AccountEquityAnalyzer

AccountEquityAnalyzer

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更新日期:2022-02-28 分类标签: 语言:中文 平台:没限制

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AccountEquityAnalyzer

 

 

//+------------------------------------------------------------------+
//| AccountEquityAnalyzer v1.00 |
//| Copyright ?2007, Project1972 |
//| Property of http://www.forex-tsd.com ELITE section ONLY |
//| You are NOT ALLOWED to distribute this tool in any public forum |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| This indicator is based on: |
//| i-BalEq_v1.mq4 |
//| 疏?茹铕?? aka KimIV |
//| http://www.kimiv.ru |
//+------------------------------------------------------------------+
#property copyright "Project1972"
#property link "http://www.forex-tsd.com"
//
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_width1 2
#property indicator_color2 Blue
#property indicator_width2 1
#property indicator_color3 LightBlue
#property indicator_width3 2
// +------------------------------------------------------------------+
// | Input parameters |
// +------------------------------------------------------------------+

extern double StartingDeposit =50000;
extern int MinutesScreenshootInterval=60;
//
//
int ImageTime=0;
double dBuf0[], dBuf1[], dBuf2[];
double InitialDeposit=0,PercentDD,MaxPercentDD,PercentDD2;
double MaxDrawdown,Balance,Equity,DW,StartingTime;
double Drawdown,WorstDrawdown,GDrawdownTime;
string MaxDD,MaxBL,MaxEQ,GMaxDrawdown,DrawDownAnalizer,DrawdownTime,GMaxPercentDD;
string TextDrawDownTime,PercentDDT,ROIText,growtext;
//-------
int oob[]; //
int oty[]; //
double olo[]; //
string osy[]; //
double oop[]; //
int ocb[]; //
double ocp[]; //
double osw[]; //
double opr[]; //
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void init()
{
IndicatorDigits(2);
//----
SetIndexBuffer(0, dBuf0);
SetIndexLabel (0, "Balance");
SetIndexStyle (0, DRAW_LINE);
//----
SetIndexBuffer(1, dBuf1);
SetIndexLabel (1, "Equity");
SetIndexStyle (1, DRAW_LINE);

SetIndexBuffer(2, dBuf2);
SetIndexLabel (2, "Deposit");
SetIndexStyle (2, DRAW_LINE);

IndicatorShortName("Account Equity Analyzer");

ObjectDelete("B_object");
ObjectCreate("B_object",OBJ_LABEL,0,0,0);
ObjectSet("B_object",OBJPROP_XDISTANCE,10);
ObjectSet("B_object",OBJPROP_YDISTANCE,2);

ObjectDelete("E_object");
ObjectCreate("E_object",OBJ_LABEL,0,0,0);
ObjectSet("E_object",OBJPROP_XDISTANCE,190);
ObjectSet("E_object",OBJPROP_YDISTANCE,2);

ObjectDelete("PL_object");
ObjectCreate("PL_object",OBJ_LABEL,0,0,0);
ObjectSet("PL_object",OBJPROP_XDISTANCE,340);
ObjectSet("PL_object",OBJPROP_YDISTANCE,2);

ObjectDelete("Time_object");
ObjectCreate("Time_object",OBJ_LABEL,0,0,0);
ObjectSet("Time_object",OBJPROP_XDISTANCE,10);
ObjectSet("Time_object",OBJPROP_YDISTANCE,45);

ObjectDelete("Time_DD");
ObjectCreate("Time_DD",OBJ_LABEL,0,0,0);
ObjectSet("Time_DD",OBJPROP_XDISTANCE,10);
ObjectSet("Time_DD",OBJPROP_YDISTANCE,25);

ObjectDelete("note");
ObjectCreate("note",OBJ_LABEL,1,0,0);
ObjectSet("note",OBJPROP_XDISTANCE,250);
ObjectSet("note",OBJPROP_YDISTANCE,2);

ObjectDelete("DDPercent");
ObjectCreate("DDPercent",OBJ_LABEL,0,0,0);
ObjectSet("DDPercent",OBJPROP_XDISTANCE,480);
ObjectSet("DDPercent",OBJPROP_YDISTANCE,35);

ObjectDelete("DDPercent2");
ObjectCreate("DDPercent2",OBJ_LABEL,0,0,0);
ObjectSet("DDPercent2",OBJPROP_XDISTANCE,630);
ObjectSet("DDPercent2",OBJPROP_YDISTANCE,24);

ObjectDelete("ROI");
ObjectCreate("ROI",OBJ_LABEL,0,0,0);
ObjectSet("ROI",OBJPROP_XDISTANCE,480);
ObjectSet("ROI",OBJPROP_YDISTANCE,60);

ObjectDelete("ROI2");
ObjectCreate("ROI2",OBJ_LABEL,0,0,0);
ObjectSet("ROI2",OBJPROP_XDISTANCE,555);
ObjectSet("ROI2",OBJPROP_YDISTANCE,49);

ObjectDelete("ROI3");
ObjectCreate("ROI3",OBJ_LABEL,0,0,0);
ObjectSet("ROI3",OBJPROP_XDISTANCE,10);
ObjectSet("ROI3",OBJPROP_YDISTANCE,65);

