renexxxx » Sat Aug 15, 2015 8:53 am wrote:I have created a graphical counter part for the
TradeReport indicator. It has similar parameters as TradeReport, but rather than summing up the trade figures, it tries to figure out for an historical candle what the
equity and
balance were at that time. These figures are approximated, by determining which trades were open at/during that candle, and comparing the open symbol's
typical price with their open price. This together with the lot size can be converted to a dollar figure. TradeChart plots these figures on a sub chart, together with some other information, like max equity, min equity and draw down etc.. Here is an example of TradeChart together with TradeReport:
The question that this indicator tries to answer is, "What has been the effect of trading your selected system to your account?" With the parameters
MagicNumber,
CommentFilter,
SymbolFilter and
StartDate you can select a sub set of your trades (open and closed), that represent the trades of your EA or strategy you want to analyse.
The indicator is attached below. You will need to allow DLL imports, as TradeChart uses user32.dll, to select "All History" in the History-tab.
I have not included the .mq4-file, not because it is top-secret, but because the code uses an #include file and I want to save myself from a lot of misery of telling people how to compile the code.
Hope this will be of use for someone.
Hint: Sometimes it seems as if the figures don't add up. Play with the time frames on your chart, to force Empty4 to refresh the price data.
Update: The information panel has been extended to also display the report parameters (Start Date, Magic Number etc ...) As the extended panel was/is obscuring most of the chart, I added a close button, so that you can flip the panel away. See:
There is a weird bug (or undocumented feature) in Empty4, such that if there is no indicator buffer line displayed (eg. due to a set of report parameters that do not result in any trade selection), mouse clicks on screen objects are not registered. To be more precise: they
are registered, but the sparam (in OnChartEvent) is blank. In layman terms: if there is no line on the screen, the close button (on the info panel) doesn't work. Go figure.
Update 2016-09-05: (1) Fixed startup bug ... see this
post. (2) Added the CurrencyFilter parameter à la TradeReport.
Update: 2016-09-07: Made a significant performance improvement, by 'sucking in' all the orders into an internal structure and sorting them in chronological order, before calculating the balance and UPL for each past candle.
Update: 2016-10-28: Removed a print statement that was left in by mistake for debugging. Thanks Thomas (tomele) for letting me know!
Update: 2017-05-07: A new version (TradeChart3) has been attached, that has improvements to the info-panel. See this
Post for more information.
Update: 2017-05-31: There are two small changes:
- It now takes into account the AccountCredit() -- if your br0ker uses this --, to calculate the Account Balance
- The applied price type it uses to calculate the UPL for a candle can now be selected from a drop box. The default value is "Typical Price" (i.e. (High + Low + Close)/3 )
