tradehistoryexporttocsv

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

//|                                      tradehistoryexporttocsv.mq4 |

//|                        Copyright 2015, MetaQuotes Software Corp. |

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

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

#property copyright "Copyright 2015, MetaQuotes Software Corp."

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

#property version   "1.00"

#property strict

//---

#include <ChartObjects\ChartObjectPanel.mqh>

//---

#property indicator_chart_window

//--- input parameters

input string  InputFileName="OrdersHistory.csv";      // File name

input string  InputDirectoryName="Data";     // Folder name

//---

const datetime  MinDateTime=D'1970.01.01 00:00:00';

input datetime      InputHistoryStartDateTime=D'1970.01.01 00:00:00';// History Start Date Time

input datetime      InputHistoryEndDateTime=D'1970.01.01 00:00:00'; // History End Date Time

datetime HistoryStartDateTime=D'1970.01.01 00:00:00';

datetime HistoryEndDateTime=StringToTime(TimeToStr(TimeCurrent(),TIME_DATE))+1*24*60*60 -1;

//---

input bool     OpBuy=true; //Analysis Trade Type Buy

input bool     OpSell=true;//Analysis Trade Type Sell

//---

input bool     OpBuyLimit=true;//Analysis Trade Type Buy Limit

input bool     OpBuyStop=true;//Analysis Trade Type Buy Stop

//---

input bool     OpSellLimit=true;//Analysis Trade Type Sell Limit

input bool     OpSellStop=true;//Analysis Trade Type Sell Stop

//---

string  symbolString=NULL;

//---

CChartObjectButton CSVButton;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---

   HistoryStartDateTime=StringToTime(TimeToStr(InputHistoryStartDateTime,TIME_DATE));

   if(InputHistoryEndDateTime==MinDateTime)

     {

      HistoryEndDateTime=StringToTime(TimeToStr(TimeCurrent(),TIME_DATE))+1*24*60*60 -1;

     }

   else

     {

      HistoryEndDateTime=StringToTime(TimeToStr(InputHistoryEndDateTime,TIME_DATE))+1*24*60*60 -1;

     }

   symbolString=Symbol();

   CreateCSVButton(0);

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| Timer function                                                   |

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

void OnTimer()

  {

//---

  }

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

//| ChartEvent function                                              |

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

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

//---

   if(id==CHARTEVENT_OBJECT_CLICK)

     {

      if(sparam=="CSVButton")

        {

         if(CSVButton.State()==true)

           {

            //---

            ResetLastError();

            //---

            int file_handle=FileOpen(InputDirectoryName+"//"+InputFileName,FILE_READ|FILE_WRITE|FILE_CSV);

            if(file_handle!=INVALID_HANDLE)

              {

               PrintFormat("%s file is available for writing",InputFileName);

               PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));

               //--- Call Step 4  

               WriteCSVObjects(file_handle);

               //--- close the file

               FileClose(file_handle);

               //---

               PrintFormat("Data is written, %s file is closed",InputFileName);

              }

            else

              {

               PrintFormat("Failed to open %s file, Error code = %d",InputFileName,GetLastError());

              }

           }

         //---

         ChartRedraw();

        }

     }

  }

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

//|                                                                  |

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

bool CreateCSVButton(const long chart_ID=0)

  {

//--- reset the error value

   ResetLastError();

//--- set property values

   if(!CSVButton.Create(chart_ID,"CSVButton",0,10,25,75,15))

     {

      //--- display the error message in Experts journal

      Print(__FUNCTION__+", Error Code = ",GetLastError());

      return(false);

     }

//---

   CSVButton.Description("Export CSV");

//---

   CSVButton.FontSize(10);

   CSVButton.Corner(CORNER_LEFT_LOWER);

   CSVButton.Anchor(ANCHOR_CENTER);

//---

   CSVButton.State(false);

//---

   return true;

  }

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

//|                                                                  |

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

void WriteCSVObjects(int file_hand)

