Keeping Track of Equity by Pair | Page 2 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Keeping track of Semafor levels 3 replies

Keeping track of intraday trades 0 replies

Multi-pair trading or Few-Pair Trading. [poll] 15 replies

Keeping track of trading activity 7 replies

keeping track of trades 9 replies

Keeping Track of Equity by Pair

  • #21
  • Jul 13, 2010 3:54pm Jul 13, 2010 3:54pm
Quoting 7bit
Although you can directly select by ticket instead of position, ignoring in which of the two lists it is, which is useful in *some* cases, you would still need a way to get a list of all existing ticket numbers if you want all orders and you are back at square one where you still have to go separately through both lists.
Or, maybe if you created an array similar to this, which tells you if the order is open or closed:

PHP Code
 for(int v=0; v<=L+1; v++)
   {
      OrderSelect(T1[v],SELECT_BY_TICKET,MODE_HISTORY); ct1[v]=OrderCloseTime(); if(ct1[v]>0){ gt1[v]=0; }
      OrderSelect(T2[v],SELECT_BY_TICKET,MODE_HISTORY); ct2[v]=OrderCloseTime(); if(ct2[v]>0){ gt2[v]=0; }
      OrderSelect(T3[v],SELECT_BY_TICKET,MODE_HISTORY); ct3[v]=OrderCloseTime(); if(ct3[v]>0){ gt3[v]=0; }
      OrderSelect(T4[v],SELECT_BY_TICKET,MODE_HISTORY); ct4[v]=OrderCloseTime(); if(ct4[v]>0){ gt4[v]=0; }
      OrderSelect(T5[v],SELECT_BY_TICKET,MODE_HISTORY); ct5[v]=OrderCloseTime(); if(ct5[v]>0){ gt5[v]=0; }
   }
I don't know if you can count the actual OrderProfit() though, although it says in the manual you do this by using OrderSelect() ... so, maybe so?
  • #22
  • Jul 13, 2010 4:09pm Jul 13, 2010 4:09pm
Quoting ecTrade
Or, maybe if you created an array similar to this:
This does not look like clean code. What are you trying to do?

Why don't you just do the two loops as shown in the example and sum up all the profit? What is wrong with them? you can add an additional

if (OrderCloseTime() > some_time_inthe_past)

in the loop that goes through the history to use only the newer trades, but you could just as well *always* sum up all profit the EA ever made and then simply subtract a snapshot of this value that it has shown for example at 0:00 GMT or on sunday to see the difference it has made during the current day or week. This would work better with trades that are older but still open.

Or you could simply plot the equity curve of the EA into a separate candle chart, this needs just one call of recordEquity() at the beginning of the start function and your problem is solved.

If you don't need the chart, only the number, you get the total profit (including floating) by simply calling getAllProfitFiltered()
  • #23
  • Edited 4:33pm Jul 13, 2010 4:22pm | Edited 4:33pm
Quoting 7bit
It is EA independent. And you also don't need OrderCloseTime(). You simply add up every OrderProfit() you can find in the complete history and in all open trades and you know what the EA has done so far. Do this on every tick and plot these values into a chart while the Ea is running and you see how the EA is performing over time.

If you need it per week or month then simply subtract the amount of profit that it has previously made up to this point in time and the difference will be the profit or loss of the current week/month/day/whatever,

Too...
This looks like a bunch of good stuff here, except I only need it to count from the earliest current order, so I don't need to go back any further than that. While there will still be orders opening and closing after this (not always), which is why I need a way to sort through the order history. Whereas once the final closeall occurs (when the profit target is met), the whole cycle starts all over again.

So, it's possible 20 trades could open or close beforehand (or, as little as one or two) so, I don't know if it's a big deal if it gets counted every tick or not?
  • #24
  • Jul 13, 2010 4:30pm Jul 13, 2010 4:30pm
Quoting 7bit
This does not look like clean code. What are you trying to do?
Okay, those were datetime variables (ct1[],ct2[],ct3[],ct4[],ct5[]) that I set up in the header (prior to init()). I hope that makes more sense. Yes, and each one of those is a separate array.

Oh, it's currently not part of the EA I'm working on either.
  • #25
  • Jul 13, 2010 4:35pm Jul 13, 2010 4:35pm
Quoting ecTrade
. Whereas once the final closeall occurs (when the profit target is met), the whole cycle starts all over again.

