William Roeder 2022.03.03 15:16 #1

Remember the highest balance in persistent storage (files, global variables w/flush) Test for your DD and close all positions.

Mehmet Bastem 2022.03.03 20:43 #2

Salam Jahan:
Hi Is it possible that when our DD reaches 20%, all our positions will be closed? If possible, friends can help?

You can use this indicator.

#property copyright "Copyright © 2009, Xupypr"
#property link      "http://www.mql4.com/ru/users/Xupypr"

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 SteelBlue
#property indicator_color2 OrangeRed
#property indicator_color3 SlateGray
#property indicator_color4 ForestGreen
#property indicator_width1 1
#property indicator_width2 2
#property indicator_width3 1
#property indicator_width4 1

//------------- Ôèëüòð èñòîðèè òîðãîâ
extern bool     Only_Trade=false;   // Ó÷èòûâàòü òîëüêî ïîçèöèè, èñêëþ÷èâ ïîïîëíåíèå/ñíÿòèå ñðåäñòâ
extern string   Only_Magics="";     // Ó÷èòûâàòü òîëüêî ïîçèöèè ñ ìàãè÷åñêèìè íîìåðàìè (÷åðåç ëþáîé ðàçäåëèòåëü)
extern string   Only_Symbols="";    // Ó÷èòûâàòü òîëüêî ïîçèöèè ïî èíñòðóìåíòàì (÷åðåç ëþáîé ðàçäåëèòåëü)
extern string   Only_Comment="";    // Ó÷èòûâàòü òîëüêî ïîçèöèè ñ íàëè÷èåì êîììåíòàðèÿ (íàïðèìåð [sl] èëè [tp])
extern bool     Only_Current=false; // Ó÷èòûâàòü òîëüêî ïîçèöèè ïî òåêóùåìó èíñòðóìåíòó
extern bool     Only_Buys=false;    // Ó÷èòûâàòü òîëüêî ïîçèöèè íà ïîêóïêó
extern bool     Only_Sells=false;   // Ó÷èòûâàòü òîëüêî ïîçèöèè íà ïðîäàæó

//------------- Âíåøíèé âèä èíäèêàòîðà
extern bool     Show_Balance=true;  // Îòîáðàæàòü áàëàíñ
extern bool     Show_Margin=false;  // Îòîáðàæàòü çàëîã (òîëüêî â ðåæèìå ðåàëüíîãî âðåìåíè)
extern bool     Show_Free=false;    // Îòîáðàæàòü ñâîáîäíûå ñðåäñòâà (òîëüêî â ðåæèìå ðåàëüíîãî âðåìåíè)
extern bool     Show_Info=true;    // Îòîáðàæàòü äîïîëíèòåëüíóþ èíôîðìàöèþ î ïðîñàäêàõ, âêëþ÷àÿ ÔÂ

//------------- Íàñòðîéêà ñèãíàëîâ î ïðîñàäêå
extern double   Alert_Drawdown=20;   // Ïðåäóïðåæäàòü î ïðîñàäêå ñðåäñòâ â ïðîöåíòàõ çà ïåðèîä (0 - îòêëþ÷èòü)
extern double   Max_Drawdown=25;    // Ìàêñèìàëüíî äîïóñòèìàÿ ïðîñàäêà â ïðîöåíòàõ çà ïåðèîä ("êðàñíàÿ çîíà")
extern bool     Current_Day=true;   // Ïðîñàäêà áóäåò íàáëþäàòüñÿ òîëüêî çà òåêóùèé äåíü
extern datetime Begin_Monitoring=D'2009.08.17 00:00'; // Íà÷àëî íàáëþäåíèÿ çà ïðîñàäêîé (åñëè Current_Day=false)

//------------- Äðóãèå ïàðàìåòðû
extern bool     File_Write=false;   // Çàïèñü äàííûõ î ýêâèòè è áàëàíñå â ôàéë
extern datetime Draw_Begin=D'2001.01.01 00:00'; // Íà÷àëüíàÿ äàòà îòðèñîâêè èíäèêàòîðà

int      DrawBeginBar,Window;
string   ShortName,Unique;
double   Equity[],Balance[],Margin[],Free[];
double   StartBalance,CurrentBalance,MaxPeak,MaxProfit;
double   AbsDrawdown,MaxDrawdown,RelDrawdown,Drawdown,RecoveryFactor;

datetime OpenTime_Ticket[][2]; // âðåìÿ îòêðûòèÿ è íîìåð òèêåòà
int      OpenBar[];            // íîìåð áàðà îòêðûòèÿ
int      CloseBar[];           // íîìåð áàðà çàêðûòèÿ
int      Type[];               // òèï îïåðàöèè
string   Instrument[];         // èíñòðóìåíò
double   Lots[];               // êîëè÷åñòâî ëîòîâ
double   OpenPrice[];          // öåíà îòêðûòèÿ
double   ClosePrice[];         // öåíà çàêðûòèÿ
double   Commission[];         // êîìèññèÿ
double   Swap[];               // íàêîïëåííûé ñâîï
double   CurSwap[];            // òåêóùèé ñâîï
double   DaySwap[];            // äíåâíîé ñâîï
double   Profit[];             // ÷èñòàÿ ïðèáûëü

