Есть ли скрипт для вывода отчета о сделках в файл?
Как вариант (я его вызываю раз в сутки, но можно вывести в отдельный скрипт):
void Report(string strFileName, int nMagic, bool& bReportDone)
{
if(IsTesting())
return;
if(Hour() == 0 && Minute() >= nMagic / 2 && IsTesting() == false)
{
if(bReportDone == false)
{
int hFile = FileOpen(strFileName + "_" + Symbol() + "_" + Period() + ".rpt",
FILE_BIN | FILE_WRITE, ',');
string str = "CloseDateTime,Buy,Sell\r\n";
FileWriteString(hFile, str, StringLen(str));
for(int nCnt = 0; nCnt < HistoryTotal(); nCnt++)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_HISTORY);
if(OrderMagicNumber() == nMagic && OrderType() <= OP_SELL && OrderSymbol() == Symbol())
{
str = TimeToStr(OrderCloseTime(), TIME_DATE|TIME_MINUTES);
if(OrderType() == OP_BUY)
str = str + "," + OrderProfit() + ",0";
else
str = str + ",0," + OrderProfit();
str = str + "\r\n";
FileWriteString(hFile, str, StringLen(str));
}
}
FileFlush(hFile);
FileClose(hFile);
bReportDone = true;
}
}
else if(Hour() != 0)
bReportDone = false;
}
По результатам теста нужет отчет о сделках без всякой отладочной инфы, например такой:
Datetime Open, Datetime Close, OpenPrice, ClosePrice, Lots,P/L
Может уже есть поделитесь плз
Datetime Open, Datetime Close, OpenPrice, ClosePrice, Lots,P/L
Может уже есть поделитесь плз
на Виаке велись разработки, только ссылку не дам - не помню.
а вот скрипт я себе скачал =) только инструкции нет.. называется Report_v5 - поищи
//+------------------------------------------------------------------+
//| Copyright © 2005, Rick Dangerous. |
//+------------------------------------------------------------------+
#define BY_TICKET 1
#define BY_OPENTIME 2
#define BY_TYPE 3
#define BY_LOTS 4
#define BY_SYMBOL 5
#define BY_OPENPRICE 6
#define BY_SL 7
#define BY_TP 8
#define BY_CLOSETIME 9
#define BY_CLOSEPRICE 10
#define BY_COMMISSION 11
#define BY_SWAP 12
#define BY_PROFIT 13
#define BY_COMMENT 14
#define ASK 1
#define DESK 2
//+------------------------------------------------------------------+
// Это можно и нужно менять
//+------------------------------------------------------------------+
#define SHOW_OPENTIME 1
#define SHOW_OPENPRICE 1
#define SHOW_SL 1
#define SHOW_TP 1
#define SHOW_CLOSETIME 1
#define SHOW_CLOSEPRICE 1
#define SHOW_COMMISSION 0
#define SHOW_SWAP 1
#define SHOW_COMMENT 1
int SortBy[] = {BY_CLOSETIME};
int SortBy2[];
#define SHOW_STAT_EX 1
//+------------------------------------------------------------------+
// Конец зоны для внесения изменений
//+------------------------------------------------------------------+
int h1;
int Tickets[];
int sort_type;
int t_ind;
//+------------------------------------------------------------------+
int init() {
string fname = AccountName() + "_rep.htm";
h1 = FileOpen(fname, FILE_WRITE|FILE_CSV);
if (h1 < 0) {
Alert("File open error ", GetLastError());
return(0);
}
int size = ArraySize(SortBy);
int size2 = ArraySize(SortBy2);
if (size2 < size) {
ArrayResize(SortBy2, size);
}
for (int i=0; i < size; i++) {
if (SortBy2[i] != ASK && SortBy2[i] != DESK) SortBy2[i] = ASK;
}
return(0);
}
//+------------------------------------------------------------------+
void deinit(){
FileClose(h1);
Alert("Done.");
return(0);
}
//+------------------------------------------------------------------+
int start() {
Head();
Body();
Tail();
return(0);
}
//+------------------------------------------------------------------+
void Head() {
string acc_num = AccountNumber();
string acc_name = AccountName();
string res =
"<html><head>\n" +
"<meta http-equiv=\"Pragma\" content=\"no-cache\">" +
"<title>Statement: \'" + acc_num + " \', " + acc_name + "</title>\n" +
"<style type=\"text/css\" media=\"screen\">\n" +
