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CODE.Ml
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CODE.Ml
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alse; extern string loggingID="456";
extern string maxTradesExplanation="Enter number of maximum simultaneous trades (if unknown, set to -1)";
extern int maxNumberOfSimultaneousTrades=-1;
extern string explanationParameters="ONLY USED WHEN IN OPTIMIZATION MODE";
extern int nrOptimizedParameters=2;
extern string optimizedParameter1="parameter1";
extern string optimizedParameter2="parameter2";
double tradeData[][14];
int handle; string fileName; int nrLoggedTrades;
bool fileOK;
void initTradeLogger()
{
if(!logTrades)
{
Print("TestLogger: Logging Disabled!");
fileOK=false;
return;
}
//MathSrand(TimeLocal());
if(IsOptimization())
{
double parameter1 = getOptimizedParameter1(); double parameter2 = getOptimizedParameter2();
if(nrOptimizedParameters == 1)
{
if (parameter1 != -1)
{
fileName = StringConcatenate(EAName, "_", "ID-", loggingID, "_", optimizedParameter1, "-", parameter1,".csv");
}
else
{
Print("TestLogger: Optimized parameter incorrect"); fileOK = false; return;
}
}
else if(nrOptimizedParameters == 2)
{
if(parameter1 != -1 && parameter2 != -1)
{
fileName = StringConcatenate(EAName, "_", "ID-", loggingID, "_", optimizedParameter1, "-", parameter1, "_", optimizedParameter2, "-", parameter2,".csv");
}
else
{
Print("TestLogger: At least one optimized parameter incorrect"); fileOK = false; return;
}
}
else
{
Print("TestLogger: nrOptimizedParameters should be 1 or 2");
}
}
else
{
fileName = StringConcatenate(EAName, "_", "ID-", loggingID,".csv");
}
handle = FileOpen(fileName,FILE_CSV|FILE_READ|FILE_WRITE,";");
if(handle != -1)
{
Print("TradeLogger: Creating file " + fileName);
FileWrite(handle,"ticketNr","orderOpenTime","orderCloseTime","orderType","orderOpenPrice","orderClosePrice","orderHighestPrice","orderLowestPrice","orderCloseProfit","orderHighestProfit","orderLowestProfit","orderCommission","orderSwap","orderLots");
nrLoggedTrades=0;
fileOK = true;
}
else
{
fileOK = false;
Print("TestLogger: File Initialization Problem!");
}
}
//------------------------------
void tradeLogger()
{
if(fileOK)
{
for(int j=0;j<OrdersTotal();j++)
{
if(OrderSelect(j,SELECT_BY_POS) && OrderMagicNumber()==EAUniqueID && relevantType())
logTrade();
}
}
}
bool relevantType()
{
int type = OrderType();
if(type==OP_BUY || type==OP_SELL)
return (true);
return (false);
}
void logTrade()
{
if(nrLoggedTrades==0){addNewLoggedTrade(); return;}
int startIndex = 0;
if(maxNumberOfSimultaneousTrades != -1)
startIndex = MathMax(0,nrLoggedTrades-maxNumberOfSimultaneousTrades);
for(int i=startIndex;i<nrLoggedTrades;i++)
{
if(tradeData[i][0]==OrderTicket())
{
tradeData[i][9] = NormalizeDouble(MathMax(tradeData[i][9],OrderProfit()),2);
tradeData[i][10] = NormalizeDouble(MathMin(tradeData[i][10],OrderProfit()),2);
if(tradeData[i][3] == OP_BUY)
{
tradeData[i][6] = NormalizeDouble(MathMax(tradeData[i][6],Bid),Digits);
tradeData[i][7] = NormalizeDouble(MathMin(tradeData[i][7],Bid),Digits);
}
if(tradeData[i][3] == OP_SELL)
{
tradeData[i][6] = NormalizeDouble(MathMax(tradeData[i][6],Ask),Digits);
tradeData[i][7] = NormalizeDouble(MathMin(tradeData[i][7],Ask),Digits);
}
return;
}
}
addNewLoggedTrade(); // add new logged trade
}
void addNewLoggedTrade()
{
nrLoggedTrades+=1;
ArrayResize(tradeData,nrLoggedTrades);
tradeData[nrLoggedTrades-1][0]=OrderTicket();
tradeData[nrLoggedTrades-1][1]=OrderOpenTime();
tradeData[nrLoggedTrades-1][2]=0;
tradeData[nrLoggedTrades-1][3]=OrderType();
tradeData[nrLoggedTrades-1][4]=OrderOpenPrice();
tradeData[nrLoggedTrades-1][5]=0;
if(OrderType() == OP_BUY)//sell at bid
{
tradeData[nrLoggedTrades-1][6]=Bid;
tradeData[nrLoggedTrades-1][7]=Bid;
}
else //buy back at Ask
{
tradeData[nrLoggedTrades-1][6]=Ask;
tradeData[nrLoggedTrades-1][7]=Ask;
}
tradeData[nrLoggedTrades-1][8]=0;
tradeData[nrLoggedTrades-1][9]=OrderProfit(); // current profit is highest profit
tradeData[nrLoggedTrades-1][10]=OrderProfit(); // current profit is lowest profit
tradeData[nrLoggedTrades-1][11]=OrderCommission();
tradeData[nrLoggedTrades-1][12]=0;
tradeData[nrLoggedTrades-1][13]=OrderLots();
}
/**
*tradeData[][0] = ticketNr
* [1] = orderOpenTime
* [2] = OrderCloseTime
* [3] = OrderType
* [4] = OrderOpenPrice
* [5] = OrderClosePrice
* [6] = orderHighestPrice
* [7] = orderLowestPrice
* [8] = orderCloseProfit
* [9] = orderHighestProfit
* [10] = orderLowestProfit
* [11] = orderCommission
* [12] = orderSwap
*/
//-----------------------------------------------
void deinitTradeLogger()
{
if(fileOK)
{
for(int i=0;i<OrdersHistoryTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS, MODE_HISTORY) && OrderMagicNumber()==EAUniqueID)
{
for(int j=0; j<nrLoggedTrades; j++)
{
if(tradeData[j][0]==OrderTicket())
{
Print("TradeLogger: Adding closing data for ", OrderTicket());
tradeData[j][2] = OrderCloseTime();
tradeData[j][5] = OrderClosePrice();
tradeData[j][6] = NormalizeDouble(MathMax(OrderClosePrice(),tradeData[j][6]),Digits);
tradeData[j][7] = NormalizeDouble(MathMin(OrderClosePrice(),tradeData[j][7]),Digits);
tradeData[j][8] = OrderProfit();
tradeData[j][9] = NormalizeDouble(MathMax(OrderProfit(),tradeData[j][9]),2);
tradeData[j][10] = NormalizeDouble(MathMin(OrderProfit(),tradeData[j][10]),2);
tradeData[j][12] = OrderSwap();
string loggedType = "OP_SELL";
if(tradeData[j][3] == OP_BUY)
loggedType = "OP_BUY";
FileWrite(handle,tradeData[j][0],TimeToStr(tradeData[j][1]),TimeToStr(tradeData[j][2]),loggedType,tradeData[j][4],tradeData[j][5],tradeData[j][6],tradeData[j][7],
tradeData[j][8],tradeData[j][9],tradeData[j][10],tradeData[j][11],tradeData[j][12],tradeData[j][13]);
}
}
}
}
Print("TradeLogger: Closing file: ", fileName);
FileClose(handle);
}
}