So, it's possible 20 trades could have opened or closed before (or, as little as one or two) so, I don't know if it's that big of a deal if it gets counted every tick or not?
the history will be cached, so it will only do the big loop when the history has changed, between that it will only sum up the running trades and add this to the cached realized value. It is supposed to be called on every tick, therefore all the performance tuning.

I solve the cycle-profit thing in my snowball EA which also has cycles with many trades, some closed soon, some stay open until the end by simply storing the value of getAllProfitFiltered() in a global variable at the exact moment the cycle is over. I then simply let it display the value of

getAllProfitFiltered() - last_profit

to always have the profit of the currently running cycle. But i still let it write an all-time equity curve to see whether I am actually making money over time and how my drawdowns look compared to the profit

The above function gives me realized + floating so it does not matter which trades were closed or when they were closed or which trades are still open, its a snapshot of the equity which is always realized + floating.
  • #26
  • Jul 13, 2010 4:51pm Jul 13, 2010 4:51pm
Quoting 7bit
The above function gives me realized + floating so it does not matter which trades were closed or when they were closed or which trades are still open, its a snapshot of the equity which is always realized + floating.
Yeah that makes sense, which in fact is similar (like I said) to what I had done in this other EA. It was only caching or "banking" once the total order count shifted (downwards). And continued to add to and maintain until the closeall function occurred, at which point it was reset to 0.
  • #27
  • Jul 13, 2010 5:55pm Jul 13, 2010 5:55pm
Quoting 7bit
I have worked hard for achieving a position that allows me to be as arrogant as I want and if you don't like it you can simply ignore my postings.
Not in the public forum. FF has posting rules, and as a member, you need to follow the rules.

I can accept critic, as long as the critic is reasonably right and written in appropriate manner.

My correction is for OrdersTotal() -> OrdersHistoryTotal(). On that post, I used bold text to emphasize it. This correction is valid, you don't have logical reason (not arrogance reason) to say that my correction is wrong, especially with that rude "Wrong!" style.

Now, read carefully what you've said as "the right". You left the "cnt=0" part, don't you?. It is wrong! You don't need that assignment, because it will be initialized to zero in the for loop.

Quote
Wrong!

right:


double o_profit=0; cnt=0;
for(cnt=0; cnt<OrdersHistoryTotal(); cnt++)
{
OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY);
Regarding your current "position", honestly I'm curious what kind of "position" do you have right now?

Regarding arrogant,
Read this link:
http://sites.google.com/site/prof7bi...edirects=0&d=1
PHP Code
//+------------------------------------------------------------------+
//|                                               offline_charts.mq4 |
//|                                                     Bernd Kreuss |
//|                                              Version 2010.6.11.1 |
//|                 paypal-donations go here -> mailto:[email protected] |
//+------------------------------------------------------------------+
#property copyright "Bernd Kreuss"
#property link      "http://sites.google.com/site/prof7bit/"
How on earth you can be arrogant and at the same time being a paypal beggar-programmer? Is this the reason why you push ECTrade to use your offline_charts? Do you need his donation so that you don't have to work very hard again?
  • #28
  • Jul 13, 2010 6:20pm Jul 13, 2010 6:20pm
Quoting sangmane
Now, read carefully what you've said as "the right". You left the "cnt=0" part, don't you?. It is wrong! You don't need that assignment, because it will be initialized to zero in the for loop.
Yeah, I was kind of wondering about that. Although I don't think it's wrong as much as it's unnecessary. I actually tried doing it without it, but felt I should leave it there just to be on the safe side.

Quote
How on earth you can be arrogant and at the same time being a paypal beggar-programmer? Is this the reason why you push ECTrade to use your offline_charts? Do you need his donation so that you don't have to work very hard again?
Oh well ... I didn't notice the part about PayPal donations. I was too burned-out from staying up late last night.
  • #29
  • Jul 14, 2010 2:21am Jul 14, 2010 2:21am
Okay guys, this is what I did in order to get it to work ... well, almost ...

