Improved OrderHistory mq4 script to display trade history on charts

Last updated: 2020-May-05. Posted links to the adapted indicator version (by robots4me), and the MT5 translations (by getch)
Last updated: 2017-Jul-04. Posted new V14 Update.

Greetings all,

I get so much from this forum I want to give something back to it. I re-wrote a script called OrderHistory.mq4 that someone else created that goes through your trade history records and plots them on a chart window. You can graphically review the trades that you made and evaluate them for the quality of entries and exits.

Often it is said that traders regret when they let a profitable trade slip away, yet many also say they wish they would let their profits run longer. Sometimes we pull the buy or sell trigger too soon or too late, either upon entry or exit.

Just how often would you be helped or hurt by altering your strategy? With the ability to see your trades graphically, you can get a much better feel for how things might have turned out if you did.

While the original script was a good start, I added trendlines to mark each trades entry and exit. I improved the placement of texts for readability, and tweaked around with all the code to add features which I think will be well appreciated. Even so, I've described a long enhancement list for more ideas that anyone could help implement if you would like. Actually, I'm a hacker, not a professional programmer but I think this is pretty well documented and it works pretty well. Still, if you find any bugs, please report them, and if you have a suggested fix, even better!

Attached is the script, and I will post an example of a chart. Open the script in MetaEditor to review the instructions, options, and features.

With appreciation for all the forum contributors,
Pips4life
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Individually, we only know a little. Collectively, what we know is mind boggling!

NEW Comments (2010-Jan-11):

Two-and-a-half years later, I have a lot more programming experience with MT4 and I decided to update the old version in a big way.

A major new version is available: "P4L OrderHistory.mq4" (V4).
The new features are listed below, but read a full description inside the script.

This is a script, not an indicator! Therefore, install it under:
Pre-build600: C:/...your_MT4.../experts/scripts/
Latest: C:/...your_MT4_Data_Folder_path.../MQL4/Scripts/
As a script, it runs only once, but can be added over-and-over, each time with different user variable settings.

IMPORTANT:
This script will display on a chart your open trades, and/or closed trades that are within the Custom Period range you choose in the Terminal->AccountHistory tab!
In addition, you can export/import trade history data to combine history from multiple brokers!

UPDATES:
2007-09-13: First version "OrderHistory V2.mq4" released. (Downloaded 1045 times before next version update).
(Deleted from Post #1 due to major new version replacement).

2010-01-11: New "P4L OrderHistory.mq4" (V3) released.
* Renamed from "OrderHistory V2.mq4" to "P4L OrderHistory.mq4"
* Input variables now changeable by popup when added to chart
* Trade History can be OUTPUT and/or INPUT from CSV files!
* Easily read by Excel for external analysis
* History from multiple brokers can be combined onto one MT4
* DisplayText now "false" by default to reduce clutter (easily changed)
* More information reported about the trade.
* Extra-digit brokers supported! Pips automatically adjusted by 1/10th.
* Trade-time (from Open->Close) calculated and displayed.
* Objects easily deleted from chart.
* Colors slightly modified to work on Black OR White backgrounds.
* SLIPPAGE is calculated and noted if >= 1 pip tolerance. (SLslip is negative-slip; TPadd is positive-slip).
* New StartDate and EndDate to specify a date range (Useful when importing data from other brokers)
* Alert messages added, plus many other changes to improve useability

2010-01-11: New "P4L OrderHistory.mq4" (V4) released. (Downloaded 348 times before next version update).
(I thought support for Open trades would take longer...)
* Added support for Open (active) trades. Show_ClosedOpenAll_Trades_123 = 3 (default,All trades)
* Added "closed", "demo", and 4 placeholder columns to the database format
* Demo trades are marked with a prefix "*" in profit string (e.g. "*Net:$ xx.xx")
* Fixed bug to exit when output file = input file (infinite loop)

2010-08-23: New "P4L OrderHistory.mq4" (V5) released. (Downloaded 1022 times before next version update).
* The input/output file format (column order) was changed but files created by previous versions ARE still compatible as input files. The benefit is that standard MT4 Statements (reports) can be read into Excel, then converted and written out as a tab-delimited file (with 14 data columns) and used as an input file. (Detailed instructions).
* Added variables Input_File_Delimiter and OUTPUT_File_Delimiter with default of "Tab". (Comma or Semicolon or other specific characters can be specified).
* Added "DrawMostObjectsAsBackground" (true). Normal use-model assumes F8 "Chart on Foreground" is OFF but user can experiment and can change this variable to "false" if desired.
* To suppress trades from AccountHistory and just show those from input file(s), the user can specify input as "ONLY filename1 ...". Alternatively, the user can change new variable "IncludeTradesFromAccountHistory" to "false".
* This version calls a private-author library routine that can read the trades taken by any EA in the StrategyTester and convert the format into a standard input-file format to display the EA-simulated trades on a chart. This library file has not been provided for free/public use, but the missing library file is ignored when using standard input files.

