GeneralTradingSarl
132 lines
4.8 KiB
Plaintext
132 lines
4.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| PnLAt.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//| Author: Yashar Seyyedin |
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//| Web Address: https://www.mql5.com/en/users/yashar.seyyedin |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property script_show_inputs
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//input parameters
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input datetime time=NULL;
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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//---
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double TotalUnrealizedProfit=0;
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Print("Your chosen time stamp= " , (time));
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Print("Total Unrealized Profit: " ,(PrintOpenPositionsPnLAt(TotalUnrealizedProfit))?(string)TotalUnrealizedProfit:"NaN");
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}
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//+------------------------------------------------------------------+
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bool PrintOpenPositionsPnLAt(double &TotalUnrealizedProfit)
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{
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if(HistorySelect(0, TimeCurrent())==false)
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{
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Print("Error History Select...");
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return false;
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}
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int total = HistoryDealsTotal();
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TotalUnrealizedProfit=0;
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for(int i = 0; i < total; i++) //iterate to find the out deals
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{
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ulong out_dealTicket = HistoryDealGetTicket(i);
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if(HistoryDealGetInteger(out_dealTicket, DEAL_ENTRY) != DEAL_ENTRY_OUT) continue;
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if(HistoryDealGetInteger(out_dealTicket, DEAL_TIME) < time) continue;
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ulong positionTicket=HistoryDealGetInteger(out_dealTicket, DEAL_POSITION_ID);
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if(HistorySelectByPosition(positionTicket)==true)
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{
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int _total = HistoryDealsTotal();
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for(int j = 0; j < _total; j++) //iterate to find the coressponding in deal
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{
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ulong in_dealTicket = HistoryDealGetTicket(j);
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if(HistoryDealGetInteger(in_dealTicket, DEAL_ENTRY) != DEAL_ENTRY_IN) continue;
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if(HistoryDealGetInteger(in_dealTicket, DEAL_TIME) > time) continue;
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double pnl = 0;
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PrintInfo(in_dealTicket);
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if(PnL(in_dealTicket, pnl)==false) return false;
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TotalUnrealizedProfit+=pnl;
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break;
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}
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}
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HistorySelect(0, TimeCurrent());
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}
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for(int i=0;i<PositionsTotal();i++)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket<=0) continue;
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if(PositionGetInteger(POSITION_TIME)>time) continue;
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if(HistorySelectByPosition(ticket)==true)
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{
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int _total = HistoryDealsTotal();
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for(int j = 0; j < _total; j++) //iterate to find the coressponding in deal
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{
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ulong in_dealTicket = HistoryDealGetTicket(j);
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if(HistoryDealGetInteger(in_dealTicket, DEAL_ENTRY) != DEAL_ENTRY_IN) continue;
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double pnl = 0;
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PrintInfo(in_dealTicket);
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if(PnL(in_dealTicket, pnl)==false) return false;
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TotalUnrealizedProfit+=pnl;
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break;
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}
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}
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}
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return true;
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}
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bool PnL(ulong in_dealTicket, double &profit)
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{
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string symbol=HistoryDealGetString(in_dealTicket, DEAL_SYMBOL);
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//copy one tick from the input time stamp
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MqlTick tick_array[1];
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if(CopyTicks(symbol,tick_array,COPY_TICKS_ALL,time*1000,1)!=1)
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{
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Print("Error Copying Ticks for: " , symbol);
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return false;
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}
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//retrieve deal info
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ENUM_ORDER_TYPE order_type = HistoryDealGetInteger(in_dealTicket, DEAL_TYPE)==DEAL_TYPE_BUY?ORDER_TYPE_BUY:ORDER_TYPE_SELL;
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double volume = HistoryDealGetDouble(in_dealTicket, DEAL_VOLUME);
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double open_price = HistoryDealGetDouble(in_dealTicket, DEAL_PRICE);
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double close_price = order_type==ORDER_TYPE_BUY?tick_array[0].bid:tick_array[0].ask;
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//calculate profit from the very specific tick at timestamp
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profit=0;
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if(OrderCalcProfit(order_type, symbol, volume, open_price, close_price, profit)== false)
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{
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Print("Error OrderCalcProfit for deal ticket: ", in_dealTicket);
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return false;
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}
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// Add swap and comission
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profit = profit+HistoryDealGetDouble(in_dealTicket, DEAL_SWAP) +
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HistoryDealGetDouble(in_dealTicket, DEAL_COMMISSION);
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//round two digits double format
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profit=MathFloor(profit*100)/100;
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return true;
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}
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void PrintInfo(ulong ticket)
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{
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double PNL=0;
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Print("Ticket= " , ticket,
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", Symbol= " , HistoryDealGetString(ticket,DEAL_SYMBOL),
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", Type= " , EnumToString((ENUM_DEAL_TYPE) HistoryDealGetInteger(ticket,DEAL_TYPE)),
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", Time= " , TimeToString(HistoryDealGetInteger(ticket,DEAL_TIME)),
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", Unrealized Profit= ", PnL(ticket, PNL)?(string)PNL:"NaN"
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);
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} |