Expert Adviser to check past trades slippage, rolleroverspread widening in night & maximum equity drawdown during trade.

MQL5 Esperti

Specifiche

Hi want a EA that gives me the opportunity to check past trade with the trade ID/ticket provided by MT5/MT4. This EA should be programmed for MT5 and Mt4

What I would like is that when opening the EA there will come up a widget window on the left side of the chart. In this window you can then copy in the trade ID Ticken from the metatrader history panel (like you can see in screenshot 2, there you can see the trading history with ticken ID).

Once the trade ID is written/copied into the widget and I can press check the trade button in the widget and it would start, so we can basically check any trade ID from the history with the EA widget window that we choose.

Then when I have put in the trade ID and press check then I want the EA to do the following:

The EA presents the trade visually on the chart.
So first it should show Entry and Exit point of the trade (like Metatrader is already doing with the deals history on the chart screenshot 1). But then I want the EA to check slippage on pending orders for this trade (incase there was a pending order like limit entry or SL or TP). (If it was all market orders in that trade the EA would not check anything further of course).

If there was a pending order involved like limit entry or SL or TP I want the EA to check the slippage if it was negative or positive (favorable or unfavorable). Then I want the EA to visually draw the difference on the chart between the pending order and the actual execution price. For example let's say entry was market order but the exit was with SL but there was slippage on that because of rollover in the night or high impact news or something, then I want the EA to visually draw where the SL was placed and were the actual exit happened I want a red box for negative slippage and a greenbox for positive slippage, also I want that the EA shows slippage amount in pips and states clearly the SL price and clearly the price where the actual exit happened in that case. 

Same please for limit entries lets say an entry was done with pending order but there was unfavorable slippage I want this to be marked red and shown visually. I want to see the pip difference on the chart and I want it so state the limit price and the actual entry price in that case.

Then I want the EA to also check the unfavorable slippage execution price and compare it with the tick data prices provided at that moment. The Tick Date can be found when selecting the instrument in market watch then right click press on symbols then in this new window that opens select the Ticks tab.

So let's say SL was triggered but slippage happened and the exit was unfavorable then the EA should show this visually like explained and state the exit price that actually happened. Then I want this EA to check the exit price and compare it with the tick data column that you can be found when selecting the instrument clicking on symbol and then clicking on Ticks. (screenshot 4) I want this tick data column to be visually illustrated next to the trade on the chart (like a little screenshot or extract of the column)

So please look at this NZDUSD example to make it clear (screenshot 3&4) you can see there was a cap in the night rollover spread widening. You can see at 0:05 there was a stop out of the SL but unfavorable somewhere in the air (in the history you can see the exit price differs from SL price). So here you can see in the history overview where the SL was placed and in the price column to the right where the exit actually happened (screenshot 4).

Here I would like the EA to visually show this Slippage in the chart and state all prices like mentioned. Then I want the EA to go into that symbol NZDUSD in this case go on Ticks (screenshot 5) look for that time window of the trade and visually show this tick data column next to the trades at least a view entries of the column and show which tick was the closest to the actual exit time and highlight this. So like you can see in screenshot 6. There you can see this exit price was really the best that was provided by the Liquidity provide at that time. Basically I want the EA to on the chart next to the Exit of the trade to state the exit price and next to that a small window of the tick column with the relevant time window 1min before 1min after and highlight the closest exit tick. And if they are they same (like they are in this example) highlight green if they are not the same highlight in red. Here it was the same because note that the order was a sell and in that case the SL of the sell needs to be executed on the ask.

(please note the following Buy limit is executet on the ask, while the exit from a Buy is executet on the bid then a Sell Limit is executed on the bed while the exit of a sell position is executet on the ask)

Basically this is the process the EA would do after typing the Trade ID into the widget. Bring up the trade, show the deal history like mt5/4 is already doing, then if there was a pending order like limit entry, SL or TP check the slippage show it visually state the prices and then compare the unfavorable price with the tick column of the instrument during that time. 


I hope it was clear if not ask may anything of course :)

Lastly another thing I want the EA to do is to also show a yellow line that connects the opening price of the trade to the deepest equity drawdown point during the trade and state there how much the loss was there. So look at screenshot 1 where you see deals history on the chart MT5/4 basically show this but then also another yellow line that connects to the deepest drawdown point while the trade was open and state in pips and account currency how much that was during that trade. If the deepest drawdown occured at exit then of course the yellow line would also connect there. 

Then in the widget window of the EA "Check" trades I also want on the bottom the option to only check slippage pending orders like I mentioned in example. Or an option to only check the deepest draw down like mentioned, or also option to present and check both. You know just some options on bottom of the widget where you can put a checkmark if you want to do all checks with deepest draw or only the slippage/pending order stuff. 

Let me know if there are any problems and if you rather would have a video explanation of everything? 

Best regards

Jonas

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Informazioni sul progetto

Budget
150 - 300 USD
Per lo sviluppatore
135 - 270 USD
Scadenze
da 5 a 14 giorno(i)