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
 if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells) ShortName="Total";
 else
 {
  if (Only_Magics!="")   ShortName=Only_Magics; else ShortName="";
  if (Only_Symbols!="")  ShortName=StringConcatenate(ShortName," ",Only_Symbols);
  else if (Only_Current) ShortName=StringConcatenate(ShortName," ",Symbol());
  if (Only_Comment!="")  ShortName=StringConcatenate(ShortName," ",Only_Comment);
  if (Only_Sells) Only_Buys=false;
  if (Only_Buys)  ShortName=StringConcatenate(ShortName," Buys");
  if (Only_Sells) ShortName=StringConcatenate(ShortName," Sells");
 }
 if (Only_Trade) ShortName=StringConcatenate(ShortName," Zero");
 SetIndexBuffer(0,Equity);
 SetIndexLabel(0,ShortName+" Equity");
 SetIndexStyle(0,DRAW_LINE);
 SetIndexBuffer(1,Balance);
 SetIndexLabel(1,ShortName+" Balance");
 SetIndexStyle(1,DRAW_LINE);
 SetIndexBuffer(2,Margin);
 SetIndexLabel(2,ShortName+" Margin");
 SetIndexStyle(2,DRAW_LINE);
 SetIndexBuffer(3,Free);
 SetIndexLabel(3,ShortName+" Free");
 SetIndexStyle(3,DRAW_LINE);
                   ShortName=StringConcatenate(ShortName," Equity");
 if (Show_Balance) ShortName=StringConcatenate(ShortName," Balance");
 if (Show_Margin)  ShortName=StringConcatenate(ShortName," Margin");
 if (Show_Free)    ShortName=StringConcatenate(ShortName," Free");
 Unique=DoubleToStr(GetTickCount()+MathRand(),0);
 DrawBeginBar=iBarShift(NULL,0,Draw_Begin);
 IndicatorDigits(2);
 return(0);
}
//+------------------------------------------------------------------+
//|  Custom indicator deinitialization function                      |
//+------------------------------------------------------------------+
int deinit()
{
 DeleteAll();
 return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
 static int anumber=-1;
 static bool first;
 static string minfosymbols;
 string filename,text,date,time;
 double profitloss,spread,lotsize;
 int handle,bar,i,j,start,startbar,total,historytotal,opentotal;
 //int tick=GetTickCount();

