s_Closed Positions Export to CSV_v2

ÿþ//+------------------------------------------------------------------+

//|                             s_Closed Positions Export to CSV.mq5 |

//|                                                 Fernando Morales |

//|                                             https://www.mql5.com |

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

#property copyright "Fernando Morales"

#property link      "https://www.mql5.com"

#property version   "2.00"

#property script_show_inputs



input datetime 	deals_from 	= D'2010.10.01 00:00';		// Start Date

input datetime 	deals_to   	= D'2030.02.28 00:00';		// End date

input string 	FileName  	= "history_positions3.csv";	// File name to export data



void OnStart() 

{

	Print("##### START SCRIPT ####");

//---

	

	if ( deals_from >= deals_to ) 

	{

		Alert ("ERROR: The start date is earlier than the end date");

		return;

	}

	

	// Creating the file handle for the output file (WRITE)

	int file_handle = FileOpen(FileName,FILE_TXT|FILE_WRITE);

	string data = NULL;

	

	// Showing an error message if something goes wrong with creating the file handle

	if(file_handle == INVALID_HANDLE)

	{

		Alert("File open failed, error ",_LastError);

		return;

	}

	

	// Load into memory the trade history between the dates

	if ( HistorySelect( deals_from, deals_to ))

	{

		// Preparing the column anmes

		data  = "Position ID"			+"\t";

		data += "Type"					+"\t";

		data += "Symbol"				+"\t";

		data += "Volume"				+"\t";

		data += "Open Date/Time"		+"\t";

		data += "Open Price"			+"\t";

		data += "Close Date/Time"		+"\t";

		data += "Close Price"			+"\t";

		data += "TakeProfit"			+"\t";

		data += "StopLoss"				+"\t";

		data += "Position PnL"			+"\t";

		data += "Position PnL (points)"	+"\t";

		data += "Swap"					+"\t";

		data += "Swap (points)"			+"\t";

		data += "Commission"			+"\t";

		data += "Commission (points)"	+"\t";

		data += "Total PnL"				+"\t";

		data += "Total PnL (points)"	+"\t";

		data += "MagicNumber"			+"\t";

		data += "Comment"				+"\t";

		data += "Deal in ID"			+"\t";

		data += "Deal out ID"			+"\t";

		

		// Writting the column name in the file

		FileWrite(file_handle, data );



		ulong deal_in_ticket=-1;

		bool IsDupe;



		// Loading all Deals in memory

		int deals_total = HistoryDealsTotal();

		

		// Define the array to store positions ID

		ulong arr_Positions[];

		ArrayResize( arr_Positions, deals_total, true );

		

		// We loop through all deals loaded in memory to stored the POSITION_IDENTIFIER into an array for later use

		for( int i = 0; i < deals_total; i++ )

			

			// For each DEAL load in memory we filter for the DEAL_IN only, then we will store the POSITION_IDENTIFIER

			if( ( deal_in_ticket = HistoryDealGetTicket( i )) > 0 && HistoryDealGetInteger(deal_in_ticket, DEAL_ENTRY) == DEAL_ENTRY_IN ) 

	        {				

				// Obtain the POSITION IDENTIFIER

				ulong  _posID=HistoryDealGetInteger(deal_in_ticket,DEAL_POSITION_ID);

				

				IsDupe = false;

				

				// We loop through already collected data seeking for duplicates

				// If a duplicate is found the loop is stoped

				for ( int j = i; j >= 0; j-- )

				{

					if ( arr_Positions[j] == _posID ) 

					{

						IsDupe = true;	// a duplicate was found

						break;

					}

				}



				if ( IsDupe ) continue;  // If a duplicate was found, the loop jumps to next iteration

				

				arr_Positions[i] = _posID;  // If no duplicate found, we store the _posID into the array

			}

			

		int _history_deals_by_pos = -1;

		int _history_order_by_pos = -1;

		int size = ArraySize(arr_Positions);

		int cnt=0;

