Libraries: MT4Orders QuickReport - page 8

[fxsaber]

Edgar Akhmadeev #:

Graphical file managers are for amateurs, of course. It's a matter of habit. I once switched from text-based NortonCommander to FarCommander with a lot of plug-ins.

I used NC analogues in DOS with pleasure. However, FAR immediately caused a terrible aversion without understanding the reason. I tried TC without enthusiasm (a pumped up version, I didn't adjust anything) - it worked perfectly.

I still remember NC well and FAR with a shudder. Although all the programmers I have met use only FAR.

[Andrey Khatimlianskii]

fxsaber #:

In TotalCommander I compare sources at the press of a key. Any encodings can be easily compared with any other encodings there.

Yes, I use it locally too. But there is more convenient software and third-party services. Not everywhere encoding "does not matter".

[Forester]

Update: added a couple of things.

1) The TurnOver chart has been replaced with a chart with P/L for buys, sells and their amounts. This way you can understand whether your strategy is bullish or bearish. You may decide to switch off one of the trading directions if it is not profitable.

2) Profit and loss graphs by hours and days of the week.

Unlike the MQ tester, profits and losses are displayed not at the moment of their occurrence, but by the time of entering a trade. This makes it easier to understand that entries in a certain hour are mostly unprofitable and simply switch off this hour for entries.
Additionally, charts on purchases and sales have been made.

If you click on any of these charts, you will see tables with exact amounts by hours and days. There are also checkboxes that can be used to disable hours and days from the inputs - the charts and tables will be rebuilt and you will be able to evaluate the result without additional tests. It is an analogue of BestInterval from Fxsaber, but more coarse (with a step of 1 hour) and without automation. M10 interval was added to reduce the step.

Some hourly or daily bursts of profit on these charts can be seen on small test periods. In the charts above, the test is for 5 months with an upward trend. So buying is in profit and selling is in loss. If you increase the test to a year or more, when several large trends in both directions will pass, everything will become evenly smeared and usually unprofitable, so it is unlikely that you will be able to switch something off and get a significant change in profit.

Here is what became on the same strategy with the test for 1 year: (you should switch off almost everything).

So it is unlikely to become the basis of your strategy.

[fxsaber]

I suggest making the following changes to the code.

// void QuickReport(string file_name, bool is_open_file_in_browser=true, int virtual_number=0, bool hide_account_and_name=false, bool common_path=false, bool fileANSI=true){//
bool QuickReport(string file_name, bool is_open_file_in_browser=true, bool hide_account_and_name=false, bool common_path=false, bool fileANSI=true){//
// ....
    #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID="+(string)VIRTUAL::GetNumber(VIRTUAL::GetHandle()) + " " + VIRTUAL::GetID() +";");
    #else // #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID=0;");
    #endif // #ifdef __VIRTUAL__ #else
// ....
   return(f!=INVALID_HANDLE);
}

Then the example from the header.

 for (int v = 1 ; v <= VIRTUAL::Total(); v++)
   _VI(v, QuickReport("report_"+(string)v, true));

[fxsaber]

Forester #:

Update: A couple of things have been added.

Added a selection of your report type to CustomReport. Tried looking at Backtests/Signals through it - sometimes handy, thanks.

[Forester]

fxsaber #:

I propose to make the following changes to the code.

Then the example from the header.

I made

    #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID='"+(string)virtual_number+" " + VIRTUAL::GetID() +"';");
    #else // #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID='"+(string)virtual_number+" ';");
    #endif // #ifdef __VIRTUAL__ #else

...
return(f!=INVALID_HANDLE);
}

I left the function call unchanged, for compatibility with the old version, so that the working codes would not break. I.e. the number of the virtualisation is taken from the virtual_number variable as before, and the function will add VIRTUAL::GetID() to it by itself.

[Forester]

fxsaber #:

I propose to make the following changes to the code.

Then the example from the header.

Made a new variant

bool QuickReport(string file_name, bool is_open_file_in_browser=true, int virtual_number=-1, bool hide_account_and_name=false, bool common_path=false, bool fileANSI=true){
    #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID='"+(string)(virtual_number<0?VIRTUAL::GetNumber(VIRTUAL::GetHandle()):virtual_number)+" " + VIRTUAL::GetID() +"';");
    #else // #ifdef __VIRTUAL__
      FileWrite(f,"VIRTUAL_ID='"+(string)(virtual_number<0?0:virtual_number)+" ';");
    #endif // #ifdef __VIRTUAL__ #else
...
return(f!=INVALID_HANDLE);
}

virtual_number - virtual tester number (-1 - will be determined automatically, 0 - MT5 tester, >0 - virtual testers)

Now by default (if virtual_number is not specified), as in this example

QuickReport("report_"+(string)v, true))

then the virtual_number will be defined automatically.
If virtual_number is specified and >=0, it will be shown.

[Forester]

Update. Filters added.

Order filtering.

Many filters have been added to display orders by different parameters.

Buy, Sell, Buy limit, Sell limit, Buy stop, Sell stop, Balance - you can remove any type of orders from the report.
Symbols - shows the whole list of used instruments, you can select only the necessary ones.
Magic - you can show orders only with specified Magic
Min Lot, Max Lot - you can select orders with required lots
Negative Slippage - you can show orders with negative slippage separately for opening orders or for closing
Swap - shows orders with swaps > 0
Min LengthTime - orders with duration more than specified time (specified by number of days, hours, minutes and seconds)
Max LengthTime - orders with duration less than specified time
Open Time - time of order opening from and to specified dates
Close Time - time of order closing from and to specified dates
TP, SL - orders that ended with TP or SL triggering
Profits, Losses - orders in profit or loss (commissions and swaps are not included, they can make the final profit negative)
Rejects - unexecuted orders

The Reset button allows you to reset filters to default values and show all orders without filtering.

Executed MT5 pending orders

The pending order, the triggering of which caused this order/position, is indicated in dark blue colour in the same line above. The time the pending order was placed, the time from placement to triggering of the order, and the type of pending order (Buy limit, Sell limit, Buy stop or Sell stop) are indicated. This information is only shown for MT5 terminal or tester, virtual testers or MT4 do not provide this information.

[fxsaber]

Forester #:

Executed MT5 pending orders

The pending order, the triggering of which caused this order/position, is indicated in dark blue colour in the same line above. The time of setting the pending order, the time from setting to triggering of the order, and the type of pending order (Buy limit, Sell limit, Buy stop or Sell stop) are specified.

Please allow not to show this information. It is of no use. Especially if the order was modified before execution.

[Forester]

fxsaber #:
Please give the option to not show this information. It is of no use. Especially if the order was modified before execution.

It is hidden by default. Enabled by #define ORDER_PARENT