  {

   string csvTitle=symbolString+" History "

                   +TimeToString(HistoryStartDateTime,TIME_DATE)

                   +" ~ "+TimeToString(HistoryEndDateTime,TIME_DATE);

   FileWrite(file_hand,csvTitle);

   string columnTitle="Type,Size,Commission,Swap,Profit";

   FileWrite(file_hand,columnTitle);

   string text="";

   if(OpBuy)

     {

      ENUM_ORDER_TYPE orderType=OP_BUY;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="BUY"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="BUY"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="BUY"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

   if(OpSell)

     {

      ENUM_ORDER_TYPE orderType=OP_SELL;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="SELL"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="SELL"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="SELL"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

   if(OpBuyLimit)

     {

      ENUM_ORDER_TYPE orderType=OP_BUYLIMIT;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="Buy Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="Buy Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="Buy Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

   if(OpSellLimit)

     {

      ENUM_ORDER_TYPE orderType=OP_SELLLIMIT;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="Sell Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="Sell Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="Sell Limit"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

   if(OpBuyStop)

     {

      ENUM_ORDER_TYPE orderType=OP_BUYSTOP;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="Buy Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="Buy Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="Buy Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

   if(OpSellStop)

     {

      ENUM_ORDER_TYPE orderType=OP_SELLSTOP;

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,1);

      text="Sell Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,0);

      text="Sell Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

      SymbolExportOrdersHistoryCalculator(symbolString,orderType,-1);

      text="Sell Stop"+","+DoubleToStr(OrderLotsTotal,2)

           +","+DoubleToStr(OrderCommissionTotal,2)

           +","+DoubleToStr(OrderSwapTotal,2)

           +","+DoubleToStr(OrderProfitTotal,2);

      FileWrite(file_hand,text);

     }

  }

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

double OrderLotsTotal=0.00;

double OrderCommissionTotal=0.00;

double OrderSwapTotal=0.00;

double OrderProfitTotal=0.00;

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

//|                                                                  |

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

void SymbolExportOrdersHistoryCalculator(string orderSymbol,ENUM_ORDER_TYPE orderType,int profitModel)

  {

   OrderLotsTotal=0.00;

   OrderProfitTotal=0.00;

   long ordersHistoryTotal=OrdersHistoryTotal();

   if(ordersHistoryTotal>0)

     {

      for(int OrderHistoryIndex=0;OrderHistoryIndex<=ordersHistoryTotal-1;OrderHistoryIndex++)

        {

         if(OrderSelect(OrderHistoryIndex,SELECT_BY_POS,MODE_HISTORY))

           {

            string historyOrderSymbol=OrderSymbol();

            int historyOrderType=OrderType();

            if(historyOrderSymbol==orderSymbol && historyOrderType==orderType)

              {

               datetime historyOrderOpenTime=OrderOpenTime();

               if(historyOrderOpenTime>=HistoryStartDateTime && historyOrderOpenTime<=HistoryEndDateTime)

                 {

                  double historyOrderLots=OrderLots();

                  double historyOrderStopLoss=OrderStopLoss();

                  double historyOrderTakeProfit=OrderTakeProfit();

                  double historyOrderCommission=OrderCommission();

                  double historyOrderSwap=OrderSwap();

                  double historyOrderProfit=OrderProfit();

                  if(profitModel==1)

                    {

                     if(historyOrderProfit<=0)

                       {

                        continue;

                       }

                    }

                  if(profitModel==0)

                    {

                     if(historyOrderProfit!=0)

                       {

                        continue;

                       }

                    }

                  if(profitModel==-1)

                    {

                     if(historyOrderProfit>=0)

                       {

                        continue;

                       }

                    }

                  OrderLotsTotal+=historyOrderLots;

                  OrderCommissionTotal+=historyOrderCommission;

                  OrderSwapTotal+=historyOrderSwap;

                  OrderProfitTotal+=historyOrderProfit;

                 }

              }

           }

        }

     }

  }

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