2011-05-18: New "P4L OrderHistory.mq4" (V6) released. (Downloaded 951 times before next version update).
* Fixes a problem with split orders. Either MT4 changed, or perhaps only certain brokers have this new problem. When an order is split by closing only a portion of the original order, the buy/sell arrows and trendlines for each part of the split should still originate from the same open-time & price of the original order. This version fixes a problem where the time of the split was used instead of the original OpenOrderTime.

2011-11-04: New "P4L OrderHistory.mq4" (V7) released. (Downloaded 5848 times before next version update).
* Fixed a bug (reported by MauriceW) with Output columns that incorrectly reported "pips" for some of the currency pairs (It was related to 2-digit vs. 4-digit pairs). The wrong values were off by x100.
* The StartDate and EndDate variables were renamed to "Start_Date_OR_Number_of_weeks" and "End_Date_OR_Number_of_weeks". The default is to display (and/or output) the most recent 8 weeks of trades. Change the Start_Date... to "0" to get ALL trade history, or enter specific date(s) of interest.

* New variable "Make_Dollars_and_LotSize_SECRET" (false) can be set to True if the user wants to keep the Dollar amounts and LotSize secret. Profitable trades simply show a profit of "1.00", and unprofitable trades show "-1.00". "Break-even" trades show a profit of either 0.01 or -0.01. The LotSize is set to "1.0" for every trade. This affects all the created objects, AND it affects the values in the Output file. The benefit of this option is to allow a user to share the Output file (or possibly a Template file with the objects) with another person that shows the trades taken but gives no private details with respect to the profit/loss or the size of the trades. FYI, Swap and Commissions are also set to zero, since these indirectly indicate the LotSize. (NOTE: The User must VERIFY the Output file content to insure that private details are not inadvertantly left in the file! Especially check the Comments column. Open a blank Excel worksheet and import the Output file to inspect the details.)

* New variable "OUTPUT_SuppressBlankSymbolLines" (false) can be set to True if the user wants to suppress from the OUTPUT file all transactions which have a blank symbol name. These include account deposits, withdrawals, transfers, adjustments, commissions charged after-the-trade, etc. (FYI, this variable is auto-forced to True if Make_Dollars_and_LotSize_SECRET=True).

2014-Jul-04: New "P4L OrderHistory.mq4" (V9) released. (Downloaded 5146 times before next version update).
* Minor updates due to new "MQL45" (MT4 build>=600)

2016-Mar-29: New "P4L OrderHistory.mq4" (V12) released. (Downloaded 1806 times before next version update).

1. Fixed significant bug related to use of Input Files. Mixed-case symbol names are now supported (e.g. "EURUSDc", "EURUSDpro", etc.)
2. New "DEBUG_inputfiles" (false) option. Set to "true" to help a little when input files don't work as expected.
3. Default input/output delimiter is now "Comma", for ease of directly opening it with MS Excel.
4. Auto-force-mapping of any output-delimiter-string occurring in the "Comments" field to be a literal "." instead.
5. NOTE: OLDER files with "Tab" delimiter work fine, but be sure to specify the input delimiter accordingly.
6. A few more updates due to new "MQL45" (MT4 build>=600), including filename path corrections to /.../MQL4/Files/in_out_name

1. Renamed an option to: Make_Dollars_LotSize_Etc_SECRET (false).
2. New minor options: Comments_Are_Considered_SECRET (false). If you want "SECRET" to suppress the trade comment field, make this true.
3. OrderTicket_nums_Are_Considered_SECRET (false). (Use "true" to replace with a simple counter; also, any comment with "#" (usually followed by an OrderTicket number) is suppressed without forcing all other comments to be suppressed).
4. The AccountNumber field is forced to "1234" when using SECRET.
5. Note: The purpose of the "SECRET" options is to encourage traders to SHARE their trade history (symbol, entry, exit) without having to disclose private trade details like size/$/acct#. (DOUBLE-CHECK the output file to ensure that private details have been removed before you share the output; report any details I may have missed that you expect should have been kept SECRET but weren't).