			

		// Now that we got all POSITION IDENTIFIER in our array, we will process them

		for( int i = 0; i < size ; i++ )

		{

			// Declaring all used variables

			long _direction=-1,_magic=-1;

			ulong _posID=0, deal_ticket, order_ticket;

			double open_price=-1, close_price=-1, deal_volume=0, _tp=-1, _sl=-1, _profit=0, _swap=0, _commission=0;

			string _comment=NULL, _symbol=NULL,_deal_in_ID=NULL, _deal_out_ID=NULL,close_time=NULL, open_time=NULL;



			// Loading DEALs and ORDERS belonging to one POSITION

			if ( HistorySelectByPosition(arr_Positions[i]) )

			{

				// If there is not POS_ID move to next iteration

				if ( arr_Positions[i] == 0 ) continue;

				

				cnt++;



				// Counting the DEALS and ORDERS with the same POS_ID

				_history_deals_by_pos = HistoryDealsTotal();

				_history_order_by_pos = HistoryOrdersTotal();				



				// Looping through each DEAL

				for( int j = 0; j <= _history_deals_by_pos; j++ )

				{

					// Get the DEAl ticket for this round

					deal_ticket=HistoryDealGetTicket( j );

					

					// If there is no ticket we move to next iteration

					if ( deal_ticket == 0 ) continue;

					

					// Collecting information of if the DEAL is a DEAL_OUT or DEAL_INOUT or DEAL_OUT_BY

					if ( HistoryDealGetInteger(deal_ticket, DEAL_ENTRY) != DEAL_ENTRY_IN ) 

					{

						close_time	= TimeToString( HistoryDealGetInteger(deal_ticket, DEAL_TIME),TIME_DATE)+" "+TimeToString( HistoryDealGetInteger(deal_ticket, DEAL_TIME),TIME_SECONDS);

						close_price	= HistoryDealGetDouble (deal_ticket, DEAL_PRICE);

						deal_volume	+= HistoryDealGetDouble (deal_ticket, DEAL_VOLUME);

						_deal_out_ID+= IntegerToString( deal_ticket)+";";

					}

					

					// Collecting information of if the DEAL is DEAL_IN

					if ( HistoryDealGetInteger(deal_ticket, DEAL_ENTRY)== DEAL_ENTRY_IN  ) 

					{

						_direction	= HistoryDealGetInteger(deal_ticket, DEAL_TYPE);

						open_time	= TimeToString( HistoryDealGetInteger(deal_ticket, DEAL_TIME),TIME_DATE)+" "+TimeToString( HistoryDealGetInteger(deal_ticket, DEAL_TIME),TIME_SECONDS);

						open_price	= HistoryDealGetDouble (deal_ticket, DEAL_PRICE);

						_deal_in_ID+= IntegerToString( deal_ticket)+";";

					}

					

					_posID		 = HistoryDealGetInteger(deal_ticket, DEAL_POSITION_ID);

					_magic		 = HistoryDealGetInteger(deal_ticket, DEAL_MAGIC);

					_symbol		 = HistoryDealGetString (deal_ticket, DEAL_SYMBOL);

					_commission	+= HistoryDealGetDouble (deal_ticket, DEAL_COMMISSION);

					_swap		+= HistoryDealGetDouble (deal_ticket, DEAL_SWAP);

					_profit		+= HistoryDealGetDouble (deal_ticket, DEAL_PROFIT);

					_comment	+= HistoryDealGetString (deal_ticket, DEAL_COMMENT)+"/";

				}

	

				// Looping through all the ORDERS

				for( int j = _history_order_by_pos; j > 0; j-- )

				{

					order_ticket = HistoryOrderGetTicket( j );

					if ( order_ticket == 0 ) continue;

					

					HistoryOrderGetDouble( order_ticket, ORDER_TP, _tp );

					HistoryOrderGetDouble( order_ticket, ORDER_SL, _sl );

				}

	

