Additional plot on Strategy Tester Graph

[Patryk Kalisz]

Hi all,

I couldn't find the answer anywhere, so I'm starting a new thread. I have defined so called LockedInBalance that represents the account's balance + profits that are 'locked in' by the Stop Loss. That allows me to tell what is my real minimum account balance given current environment.

Now, I want to do two things:
1. Add the LockedInBalance value at each time step of the Strategy Tester Graph (print screen)
2. Calculate statistics (Sharpe, Sortino, Drawdown etc.) on that measure, not on equity/balance.

Any help is very much appreciated.


The code for the LockedInBalance() in my EA is as below:

double LockedInBalance()
{

   double AccountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
   double lockedInBalance = AccountBalance;
   double positionPoints = SymbolInfoDouble(_Symbol, SYMBOL_POINT);

    // Iterate through all open positions
    for (int i = 0; i < PositionsTotal(); i++)
    {
        if (PositionSelectByTicket(PositionGetTicket(i)))
        {
            // Get position's opening price and stop loss
            double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
            double stopLoss = PositionGetDouble(POSITION_SL);
            double positionLot = PositionGetDouble(POSITION_VOLUME);

            // Calculate locked-in profit/loss
            double profitLoss = 0.0;
            if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
            {
                    OrderCalcProfit(ORDER_TYPE_BUY,_Symbol,PositionGetDouble(POSITION_VOLUME),openPrice,stopLoss,profitLoss );

            }
            else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
            {
                    OrderCalcProfit(ORDER_TYPE_SELL,_Symbol,PositionGetDouble(POSITION_VOLUME),openPrice,stopLoss,profitLoss );

            }

            // Add profit/loss to locked-in balance
            lockedInBalance += profitLoss;
        }
    }
    return lockedInBalance;
   
}



double DepositedCapitalNet() 
{ 
   HistorySelect(0,TimeCurrent()); 
   int deals=HistoryDealsTotal();
   ulong deal_ticket;
   int deal_type;
   double deal_volume;
   double total_volume=0; 
   
   for(int i=0;i<deals;i++) 
   {
      deal_ticket=HistoryDealGetTicket(i);
      
      
      deal_type   =HistoryDealGetInteger(deal_ticket,DEAL_TYPE); 
      if (deal_type==2) 
      {  
         deal_volume = HistoryDealGetDouble(deal_ticket,DEAL_PROFIT); 
         total_volume+=deal_volume;
      }
      
      
      
   
   }
   
     
   return(total_volume); 
}

[Oleksandr Medviediev]

Patryk Kalisz:
Hi all,

I couldn't find the answer anywhere, so I'm starting a new thread. I have defined so called LockedInBalance that represents the account's balance + profits that are 'locked in' by the Stop Loss. That allows me to tell what is my real minimum account balance given current environment.

Now, I want to do two things:
1. Add the LockedInBalance value at each time step of the Strategy Tester Graph (print screen)
2. Calculate statistics (Sharpe, Sortino, Drawdown etc.) on that measure, not on equity/balance.

Any help is very much appreciated.

To accomplish that you need to contact your EA author (please confirm you have open-code mql5 file in your possession). 

NOTE: Traders and coders are working for free:

• if it is interesting for them personally, or
• if it is interesting for many members on this forum.

Freelance section of the forum should be used in most of the cases.

[Patryk Kalisz]

Oleksandr Medviediev #:

To accomplish that you need to contact your EA author (please confirm you have open-code mql5 file in your possession). 

NOTE: Traders and coders are working for free:

• if it is interesting for them personally, or
• if it is interesting for many members on this forum.

Freelance section of the forum should be used in most of the cases.

I am my EA author and I do have the code in my possession, obviously. I just can't figure out how to do this. I see I forgot to attach the snippet for the LockedInBalance definition.

double LockedInBalance()
{

   double AccountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
   double lockedInBalance = AccountBalance;
   double positionPoints = SymbolInfoDouble(_Symbol, SYMBOL_POINT);

    // Iterate through all open positions
    for (int i = 0; i < PositionsTotal(); i++)
    {
        if (PositionSelectByTicket(PositionGetTicket(i)))
        {
            // Get position's opening price and stop loss
            double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
            double stopLoss = PositionGetDouble(POSITION_SL);
            double positionLot = PositionGetDouble(POSITION_VOLUME);

            // Calculate locked-in profit/loss
            double profitLoss = 0.0;
            if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
            {
                    OrderCalcProfit(ORDER_TYPE_BUY,_Symbol,PositionGetDouble(POSITION_VOLUME),openPrice,stopLoss,profitLoss );

            }
            else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
            {
                    OrderCalcProfit(ORDER_TYPE_SELL,_Symbol,PositionGetDouble(POSITION_VOLUME),openPrice,stopLoss,profitLoss );

            }

            // Add profit/loss to locked-in balance
            lockedInBalance += profitLoss;
        }
    }
    return lockedInBalance;
   
}



double DepositedCapitalNet() 
{ 
   HistorySelect(0,TimeCurrent()); 
   int deals=HistoryDealsTotal();
   ulong deal_ticket;
   int deal_type;
   double deal_volume;
   double total_volume=0; 
   
   for(int i=0;i<deals;i++) 
   {
      deal_ticket=HistoryDealGetTicket(i);
      
      
      deal_type   =HistoryDealGetInteger(deal_ticket,DEAL_TYPE); 
      if (deal_type==2) 
      {  
         deal_volume = HistoryDealGetDouble(deal_ticket,DEAL_PROFIT); 
         total_volume+=deal_volume;
      }
      
      
      
   
   }
   
     
   return(total_volume); 
}