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Quick trade report separately by symbols 4

The Quick trade report separately by symbols script will be useful for simultaneous trading on multiple instruments. It provides the ability to assess the effectiveness of trading on each symbol separately. It is possible to set a time period for making the reports.

The report visualizes the changes in the balance for deals on each symbol. Also, the following key trading parameters are calculated for each instrument:

  1. Total net profit - the financial result of all trades. This parameter represents the difference between "Gross profit" and "Gross loss".
  2. Profit factor - the ratio of gross profit and gross loss. One means that these parameters are equal.
  3. Expected payoff - this is a statistically calculated value showing the average return of one deal.
  4. Recovery Factor - the value reflects the riskiness of the strategy, i.e. the amount of money risked by the Expert Advisor to make the profit it obtained. It is calculated as the ratio of gained profit to the maximum drawdown.
  5. Sharpe Ratio - this parameter shows strategy efficiency and reliability. It reflects the ratio of the arithmetical mean profit for the position holding time to the standard deviation from it.
  6. Absolute drawdown - balance fall below the initial deposit value.
  7. Maximal drawdown - the largest fall of balance relative to the local maximum in the deposit currency.
  8. Relative drawdown - the largest fall of balance relative to the local maximum of balance in percents.
  9. Total trades - the total amount of executed trades (the trades that resulted in a profit or loss).