ObjectDelete("ROI4");
ObjectCreate("ROI4",OBJ_LABEL,0,0,0);
ObjectSet("ROI4",OBJPROP_XDISTANCE,295);
ObjectSet("ROI4",OBJPROP_YDISTANCE,65);

ObjectDelete("ROI5");
ObjectCreate("ROI5",OBJ_LABEL,0,0,0);
ObjectSet("ROI5",OBJPROP_XDISTANCE,10);
ObjectSet("ROI5",OBJPROP_YDISTANCE,85);

ObjectDelete("ROI6");
ObjectCreate("ROI6",OBJ_LABEL,0,0,0);
ObjectSet("ROI6",OBJPROP_XDISTANCE,155);
ObjectSet("ROI6",OBJPROP_YDISTANCE,85);

GMaxDrawdown=AccountNumber()+"_MaxDrawdown";
if (!GlobalVariableCheck(GMaxDrawdown)) GlobalVariableSet(GMaxDrawdown,0);
GMaxPercentDD=AccountNumber()+"_GMaxPercentDD";
if (!GlobalVariableCheck(GMaxPercentDD)) GlobalVariableSet(GMaxPercentDD,0);
DrawdownTime=AccountNumber()+"_DrawdownTime";
if (!GlobalVariableCheck(DrawdownTime)) GlobalVariableSet(DrawdownTime,0);
ImageTime=TimeCurrent()+60;

}

void deinit()
{
ObjectDelete("B_object");
ObjectDelete("E_object");
ObjectDelete("PL_object");
ObjectDelete("Time_object");
ObjectDelete("Time_DD");
ObjectDelete("note");
ObjectDelete("DDPercent");
ObjectDelete("DDPercent2");
ObjectDelete("ROI");
ObjectDelete("ROI2");
ObjectDelete("ROI3");
ObjectDelete("ROI4");
ObjectDelete("ROI5");
ObjectDelete("ROI6");
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
void start()
{
double b, e, p, t;
int i, j, k;
//----
ReadDeals();
if(oob[0] < 0)
return;
k = ArraySize(oob);
//----
for(i = Bars; i >= oob[0]; i--)
{
dBuf0[i] = EMPTY_VALUE;
dBuf1[i] = EMPTY_VALUE;
}
for(i = oob[0]; i >= 0; i--)
{
b = StartingDeposit;
e = 0;
for(j = 0; j < k; j++)
{
if(i <= oob[j] && i >= ocb[j])
{
p = MarketInfo(osy[j], MODE_POINT);
t = MarketInfo(osy[j], MODE_TICKVALUE);
if(t == 0)
t = 10;
if(p == 0)
if(StringFind(osy[j], "JPY") < 0)
p = 0.0001;
else
p=0.01;
if(oty[j] == OP_BUY)
e += (iClose(osy[j], 0, i) - oop[j]) / p*olo[j]*t;
else
e += (oop[j] - iClose(osy[j], 0, i)) / p*olo[j]*t;
}
else
if(i <= ocb[j])
b += osw[j] + opr[j];
}
dBuf2[i] = StartingDeposit;
dBuf0[i] = b;
dBuf1[i] = b + e;
}
int OrderOpen;
for (i = 0; i <= OrdersHistoryTotal(); i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_HISTORY);
OrderOpen=OrderOpenTime();
if(StartingTime==0 && OrderOpen>StartingTime)
{
StartingTime=OrderOpen;
}
}
//Print("StartingTime=",TimeToStr(StartingTime));
double AccountGrow=((AccountEquity()-StartingDeposit)/(CurTime()-StartingTime))*31536000;
double ROI=(AccountGrow/StartingDeposit)*100;
//Print("StartingTime=",AccountGrow," ROI=",ROI);
WorstDrawdown=GlobalVariableGet(GMaxDrawdown);
GDrawdownTime=GlobalVariableGet(DrawdownTime);
MaxPercentDD=GlobalVariableGet(GMaxPercentDD);
Drawdown=AccountEquity()-AccountBalance();
if (Drawdown<WorstDrawdown)
{
WorstDrawdown=Drawdown;
GDrawdownTime=CurTime();
GlobalVariableSet(GMaxDrawdown,WorstDrawdown);
GlobalVariableSet(DrawdownTime,GDrawdownTime);
}
PercentDD=(MathAbs(WorstDrawdown)/AccountBalance())*100;
if (PercentDD>MaxPercentDD)
{
MaxPercentDD=PercentDD;
GlobalVariableSet(GMaxPercentDD,MaxPercentDD);
}

