Adding Orderprofit()

Quoting abokwaik

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/// declarations int OrdProf=0,OrdLoss=0; double TotalProf=0.0,TotalLoss=0.0; // loop through all orders for(int i=0;i<OrdersTotal();i++) { // each order need to be selected before refering to its data if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderProfit()>0.0) { OrdProf ++ ; TotalProf += OrderProfit(); } else { OrdLoss ++ ; TotalLoss += OrderProfit(); } }

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Quoting Vlad13685

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{quote} Are you suggesting to count forward through orders, instead of backwards? Also, shouldn't it be using OrdersHistoryTotal & MODE_HISTORY for closed trades? Vlad

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Quoting Growler

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Hi Abokwaik. Thanks for the reply but I do not see your code - the one that you will quit over

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Quoting Growler

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Hi Abokwaik Sorry I missed post 19. Actually, I have tried that exactly, but as I am calculating MAE and MFE (as well as Sharpe) I actually do a lot of work with an order. If you look at post 16 you will see that I am actually working with closed orders only. Just by the way, your code won't be correct because in the Closed History there are records you don not want to process - deposit, cancellations and Stop/Limits. In your code they would all go into the 'else'.

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   int OrdProf=0,OrdLoss=0;
   double TotalProf=0.0,TotalLoss=0.0;
   int hist_count=OrdersHistoryTotal();
   // loop through all orders 
   for(int i=hist_count-1;i>-1;i--)
   {
      // each order need to be selected before refering to its data
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) break; 
      if(OrderType()==OP_BUY || OrderType()==OP_SELL)
      {
         if(OrderProfit()>0.0)
         { 
            OrdProf ++ ;
            TotalProf += OrderProfit();      
         }
         else
         {
            OrdLoss ++ ;
            TotalLoss += OrderProfit();
         }
      }      
   }  
   Print("OrdProf= ",OrdProf," TotalProf= ",TotalProf," OrdLoss= ",OrdLoss," TotalLoss= ",TotalLoss);

Quoting Growler

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Hi Abokwaik. Your OP_BUY and OP_SELL would work - or you could just use OrderType() < 2 which will only read true closed Buys and Sells

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Quoting Growler

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Hi Abokwaik Yep, I also like to be specific. Have you read any of my replies? As I have said, I have tried that and it makes no difference - I have also tried that as isolated code. It is for this reason that I am sure there is something wrong with my MT4 installation.

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void OnStart()
  {
   //---
   int OrdProf=0,OrdLoss=0;
   double TotalProf=0.0,TotalLoss=0.0;
   int hist_count=OrdersHistoryTotal();
   // loop through all orders 
   for(int i=hist_count-1;i>-1;i--)
   {
      // each order need to be selected before refering to its data
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) break; 
      if(OrderType()==OP_BUY || OrderType()==OP_SELL)
      {
         if(OrderProfit()>0.0)
         { 
            OrdProf ++ ;
            TotalProf += OrderProfit()+OrderSwap()+OrderCommission();      
         }
         else
         {
            OrdLoss ++ ;
            TotalLoss += OrderProfit()+OrderSwap()+OrderCommission();
         }
      }      
   }  
   Print("OrdProf= ",OrdProf," TotalProf= ",DoubleToStr(TotalProf,2)," OrdLoss= ",OrdLoss," TotalLoss= ",DoubleToStr(TotalLoss,2));
}

Quoting Growler

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Hi Gumrai If you read my earlier mail, you will see I have tried OrderProfit() with no change at all. I do not add 1 to OrdProfit - only to OrdProf - the number of orders. Also, it is not the Profit section that doesn't work - it is the Negative - the bit after the else.

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Quoting Growler

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Hi Abokwaik . Please read my mails. My code too is EXACTLY the same as the MT4 report, however, the details in that report are very light = no major stats. It is for this reason that I am writing this. For the record - ALL my code is mover 900 lines not the few you are showing, so I actually do an awful lot with this. As I have said - everything except the Negative closed orders is correct - including fields you do not have such as MAE, MFE Distribution, Sharpe etc. This does that - and asw I have shown it also adds Comm and Swap. But thank you...

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