//+------------------------------------------------------------------+ //| FXTHeader.mqh | //| Copyright © 2006, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #define FXT_VERSION 403 //---- profit calculation mode #define PROFIT_CALC_FOREX 0 #define PROFIT_CALC_CFD 1 #define PROFIT_CALC_FUTURES 2 //---- type of swap #define SWAP_BY_POINTS 0 #define SWAP_BY_DOLLARS 1 #define SWAP_BY_INTEREST 2 //---- free margin calculation mode #define MARGIN_DONT_USE 0 #define MARGIN_USE_ALL 1 #define MARGIN_USE_PROFIT 2 #define MARGIN_USE_LOSS 3 //---- margin calculation mode #define MARGIN_CALC_FOREX 0 #define MARGIN_CALC_CFD 1 #define MARGIN_CALC_FUTURES 2 #define MARGIN_CALC_CFDINDEX 3 //---- stop out check mode #define MARGIN_TYPE_PERCENT 0 #define MARGIN_TYPE_CURRENCY 1 //---- basic commission type #define COMM_TYPE_MONEY 0 #define COMM_TYPE_PIPS 1 #define COMM_TYPE_PERCENT 2 //---- commission per lot or per deal #define COMMISSION_PER_LOT 0 #define COMMISSION_PER_DEAL 1 //---- FXT file header int i_version=FXT_VERSION; // 0 + 4 string s_copyright="(C)opyright 2006, MetaQuotes Software Corp."; // 64 bytes // 4 + 64 string s_symbol; // 12 bytes // 68 + 12 int i_period; // 80 + 4 int i_model=0; // every tick model // 84 + 4 int i_bars=0; // bars processed // 88 + 4 datetime t_fromdate=0; // begin modelling date // 92 + 4 datetime t_todate=0; // end modelling date // 96 + 4 //++++ add 4 bytes to align the next double +++++++ double d_modelquality=99.0; // 104 + 8 //---- common parameters ------- string s_currency; // base currency (12 bytes) // 112 + 12 int i_spread; // 124 + 4 int i_digits; // 128 + 4 //++++ add 4 bytes to align the next double +++++++ double d_point; // 136 + 8 int i_lot_min; // minimal lot size // 144 + 4 int i_lot_max; // maximal lot size // 148 + 4 int i_lot_step; // 152 + 4 int i_stops_level; // stops level value // 156 + 4 bool b_gtc_pendings=false; // good till cancel // 160 + 4 //---- profit calculation parameters ------- //++++ add 4 bytes to align the next double +++++++ double d_contract_size; // 168 + 8 double d_tick_value; // 176 + 8 double d_tick_size; // 184 + 8 int i_profit_mode=PROFIT_CALC_FOREX; // profit calculation mode // 192 + 4 //---- swaps calculation ------- bool b_swap_enable=true; // 196 + 4 int i_swap_type=SWAP_BY_POINTS; // type of swap // 200 + 4 //++++ add 4 bytes to align the next double +++++++ double d_swap_long; // 208 + 8 double d_swap_short; // overnight swaps values // 216 + 8 int i_swap_rollover3days=3; // number of day of triple swaps // 224 + 4 //---- margin calculation ------- int i_leverage=100; // 228 + 4 int i_free_margin_mode=MARGIN_USE_ALL; // free margin calculation mode // 232 + 4 int i_margin_mode=MARGIN_CALC_FOREX; // margin calculation mode // 236 + 4 int i_margin_stopout=30; // margin stopout level // 240 + 4 int i_margin_stopout_mode=MARGIN_TYPE_PERCENT; // margin stopout check mode // 244 + 4 double d_margin_initial=0.0; // margin requirements // 248 + 8 double d_margin_maintenance=0.0; // 256 + 8 double d_margin_hedged=0.0; // 264 + 8 double d_margin_divider=1.0; // 272 + 8 string s_margin_currency; // 12 bytes // 280 + 12 //---- commissions calculation ------- //++++ add 4 bytes to align the next double +++++++ double d_comm_base=0.0; // basic commission // 296 + 8 int i_comm_type=COMM_TYPE_MONEY; // basic commission type // 