PHP Code
   int t_cnt=0,OOT,FOOT; double a_profit=0,b_profit=0,t_profit;
   for(int cnt=0; cnt<=OrdersTotal(); cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); // open orders
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==magic)
      {
         if(OrderType()<2)
         {
            OOT=OrderOpenTime();
            t_cnt+=1; a_profit+=OrderProfit();
            if(t_cnt==1 || OOT<FOOT){ FOOT=OOT; } // initial order open time
         }
      }
   }
//+------------------------------------------------------------------+
   for(cnt=0; cnt<OrdersHistoryTotal(); cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY); // closed orders
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==magic)
      {
         if(OrderType()<2 && OrderCloseTime()>=FOOT){ b_profit+=OrderProfit(); }
      }
   }
   t_profit=a_profit+b_profit; // Totals all orders
//+------------------------------------------------------------------+
I got it to display the information want to see in the comments field (this is how I usually debug) but, for whatever reason, it won't close any trades.

So I checked the journal and am getting these two errors:

unknown ticket 1 for OrderClose function ... OrderClose error 4108.

Any ideas?

Thanks.
  • #30
  • Jul 14, 2010 2:51am Jul 14, 2010 2:51am
Quoting ecTrade
Any ideas?
I have written my ideas already and your problem has been solved already in even more than one possible variant, there is even ready to use code available for free and has been posted into this thread in posting #13, why are you still asking the same question over an over again? btw your first for loop is still going beyond the possible range for the position number, not that it matters in this specific problem but I wanted to mention it.
  • #31
  • Jul 14, 2010 3:22am Jul 14, 2010 3:22am
Hey, don't they have a flame wars section for this kind of stuff?
  • #32
  • Jul 14, 2010 4:27am Jul 14, 2010 4:27am
Quoting 7bit
I have written my ideas already and your problem has been solved already in even more than one possible variant, there is even ready to use code available for free and has been posted into this thread in posting #13, why are you still asking the same question over an over again? btw your first for loop is still going beyond the possible range for the position number, not that it matters in this specific problem but I wanted to mention it.
Actually, until I got the error message, I thought the idea was pretty straightforward and simple. But still, I am that much further along than I was, because now it displays the correct information ... at least in terms of the math. Thanks sangmane. It may in fact be something very simple to fix. Or, if not, then yeah, it's time to consider something else.

Oh, I am learning as I go here, so I don't necessarily have a problem with that.

Quote
btw your first for loop is still going beyond the possible range for the position number ...
How so, if it signals the beginning of a new cycle and everything that comes after is going to have a greater number? (both open and close time).

Quote
... not that it matters in this specific problem but I wanted to mention it.
Do you mean it shouldn't affect how it works or, what are you saying?
  • #33
  • Jul 14, 2010 4:49am Jul 14, 2010 4:49am
Quoting ecTrade
How so, if it signals the beginning of a new cycle and everything that comes after is going to have a greater number? (both open and close time).
It is counting up to OrdersTotal() because of the <= and as I have already explained the last position number is always one less because the numbering starts at 0 and not at 1.

It might not produce an error or a wrong result in this specific case here because of a lucky coincidence but it is still wrong and you should be aware of such mistakes and learn to immediately spot them when you look at the code. Since computers are bean counters by their very nature they can only be made doing exactly what you want if you learn to become a bean counter yourself.

And I still don't get why you needlessly insist on complicating it by bringing close and/or open time into the whole equation because it is not needed in any way for your application.
  • #34
  • Jul 14, 2010 5:12am Jul 14, 2010 5:12am
Quoting 7bit
It is counting up to OrdersTotal() because of the <= and as I have already explained the last position number is always one less because the numbering starts at 0 and not at 1.
Yes, I meant to correct that. I actually went back and corrected the two or three instances on the EA I was working on. But, when I did a copy and paste from the previous post I forgot it was there.

Quote
And I still don't get why you needlessly insist on complicating it by bringing close and/or open time into the whole equation because it is not needed in any way for your application.
Because this is what I'm most familiar and basically the way I've been doing it for some time now? In other words I know it works? ... or, at least it has in other instances I've used it.

Also, I'm not totally familiar with what you're saying and it may take awhile sink in. Plus I'm not I sure I'm ready to include someone else's entire script (it's not just the include) when, in fact may just take a few lines of code. This is all I was really looking for.
  • #35
  • Jul 14, 2010 6:02am Jul 14, 2010 6:02am
Quoting ecTrade
Also, I'm not totally familiar with what you're saying and it may take awhile sink in.
I am only saying: calculate the total all-time equity at every tick and simply subtract the all-time equity that it had shown at the beginning of your cycle. the difference will be the profit of this cycle. And the result of doing it this way will be a universally applicable method that works for any EA that you could ever come up with, no matter how and when it opens or closes its trades.