"td {font: 8pt Tahoma,Arial;}\n" +
".td1 {padding-left:3px; padding-right:3px;}\n" +
"</style>\n" +
"<style type=\"text/css\" media=\"print\">\n" +
"td {font: 7pt Tahoma,Arial; }\n" +
"</style>\n" +
"</head>\n" +
"<body topmargin=1 marginheight=1>\n" +
"<div align=center>\n" +
"<div style=\"font: 20pt Times New Roman\"><b>Alpari Ltd. (by RickD)</b></div>\n" +
"<font face=\"tahoma,arial\" size=1>\n" +
"<table cellspacing=1 cellpadding=2 border=0>\n" +
"<tr>" +
"<td colspan=2>A/C No: <b>" + acc_num + "</b></td>" +
"<td colspan=6>Name: <b>" + acc_name + "</b></td>" +
"<td colspan=5 align=right>" + TimeToStr(LocalTime()) + " (local time)</td>" +
"</tr>\n" +
"<tr><td colspan=13 style=\"font: 1pt arial\"> </td></tr>\n" +
"<tr><td colspan=13><b>Closed Transactions:</b></td></tr>\n" +
"<tr align=center bgcolor=#c0c0c0>";
res = res + "<td>N</td>";
res = res + "<td>Ticket</td>";
if (SHOW_OPENTIME == 1) res = res + "<td nowrap>Open Time</td>";
res = res + "<td>Type</td>";
res = res + "<td>Lots</td>";
res = res + "<td>Symbol</td>";
if (SHOW_OPENPRICE == 1) res = res + "<td nowrap>Price</td>";
if (SHOW_SL == 1) res = res + "<td>S/L</td>";
if (SHOW_TP == 1) res = res + "<td>T/P</td>";
if (SHOW_CLOSETIME == 1) res = res + "<td nowrap>Close Time</td>";
if (SHOW_CLOSEPRICE == 1) res = res + "<td nowrap>Price</td>";
if (SHOW_COMMISSION == 1) res = res + "<td>Commis</td>";
if (SHOW_SWAP == 1) res = res + "<td>Swap</td>";
res = res + "<td>Trade P/L</td>";
if (SHOW_COMMENT == 1) res = res + "<td>Comment</td>";
res = res + "</tr>\n";
FileWrite(h1, res);
}
//+------------------------------------------------------------------+
void Body() {
int ticket, prec;
string res, fmt;
double depo = 0;
double comm = 0;
double swap = 0;
double profit = 0;
double loss = 0;
double max_win = 0;
double max_loss = 0;
int cons_win_cnt = 0;
int cons_los_cnt = 0;
double cons_win_sum = 0;
double cons_los_sum = 0;
int mc_winners_cnt = 0;
int mc_losers_cnt = 0;
double mc_winners_sum = 0;
double mc_losers_sum = 0;
int mc_profit_cnt = 0;
int mc_loss_cnt = 0;
double mc_profit_sum = 0;
double mc_loss_sum = 0;
double max_summ_pl = 0;
double min_summ_pl = 0;
double max_dd = 0;
double max_dd2 = 0;
double val;
int ind = 0;
int num = 1;
int pos_cnt = 0;
int neg_cnt = 0;
int cnt = HistoryTotal();
ArrayResize(Tickets, cnt);
for (int i=0; i < cnt; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_HISTORY);
if (OrderComment() == "Deposit") depo += OrderProfit();
ticket = OrderTicket();
if (Validate(ticket)) {
Tickets[ind] = ticket;
ind++;
}
}
ArrayResize(Tickets, ind);
Sort();
string fmt00 = "mso-number-format:0\.00;";
cnt = ArraySize(Tickets);
for (i=0; i < cnt; i++) {
OrderSelect(Tickets[i], SELECT_BY_TICKET, MODE_HISTORY);
prec = MarketInfo(OrderSymbol(), MODE_DIGITS);
if (prec == 0) prec = 4;
fmt = "mso-number-format:0\.";
for (int j=0; j < prec; j++) fmt = fmt + "0";
res = "<tr ";
if (MathMod(i, 2) == 1) res = res + "bgcolor=#E0E0E0 ";
res = res + "align=right>";
res = res + "<td>" + num + "</td>";
res = res + "<td class=\"td1\" title=\"" + OrderTicket() + "\">" + OrderTicket() + "</td>";
if (SHOW_OPENTIME == 1) res = res + "<td class=\"td1\" nowrap>" + TimeToStr(OrderOpenTime()) + "</td>";
if (OrderComment() == "Deposit") {
res = res + "<td>balance</td>";
res = res + "<td colspan=2 align=left>Deposit</td>";
if (SHOW_OPENPRICE == 1) res = res + "<td></td>";
if (SHOW_SL == 1) res = res + "<td></td>";
if (SHOW_TP == 1) res = res + "<td></td>";
if (SHOW_CLOSETIME == 1) res = res + "<td></td>";
if (SHOW_CLOSEPRICE == 1) res = res + "<td></td>";
if (SHOW_COMMISSION == 1) res = res + "<td></td>";
if (SHOW_SWAP == 1) res = res + "<td></td>";
} else {
res = res + "<td class=\"td1\">" + TypeMnem(OrderType()) + "</td>";