 if (anumber!=AccountNumber())
 {
  DeleteAll();
  IndicatorShortName(Unique);
  Window=WindowFind(Unique);
  IndicatorShortName(ShortName);
  ArrayInitialize(Balance,EMPTY_VALUE);
  ArrayInitialize(Equity,EMPTY_VALUE);
  ArrayInitialize(Margin,EMPTY_VALUE);
  ArrayInitialize(Free,EMPTY_VALUE);
  anumber=AccountNumber();
  minfosymbols="";
  first=true;
 }
 if (!OrderSelect(0,SELECT_BY_POS,MODE_HISTORY)) return(0);
 if (first)
 {
  first=false;
  MaxPeak=0.0;
  MaxProfit=0.0;
  AbsDrawdown=0.0;
  MaxDrawdown=0.0;
  RelDrawdown=0.0;
  if (Period()>PERIOD_D1)
  {
   Alert("Ïåðèîä íå ìîæåò áûòü áîëüøå D1"); 
   return(0);
  }
  historytotal=OrdersHistoryTotal();
  opentotal=OrdersTotal();
  total=historytotal+opentotal;
  ArrayResize(OpenTime_Ticket,total);
  for (i=0;i<historytotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_HISTORY))
  {
   if (Select())
   {
    OpenTime_Ticket[i][0]=OrderOpenTime();
    OpenTime_Ticket[i][1]=OrderTicket();
   }
   else
   {
    OpenTime_Ticket[i][0]=EMPTY_VALUE;
    total--;
   }
  }
  if (opentotal>0)
  {
   for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
   {
    if (Select())
    {
     OpenTime_Ticket[historytotal+i][0]=OrderOpenTime();
     OpenTime_Ticket[historytotal+i][1]=OrderTicket();
    }
    else
    {
     OpenTime_Ticket[historytotal+i][0]=EMPTY_VALUE;
     total--;
    }
   }
  }
  ArraySort(OpenTime_Ticket);
  ArrayResize(OpenTime_Ticket,total);
  ArrayResize(OpenBar,total);
  ArrayResize(CloseBar,total);
  ArrayResize(Type,total);
  ArrayResize(Lots,total);
  ArrayResize(Instrument,total);
  ArrayResize(OpenPrice,total);
  ArrayResize(ClosePrice,total);
  ArrayResize(Commission,total);
  ArrayResize(Swap,total);
  ArrayResize(CurSwap,total);
  ArrayResize(DaySwap,total);
  ArrayResize(Profit,total);
  for (i=0;i<total;i++) if (OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) ReadOrder(i);
  if (Type[0]<6 && !Only_Trade)
  {
   Alert("Èñòîðèÿ ñäåëîê çàãðóæåíà íå ïîëíîñòüþ");
   return(0);
  }
  if (File_Write)
  {
   filename=StringConcatenate(AccountNumber(),"_",Period(),".csv");
   handle=FileOpen(filename,FILE_CSV|FILE_WRITE);
   if (handle<0) Alert("Îøèáêà #",GetLastError()," ïðè îòêðûòèè ôàéëà");
   else if (FileWrite(handle,"Date","Time","Equity","Balance")<0) Print("Îøèáêà #",GetLastError()," ïðè çàïèñè â ôàéë");
  }
  start=0;
  StartBalance=0.0;
  CurrentBalance=0.0;
  for (i=OpenBar[0];i>=0;i--)
  {
   profitloss=0.0;
   for (j=start;j<total;j++)
   {
    if (OpenBar[j]<i) break;
    if (CloseBar[start]>i) start++;
    if (CloseBar[j]==i && ClosePrice[j]!=0) CurrentBalance+=Swap[j]+Commission[j]+Profit[j];
    else if (OpenBar[j]>=i && CloseBar[j]<=i)
    {
     if (Type[j]>5)
     {
      CurrentBalance+=Profit[j];
      if (i==OpenBar[0]) StartBalance=Profit[j];
      if (!Only_Trade && i<=DrawBeginBar)
      {
       text=StringConcatenate(Instrument[j],": ",DoubleToStr(Profit[j],2)," ",AccountCurrency());
       LineCreate("Balance "+TimeToStr(OpenTime_Ticket[j][0]),OBJ_VLINE,2,OrangeRed,text,Time[i],0);
      }
      continue;
     }
     if (i>DrawBeginBar) continue;
     if (MarketInfo(Instrument[j],MODE_POINT)==0)
     {
      if (StringFind(minfosymbols,Instrument[j])==-1)
      {
       Alert("Â îáçîðå ðûíêà íå õâàòàåò "+Instrument[j]);
       minfosymbols=StringConcatenate(minfosymbols," ",Instrument[j]);
      }
      continue;
     }
     bar=iBarShift(Instrument[j],0,Time[i]);
     int my_switch2;
     if (TimeDayOfWeek(iTime(Instrument[j],0,bar))!=TimeDayOfWeek(iTime(Instrument[j],0,bar+1)) && OpenBar[j]!=bar)
     {
      my_switch2 = MarketInfo(Instrument[j],MODE_PROFITCALCMODE);
      switch (my_switch2)
      {
       case 0:
       {
        if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==4) CurSwap[j]+=3*DaySwap[j];
        else CurSwap[j]+=DaySwap[j];
       } break;
       case 1:
       {
        if (TimeDayOfWeek(iTime(Instrument[j],0,bar))==1) CurSwap[j]+=3*DaySwap[j];
        else CurSwap[j]+=DaySwap[j];