2016-Oct-08: New "P4L OrderHistory.mq4" (V13) released. (Downloaded 2572 times before next version update).

1. Per request, new option LimitToMagicNumber_GtEq_0 (default -1, not_limited). Specify a number >=0 if you want to restrict matching trades to the specific magic number. (Note: This new feature has not been rigorously tested but ought to work. Report any problems.)
2. New option StartByRemovingPreviousObjects (true). Set to "false" if you intend to add to existing matches. It is most useful if you desire to see >=2 magic numbers displayed on the chart, because otherwise the usual default would be to remove the previous matches.

2017-Jul-04: New "P4L OrderHistory.mq4" (V14) released.

1. Per request for a way to suppress cancelled orders from display and/or the output, there are two new options:
   DONT_DisplayCancelledOrders (false), and
   OUTPUT_SuppressCancelledOrders (false). Change 1-or-both to "true" to suppress cancelled orders.
2. Changed default for Start_Date_OR_Number_of_weeks="ALL" (ALL *visibile* Account_History. Previous default was 8 weeks).
3. New variable, TextAnchor = "Upper" (aka CenterUpper), same as old default. Now user has control over which anchor
   to use for the TextLabels, and "UL" or "UR" might be easier-to-read alternatives, since the text edge will better line up with the trade itself.
4. New variables for user control over the Line Style/Width. Same settings as before:
   ProfitLineStyle = STYLE_SOLID; //SOLID=0//
   ProfitLineWidth = 3; // ANY non-SOLID style choice *MUST* use Width=1. This MT4 rule is enforced in start().
   LossLineStyle = STYLE_DASH; // MOST likely choice to change, to "STYLE_SOLID" (0)
   LossLineWidth = 1; // If above changed to STYLE_SOLID, then likely use "3" also, or maybe "4" for Profit line.
   CancelledLineStyle = STYLE_SOLID;
   CancelledLineWidth = 1;
   Note: The Loss lines, if STYLE_DASH, are harder to see, but currently, all SOLID lines indicate Profit-or-BE. It's your choice to customize or not.
5. Fixed potential bug when using an INPUT file, that if the Symbol() name differed only by case but not spelling, it would not display trades. However, usually when an INPUT file (from another broker) is used, the user should manually edit the symbol names to match the current broker, editing case/prefix/suffix so the INPUT file matches your current broker. (Examples: EURUSD, EURUSDpro, EurUsd, EURUSDc, xEURUSD. Make the input file consistent with the broker you intend to display trades on)

P.S. Until I get around to modifying my own versions (which given time constraints, maybe never or quite a long time later), then...

My script was adapted and made into an indicator here. (Thanks robots4me)
Both the script and indicator versions were converted to MT4 here. (Thanks getch)
(Check the thread history to see if any further updates or adaptations have been posted by others).

FYI, the latest version will always be posted here in post #1:

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FYI, see also: Collection of programs by pips4life
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Here's an example of a chart with trade history marked. Winners are solid thick lines, losers are dashed. Buy and Sell entries are marked, as well as T/P and S/L (if any). The method of closing is indicated by different icons, whether by T/P, or S/L or by manual exit.

For newbies, they might need to know how to get started with this script:


(This is included in the script source)

//Here are common things the user may wish to customize and then re-compile:

extern bool DisplayLines = 1;
// Visually show fixed-length trendlines for all orders

extern int DisplayArrows = 1;
// 0 = Turns off the display of all arrows.
// 1 = Displays arrows for Buy/Sell/SL/TP
// 2 = Displays only limited Buy/Sell arrows. No TP/SL or closing arrows.

extern bool DisplayTexts = 1;
// Although decent, these texts may get a little too crowded to read.

extern double ExpandTextFactor = 0.9;
// Closer together, use < 1.0. Farther apart, use > 1.0.

extern bool SubtractFixedSpreadForBuys = 1;
// Subtract spread from the Buy portion of all trades.
// Affects placement of graphical Lines and Arrows only.
// Note: Using fixed spreads may not be appropriate for your broker,
// especially the spread at the moment you execute this script.

extern bool ConsiderTotalNetProfit = 1;
// Include Swap and Commission charges to decide if a trade was profitable


