Report1

Report1
Price Data Components
Series array that contains open time of each bar
Miscellaneous
Uses files from the file systemIt issuies visual alerts to the screenIt writes information to file
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Report1 
//+------------------------------------------------------------------+
//|                                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

//+------------------------------------------------------------------+
// Ýòî ìîæíî è íóæíî ìåíÿòü
//+------------------------------------------------------------------+

#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     1
#define SHOW_SWAP           1
#define SHOW_COMMENT        0

int SortBy[] = {BY_OPENTIME};
//int SortBy[] = {BY_SYMBOL, BY_PROFIT};
//int SortBy[];
int SortBy2[];

#define SHOW_STAT_EX        1

//+------------------------------------------------------------------+
// Êîíåö çîíû äëÿ âíåñåíèÿ èçìåíåíèé
//+------------------------------------------------------------------+

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\">&nbsp;</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);
          if (depo+max_summ_pl <= 0)
            max_dd2 = 100;
          else
            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>&nbsp;</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>&nbsp;</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>&nbsp;</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(true);

  return (OrderSymbol() == "GBPUSD");
}

//+------------------------------------------------------------------+

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