_SELL, OP_BUYLIMIT, OP_SELLLIMIT, OP_BUYSTOP, OP_SELLSTOP or -1. The default value of -1 means any position.
mn - Position identifier, MagicNumber. The default value of -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает индекс ордера или позиции по тикету.                |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    ti - тикет ордера, позиции                                              |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
int GetIndexByTicket(int ti, string sy="", int op=-1, int mn=-1) {
  int i, k=OrdersTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if ((OrderSymbol()==sy || sy=="") && (op<0 || OrderType()==op)) {
        if ((mn<0 || OrderMagicNumber()==mn) && OrderTicket()==ti) return(i);
      }
    }
  }
  return(-1);
}

Useful features from KimIV Any questions from newcomers [WARNING CLOSED!] Any newbie

Iurii Tokman 2011.02.18 09:10 #22

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 10.05.2008                                                     |
//|  Описание : Возвращает корреляцию двух рядов.                              |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    x - массив значений первого ряда                                        |
//|    y - массив значений второго ряда                                        |
//+----------------------------------------------------------------------------+
double Correlation(double& x[], double& y[]) {
  double co=0, sa=0, sb=0, sc=0, xs=0, ys=0;
  int    i, k=MathMin(ArraySize(x), ArraySize(y));

  if (k>0) {
    for (i=0; i<k; i++) {
      xs+=x[i]; ys+=y[i];
    }
    xs/=k; ys/=k;
    for (i=0; i<k; i++) {
      sa+=(x[i]-xs)*(y[i]-ys);
      sb+=(x[i]-xs)*(x[i]-xs);
      sc+=(y[i]-ys)*(y[i]-ys);
    }
    sb=MathSqrt(sb*sc);
    if (sb!=0) co=sa/sb;
  }
  return(co);
}

GetIndexLastPos() function.

This function returns the index of the last open position or -1. A more accurate selection of positions to be checked is defined by external parameters:

sy - Name of market instrument. If we set this parameter, the function will consider only positions of the specified instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает индекс последней открытой позиции или -1            |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
int GetIndexLastPos(string sy="", int op=-1, int mn=-1) {
  datetime o;
  int      i, k=OrdersTotal(), r=-1;

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) {
              if (o<OrderOpenTime()) {
                o=OrderOpenTime();
                r=i;
              }
            }
          }
        }
      }
    }
  }
  return(r);
}

Iurii Tokman 2011.02.18 09:11 #23

The GetLotLastPos() function.

This function returns the lot size of the last open position or -1. A more accurate selection of positions to be checked is defined by external parameters:

sy - Name of market instrument. If you set this parameter, the function will consider only positions of the specified instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает размер лота последней открытой позиции или -1       |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
double GetLotLastPos(string sy="", int op=-1, int mn=-1) {
  datetime o;
  double   l=-1;
  int      i, k=OrdersTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) {
              if (o<OrderOpenTime()) {
                o=OrderOpenTime();
                l=OrderLots();
              }
            }
          }
        }
      }
    }
  }
  return(l);
}

Useful features from KimIV Any questions from newcomers And let's make a

Iurii Tokman 2011.02.18 09:11 #24

GetMaxLotFromOpenPos() function.

This function returns the maximum lot size from the number of open positions. A more accurate selection of positions to be checked is specified by external parameters:

sy - Name of market instrument. If this parameter is set, the function will consider only positions of the specified symbol. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает максимальный размер лота из открытых позиций        |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
double GetMaxLotFromOpenPos(string sy="", int op=-1, int mn=-1) {
  double l=0;
  int    i, k=OrdersTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) {
              if (l<OrderLots()) l=OrderLots();
            }
          }
        }
      }
    }
  }
  return(l);
}

Useful features from KimIV Any questions from newcomers And let's make a

Iurii Tokman 2011.02.18 09:11 #25

GetMinLotFromOpenPos() function.

This function returns the minimum lot size from the number of open positions. A more accurate selection of positions to be checked is specified by external parameters:

sy - Name of market instrument. If this parameter is set, the function will consider only positions of the specified symbol. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает минимальный размер лота из открытых позиций         |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
double GetMinLotFromOpenPos(string sy="", int op=-1, int mn=-1) {
  double l=0;
  int    i, k=OrdersTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) {
              if (l==0 || l>OrderLots()) l=OrderLots();
            }
          }
        }
      }
    }
  }
  return(l);
}

Useful features from KimIV Any questions from newcomers And let's make a

Iurii Tokman 2011.02.18 09:12 #26

The NumberOfPositions() function.

This function returns the number of positions currently open. A more accurate selection of counted positions is specified by external parameters:

sy - Name of market instrument. If this parameter is set, the function will consider only positions of the specified instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает количество позиций.                                 |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
int NumberOfPositions(string sy="", int op=-1, int mn=-1) {
  int i, k=OrdersTotal(), kp=0;

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) kp++;
          }
        }
      }
    }
  }
  return(kp);
}

Useful features from KimIV Any questions from newcomers [ARCHIVE!] Any rookie question,

Iurii Tokman 2011.02.18 09:12 #27

GetProfitFromDateInCurrency() function.