       }
      }
     }
     lotsize=LotSize(Instrument[j],Time[i]);
     if (Type[j]==OP_BUY) profitloss+=Commission[j]+CurSwap[j]+(iClose(Instrument[j],0,bar)-OpenPrice[j])*Lots[j]*lotsize;
     else
     {
      spread=MarketInfo(Instrument[j],MODE_POINT)*MarketInfo(Instrument[j],MODE_SPREAD);
      profitloss+=Commission[j]+CurSwap[j]+(OpenPrice[j]-iClose(Instrument[j],0,bar)-spread)*Lots[j]*lotsize;
     }
    }
   }
   if (i>DrawBeginBar) continue;
                     Equity[i]=NormalizeDouble(CurrentBalance+profitloss,2);
   if (Show_Balance) Balance[i]=NormalizeDouble(CurrentBalance,2);
   if (Show_Info)    Drawdown(CurrentBalance+profitloss);
   if (File_Write && handle>0)
   {
    date=TimeToStr(Time[i],TIME_DATE);
    time=TimeToStr(Time[i],TIME_MINUTES);
    if (FileWrite(handle,date,time,CurrentBalance+profitloss,CurrentBalance)<0) Print("Îøèáêà #",GetLastError()," ïðè çàïèñè â ôàéë");
   }
  }
  ArrayResize(OpenTime_Ticket,opentotal);
  if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket();
  if (File_Write && handle>0) FileClose(handle);
 }
 else
 {
  if (Only_Magics=="" && Only_Symbols=="" && Only_Comment=="" && !Only_Current && !Only_Buys && !Only_Sells && !Only_Trade)
  {
                     Equity[0]=AccountEquity();
   if (Show_Balance) Balance[0]=AccountBalance();
   if (Show_Margin)  Margin[0]=AccountMargin();
   if (Show_Free)    Free[0]=AccountFreeMargin();
   if (Show_Info)    Drawdown(AccountEquity());
  }
  else
  {
   opentotal=ArraySize(OpenTime_Ticket);
   if (opentotal>0)
   {
    for (i=0;i<opentotal;i++)
    {
     if (!OrderSelect(OpenTime_Ticket[i][1],SELECT_BY_TICKET)) continue;
     if (OrderCloseTime()==0) continue;
     else if (Select()) CurrentBalance+=OrderCommission()+OrderSwap()+OrderProfit();
    }
   }
   profitloss=0.0;
   opentotal=OrdersTotal();
   if (opentotal>0)
   {
    for (i=0;i<opentotal;i++)
    {
     if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) continue;
     if (Select()) profitloss+=OrderCommission()+OrderSwap()+OrderProfit();
    }
   }
                     Equity[0]=NormalizeDouble(CurrentBalance+profitloss,2);
   if (Show_Balance) Balance[0]=NormalizeDouble(CurrentBalance,2);
   if (Show_Info)    Drawdown(CurrentBalance+profitloss);
   ArrayResize(OpenTime_Ticket,opentotal);
   if (opentotal>0) for (i=0;i<opentotal;i++) if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) OpenTime_Ticket[i][1]=OrderTicket();
  }
 }
 LineCreate("Equity Level",OBJ_HLINE,1,SteelBlue,"",0,Equity[0]);
 if (Show_Info)
 {
  if (MaxDrawdown>0)
  {
   RecoveryFactor=(Equity[0]-StartBalance)/MaxDrawdown;
   text=StringConcatenate(": ",DoubleToStr(RecoveryFactor,2));
   LabelCreate("Recovery Factor",text,10);
  }
  text=StringConcatenate(": ",DoubleToStr(AbsDrawdown,2)," ",AccountCurrency());
  LabelCreate("Absolute Drawdown",text,30);
  if (MaxPeak>0)
  {
   text=StringConcatenate(": ",DoubleToStr(MaxDrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*MaxDrawdown/MaxPeak,2),"%)");
   LabelCreate("Maximal Drawdown",text,50);
  }
  text=StringConcatenate(": ",DoubleToStr(RelDrawdown,2),"% (",DoubleToStr(Drawdown,2)," ",AccountCurrency(),")");
  LabelCreate("Relative Drawdown",text,70);
 }
 if (Alert_Drawdown>0) AlertDrawdown();
 //Print("Calculating - ",GetTickCount()-tick," ms");
 return(0);
}
//+------------------------------------------------------------------+
//|  Ñîçäàíèå òåêñòîâîé ìåòêè                                        |
//+------------------------------------------------------------------+
void LabelCreate(string name, string str, int y)
{
 string objectname=StringConcatenate(name," ",Unique);
 if (ObjectFind(objectname)==-1)
 {
  ObjectCreate(objectname,OBJ_LABEL,Window,0,0);
  ObjectSet(objectname,OBJPROP_XDISTANCE,10);
  ObjectSet(objectname,OBJPROP_YDISTANCE,y);
  ObjectSet(objectname,OBJPROP_CORNER,1);
  ObjectSet(objectname,OBJPROP_COLOR,SlateGray);
 }
 ObjectSetText(objectname,name+str);
}
