Created
July 8, 2018 05:10
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ExportHistoryCSVkai source
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//+------------------------------------------------------------------+ | |
//| ExportHistoryCSVkai.mq4 | | |
//| Rovelt.woo | | |
//| https://rovelt-woo.hatenablog.com/ | | |
//+------------------------------------------------------------------+ | |
#property copyright "Rovelt.woo" | |
#property link "https://rovelt-woo.hatenablog.com/" | |
#property version "1.00" | |
#property strict | |
//+------------------------------------------------------------------+ | |
//| Script program start function | | |
//+------------------------------------------------------------------+ | |
void OnStart() | |
{ | |
//--- | |
int fileHandle = -1; | |
datetime openTime; | |
double openPrice; | |
datetime closeTime; | |
double closePrice; | |
int i; | |
int curShift; | |
double High24 = 0.0; | |
double Low24 = 999.9; | |
double High8 = 0.0; | |
double Low8 = 999.9; | |
double HighE = 0.0; | |
double LowE = 999.9; | |
double Ave24 = 0.0; | |
double Ave8 = 0.0; | |
double AveTotal24 = 0.0; | |
double AveTotal8 = 0.0; | |
int hstTotal=OrdersHistoryTotal(); | |
if( hstTotal > 0){ | |
string str = TimeToStr(TimeLocal(),TIME_DATE|TIME_SECONDS); | |
StringReplace( str,".",""); | |
StringReplace( str,":",""); | |
StringReplace( str," ",""); | |
string fileName = StringConcatenate("ExportHistory_",str,".csv"); | |
fileHandle = FileOpen(fileName, FILE_CSV|FILE_WRITE, ","); | |
} | |
if( fileHandle < 0 ){ | |
Print("No Histroy or Open Error"); | |
return; | |
} | |
FileWrite(fileHandle, | |
"ticketno", | |
"entrydate", | |
"profitdate", | |
"symbol", | |
"type", | |
"openprice", | |
"profitprice", | |
"lots", | |
"swap", | |
"Commission", | |
"profit", | |
"comment", | |
"EntryHigh", | |
"EntryLow", | |
"24h High", | |
"24h Low", | |
"8h High", | |
"8h Low", | |
"8h Ave", | |
"24h Ave" | |
); | |
for(i=0;i<hstTotal;i++) | |
{ | |
High24 = 0.0; | |
Low24 = 999.9; | |
High8 = 0.0; | |
Low8 = 999.9; | |
HighE = 0.0; | |
LowE = 999.9; | |
Ave24 = 0.0; | |
Ave8 = 0.0; | |
AveTotal24 = 0.0; | |
AveTotal8 = 0.0; | |
//---- check selection result | |
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==true){ | |
if(OrderType() == OP_BUY || OrderType() == OP_SELL){ | |
openTime = OrderOpenTime(); | |
openPrice = OrderOpenPrice(); | |
closeTime = OrderCloseTime(); | |
closePrice = OrderClosePrice(); | |
// 決済後24H平均値(5足288本分の終値平均値) | |
// 決済後8H平均値(5足96本分の終値平均値) | |
// 決済後24H最高値、最安値 | |
// 決済後8H最高値、最安値 | |
// エントリー中最高値、最安値 | |
int shiftOp5 = iBarShift(OrderSymbol(),PERIOD_M5,openTime,true); | |
int shiftCl5 = iBarShift(OrderSymbol(),PERIOD_M5,closeTime,true); | |
if( shiftCl5 > 288 ){ | |
// クローズしてから1日以上経過しているものが対象 | |
for(curShift = shiftCl5-1;curShift >= shiftCl5 - 288; curShift--){ | |
if( curShift >= shiftCl5 - 96 ){ | |
// クローズしてから8時間 | |
if( High8 < iHigh(OrderSymbol(),PERIOD_M5,curShift) ){ | |
High8 = iHigh(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
if( Low8 > iLow(OrderSymbol(),PERIOD_M5,curShift) ){ | |
Low8 = iLow(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
AveTotal8 += iClose(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
// クローズしてから24時間 | |
if( High24 < iHigh(OrderSymbol(),PERIOD_M5,curShift) ){ | |
High24 = iHigh(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
if( Low24 > iLow(OrderSymbol(),PERIOD_M5,curShift) ){ | |
Low24 = iLow(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
AveTotal24 += iClose(OrderSymbol(),PERIOD_M5,curShift); | |
} | |
Ave24 = AveTotal24/288.0;// クローズ後24時間平均終値 | |
Ave8 = AveTotal8/96.0;// クローズ後8時間平均終値 | |
} | |
int shiftOp1 = iBarShift(OrderSymbol(),PERIOD_M1,openTime,true); | |
int shiftCl1 = iBarShift(OrderSymbol(),PERIOD_M1,closeTime,true); | |
// エントリー中の最高値、最安値 | |
for(curShift = shiftOp1;curShift >= shiftCl1; curShift--){ | |
if( HighE < iHigh(OrderSymbol(),PERIOD_M1,curShift) ){ | |
HighE = iHigh(OrderSymbol(),PERIOD_M1,curShift); | |
} | |
if( LowE > iLow(OrderSymbol(),PERIOD_M1,curShift) ){ | |
LowE = iLow(OrderSymbol(),PERIOD_M1,curShift); | |
} | |
} | |
FileSeek(fileHandle, 0, SEEK_END);// 末尾 | |
string strOpenTime = TimeToStr(openTime); | |
string strCloseTime = TimeToStr(closeTime); | |
StringReplace( strOpenTime,".","/"); | |
StringReplace( strCloseTime,".","/"); | |
string type = "SELL"; | |
if( OrderType() == OP_BUY ) type = "BUY"; | |
FileWrite(fileHandle, | |
OrderTicket(), | |
strOpenTime, | |
strCloseTime, | |
OrderSymbol(), | |
type, | |
openPrice, | |
closePrice, | |
OrderLots(), | |
OrderSwap(), | |
OrderCommission(), | |
OrderProfit(), | |
OrderComment(), | |
HighE, | |
LowE, | |
High24, | |
Low24, | |
High8, | |
Low8, | |
Ave24, | |
Ave8 | |
); | |
} | |
} | |
} | |
FileClose(fileHandle); | |
MessageBox("ExportCSV Success!"); | |
} | |
//+------------------------------------------------------------------+ |
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