res = res + "<td class=\"td1\" style=" + fmt00 + ">" + DoubleToStr(OrderLots(), 2) + "</td>";
res = res + "<td class=\"td1\">" + ToLower(OrderSymbol()) + "</td>";
if (SHOW_OPENPRICE == 1) res = res + "<td class=\"td1\" style=" + fmt + ">" + DoubleToStr(OrderOpenPrice(), prec) + "</td>";
if (SHOW_SL == 1) res = res + "<td class=\"td1\" style=" + fmt + ">" + DoubleToStr(OrderStopLoss(), prec) + "</td>";
if (SHOW_TP == 1) res = res + "<td class=\"td1\" style=" + fmt + ">" + DoubleToStr(OrderTakeProfit(), prec) + "</td>";
if (SHOW_CLOSETIME == 1) res = res + "<td class=\"td1\" nowrap>" + TimeToStr(OrderCloseTime()) + "</td>";
if (SHOW_CLOSEPRICE == 1) res = res + "<td class=\"td1\" style=" + fmt + ">" + DoubleToStr(OrderClosePrice(), prec) + "</td>";
if (SHOW_COMMISSION == 1) res = res + "<td class=\"td1\" style=" + fmt00 + ">" + DoubleToStr(OrderCommission(), 2) + "</td>";
if (SHOW_SWAP == 1) res = res + "<td class=\"td1\" style=" + fmt00 + ">" + DoubleToStr(OrderSwap(), 2) + "</td>";
comm += OrderCommission();
swap += OrderSwap();
val = OrderProfit() + OrderCommission() + OrderSwap();
if (val > 0) {
pos_cnt++;
profit += val;
max_win = MathMax(max_win, val);
cons_los_cnt = 0;
cons_los_sum = 0;
cons_win_cnt++;
cons_win_sum += val;
if (mc_winners_cnt < cons_win_cnt) {
mc_winners_cnt = cons_win_cnt;
mc_winners_sum = cons_win_sum;
}
else if (mc_winners_cnt == cons_win_cnt) {
mc_winners_sum = MathMax(mc_winners_sum, cons_win_sum);
}
if (mc_profit_sum < cons_win_sum) {
mc_profit_cnt = cons_win_cnt;
mc_profit_sum = cons_win_sum;
}
max_summ_pl = MathMax(max_summ_pl, profit+loss);
} else if (val < 0) {
neg_cnt++;
loss += val;
max_loss = MathMin(max_loss, val);
cons_win_cnt = 0;
cons_win_sum = 0;
cons_los_cnt++;
cons_los_sum += val;
if (mc_losers_cnt < cons_los_cnt) {
mc_losers_cnt = cons_los_cnt;
mc_losers_sum = cons_los_sum;
}
else if (mc_losers_cnt == cons_los_cnt) {
mc_losers_sum = MathMin(mc_losers_sum, cons_los_sum);
}
if (mc_loss_sum > cons_los_sum) {
mc_loss_cnt = cons_los_cnt;
mc_loss_sum = cons_los_sum;
}
min_summ_pl = MathMin(min_summ_pl, profit+loss);
if (max_dd < max_summ_pl-(profit+loss)) {
max_dd = max_summ_pl-(profit+loss);
max_dd2 = 100*max_dd/(depo+max_summ_pl);
}
}
}
res = res + "<td class=\"td1\" style=" + fmt00 + ">" + DoubleToStr(OrderProfit(), 2) + "</td>";
if (SHOW_COMMENT == 1) res = res + "<td>" + OrderComment() + "</td>";
res = res + "</tr>\n";
num++;
FileWrite(h1, res);
}
res = "<tr align=right style=\"color:red\">";
res = res + "<td></td><td></td>";
if (SHOW_OPENTIME == 1) res = res + "<td></td>";
res = res + "<td></td><td></td><td></td>";
if (SHOW_OPENPRICE == 1) res = res + "<td></td>";
if (SHOW_SL == 1) res = res + "<td></td>";
if (SHOW_TP == 1) res = res + "<td></td>";
if (SHOW_CLOSETIME == 1) res = res + "<td></td>";
if (SHOW_CLOSEPRICE == 1) res = res + "<td></td>";
if (SHOW_COMMISSION == 1) res = res + "<td>" + DoubleToStr(comm, 2) + "</td>";
if (SHOW_SWAP == 1) res = res + "<td>" + DoubleToStr(swap, 2) + "</td>";
res = res + "<td>" + DoubleToStr(profit+loss-swap-comm, 2) + "</td>";
res = res + "</tr>\n";
res = res + "<tr><td> </td></tr>\n";
FileWrite(h1, res);
t_ind = 0;
WriteTotal("Deposit/Withdrawal:", DoubleToStr(depo, 2));
WriteTotal("Summary P/L:", DoubleToStr(profit+loss, 2));
WriteTotal("Balance:", DoubleToStr(depo+profit+loss, 2));
if (SHOW_STAT_EX == 1) {
res = "<tr><td> </td></tr>\n";
FileWrite(h1, res);
t_ind = 0;
WriteTotal("Winning trades:", "("+pos_cnt+") " + DoubleToStr(profit, 2));
WriteTotal("Losing trades:", "("+neg_cnt+") " + DoubleToStr(loss, 2));
WriteTotal("Max summary P/L:", DoubleToStr(max_summ_pl, 2));
WriteTotal("Largest winning trade:", DoubleToStr(max_win, 2));
WriteTotal("Largest losing trade:", DoubleToStr(max_loss, 2));