304 + 4 int i_comm_lots=COMMISSION_PER_LOT; // commission per lot or per deal // 308 + 4 //---- for internal use ------- int i_from_bar=0; // 'fromdate' bar number // 312 + 4 int i_to_bar=0; // 'todate' bar number // 316 + 4 int i_start_period[6]; // 320 + 24 int i_from=0; // must be zero // 344 + 4 int i_to=0; // must be zero // 348 + 4 int i_reserved[62]; // unused // 352 + 248 = 600 //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void WriteHeader(int handle,string symbol,int period,int start_bar) { //---- FXT file header s_symbol=symbol; i_period=period; i_bars=0; s_currency=StringSubstr(s_symbol,0,3); i_spread=MarketInfo(s_symbol,MODE_SPREAD); i_digits=Digits; d_point=Point; i_lot_min=MarketInfo(s_symbol,MODE_MINLOT)*100; i_lot_max=MarketInfo(s_symbol,MODE_MAXLOT)*100; i_lot_step=MarketInfo(s_symbol,MODE_LOTSTEP)*100; i_stops_level=MarketInfo(s_symbol,MODE_STOPLEVEL); d_contract_size=MarketInfo(s_symbol,MODE_LOTSIZE); d_tick_value=MarketInfo(s_symbol,MODE_TICKVALUE); d_tick_size=MarketInfo(s_symbol,MODE_TICKSIZE); i_profit_mode=MarketInfo(s_symbol,MODE_PROFITCALCMODE); i_swap_type=MarketInfo(s_symbol,MODE_SWAPTYPE); d_swap_long=MarketInfo(s_symbol,MODE_SWAPLONG); d_swap_short=MarketInfo(s_symbol,MODE_SWAPSHORT); i_free_margin_mode=AccountFreeMarginMode(); i_margin_mode=MarketInfo(s_symbol,MODE_MARGINCALCMODE); i_margin_stopout=AccountStopoutLevel(); i_margin_stopout_mode=AccountStopoutMode(); d_margin_initial=MarketInfo(s_symbol,MODE_MARGININIT); d_margin_maintenance=MarketInfo(s_symbol,MODE_MARGINMAINTENANCE); d_margin_hedged=MarketInfo(s_symbol,MODE_MARGINHEDGED); s_margin_currency=StringSubstr(s_symbol,0,3); i_from_bar=start_bar; i_start_period[0]=start_bar; //---- FileWriteInteger(handle, i_version, LONG_VALUE); FileWriteString(handle, s_copyright, 64); FileWriteString(handle, s_symbol, 12); FileWriteInteger(handle, i_period, LONG_VALUE); FileWriteInteger(handle, i_model, LONG_VALUE); FileWriteInteger(handle, i_bars, LONG_VALUE); FileWriteInteger(handle, t_fromdate, LONG_VALUE); FileWriteInteger(handle, t_todate, LONG_VALUE); FileWriteInteger(handle, 0, LONG_VALUE); // alignment to 8 bytes FileWriteDouble(handle, d_modelquality, DOUBLE_VALUE); FileWriteString(handle, s_currency, 12); FileWriteInteger(handle, i_spread, LONG_VALUE); FileWriteInteger(handle, i_digits, LONG_VALUE); FileWriteInteger(handle, 0, LONG_VALUE); // alignment to 8 bytes FileWriteDouble(handle, d_point, DOUBLE_VALUE); FileWriteInteger(handle, i_lot_min, LONG_VALUE); FileWriteInteger(handle, i_lot_max, LONG_VALUE); FileWriteInteger(handle, i_lot_step, LONG_VALUE); FileWriteInteger(handle, i_stops_level, LONG_VALUE); FileWriteInteger(handle, b_gtc_pendings, LONG_VALUE); FileWriteInteger(handle, 0, LONG_VALUE); // alignment to 8 bytes FileWriteDouble(handle, d_contract_size, DOUBLE_VALUE); FileWriteDouble(handle, d_tick_value, DOUBLE_VALUE); FileWriteDouble(handle, d_tick_size, DOUBLE_VALUE); FileWriteInteger(handle, i_profit_mode, LONG_VALUE); FileWriteInteger(handle, b_swap_enable, LONG_VALUE); FileWriteInteger(handle, i_swap_type, LONG_VALUE); FileWriteInteger(handle, 0, LONG_VALUE); // alignment to 8 bytes