Input parameters

  • report starting date - the date of the first deal included in the report. If the parameter value is not changed, the report includes all deals up to the last one.
  • report end date - the date of the last deal included in the report. If the parameter value is not changed, the report includes all deals starting from the first one.
  • hide account number - show/hide the account number in the report.
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Ticks Bands
Andrej Nikitin
The Bollinger Bands indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. Deviation - deviation from the main line. Price levels count - number of displayed price levels (no levels are displayed if set to 0). Bar under calculation - number of bars on the chart for the indicator calculation. Buffer indexes: 0 - BASE_LINE, 1 - UPPER_BAND, 2 - LOWER_BAND, 3 - BID, 4 - ASK.
AccountQuickReport
Andrej Nikitin
5 (2)
The script creates account summary report in a separate window. The report can be created for all deals and on deals for selected financial instruments. It is possible to specify a time interval of calculation and save report to htm-file. The script creates account summary report in a separate window. The report can be created for all deals and for deals of the selected financial instruments. It is possible to specify a time interval of calculation and save report to htm-file. Input paramet
AccountQuickReport 4
Andrej Nikitin
5 (1)
The script creates account summary report in a separate window. The report can be created for all deals and for deals on selected financial instruments. It is possible to specify a time interval of calculation and save report to an htm file. Script inputs report starting date - initial report generation date. symbols selection for report - select a method of choosing tools for a report generation. allSymbol - report is generated for deals performed on all symbols. onlyCurrentSymbol - report
Ticks RSI
Andrej Nikitin
The Relative Strength Index indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: RSI Period - period of averaging. overbuying level - overbought level. overselling level - oversold level. calculated bar - number of bars on the chart for the indicator calculation. The following parameters are intended for adjusting the weight of RSI signals (from 0 to 100). You can find their description in the Signals of the Oscillator Relative Strength Index section
TrailingStop MA
Andrej Nikitin
3.8 (5)
The indicator draws two simple moving averages using High and Low prices. The MA_High line is displayed when the moving average is directed downwards. It can be used for setting a stop order for a sell position. The MA_Low line is displayed when the moving average is directed upwards. It can be used for setting a stop order for a buy position. The indicator is used in the TrailingStop Expert Advisor. Parameters Period - period of calculation of the moving average. Deviation - rate of convergence
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Ticks RSI 4
Andrej Nikitin
The Relative Strength Index indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: RSI Period - period of averaging. overbuying level - overbought level. overselling level - oversold level. calculated bar - number of bars on the chart for the indicator calculation. The following parameters are intended for adjusting the weight of RSI signals (from 0 to 100). You can find their description in the Signals of the Oscillator Relative Strength Index section
The Envelopes indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Averaging period - period of averaging. Smoothing type - type of smoothing. Can have any values of the enumeration ENUM_MA_METHOD . Option prices - price to be used. Can be Ask, Bid or (Ask+Bid)/2. Deviation of boundaries from the midline (in percents) - deviation from the main line in percentage terms. Price levels count - number of displayed price levels (no levels are displayed if
The Stochastic Oscillator indicator is drawn on the tick price chart. After launching it, wait for enough ticks to come. Parameters: K period - number of single periods used for calculation of the stochastic oscillator; D period - number of single periods used for calculation of the %K Moving Average line; Slowing - period of slowing %K; Calculated bar - number of bars in the chart for calculation of the indicator. The following parameters are intended for adjusting the weight of signals of the
Ticks MACD 4
Andrej Nikitin
The Moving Average Convergence/Divergence(MACD) indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Fast EMA period - indicator drawn using a tick chart. Slow EMA period - slow period of averaging. Signal SMA period - period of averaging of the signal line. calculated bar - number of bars on the chart for the indicator calculation. The following parameters are intended for adjusting the weight of MACD signals (from 0 to 100). You can find their desc
The Bollinger Bands indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. Deviation - deviation from the main line. Price levels count - number of displayed price levels (no levels are displayed if set to 0). Bar under calculation - number of bars on the chart for the indicator calculation. Buffer indexes: 0 - BASE_LINE, 1 - UPPER_BAND, 2 - LOWER_BAND, 3 - BID, 4 - ASK.
Ticks OsMA 4
Andrej Nikitin
The Moving Average of Oscillator(OsMA) indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Fast EMA period - fast period of averaging. Slow EMA period - slow period of averaging. Signal SMA period - period of averaging of the signal line. calculated bar - number of bars for the indicator calculation.
Ticks CCI 4
Andrej Nikitin
The Commodity Channel Index(CCI) indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: period - number of single periods used for the indicator calculation. calculated bar - number of bars for the indicator calculation. The following parameters are intended for adjusting the weight of CCI signals (from 0 to 100). You can find their description in the Signals of the Commodity Channel Index section of MQL5 Reference. The oscillator has required directio
Ticks ADX 4
Andrej Nikitin
The Average Directional Movement Index indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. Сalculated bar - number of bars on the chart for the indicator calculation. Buffer indexes: 0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE.
The Standard Deviation (StdDev) indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. Method - method of averaging. calculated bar - number of bars for the indicator calculation.
The Momentum indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: period - period of the indicator calculation. levels count - number of displayed levels (no levels are displayed if set to 0) calculated bar - number of bars for the indicator calculation.
The Bulls Power indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. The number of ticks to identify high/low - number of single ticks for determining high/low. Calculated bar - number of bars for the indicator calculation. The following parameters are intended for adjusting the weight of Bulls Power signals (from 0 to 100). You can find their description in the Signals of the Bulls Power oscillator section of MQL5 Refer
The  Bears Power indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period - period of averaging. The number of ticks to identify high/low - number of single ticks for determining high/low. Calculated bar - number of bars for the indicator calculation. The following parameters are intended for adjusting the weight of Bears Power signals (from 0 to 100). You can find their description in the Signals of the Bears Power oscillator section of MQL5 Refe
Tiks ATR 4
Andrej Nikitin
The  Average True Range (ATR)  indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: ATR Period  - number of single periods used for the indicator calculation. The number of ticks to identify Bar  - number of single ticks that form OHLC. Price levels count  - number of displayed price levels (no levels are displayed if set to 0 or a lower value). price mode  - choice of prices under calculation (can be bid, ask or average). Сalculated bar  - number of
Tiks WPR 4
Andrej Nikitin
The  Williams' Percent Range (%R)  indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: WPR Period  - period of the indicator. Overbuying level  - overbought level. Overselling level  - oversold level. price mode  - choice of prices under calculation (can be bid, ask or average). Сalculated bar  - number of bars for the indicator calculation. The following parameters are intended for adjusting the weight of WPR signals (from 0 to 100). You can find t
The  Price Channel  indicator drawn using a tick chart. After launching it, wait for enough ticks to come. Parameters: Period  - period for determining the channel boundaries. Price levels count  - number of displayed price levels (no levels are displayed if set to 0). price mode  - choice of prices under calculation (can be bid, ask or average). Bar under calculation  - number of bars on the chart for the indicator calculation. Buffer indexes: 0 - Channel upper, 1 - Channel lower, 2 - Channel m
Abigail 4
Andrej Nikitin
Description: Abigail is a medium-term trading system making profit during the price rollback. The Expert Advisor has been optimized for working on EURUSD. However, it can successfully work with other currency pairs as well. You can examine the Expert Advisor's trading statistics for different brokers and symbols at MetaTrader 4 and MetaTrader 5 Trading Signals sections. Parameters: Risk management: enter volume - market entry volume. If the value is greater than 0 - number of lots, if less than
TimeFilter 4
Andrej Nikitin
TimeFilter indicator allows you to visually select bit masks (GoodHourOfDay, BadHoursOfDay, GoodDayOfWeek, BadDaysOfWeek) for the  Intraday Time Filter  module of trading signals of the Standard Library. The use of time filters allows you to take into account the particulars of each trading session in performing trading operations.
TimeFilter simple 4
Andrej Nikitin
1 (1)
The indicator is an inter-week hourly filter. When executing trading operations, the indicator allows considering time features of each trading session. Permissive and restrictive filter intervals are set in string form. The used format is [first day]-[last day]:[first hour]-[last hour]. See the screenshots for examples. Parameters: Good Time for trade - intervals when trading is allowed. Bad Time for trade - intervals when trading is forbidden. time filter shift (hours) - hourly shift. percent
TrailingStop 4
Andrej Nikitin
4.83 (6)
The Expert Advisor modifies the Stop Loss order position opened for the instrument of the current chart based on indicator values. Uses indicators Parabolic SAR ,  NRTR (Nick Rypock Trailing Reverse) ,  Moving Average  or linear regression channel. Switchable modes: Trailing stop only when in profit; Trailing stop only following the price; On every teak or on formed bars; Trailing for each order separately or for a total position. Has an option of "hidden stop", also you can exclude individual
PositionGroupClose 4
Andrej Nikitin
5 (1)
The EA performs trade operations of closing position groups. Positions are grouped by type. It is possible to select orders by the profit (loss) value. It is possible to form the closure groups manually. You can set a value for automatic closure of a positions group after reaching a certain profit/loss level or price level. The additional functions of the EA are called using the hot keys: SHIFT+A - show/hide Auto exit options. SHIFT+S - show/hide Settings panel. SHIFT+V - sound ON/OFF. SHIFT+I -
AddPosition 4
Andrej Nikitin
The Expert Advisor for increasing (or opening) market positions. Allows specifying the desired risk, target and searching for the best open price and trade volume. Configurable Parameters: lots - directly the volume of the position increase. % equity - the amount of growth as a percentage of the amount of funds. stop loss - directly the level of the stop loss order. loss - the level of the stop loss order depending on the allowable loss. take profit - directly the take profit level of
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Version 1.10 2018.12.20
Error correction