WriteTotal("Max consecutive winners:", mc_winners_cnt +" ("+ DoubleToStr(mc_winners_sum, 2) +")");
WriteTotal("Max consecutive losers:", mc_losers_cnt +" ("+ DoubleToStr(mc_losers_sum, 2) +")");
WriteTotal("Max consecutive profit:", DoubleToStr(mc_profit_sum, 2) +" ("+ mc_profit_cnt +")");
WriteTotal("Max consecutive loss:", DoubleToStr(mc_loss_sum, 2) +" ("+ mc_loss_cnt +")");
WriteTotal("Absolute drawdown:", "*");
WriteTotal("Max drawdown:", DoubleToStr(max_dd, 2) +" ("+ DoubleToStr(max_dd2, 2) +"%)");
string str;
if (loss == 0) str = "*";
else str = DoubleToStr(MathAbs(profit/loss), 2);
WriteTotal("Profit factor:", str);
if (loss*pos_cnt == 0) str = "*";
else str = DoubleToStr(MathAbs((profit*neg_cnt)/(loss*pos_cnt)), 2);
WriteTotal("Avg. profit factor:", str);
if (max_dd == 0) str = "*";
else str = DoubleToStr((profit+loss)/max_dd, 2);
WriteTotal("Risk factor:", str);
}
res = "<tr><td> </td></tr>\n";
FileWrite(h1, res);
}
//+------------------------------------------------------------------+
void WriteTotal(string text, string val) {
int cols = 5;
if (SHOW_OPENTIME == 1) cols++;
string res = "<tr ";
if (MathMod(t_ind, 2) == 0) res = res + "bgcolor=#E0E0E0 ";
res= res + "align=right><td colspan=" + cols + " align=right><b>" + text + "</b></td>";
cols = 1;
if (SHOW_OPENPRICE == 1) cols++;
if (SHOW_SL == 1) cols++;
if (SHOW_TP == 1) cols++;
if (SHOW_CLOSETIME == 1) cols++;
if (SHOW_CLOSEPRICE == 1) cols++;
if (SHOW_COMMISSION == 1) cols++;
if (SHOW_SWAP == 1) cols++;
res = res + "<td colspan=" + cols + " align=right style=\"color:blue\">" + val + "</td>";
if (SHOW_COMMENT == 1) res = res + "<td></td>";
res = res + "</tr>\n";
FileWrite(h1, res);
t_ind++;
}
//+------------------------------------------------------------------+
void Tail() {
string res =
"</table>\n" +
"<div style=\"font: 16pt Times New Roman\"><b>* * *</b></div>\n" +
"</font></div>\n" +
"</body></html>\n";
FileWrite(h1, res);
}
//+------------------------------------------------------------------+
string TypeMnem(int type) {
switch (type) {
case OP_BUY: return("buy");
case OP_SELL: return("sell");
case OP_BUYLIMIT: return("buy limit");
case OP_SELLLIMIT: return("sell limit");
case OP_BUYSTOP: return("buy stop");
case OP_SELLSTOP: return("sell stop");
default: return("???");
}
}
//+------------------------------------------------------------------+
string ToLower(string str) {
int ch;
int len = StringLen(str);
for (int j=0; j < len; j++) {
ch = StringGetChar(str, j);
if (ch >= 'A' && ch <= 'Z') {
ch += 'a' - 'A';
str = StringSetChar(str, j, ch);
}
}
return (str);
}
//+------------------------------------------------------------------+
void Sort() {
if (ArraySize(SortBy) == 0) return(0);
int res, ticket;
int size = ArraySize(Tickets);
for (int i=0; i < size; i++) {
for (int j=i+1; j < size; j++) {
res = Compare(Tickets[i], Tickets[j]);
if (sort_type == DESK) res = -res;
if (res == -1) {
ticket = Tickets[i];
Tickets[i] = Tickets[j];
Tickets[j] = ticket;
}
}
}
}
//+------------------------------------------------------------------+
int Compare(int ticket1, int ticket2) {
int size = ArraySize(SortBy);
for (int i=0; i < size; i++) {
sort_type = SortBy2[i];
if (SortBy[i] == BY_TICKET) {
if (ticket1 < ticket2) return(1);
if (ticket1 > ticket2) return(-1);
}
else if (SortBy[i] == BY_OPENTIME) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
string time1 = TimeToStr(OrderOpenTime());
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
string time2 = TimeToStr(OrderOpenTime());
if (time1 < time2) return(1);
if (time1 > time2) return(-1);
}
else if (SortBy[i] == BY_TYPE) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
int type1 = OrderType();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