//+------------------------------------------------------------------+
//|  Ñîçäàíèå ëèíèè                                                  |
//+------------------------------------------------------------------+
void LineCreate(string name, int type, int width, color clr, string str, datetime time1, double price1, datetime time2=0, double price2=0)
{
 string objectname=StringConcatenate(name," ",Unique);
 if (ObjectFind(objectname)==-1)
 {
  ObjectCreate(objectname,type,Window,time1,price1,time2,price2);
  ObjectSet(objectname,OBJPROP_WIDTH,width);
  if (type==OBJ_TREND) ObjectSet(objectname,OBJPROP_RAY,false);
  if (type==OBJ_HLINE) ObjectSet(objectname,OBJPROP_STYLE,STYLE_DOT);
 }
 ObjectSetText(objectname,str);
 ObjectSet(objectname,OBJPROP_COLOR,clr);
 ObjectSet(objectname,OBJPROP_TIME1,time1);
 ObjectSet(objectname,OBJPROP_PRICE1,price1);
 ObjectSet(objectname,OBJPROP_TIME2,time2);
 ObjectSet(objectname,OBJPROP_PRICE2,price2);
}
//+------------------------------------------------------------------+
//|  Óäàëåíèå îáúåêòîâ ïî ïðèçíàêó                                   |
//+------------------------------------------------------------------+
void DeleteAll()
{
 int total=ObjectsTotal()-1;
 for (int i=total;i>=0;i--)
 {
  string name=ObjectName(i);
  if (StringFind(name,Unique)!=-1) ObjectDelete(name);
 }
}
//+------------------------------------------------------------------+
//|  ×òåíèå äàííûõ îðäåðà                                            |
//+------------------------------------------------------------------+
void ReadOrder(int n)
{
 OpenBar[n]=iBarShift(NULL,0,OrderOpenTime());
 Type[n]=OrderType();
 if (OrderType()>5) Instrument[n]=OrderComment();
 else Instrument[n]=OrderSymbol();
 Lots[n]=OrderLots();
 OpenPrice[n]=OrderOpenPrice();
 if (OrderCloseTime()!=0)
 {
  CloseBar[n]=iBarShift(NULL,0,OrderCloseTime());
  ClosePrice[n]=OrderClosePrice();
 }
 else
 {
  CloseBar[n]=0;
  ClosePrice[n]=0.0;
 }
 Commission[n]=OrderCommission();
 Swap[n]=OrderSwap();
 Profit[n]=OrderProfit();
 if (OrderType()>5 && Only_Trade) Profit[n]=0.0;
 CurSwap[n]=0.0;
 int swapdays=0;
 int my_switch;
 for (int b=OpenBar[n]-1;b>=CloseBar[n];b--)
 {
  if (TimeDayOfWeek(iTime(NULL,0,b))!=TimeDayOfWeek(iTime(NULL,0,b+1)))
  {
   my_switch = MarketInfo(Instrument[n],MODE_PROFITCALCMODE);
   switch (my_switch)
   {
    case 0:
    {
     if (TimeDayOfWeek(iTime(NULL,0,b))==4) swapdays+=3;
     else swapdays++;
    } break;
    case 1:
    {
     if (TimeDayOfWeek(iTime(NULL,0,b))==1) swapdays+=3;
     else swapdays++;
    }
   }
  }
 }
 if (swapdays>0) DaySwap[n]=Swap[n]/swapdays; else DaySwap[n]=0.0;
 if (Lots[n]==0)
 {
  string ticket=StringSubstr(OrderComment(),StringFind(OrderComment(),"#")+1);
  if (OrderSelect(StrToInteger(ticket),SELECT_BY_TICKET,MODE_HISTORY)) Lots[n]=OrderLots();
 }
}
//+------------------------------------------------------------------+
//|  Ðàñ÷¸ò ïðîñàäêè íà âñåé èñòîðèè ñ÷¸òà                           |
//+------------------------------------------------------------------+
int Drawdown(double equity)
{
 double relative;
 if (equity<0) return(-1);
 if (AbsDrawdown<StartBalance-equity) AbsDrawdown=StartBalance-equity;
 if (equity>MaxProfit) MaxProfit=equity;
 if (MaxDrawdown<MaxProfit-equity)
 {
  MaxDrawdown=MaxProfit-equity;
  MaxPeak=MaxProfit;
  if (MaxPeak>0)
  {
   relative=100*MaxDrawdown/MaxPeak;
   if (RelDrawdown<relative)
   {
    RelDrawdown=relative;
    Drawdown=MaxDrawdown;
   }
  }
 }
}
//+------------------------------------------------------------------+
//|  Íàáëþäåíèå è ïðåäóïðåæäåíèå î ïðîñàäêàõ çà ïåðèîä               |
//+------------------------------------------------------------------+
int AlertDrawdown()
{
 static int day;
 static bool first=true;
 static double maxpeak,maxprofit,maxdrawdown,reldrawdown,drawdown,balanceDD,maxDD;
 static datetime time,timemaxprofit;
 int bar=0;
 double high,relative,level,curdrawdown;
 datetime timehigh,timelow;
 string drawdownstr,text;
 color clr;
   