// List of colors used below (search for and change them as desired):
// Aqua, Blue, Gray, Gold, HotPink, Orchid, PaleTurquoise, Red, White, Yellow

/* Instructions for use:
1. Copy this script to the location:
C:\Program Files\<your MT4 name here>\experts\scripts
2. Exit & restart MT4 (This is usually the surest way although there may be an alternative).
3. Open a new blank chart that you have done historical trades on.
4. From the Navigator window, expand "Scripts"
5. Drag-and-drop this script onto the chart.
6. Change the chart timeframe as desired to see detailed points of entry. The M1 or M5
charts are usually more informative and easier to read.
7. Optional: Open MetaEditor and edit the script's defaults or colors then compile it,
then re-drag-and-drop the script onto the chart.

Examples:
A. Turn on/off the DisplayTexts option above.
B. Turn off both lines and text. Use the DisplayArrows=2 (a.k.a. LimitArrows) option.
You will see only your entries without knowing what happened. You can then
step through bar-by-bar (use F12) to watch the price action, and guess
whether those were good or bad entries and where you think you should have
exited or how you should have set S/L and T/P. Then highlight the arrow to
know how it actually played out, which will display Pips/SL/TP/profit.
If you make changes, unlike an indicator, I don't
know how to change external script variables other than to
just edit the script, recompile, and re-drag-and-drop.

What a fantastic idea, I wish I had thought of it.

Good job on giving back to the community.

Hi Tesla,

Thanks very much. I'm glad I wrote the script because doing so is a learning process in itself.

In the category of "You learn something everyday...", I just now stumbled on a very basic MT4 method to display trades on a chart. I still like my script better, which provides a lot more flexibility and information. However, it turns out there is a built-in MT4 method.

It is described in a "tips" document I read when I signed up for a demo acct. There are several nice features of MT4 it describes, some that I knew and some I didn't (like middle-mouse button brings up a crosshair, and you can drag the crosshair for a basic ruler measurement!). Turns out that your past orders can be displayed on a screen as well.

The following tips document is well worth reviewing for several nice features:
http://articles.mql4.com/189/?source=terminal_email_whc

For trade history display, first open a chart. Then in the Terminal window, click on the Account History tab. Select any order with the same currency pair as your window, and drag-and-drop it onto the window. If you want ALL orders for that currency pair, hold the Shift key while you drag-and-drop one order from that pair, and it will display all the orders.

Unlike my script, the basic feature gives the same style dashed-line regardless of whether it's a winning or loosing trade. The object names/descriptions are very basic, whereas my script calculates in terms of pips the net P/L, the S/L, the T/P, etc.

I still prefer my script, but figured I'd mention that MT4 has at least some capability to do something similar.


Pips4life

I thought this looked a good idea, until I loaded it on the chart

Good job BTW, it's me with the problems lol

Dear friend - pips4life

i read and used your script it is relay useful and important for new people like me in fx trading.

first i say Thank you for your script. i have some query regarding this-

1 can it will show lot size of that trade

2 can it will display total time required that tread.

thank you

with regards
dsw

Hmmm, so my indicator brought you out of the shadows to make your first post? Ok, I'm honored.

I will be posting a new version shortly. It will have these 2 enhancements, plus support for extra-digit brokers, output to a CSV file, and a whole slew of other new features which I'm still polishing.

If you have any further enhancement requests, now is the time to ask for them. (No guarantees but I will consider them).

Thank you SO MUCH!!

Now I can see where I closed to early or held too long ..

Briliant I idea well programmed into a script which runs once.

I have hotkeyed it to ALT+O by highlighting the script then Clicked Set Hothey.

Now when I want to see my previous trades, I just pres Alt+O ..

Thanks once more

ECFOREX

Hi all,

I have updated Post #1 with a MAJOR new update: P4L OrderHistory.mq4 (V3)

This is renamed to be consistent with several other programs I've written and/or enhanced, plus I don't like having the version number in the name. (There are advantages but also disadvantages).

This new version contains a ton of new great features, and I hope that all users who downloaded the first version 1045 (!) times come back for this substantially improved version.