if (WorstDrawdown<MaxDrawdown)
{
MaxDrawdown=WorstDrawdown;
}
PercentDD2=(MathAbs(MaxDrawdown)/AccountBalance())*100;
if (PercentDD2>MaxPercentDD)MaxPercentDD=PercentDD2;
MaxBL="Balance=$"+DoubleToStr(AccountBalance(),2);
MaxEQ="Equity=$"+DoubleToStr(AccountEquity(),2);
MaxDD="Max Floating Drawdown=$"+DoubleToStr(MaxDrawdown,2);
PercentDDT=DoubleToStr(MaxPercentDD,2)+"%";
growtext="a $"+DoubleToStr(StartingDeposit,2)+" account will become $"+DoubleToStr(StartingDeposit+((StartingDeposit*ROI)/100),2)+" in one year";
ROIText=DoubleToStr(ROI,0)+"%";
TextDrawDownTime="";
if (GDrawdownTime!=0) {TextDrawDownTime="Time of Max Drawdown Registered: "+TimeToStr(GDrawdownTime);}
ObjectSetText("B_object",MaxBL,12,"Arial",Yellow);
ObjectSetText("E_object",MaxEQ,12,"Arial",Blue);
ObjectSetText("PL_object",MaxDD,12,"Arial",Red);
ObjectSetText("Time_object","Current Broker Time is : "+TimeToStr(CurTime()),10,"Arial",White);
ObjectSetText("Time_DD",TextDrawDownTime,10,"Arial",White);
ObjectSetText("note","NOTE: Graph calculation is not reliable for the last bar",9,"Arial",Lime);
ObjectSetText("ROI3","ROI is the estimate Annual Return over the initial",10,"Arial",White);
ObjectSetText("ROI4","Account Equity",10,"Arial",White);
ObjectSetText("ROI6",growtext,10,"Arial",White);
ObjectSetText("DDPercent","Max Floating Drawdown:",10,"Arial",Red);
ObjectSetText("DDPercent2",PercentDDT,20,"Arial",Red);
if (ROI>=0)
{
ObjectSetText("ROI","Annual ROI:",10,"Arial",Lime);
ObjectSetText("ROI2",ROIText,20,"Arial",Lime);
ObjectSetText("ROI5","At the current grow rate, ",10,"Arial",White);
}
else
{
ObjectSetText("ROI","Annual ROI:",10,"Arial",Red);
ObjectSetText("ROI2",ROIText,20,"Arial",Red);
ObjectSetText("ROI5","At the current loss rate, ",10,"Arial",White);
}

if (ImageTime<TimeCurrent())
{
WindowScreenShot("EquityGraph.gif",820,500);
if (GetLastError()==0) {ImageTime=TimeCurrent()+(MinutesScreenshootInterval*60);}
}
}
//+------------------------------------------------------------------+
//| ReadDeals |
//+------------------------------------------------------------------+
void ReadDeals()
{
ArrayResize(oob, 0);
ArrayResize(oty, 0);
ArrayResize(olo, 0);
ArrayResize(osy, 0);
ArrayResize(oop, 0);
ArrayResize(ocb, 0);
ArrayResize(ocp, 0);
ArrayResize(osw, 0);
ArrayResize(opr, 0);
int h = OrdersHistoryTotal(), i, k;
//----
for(i = 0; i < h; i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{
if(OrderType() == OP_BUY || OrderType() == OP_SELL)
{
k = ArraySize(oob);
ArrayResize(oob, k + 1);
ArrayResize(oty, k + 1);
ArrayResize(olo, k + 1);
ArrayResize(osy, k + 1);
ArrayResize(oop, k + 1);
ArrayResize(ocb, k + 1);
ArrayResize(ocp, k + 1);
ArrayResize(osw, k + 1);
ArrayResize(opr, k + 1);
oob[k] = iBarShift(NULL, 0, OrderOpenTime());
oty[k] = OrderType(); // 蜩?
olo[k] = OrderLots(); // 腩?
osy[k] = OrderSymbol(); // 桧耱痼戾眚
oop[k] = OrderOpenPrice(); // 鲥磬 铗牮?
ocb[k] = iBarShift(NULL, 0, OrderCloseTime());
ocp[k]=OrderClosePrice(); // 鲥磬 玎牮?
osw[k]=OrderSwap(); // 疋铒
opr[k]=OrderProfit(); // 镳栳?
}
}
}
h = OrdersTotal();
//----
for(i = 0; i < h; i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderType() == OP_BUY || OrderType() == OP_SELL)
{
k = ArraySize(oob);
ArrayResize(oob, k + 1);
ArrayResize(oty, k + 1);
ArrayResize(olo, k + 1);
ArrayResize(osy, k + 1);
ArrayResize(oop, k + 1);
ArrayResize(ocb, k + 1);
ArrayResize(ocp, k + 1);
ArrayResize(osw, k + 1);
ArrayResize(opr, k + 1);
oob[k] = iBarShift(NULL, 0, OrderOpenTime());
oty[k] = OrderType(); // 蜩?
olo[k] = OrderLots(); // 腩?
osy[k] = OrderSymbol(); // 桧耱痼戾眚
oop[k] = OrderOpenPrice(); // 鲥磬 铗牮?
ocb[k] = 0; // 眍戾?徉疣 玎牮?
ocp[k] = 0; // 鲥磬 玎牮?
osw[k] = OrderSwap(); // 疋铒
opr[k] = OrderProfit(); // 镳栳?
}
}
}
}
//+------------------------------------------------------------------+

 

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