 if (first)
 {
  first=false;
  day=Day();
  if (Current_Day) time=StrToTime(TimeToStr(Time[0],TIME_DATE));
  else time=Begin_Monitoring;
  if (time<Draw_Begin) time=Draw_Begin;
  if (time<OpenTime_Ticket[0][0]) time=OpenTime_Ticket[0][0];
  bar=iBarShift(NULL,0,time);
  maxprofit=0.0;
  maxdrawdown=0.0;
  reldrawdown=0.0;
  balanceDD=0.0;
  maxDD=Alert_Drawdown;
 }
 else if (Current_Day && Day()!=day) first=true;
 for (int i=bar;i>=0;i--)
 {
  if (Equity[i]<0) return(-1);
  high=Equity[i];
  if (high>maxprofit)
  {
   timemaxprofit=Time[i];
   maxprofit=high;
   maxdrawdown=0.0;
   reldrawdown=0.0;
   maxDD=Alert_Drawdown;
  }
  if (Show_Balance && balanceDD<Balance[i]-Equity[i]) balanceDD=Balance[i]-Equity[i];
  if (maxdrawdown<maxprofit-Equity[i])
  {
   maxdrawdown=maxprofit-Equity[i];
   maxpeak=maxprofit;
   timehigh=timemaxprofit;
   if (maxpeak>0)
   {
    relative=NormalizeDouble(100*maxdrawdown/maxpeak,1);
    if (reldrawdown<relative)
    {
     reldrawdown=relative;
     drawdown=maxdrawdown;
     timelow=Time[i];
    }
   }
  }
 }
 if (ObjectFind("up")>0)
 {
  if (ObjectGet("up",OBJPROP_PRICE1)<Equity[0])
  {
   Alert("Ýêâèòè âûøå ìàêñèìàëüíîãî óðîâíÿ");
   ObjectSet("up",OBJPROP_PRICE1,Equity[0]);
  }
 }
 if (ObjectFind("down")>0)
 {
  if (ObjectGet("down",OBJPROP_PRICE1)>Equity[0])
  {
   Alert("Ýêâèòè íèæå ìèíèìàëüíîãî óðîâíÿ");
   ObjectSet("down",OBJPROP_PRICE1,Equity[0]);
  }
 }
 if (reldrawdown>maxDD)
 {
  maxDD=reldrawdown;
  if (maxDD>Max_Drawdown)
  {
   text=StringConcatenate("Âíèìàíèå! Ïðåâûøåí óðîâåíü äîïóñòèìîé ïðîñàäêè íà ",DoubleToStr(maxDD-Max_Drawdown,1),"%\n");
   text=StringConcatenate(text,"Äîïóñòèìàÿ ïðîñàäêà çàäàíà íà óðîâíå ",DoubleToStr(Max_Drawdown,1),"%\n");
  }
  else
  {
   text=StringConcatenate("Ïðåâûøåí óðîâåíü ñèãíàëüíîé ïðîñàäêè íà ",DoubleToStr(maxDD-Alert_Drawdown,1),"%\n");
   text=StringConcatenate(text,"Ñèãíàëüíàÿ ïðîñàäêà çàäàíà íà óðîâíå ",DoubleToStr(Alert_Drawdown,1),"%\n");
  }
  drawdownstr=StringConcatenate(DoubleToStr(reldrawdown,1),"% (",DoubleToStr(drawdown,2)," ",AccountCurrency(),")");
  text=StringConcatenate(text,"Ïðîñàäêà â ñðåäñòâàõ çà òåêóùèé ïåðèîä ñîñòàâèëà ",drawdownstr,"\n");
  if (balanceDD>0) text=StringConcatenate(text,"Ïðîñàäêà îò áàëàíñà - ",DoubleToStr(balanceDD,2)," ",AccountCurrency(),"\n");
  text=StringConcatenate(text,"Íàçâàíèå èíäèêàòîðà: ",ShortName);
  Alert(text);
  if (maxDD>Max_Drawdown) clr=Red;
  else clr=DarkOrange;
  LineCreate("Drawdown Line",OBJ_TREND,2,clr,"       "+drawdownstr,timehigh,maxpeak,timelow,maxpeak-drawdown);
 }
 LineCreate("Begin Monitoring",OBJ_VLINE,1,SlateGray,"Begin Monitoring",time,0);
 level=NormalizeDouble(maxprofit,2);
 LineCreate("Max Profit",OBJ_TREND,1,DodgerBlue,"Max Profit",timemaxprofit,level,Time[0],level);
 level=NormalizeDouble(maxprofit*(1-Alert_Drawdown/100),2);