Quote
Plus I'm not I sure I'm ready to include someone else's entire script (it's not just the include) when, in fact may just take a few lines of code.
Its just the include. and one line of code. You asked for a simple solution, thats why i answered this thread and gave you the simple solution that you requested. Later I even posted a *small* function getAllProfitFiltered() with the two for-loops containing only the bare minimum that is abolutely needed that would exactly do what you want and without all the rest of the include file.

It turns out that you don't want the most simple solution, it seems you are looking for the most complicated solution instead. I don't have time for this.
  • #36
  • Edited 6:32am Jul 14, 2010 6:02am | Edited 6:32am
Okay, I just figured it out. Now this is totally weird. Because somewhere along the line (just recently) I inadvertantly copied and pasted the wrong code. In the order closeall function I'm telling it to delete all trades by HISTORY when, it should have been by MODE. It must have got there when I was messing around with this other option, is all I can figure. When looking back at the two previous versions it's not there.

But hey, now (after doing a quick search online) it seems to work perfectly!
  • #37
  • Jul 14, 2010 6:15am Jul 14, 2010 6:15am
Quoting 7bit
It turns out that you don't want the most simple solution, it seems you are looking for the most complicated solution instead. I don't have time for this.
Oh well, it looks like we posted at the same time. I was hoping to get mine in before you did.

Of course this page didn't actually tell me where the problem is but, it did give me an idea where to look.

No more errors in the journal either!
  • #38
  • Jul 15, 2010 9:16am Jul 15, 2010 9:16am
Hey, it really does work. Honest. Basically all I needed was someone to point out I was sorting through the orders using the wrong mode. Thanks to Sangmane!

And yes 7bit, I took your advice and created two separate loops, one for floating orders and the other for cached. Don't know if you actually noticed this or not?

As for the way it works, I couldn't be happier! My primary concern was to closeout all orders at a specific profit target, irrespective of the AccountEquity(), i.e., in order to run multiple instances on separate charts. And it does just that. However, I'm actually trying to hedge and run both a Buy and Sell instance on the same chart but independently of each other ... that is, until the orders are closed out and profit is calculated. It doesn't really matter though, because it still requires the same basic code, at least for closeall feature. Of course I may still do other things (make Buy and Sell instances more interactive) but, I had to figure out how to do this first.

There is one other thing though. I need to calculate the profit (and add it to the order total) each time an order closes out (by TP) and there are no multiple orders involved. I believe I had solved this once before, but your way, 7bit, might be simpler. Whereas it looks like I might be able to use it for both this and the closeall feature. Will have a look-see anyway.

Thanks.
  • #39
  • Last Post: Jul 17, 2010 1:08pm Jul 17, 2010 1:08pm
Okay, this is just let folks know what I came up with.

PHP Code
   double c_profit=0,h_profit=0,t_profit; datetime OCT,history,history2=history;
   for(cnt=0; cnt<OrdersHistoryTotal(); cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY); OCT=OrderCloseTime();
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==magic)
      {
         if(OrderType()<2)
         {
            if(OCT>FOOT){ c_profit+=OrderProfit(); }
            if(OCT>history && OCT< FOOT){ h_profit+=OrderProfit(); if(OCT>history2){ history2=OCT; } }
         }
      }
   }
   c_profit+=f_profit; t_profit=c_profit+h_profit; history=history2;
   // c_profit=cycle profit; f_profit=floating profit; t_profit=total  profit; h_profit=history profit;
Basically the floating profit (f_profit) is determined beforehand, and the FOOT is based upon the "first" OrderOpenTime() or initial trade at beginning the of cycle. From there, any order that closes after FOOT is counted as cycle profit (c_profit) which, when added to the floating profit and, once it reaches the profit target (>=), triggers the closeall function. Of course I more or less explained this already.

From there, the history variable determines history profit (h_profit) based upon all orders closing prior to FOOT. While history2 variable compares and determines which order has latest OrderCloseTime() prior to FOOT.

Afterwards (after exiting the loop) the total profit (t_profit) is calculated by adding cycle profit to floating profit and history profit. This gives you the total profit for this particular pair/magic number.

I don't know, the whole thing seems pretty simple to me? ...
0 traders viewing now