Here's a list of changes (repeated from new Post #1):
* Renamed from "OrderHistory V2.mq4" to "P4L OrderHistory.mq4"
* Input variables now changeable by popup when added to chart
* Trade History can be OUTPUT and/or INPUT from CSV files!
* Easily read by Excel for external analysis
* History from multiple brokers can be combined onto one MT4
* DisplayText now "false" by default to reduce clutter (easily changed)
* More information reported about the trade.
* Extra-digit brokers supported! Pips automatically adjusted by 1/10th.
* Trade-time (from Open->Close) calculated and displayed.
* Objects easily deleted from chart.
* Colors slightly modified to work on Black OR White backgrounds.
* SLIPPAGE is calculated and noted if >= 1 pip tolerance. (SLslip is negative-slip; TPadd is positive-slip).
* New StartDate and EndDate to specify a date range (Useful when importing data from other brokers)
* Alert messages added, plus many other changes to improve useability


Please try it out and let me know what you think of it.

Kent (pips4life)

P.S. If you like my work and can vouch for me, please do so.

The attached picture describes the external variables plus some comments about each. These variables are easy to custom when you add the script to a chart, or, you can compile it with different defaults if you prefer.

(Of course, you can just edit the script in Post #1 and scroll down to see the same thing as below).

2010-01-11: New "P4L OrderHistory.mq4" (V4) released.

In addition to the already substantial new features I just posted in V3, I figured out how to support Open (active) trades as well.

The changes since V3 are:

* Added support for Open (active) trades. Show_ClosedOpenAll_Trades_123 = 3 (default,All trades)
* Added "closed", "demo", and 4 placeholder columns to the database format
* Demo trades are marked with a prefix "*" in profit string (e.g. "*Net:$ xx.xx")
* Fixed bug to exit when output file = input file (infinite loop)

Hi Pips4Life... I love your script. I was wondering if it would be possible to save the data to a web URL as xml rather then an excel csv file?

Cheers,
Wazzy

Almost anything is possible to program, it just takes effort and knowledge. I don't happen to know the details of what an XML file would contain in order to display it directly. If anyone wants to post raw XML showing what the file would need to contain, it may help.

From that point, it would simply be a matter of converting the present output file routines over to generating the appropriate XML details.

Sorry I have no free cycles to look into this further, but it's a good idea if someone else wants to tackle it.

Thanks,
Kent

hi, excellent script!!

can u tell me what is the format for the csv input file??

thanks

Hi smassax,

Glad you like the script. It is very helpful to me too, to be able to graphically display my trade history and learn from it.


The output/input data for Excel is tab-delimited. Every output file contains a 1st line header with the columns labeled. If you import it into Excel, the columns will already be automatically labelled. One could also examine the code for this info, but for convenience, I've repeated that particular section here:



Theoretically, one could write a script for other non-MT4 tools like MB Navigator or ... and output the trade information using the same format, and then import it into your MT4 to display all your trades. I've never written code for other trade tools but if anyone does, please share...

I have used the output/input file to transfer all my trades from various MT4 brokers and combine them to display all the trades on one MT4 session. (Input/output times, and lot sizes can be shifted/scaled as necessary).

Kent (pips4life)

Congratulation for your script!
Is it possible to have a modified version which can be called from an EA (while backtesting it would write a log file of trades) and after backtest is finished, I could use it to show trades on chart. I would need this because visual testing is time consuming but we need it for better understanding. This would fasten EA optimization a lot.
Thanks

I only happen to know about accessing the order history of actual trades. Perhaps there is a way to retrieve a virtual history of trades that an EA backtest had taken but I haven't looked into it.

That said, it seems to me that any EA could, as you said, write out whatever trades it takes to a tab-delimited file. If you have that file, you can certainly display the trades using my script which can import such a file.

The syntax of the file is described in post #16, the post just before yours. Modifying your EA to write out the trade "history" sounds like a good idea to me...

Thanks, I am sure it is possible, as the strategy tester has its own trade history, I will have a look and see for solution. I will post code here if I am successful.

Any code tips and ideas are welcome.

For my part, I will investigate a potential general solution which could work with any EA without requiring any modifications. After running the StrategyTester, the trade actions by the EA are in the "Results" tab. The 4th column is the order#, and as different actions occur with a particular order#, a new line is printed.

It is possible to use "Control-A" to select ALL the trade actions, then in a blank worksheet in Excel, paste the information to read it in as columns. After that, one can do "Save as..." and choose a tab-delimited .txt file for the output.

This .txt file should be able to be read in, parsed, and converted into a compatible "History" file (one line per trade, with all necessary values filled in). At that point, it's a trivial matter to import the History file and display all the trades on a normal chart.

This would indeed be very helpful to graphically see the trades an EA took and get visual clues how to improve the trade decisions.