int type2 = OrderType();
if (type1 < type2) return(1);
if (type1 > type2) return(-1);
}
else if (SortBy[i] == BY_LOTS) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double lots1 = OrderLots();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double lots2 = OrderLots();
if (lots1 < lots2) return(1);
if (lots1 > lots2) return(-1);
}
else if (SortBy[i] == BY_SYMBOL) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
string sym1 = OrderSymbol();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
string sym2 = OrderSymbol();
if (sym1 < sym2) return(1);
if (sym1 > sym2) return(-1);
}
else if (SortBy[i] == BY_OPENPRICE) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double price1 = OrderOpenPrice();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double price2 = OrderOpenPrice();
if (price1 > price2) return(1);
if (price1 < price2) return(-1);
}
else if (SortBy[i] == BY_SL) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double sl1 = OrderStopLoss();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double sl2 = OrderStopLoss();
if (sl1 > sl2) return(1);
if (sl1 < sl2) return(-1);
}
else if (SortBy[i] == BY_TP) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double tp1 = OrderTakeProfit();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double tp2 = OrderTakeProfit();
if (tp1 > tp2) return(1);
if (tp1 < tp2) return(-1);
}
else if (SortBy[i] == BY_CLOSETIME) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
time1 = TimeToStr(OrderCloseTime());
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
time2 = TimeToStr(OrderCloseTime());
if (time1 < time2) return(1);
if (time1 > time2) return(-1);
}
else if (SortBy[i] == BY_CLOSEPRICE) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
price1 = OrderClosePrice();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
price2 = OrderClosePrice();
if (price1 > price2) return(1);
if (price1 < price2) return(-1);
}
else if (SortBy[i] == BY_COMMISSION) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double commis1 = OrderCommission();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double commis2 = OrderCommission();
if (commis1 > commis2) return(1);
if (commis1 < commis2) return(-1);
}
else if (SortBy[i] == BY_SWAP) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double swap1 = OrderSwap();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double swap2 = OrderSwap();
if (swap1 > swap2) return(1);
if (swap1 < swap2) return(-1);
}
else if (SortBy[i] == BY_PROFIT) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
double profit1 = OrderProfit();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
double profit2 = OrderProfit();
if (profit1 > profit2) return(1);
if (profit1 < profit2) return(-1);
}
else if (SortBy[i] == BY_COMMENT) {
OrderSelect(ticket1, SELECT_BY_TICKET, MODE_HISTORY);
string comm1 = OrderComment();
OrderSelect(ticket2, SELECT_BY_TICKET, MODE_HISTORY);
string comm2 = OrderComment();
if (comm1 < comm2) return(1);
if (comm1 > comm2) return(-1);
}
}
return(0);
}
//+------------------------------------------------------------------+
bool Validate(int ticket) {
// if (StringFind(OrderComment(), "[tp]") == -1) return(true);
// if (OrderOpenTime() < StrToTime("2005.05.27 22.20")) return(false);
// if (OrderOpenTime() > StrToTime("2005.06.13 20.00")) return(false);
// if (TimeDay(OrderOpenTime()) == 13) return(true);
// if (OrderProfit() >= 0) return(true);
// return(false);
return(true);
}
//+------------------------------------------------------------------+
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Datetime Open, Datetime Close, OpenPrice, ClosePrice, Lots,P/L
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