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// funkce by mela: // zjistit vsechny otevrene obchody a updatnout jejich MAE/MFE hodnoty // - na MAE/MFE se da pouzit funkce OrderProfit() - ta vraci aktualni otevrenou stratu/zisk daneho obchodu // zjistit jestli nebyly nejake obchody uzavreny, jestli ano tak je zapsat do logu // na seznam otevrenych obchodu by mela mit vlastni pole, v kterem bude updatovat MAE/MFE pro dany obchod #define ACTIVE_ORDERS_SIZE 50 #define CLOSED_ORDERS_SIZE 20 struct order_info { int ticket; // ticket number of the order double atr; // ATR atthe time of oredr open double mfe; // mfe of the order double mae; // mae of the order bool processed; }; order_info activeOrders[ACTIVE_ORDERS_SIZE]; //array of active orders order_info closedOrders[CLOSED_ORDERS_SIZE]; //array of closed orders bool processedOrders[ACTIVE_ORDERS_SIZE]; //each order has its bool flag that indicates if the order was processed in the last call of sqLogTrades function int activeOrdersCount = 0; int closedOrderNextIndex = 0; string logFileName; int tradeMagicNumber; int atrPeriod; int lastHistoryOrdersCount; int closedOrdersCount; //+------------------------------------------------------------------+ void sqInitLog(string fileName, int magicNumber, int _atrPeriod){ Print("LogTrades init"); logFileName = fileName; tradeMagicNumber = magicNumber; atrPeriod = _atrPeriod; closedOrdersCount = 0; lastHistoryOrdersCount = OrdersHistoryTotal(); for(int i=0; i 0) { saveBufferToFile(closedOrdersCount, closedOrders); } //saveOrders(closedOrders, closedOrderNextIndex); //saveOrders(activeOrders, orderNextIndex); } //+------------------------------------------------------------------+ void processOpenOrders() { int ticketNo, orderIndex; double profit; resetProcessed(activeOrders); // go through all open orders for(int i=OrdersTotal()-1; i>=0; i--) { if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES) && (tradeMagicNumber == 0 || tradeMagicNumber == OrderMagicNumber())) { ticketNo = OrderTicket(); profit = OrderProfit(); orderIndex = findTicketInArray(ticketNo, activeOrders); if(orderIndex == -1) { // it is a new order, doesn't exist in array yet addNewOpenOrder(ticketNo, iATR(NULL, 0, atrPeriod, 0)); } else { // existing order, update MAE/MFE activeOrders[orderIndex].mae = MathMin(profit, activeOrders[orderIndex].mae); activeOrders[orderIndex].mfe = MathMax(profit, activeOrders[orderIndex].mfe); activeOrders[orderIndex].processed = true; } } } } //+------------------------------------------------------------------+ void processClosedOrders() { int orderIndex; for(int i=OrdersHistoryTotal()-1; i>=lastHistoryOrdersCount; i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) && (tradeMagicNumber == 0 || tradeMagicNumber == OrderMagicNumber())){ int ticketNo = OrderTicket(); //Print("Closed order # ", ticketNo); orderIndex = findTicketInArray(ticketNo, activeOrders); if(orderIndex == -1) { // this closed order was not found in the array of open orders, so we don't have its MAE/MFE. // it was probably opened and closed within one tick saveOrder(ticketNo, iATR(NULL, 0, atrPeriod, 0), 0, 0); } else { saveOrder(ticketNo, activeOrders[orderIndex].atr, activeOrders[orderIndex].mae, activeOrders[orderIndex].mfe); // "delete" this active order from buffer activeOrders[orderIndex].ticket = -1; activeOrders[orderIndex].processed = true; } } } lastHistoryOrdersCount = OrdersHistoryTotal(); } //+------------------------------------------------------------------+ void saveOrder(int ticketNo, double atr, double mae, double mfe) { if(closedOrdersCount == CLOSED_ORDERS_SIZE) { // there is no space in the buffer, save it to the file saveBufferToFile(closedOrdersCount, closedOrders); closedOrdersCount = 0; } closedOrders[closedOrdersCount].ticket = ticketNo; closedOrders[closedOrdersCount].atr = atr; closedOrders[closedOrdersCount].mae = mae; closedOrders[closedOrdersCount].mfe = mfe; closedOrdersCount++; } //+------------------------------------------------------------------+ void saveBufferToFile(int numberOfRecords, order_info& ordersArray[]) { int handle = FileOpen(logFileName, FILE_CSV | FILE_READ | FILE_WRITE, ","); if(handle > 0) { FileSeek(handle, 0, SEEK_END); for(int i=0; i