FileWriteDouble(handle, d_swap_long, DOUBLE_VALUE); FileWriteDouble(handle, d_swap_short, DOUBLE_VALUE); FileWriteInteger(handle, i_swap_rollover3days, LONG_VALUE); FileWriteInteger(handle, i_leverage, LONG_VALUE); FileWriteInteger(handle, i_free_margin_mode, LONG_VALUE); FileWriteInteger(handle, i_margin_mode, LONG_VALUE); FileWriteInteger(handle, i_margin_stopout, LONG_VALUE); FileWriteInteger(handle, i_margin_stopout_mode, LONG_VALUE); FileWriteDouble(handle, d_margin_initial, DOUBLE_VALUE); FileWriteDouble(handle, d_margin_maintenance, DOUBLE_VALUE); FileWriteDouble(handle, d_margin_hedged, DOUBLE_VALUE); FileWriteDouble(handle, d_margin_divider, DOUBLE_VALUE); FileWriteString(handle, s_margin_currency, 12); FileWriteInteger(handle, 0, LONG_VALUE); // alignment to 8 bytes FileWriteDouble(handle, d_comm_base, DOUBLE_VALUE); FileWriteInteger(handle, i_comm_type, LONG_VALUE); FileWriteInteger(handle, i_comm_lots, LONG_VALUE); FileWriteInteger(handle, i_from_bar, LONG_VALUE); FileWriteInteger(handle, i_to_bar, LONG_VALUE); FileWriteArray(handle, i_start_period, 0, 6); FileWriteInteger(handle, i_from, LONG_VALUE); FileWriteInteger(handle, i_to, LONG_VALUE); FileWriteArray(handle, i_reserved, 0, 62); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool ReadAndCheckHeader(int handle,int period,int& bars) { int ivalue; double dvalue; string svalue; //---- GetLastError(); FileFlush(handle); FileSeek(handle,0,SEEK_SET); //---- if(FileReadInteger(handle,LONG_VALUE)!=FXT_VERSION) return(false); FileSeek(handle, 64, SEEK_CUR); if(FileReadString(handle, 12)!=Symbol()) return(false); if(FileReadInteger(handle, LONG_VALUE)!=period) return(false); //---- every tick model if(FileReadInteger(handle, LONG_VALUE)!=0) return(false); //---- bars ivalue=FileReadInteger(handle, LONG_VALUE); if(ivalue<=0) return(false); bars=ivalue; //---- model quality FileSeek(handle, 12, SEEK_CUR); dvalue=FileReadDouble(handle, DOUBLE_VALUE); if(dvalue<0.0 || dvalue>100.0) return(false); //---- currency svalue=FileReadString(handle, 12); if(svalue!=StringSubstr(Symbol(),0,3)) return(false); //---- spread digits and point if(FileReadInteger(handle, LONG_VALUE)<0) return(false); if(FileReadInteger(handle, LONG_VALUE)!=Digits) return(false); FileSeek(handle, 4, SEEK_CUR); if(FileReadDouble(handle, DOUBLE_VALUE)!=Point) return(false); //---- lot min if(FileReadInteger(handle, LONG_VALUE)<0) return(false); //---- lot max if(FileReadInteger(handle, LONG_VALUE)<0) return(false); //---- lot step if(FileReadInteger(handle, LONG_VALUE)<0) return(false); //---- stops level if(FileReadInteger(handle, LONG_VALUE)<0) return(false); //---- contract size FileSeek(handle, 8, SEEK_CUR); if(FileReadDouble(handle, DOUBLE_VALUE)<0.0) return(false); //---- profit mode FileSeek(handle, 16, SEEK_CUR); ivalue=FileReadInteger(handle, LONG_VALUE); if(ivalue<0 || ivalue>PROFIT_CALC_FUTURES) return(false); //---- triple rollovers FileSeek(handle, 28, SEEK_CUR); ivalue=FileReadInteger(handle, LONG_VALUE); if(ivalue<0 || ivalue>6) return(false); //---- leverage ivalue=FileReadInteger(handle, LONG_VALUE); if(ivalue<=0 || ivalue>500) return(false); //---- unexpected end of file if(GetLastError()==4099) return(false); //---- check for stored bars if(FileSize(handle)<600+bars*52) return(false); //---- return(true); } //+------------------------------------------------------------------+ (false); //---- check for stored bars if(FileSize(handle)<600+bars*52) return(false); //---- return(true); } //+------------------------------------------------------------------+