				// Replacing all the dots (.) with dashes (-) for Excel to recognise the date format automatically

				StringReplace( close_time, ".", "-");

				StringReplace( open_time,  ".", "-");

	

				double tick_value_profit 	= SymbolInfoDouble (_symbol, SYMBOL_TRADE_TICK_VALUE_PROFIT);

				double tick_value_loss 		= SymbolInfoDouble (_symbol, SYMBOL_TRADE_TICK_VALUE_LOSS);

				double tick_size  			= SymbolInfoDouble (_symbol, SYMBOL_TRADE_TICK_SIZE);

				double points	  			= SymbolInfoDouble (_symbol, SYMBOL_POINT);

				int    decimals		   = (int)SymbolInfoInteger(_symbol, SYMBOL_DIGITS);

	

				double total_profit 		= _profit+_swap+_commission;

				double tick_value = ( _profit < 0 )? tick_value_loss : tick_value_profit;

												

				// Preparing the data

				data  = IntegerToString(_posID)+"\t";

				data += GetDealTypeDescr(int(_direction))+"\t";

				data += _symbol+"\t";

				data += DoubleToString(deal_volume,decimals)+"\t";

				data += open_time+"\t";

				data += DoubleToString(open_price,decimals)+"\t";

				data += close_time+"\t";

				data += DoubleToString(close_price,decimals)+"\t";

				data += DoubleToString(_tp,decimals)+"\t";

				data += DoubleToString(_sl,decimals)+"\t";

				data += DoubleToString(_profit,2)+"\t";

				data += DoubleToString(_profit / ( deal_volume / tick_size * tick_value ) / points, 2 )+"\t";

				data += DoubleToString(_swap,2)+"\t";

				data += DoubleToString(_swap / ( deal_volume / tick_size * tick_value ) / points, 2 )+"\t";

				data += DoubleToString(_commission,2)+"\t";

				data += DoubleToString(_commission / ( deal_volume / tick_size * tick_value ) / points, 2 )+"\t";

				data += DoubleToString(total_profit,2)+"\t";

				data += DoubleToString(total_profit / ( deal_volume / tick_size * tick_value ) / points, 2 )+"\t";

				data += IntegerToString(_magic)+"\t";

				data += _comment+"\t";

				data += _deal_in_ID+"\t";

				data += _deal_out_ID+"\t";

											

				// Writting data to the file

				FileWrite( file_handle,data);

								

			}//end HistorySelectByPosition		

		}//end for (i)

	printf("I found %d positions in hisotry", cnt );

	}//end if select history

			

	// Closing file

	FileClose(file_handle);



//---  

	Print("##### END SCRIPT ####");

}



string GetDealTypeDescr(int deal_type)

{

	string descr;



	switch(deal_type)

	{

		case DEAL_TYPE_BALANCE:                  return ("balance");

		case DEAL_TYPE_CREDIT:                   return ("credit");

		case DEAL_TYPE_CHARGE:                   return ("charge");

		case DEAL_TYPE_CORRECTION:               return ("correction");

		case DEAL_TYPE_BUY:                      return ("buy");

		case DEAL_TYPE_SELL:                     return ("sell");

		case DEAL_TYPE_BONUS:                    return ("bonus");

		case DEAL_TYPE_COMMISSION:               return ("additional commission");

		case DEAL_TYPE_COMMISSION_DAILY:         return ("daily commission");

		case DEAL_TYPE_COMMISSION_MONTHLY:       return ("monthly commision");

		case DEAL_TYPE_COMMISSION_AGENT_DAILY:   return ("Daily agent commission");

		case DEAL_TYPE_COMMISSION_AGENT_MONTHLY: return ("Monthly agent commission");

		case DEAL_TYPE_INTEREST:                 return ("interest rate");

		case DEAL_TYPE_BUY_CANCELED:             return ("buy canceled");

		case DEAL_TYPE_SELL_CANCELED:            return ("sell canceled");

	}

	

	return(descr);

}