This function returns the total profit in the currency of the positions closed since a certain date. More accurate selection of positions to be taken into account is specified using external parameters:

sy - Name of market instrument. If you specify this parameter, the function will consider only positions of this instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.
dt - Date and time in seconds since 1970. Default value - 0 means all positions available in history are taken into account.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает суммарный профит в валюте депозита                  |
//|             закрытых с определённой даты позиций                           |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента             (""   - любой символ,         |
//|                                               NULL - текущий символ)       |
//|    op - операция                             (-1   - любая позиция)        |
//|    mn - MagicNumber                          (-1   - любой магик)          |
//|    dt - Дата и время в секундах с 1970 года  ( 0   - с начала истории)     |
//+----------------------------------------------------------------------------+
double GetProfitFromDateInCurrency(string sy="", int op=-1, int mn=-1, datetime dt=0)
{
  double p=0;
  int    i, k=OrdersHistoryTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) {
      if ((OrderSymbol()==sy || sy=="") && (op<0 || OrderType()==op)) {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (mn<0 || OrderMagicNumber()==mn) {
            if (dt<OrderCloseTime()) {
              p+=OrderProfit()+OrderCommission()+OrderSwap();
            }
          }
        }
      }
    }
  }
  return(p);
}

Useful features from KimIV And let's make a Any questions from newcomers

Iurii Tokman 2011.02.18 09:13 #28

GetProfitOpenPosInCurrency() function.

This function returns the total profit of the currently opened positions. Profit is returned in units of the deposit currency. More accurate selection of positions to be taken into account is specified using external parameters:

sy - Name of market instrument. If you specify this parameter, the function will consider only positions of this instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает суммарный профит открытых позиций в валюте депозита |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
double GetProfitOpenPosInCurrency(string sy="", int op=-1, int mn=-1) {
  double p=0;
  int    i, k=OrdersTotal();

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if ((OrderSymbol()==sy || sy=="") && (op<0 || OrderType()==op)) {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (mn<0 || OrderMagicNumber()==mn) {
            p+=OrderProfit()+OrderCommission()+OrderSwap();
          }
        }
      }
    }
  }
  return(p);
}

Useful features from KimIV And let's make a Any questions from newcomers

Iurii Tokman 2011.02.18 09:14 #29

GetProfitOpenPosInPoint() function.

This function returns the total profit of the currently opened positions. The profit is returned in points. A more accurate selection of positions to be taken into account is specified by external parameters:

sy - Name of market instrument. If you specify this parameter, the function will only consider positions of this instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает суммарный профит открытых позиций в пунктах         |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
int GetProfitOpenPosInPoint(string sy="", int op=-1, int mn=-1) {
  double p;
  int    i, k=OrdersTotal(), pr=0;

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if ((OrderSymbol()==sy || sy=="") && (op<0 || OrderType()==op)) {
        if (mn<0 || OrderMagicNumber()==mn) {
          p=MarketInfo(OrderSymbol(), MODE_POINT);
          if (p==0) if (StringFind(OrderSymbol(), "JPY")<0) p=0.0001; else p=0.01;
          if (OrderType()==OP_BUY) {
            pr+=(MarketInfo(OrderSymbol(), MODE_BID)-OrderOpenPrice())/p;
          }
          if (OrderType()==OP_SELL) {
            pr+=(OrderOpenPrice()-MarketInfo(OrderSymbol(), MODE_ASK))/p;
          }
        }
      }
    }
  }
  return(pr);
}

Useful features from KimIV And let's make a Any questions from newcomers

Iurii Tokman 2011.02.18 09:14 #30

GetTicketLastPos() function.

This function returns the ticket of the last open position or -1. A more accurate selection of positions to be taken into account is specified by external parameters:

sy - Name of market instrument. If you specify this parameter, the function will only consider positions of this instrument. The default value "" means any market instrument. NULL means the current instrument.
op - Trade operation, position type. Valid values: OP_BUY, OP_SELL or -1. The default value -1 means any position.
mn - Position identifier, MagicNumber. Default value -1 means any identifier.

//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 19.02.2008                                                     |
//|  Описание : Возвращает тикет последней открытой позиции или -1             |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (""   - любой символ,                   |
//|                                     NULL - текущий символ)                 |
//|    op - операция                   (-1   - любая позиция)                  |
//|    mn - MagicNumber                (-1   - любой магик)                    |
//+----------------------------------------------------------------------------+
int GetTicketLastPos(string sy="", int op=-1, int mn=-1) {
  datetime o;
  int      i, k=OrdersTotal(), r=-1;

  if (sy=="0") sy=Symbol();
  for (i=0; i<k; i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==sy || sy=="") {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          if (op<0 || OrderType()==op) {
            if (mn<0 || OrderMagicNumber()==mn) {
              if (o<OrderOpenTime()) {
                o=OrderOpenTime();
                r=OrderTicket();
              }
            }
          }
        }
      }
    }
  }
  return(r);
}

Useful features from KimIV And let's make a Any questions from newcomers

Only &quot;Useful features from KimIV&quot;. - page 3

The GetIndexByTicket() function.

GetIndexLastPos() function.

The GetLotLastPos() function.

GetMaxLotFromOpenPos() function.

GetMinLotFromOpenPos() function.

The NumberOfPositions() function.

GetProfitFromDateInCurrency() function.

GetProfitOpenPosInCurrency() function.

GetProfitOpenPosInPoint() function.

GetTicketLastPos() function.

Only "Useful features from KimIV". - page 3