mTrackPositions

//+------------------------------------------------------------------+
//|                                              mTrackPositions.mq4 |
//|                                    Copyright © 2009, Mark Carver |
//|                                                                  |
//| Indicator to track position profit in .csv file for later        |
//| analysis on the life-cycle of a position.                        |
//|                                                                  |
//| Array size max is 32, max # of files in MT4 that can be open     |
//|                                                                  |
//| Keep files open or eventually MT4 will choke from buffer overflow|
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Mark Carver"
#property link      ""
#property indicator_chart_window

extern bool EveryTick=false;     //---If false, takes profit snapshot every minute
extern bool ShowComment=true;

int myPositions[32,2];
int numPositions=0;
int ThisMinute;
bool Debug=false;
//+------------------------------------------------------------------+
void init() {ThisMinute=Minute()+1;return;}
//+------------------------------------------------------------------+
void deinit() {if(ShowComment) Comment("");return;}
//+------------------------------------------------------------------+
void start()
  {
   string   myTime=TimeToStr(TimeCurrent(),TIME_DATE|TIME_MINUTES), Comment.Line;
   bool     Found;
   int      myProfit, myTicket, myRow, myHandle, myOrders, i, j;
   int      myTempPositions[32,2];
   int      myTempNumPositions=0;
   
   Comment.Line=StringConcatenate("\nCurrent Broker Time: ",myTime);
   
   if(!EveryTick&&ThisMinute==Minute()) return;
   ThisMinute=Minute();
   
   myOrders=OrdersTotal();
   int myAllTickets[32];
   Comment.Line=StringConcatenate(Comment.Line,"\nNumber Orders = ",myOrders);
   for(i=0;i<myOrders;i++)
      {
      Found=false;
      myRow=0;
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
      myTicket=OrderTicket();
      myAllTickets[i+1]=myTicket;
      RefreshRates();
      myProfit=OrderProfit()/OrderLots()/MarketInfo(OrderSymbol(),MODE_TICKVALUE);
      for(j=1;j<=numPositions;j++)
         {
         if(myPositions[j,0]==myTicket)
            {
            Found=true;
            myRow=j;
            break;
            }
         }
      if(!Found)
         {
         numPositions+=1;
         myPositions[numPositions,0]=myTicket;
         myHandle=FileOpen(GetFileName(myTicket),FILE_WRITE|FILE_CSV,",");
         FileWrite(myHandle,myTime,myProfit);
         myPositions[numPositions,1]=myHandle;
         Comment.Line=StringConcatenate(Comment.Line,"\nAdding position: ",myPositions[numPositions,0]);
         }
      else 
         {
         FileWrite(myPositions[myRow,1],myTime,myProfit);
         Comment.Line=StringConcatenate(Comment.Line,"\nUpdating position: ",myPositions[myRow,0]," myProfit= ",myProfit);
         }
      if(Debug) Comment.Line=StringConcatenate(Comment.Line,"\nmyTicket = ",myTicket," myProfit = ",myProfit);
      }
   if(Debug) Comment.Line=StringConcatenate(Comment.Line,"\nnumPositions=",numPositions);

   if(Debug)
      {
      Comment.Line=StringConcatenate(Comment.Line,"\nDebug.myPositions. ");
      for(i=1;i<=numPositions;i++){Comment.Line=StringConcatenate(Comment.Line," i=",i," 0=",myPositions[i,0]," 1=",myPositions[i,1]," ... ");}
      Comment.Line=StringConcatenate(Comment.Line,"\nDebug.myAllTickets. ");
      for(i=1;i<=myOrders;i++){Comment.Line=StringConcatenate(Comment.Line," i=",i," myAllTickets[i]=",myAllTickets[i]);}
      }

   if(numPositions>0)      //---------Move to temp array cleaned with new or dropped positions and rebuild primary array 
      {
      for(i=1;i<=numPositions;i++)
         {
         Found=false;
         if(Debug) Comment.Line=StringConcatenate(Comment.Line,"\nEntering debug. numPositions=",numPositions," i=",i," myPositions[i,0]=",myPositions[i,0]," myPositions[i,1]=",myPositions[i,1]);
         for(j=1;j<=myOrders;j++)
            {
            if(myPositions[i,0]==myAllTickets[j]) //-----Is position still open?  If so, keep
               {
               Found=true;
               break;
               }
            }
         if(!Found)                             //-----Position closed this run.  Close file and don't reload in array
            {
            FileClose(myPositions[i,1]);
            if(Debug) Comment.Line=StringConcatenate(Comment.Line,"\nClosing position ",myPositions[i,0]);
            }
         else
            {
            myTempNumPositions+=1;
            myTempPositions[myTempNumPositions,0]=myPositions[i,0];
            myTempPositions[myTempNumPositions,1]=myPositions[i,1];
            if(Debug) Comment.Line=StringConcatenate(Comment.Line,"\nAdding to array position ",myTempPositions[myTempNumPositions,0]," myPositions[i,0] ",myPositions[i,0]);
            }
         }
      if(myTempNumPositions>0)               //-----Move back from temp array to primary array
         {
         for(i=1;i<=myTempNumPositions;i++)
            {
            myPositions[i,0]=myTempPositions[i,0];
            myPositions[i,1]=myTempPositions[i,1];
            }
         }
      numPositions=myTempNumPositions;
      }

   if(Debug)
      {
      Comment.Line=StringConcatenate(Comment.Line,"\nAfter.Debug.myPositions. numPositions=",numPositions," ");
      for(i=1;i<=numPositions;i++)
         {
         Comment.Line=StringConcatenate(Comment.Line," i=",i," 0=",myPositions[i,0]," 1=",myPositions[i,1]," ... ");
         }
      }
      
   if(ShowComment) Comment(Comment.Line);
   return;
   }
//+------------------------------------------------------------------+
string GetFileName(int myTicket) {return(StringConcatenate("/PositionData/p",myTicket,".csv"));}
//+------------------------------------------------------------------+