 LineCreate("Alert Drawdown",OBJ_TREND,1,DarkOrange,"Alert Drawdown "+DoubleToStr(Alert_Drawdown,1)+"%",timemaxprofit,level,Time[0],level);
 level=NormalizeDouble(maxprofit*(1-Max_Drawdown/100),2);
 LineCreate("Max Drawdown",OBJ_TREND,1,Red,"Max Drawdown "+DoubleToStr(Max_Drawdown,1)+"%",timemaxprofit,level,Time[0],level);
 if (Show_Info)
 {
  curdrawdown=maxprofit-Equity[0];
  text=StringConcatenate(": ",DoubleToStr(curdrawdown,2)," ",AccountCurrency()," (",DoubleToStr(100*curdrawdown/maxprofit,2),"%)");
  LabelCreate("Current Drawdown",text,90);
 }
}
//+------------------------------------------------------------------+
//|  Îïðåäåëåíèå ðàçìåðà êîíòðàêòà                                   |
//+------------------------------------------------------------------+
double LotSize(string symbol, datetime tbar)
{
 double size,close1,close2;
 string BQ,currency=AccountCurrency();
 int myswitch = MarketInfo(symbol,MODE_PROFITCALCMODE);
 switch (myswitch)
 {
  case 0:
  {
   int sbar=iBarShift(symbol,0,tbar);
   size=MarketInfo(symbol,MODE_LOTSIZE);
   if (StringSubstr(symbol,3,3)=="USD") break;
   if (StringSubstr(symbol,0,3)=="USD")
   {
    close1=iClose(symbol,0,sbar);
    if (close1>0) size=size/close1;
   }
   else
   {
    BQ=StringSubstr(symbol,0,3)+"USD";
    if (iClose(BQ,0,0)==0) BQ="USD"+StringSubstr(symbol,0,3);
    if (iClose(BQ,0,0)==0) break;
    int BQbar=iBarShift(BQ,0,tbar);
    close1=iClose(symbol,0,sbar);
    close2=iClose(BQ,0,BQbar);
    if (close1>0 && close2>0)
    {
     if (StringSubstr(BQ,0,3)=="USD") size=size/close2/close1;
     else size=size*close2/close1;
    }
   }
  } break;
  case 1: size=MarketInfo(symbol,MODE_LOTSIZE); break;
  case 2: size=MarketInfo(symbol,MODE_TICKVALUE)/MarketInfo(symbol,MODE_TICKSIZE);
 }
 if (currency!="USD")
 {
  BQ=currency+"USD";
  if (iClose(BQ,0,0)==0)
  {
   BQ="USD"+currency;
   close1=iClose(BQ,0,iBarShift(BQ,0,tbar));
   if (close1>0) size*=close1;
  }
  else
  {
   close1=iClose(BQ,0,iBarShift(BQ,0,tbar));
   if (close1>0) size/=close1;
  }
 }
 return(size);
}
//+------------------------------------------------------------------+
//|  Âûáîð îðäåðà ïî êðèòåðèÿì                                       |
//+------------------------------------------------------------------+
bool Select()
{
 if (OrderType()>5) return(true);
 if (OrderType()>1) return(false);
 if (Only_Magics!="" && StringFind(Only_Magics,DoubleToStr(OrderMagicNumber(),0))==-1) return(false);
 if (Only_Symbols!="" && StringFind(Only_Symbols,OrderSymbol())==-1) return(false);
 else if (Only_Current && OrderSymbol()!=Symbol()) return(false);
 if (Only_Comment!="" && StringFind(OrderComment(),Only_Comment)==-1) return(false);
 if (Only_Buys && OrderType()!=OP_BUY) return(false);
 if (Only_Sells && OrderType()!=OP_SELL) return(false);
 return(true);
}
//+------------------------------------------------------------------+

