Utility "Tracert.mqh"

#property copyright "Rosh, conversed only"
#property link      "http://*****************"
#include <stdlib.mqh>
#include <Tracert.mqh>
extern double TakeProfit = 200;
extern double Lots = 0.1;
extern double TrailingStop = 0;
extern double StopLoss = 65;

3. Add function SetTrace(); in block start()

int start()
   {
   int ticket, total,totalExpert; 
   //------------------------------------------------------
   // For the sake of simplification and acceleration of a code,
   // we shall keep the necessary data of indicators in time variables


   SetTrace();

4. After back-testing click "Open Chart" - must be like this:



Code:

//+------------------------------------------------------------------+
//|                                                      Tracert.mq4 |
//|                                                             Rosh |
//|                           http://forexsystems.ru/phpBB/index.php |
//+------------------------------------------------------------------+
#property copyright "Rosh"
#property link      "http://forexsystems.ru/phpBB/index.php"

//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
double tr_AOPLong,tr_AOPShort;
double tr_LongLots,tr_ShortLots;
int tr_CurrLongOrders,tr_CurrShortOrders;
int tr_Total,tr_Counter;
int tr_PrevLongOrders,tr_PrevShortOrders;
int tr_CurrTotalOpenedOrders,tr_PrevTotalOpenedOrders;
double tr_CurrBalance,tr_PrevCurrBalance;
color tr_ProfitColor=Lime, tr_LossColor=DeepPink,tr_LongAOPColor=Blue,tr_ShortAOPColor=Red, tr_CurrCloseColor;
int tr_CloseLabelArrow=108, tr_AOPLabelArrow=159;
bool tr_CloseLong,tr_CloseShort;
double tr_CloseLabelPrice;
int tr_CloseLabelShift=20;
int tr_CounterCloseLabel=0,tr_CounterAOPLabel=0;
int tr_Bars;

void SetTrace()
  {
//---- 
   if (IsTesting()&&(tr_Bars!=Bars))
      {
      tr_CloseLong=false;
            tr_CloseShort=false;
      tr_AOPLong=0.0;
      tr_AOPShort=0.0;
      tr_LongLots=0.0;
      tr_ShortLots=0.0;
      tr_CloseLabelShift=iATR(NULL,0,50,1)*3.0/10.0/Point;
      if (tr_CurrBalance==0.0)   
         {
         tr_CurrBalance=AccountBalance();
         tr_PrevCurrBalance=AccountBalance();
         }
//----------------Проверка открытых позиций ---------------------------
      tr_CurrLongOrders=0;
      tr_CurrShortOrders=0;
      tr_CurrTotalOpenedOrders=0;
      tr_Total=OrdersTotal();
      if (tr_Total>0)// есть открытые позиции
         {
         for (tr_Counter=0;tr_Counter<tr_Total;tr_Counter++)// Counting of open positions
            {
            OrderSelect(tr_Counter, SELECT_BY_POS, MODE_TRADES);
            if (OrderType()==OP_BUY) 
               {
               tr_CurrLongOrders++;
               tr_AOPLong=tr_AOPLong+OrderLots()*OrderOpenPrice();
               tr_LongLots=tr_LongLots+OrderLots();
               }
            if (OrderType()==OP_SELL) 
               {
               tr_CurrShortOrders++;
               tr_AOPShort=tr_AOPShort+OrderLots()*OrderOpenPrice();
               tr_ShortLots=tr_ShortLots+OrderLots();
               }
            }// Counting of open positions


            //---------------  Averaging ---------------------
            
         if (tr_CurrLongOrders>0) tr_AOPLong=tr_AOPLong/tr_LongLots;
         if (tr_CurrShortOrders>0)tr_AOPShort=tr_AOPShort/tr_ShortLots;
            
            //---------------  Averaging ---------------------
            
         if (tr_AOPLong>0.0)
            {
            ObjectCreate("AOP"+tr_CounterAOPLabel,OBJ_ARROW,0,Time[1],tr_AOPLong);// Not absolutely correctly, but while will go
            ObjectSet("AOP"+tr_CounterAOPLabel,OBJPROP_ARROWCODE,tr_AOPLabelArrow);
            ObjectSet("AOP"+tr_CounterAOPLabel,OBJPROP_COLOR,tr_LongAOPColor);
            tr_CounterAOPLabel++;
            }

         if (tr_AOPShort>0.0)
            {
            ObjectCreate("AOP"+tr_CounterAOPLabel,OBJ_ARROW,0,Time[1],tr_AOPShort);// Not absolutely correctly, but while will go
            ObjectSet("AOP"+tr_CounterAOPLabel,OBJPROP_ARROWCODE,tr_AOPLabelArrow);
            ObjectSet("AOP"+tr_CounterAOPLabel,OBJPROP_COLOR,tr_ShortAOPColor);
            tr_CounterAOPLabel++;
            }



//         Print("Long=",tr_CurrLongOrders,"  tr_AOPLong=",tr_AOPLong,"    ***   Short=",tr_CurrShortOrders,"   tr_AOPShort=",tr_AOPShort);            
         tr_CurrTotalOpenedOrders=tr_CurrLongOrders+tr_CurrShortOrders;
         if ((tr_CurrTotalOpenedOrders!=tr_PrevTotalOpenedOrders)||(tr_PrevLongOrders!=tr_CurrLongOrders)||(tr_PrevShortOrders!=tr_CurrShortOrders)) // The quantity(amount) of warrants in the market has changed
            {
            if (tr_PrevLongOrders>tr_CurrLongOrders) // изменилось число ордеров в Long
               {
               tr_CloseLong=true;            
               tr_CloseLabelPrice=High[1]+tr_CloseLabelShift*Point;
               }
            if (tr_PrevShortOrders>tr_CurrShortOrders) // изменилось число ордеров в Short
               {
               tr_CloseShort=true;            
               tr_CloseLabelPrice=Low[1]-tr_CloseLabelShift*Point;
               }
            tr_PrevLongOrders=tr_CurrLongOrders;
            tr_PrevShortOrders=tr_CurrShortOrders;
            tr_PrevTotalOpenedOrders=tr_CurrTotalOpenedOrders;
            }
         }// There are open positions

//---------------- Check of change of Balance -------------------------------

      tr_CurrBalance=AccountBalance();  
      if (tr_CurrBalance!=tr_PrevCurrBalance)// проверка изменения Balance
         {
         if (tr_CurrBalance-tr_PrevCurrBalance>0.0) tr_CurrCloseColor=tr_ProfitColor; else tr_CurrCloseColor=tr_LossColor;
         tr_PrevCurrBalance=tr_CurrBalance;
         //------------------ Installation of the Label of closing --------------------
         ObjectCreate("Close"+tr_CounterCloseLabel,OBJ_ARROW,0,Time[1],tr_CloseLabelPrice);
         ObjectSet("Close"+tr_CounterCloseLabel,OBJPROP_ARROWCODE,tr_CloseLabelArrow);
         ObjectSet("Close"+tr_CounterCloseLabel,OBJPROP_COLOR,tr_CurrCloseColor);
         tr_CounterCloseLabel++;
         //------------------ Installation of the Label of closing --------------------
         }// Check of change of Balance  
      }//(IsTesting()) 
//----
   tr_Bars=Bars;
   return(0);
  }
//+------------------------------------------------------------------+