Salam Jahan 2022.03.04 09:52 #3

Mehmet Bastem #:

You can use this indicator.

Thanks dear Mehmet Bastem,

I try to use the code in my expert.

Salam Jahan 2022.03.04 10:40 #4

Mehmet Bastem #:

You can use this indicator.

Thanks for sharing the indicator

But I think it's not working properly or I'm wrong

Note the photo. I set the settings to 1%, but the positions do not close

Thank you for your help

Files:

Mql4222.jpg 463 kb

Fernando Carreiro 2022.03.04 14:39 #5

Salam Jahan #: Thanks for sharing the indicator. But I think it's not working properly or I'm wrong. Note the photo. I set the settings to 1%, but the positions do not close

Obviously it is not going to close them for you. It is an Indicator, not an EA. The above code is to serve as an example to help you understand how to analyse the issue. You have to write your own code to close it for you.

If you want help with your own code implementation then show it. Saying "it does not work" is meaningless and helps no one.

MQL5 Wizard: Development of Generating included code - Indicators - Charts -

Salam Jahan 2022.03.04 19:38 #6

Fernando Carreiro #:

Obviously it is not going to close them for you. It is an Indicator, not an EA. The above code is to serve as an example to help you understand how to analyse the issue. You have to write your own code to close it for you.

If you want help with your own code implementation then show it. Saying "it does not work" is meaningless and helps no one.

Hi

I think the professors get angry a little early (joke)

Despite the DeleteAll(); I thought that when I run the indicator and when the DD reaches the desired number, all positions should be closed.

But I was wrong

I searched a lot on the internet but did not find any results, so I asked the professors

Shorter way, if you suggest, thank you

I want all positions to be closed when DD reaches 20

Momentum - Oscillators - Momentum - Oscillators - Momentum - Oscillators -

Fernando Carreiro 2022.03.04 19:52 #7

Salam Jahan #: I think the professors get angry a little early (joke). Despite the DeleteAll(); I thought that when I run the indicator and when the DD reaches the desired number, all positions should be closed. But I was wrong. I searched a lot on the internet but did not find any results, so I asked the professors. Shorter way, if you suggest, thank you. I want all positions to be closed when DD reaches 20

Let me repeat my self. Indicators cannot carry out any kind with trading operations. That is how they are designed. Only EAs and Scripts can carry out trading operations.

You stated in your post and I quote: "I try to use the code in my expert". However, that is not what you did.You simply expected the Indicator to do it for you. It does not.

You have not shown your own code attempt even after been offered guidance, so it is seems obvious that you don't know how to code and are only looking for someone to code it for you for free.

So, I would suggest that you hire someone from the Freelance section to code it for you. Also, please don't think that I am offering to take on the job — I am not. However, there will be other coders there willing to do it.

How do close all position in %20 DD ?

2022.03.03
www.mql5.com

Hi Is it possible that when our DD reaches 20%, all our positions will be closed? If possible, friends can help...

Development of applications in MQL5 Wizard: Development of Where to Find Trading

Ulises Ulpiano Cune 2022.03.05 01:09 #8

Check it-

Close all orders once the drawdown reaches a specific percentage

https://www.mql5.com/en/code/14582

www.mql5.com

This code has some functions to close all opened orders once the drawdown reaches a specific percentage of the account balance.

Mehmet Bastem 2022.03.05 22:37 #9

// using iCustom void OnTick() { //--- double iCstResult=iCustom(Symbol(),0,"Equity_v7indicators",0,1); double DDResult=GlobalVariableGet("MaxDD"); if(DDResult==1) { HepsiniKapat(); GlobalVariableSet("MaxDD",0); } } //+------------------------------------------------------------------+ int HepsiniKapat() { int total = OrdersTotal(); for(int i=total-1;i>=0;i--) { bool tstdst=OrderSelect(i, SELECT_BY_POS); int type = OrderType(); bool result = false; switch(type) { //Close opened long positions case OP_BUY : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, CLR_NONE ); break; //Close opened short positions case OP_SELL : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, CLR_NONE ); break; //Close pending orders case OP_BUYLIMIT : case OP_BUYSTOP : case OP_SELLLIMIT : case OP_SELLSTOP : result = OrderDelete( OrderTicket() ); } if(result == false) { if (GetLastError()>0) Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() ); Sleep(3000); } } return(0); }
Salam Jahan #:

Thanks for sharing the indicator

But I think it's not working properly or I'm wrong

Note the photo. I set the settings to 1%, but the positions do not close

Thank you for your help

This is the indicator. Indicators do not close orders. If you want to Close Order, we should use Expert. If you are not familiar with coding, you can make use of Globalvariables when the Indicator alarms.

If Indicator and Expert play together, Orders are closed. Simply this way. But if you want, you can prepare it in Expert with the logic of this indicator.

If you want, you can easily do it with iCustom without installing any indicator.

Files:

Equity_v7indicators.mq4 48 kb

AllCloseOrderByDDEAV01.mq4 3 kb

AllCloseOrderByDDiCustomEAV01.mq4 3 kb

Additional Features - Price Request Execution - Opening Instant Execution - Opening

Salam Jahan 2022.03.09 08:15 #10

Mehmet Bastem #:

This is the indicator. Indicators do not close orders. If you want to Close Order, we should use Expert. If you are not familiar with coding, you can make use of Globalvariables when the Indicator alarms.

If Indicator and Expert play together, Orders are closed. Simply this way. But if you want, you can prepare it in Expert with the logic of this indicator.

If you want, you can easily do it with iCustom without installing any indicator.

Thank you very much

It was a complete help that you did

I wish you all the best.