MT4Orders QuickReport - MetaTrader 5 Library - MetaTrader 4 Resources

Fast JavaScript version reporting via MT4 style trading command library MT4 orders or virtual .

It works 10 times faster than reports, has smaller NTML file sizes, and can upload and display up to 5.4 million report rows (screenshot below).

Function: (same as report)

Differences from report:

The volume chart is replaced by a profit and loss chart with buys, offers and their amounts. This way you can understand whether your strategy is bullish or bearish. If one of the trading directions becomes unprofitable, you can decide to close it. The instrument closing price chart is shown below. It's easy to track how buying makes a profit and selling loses when interest rates rise, and vice versa. If there are multiple instruments, their prices will be displayed together, it is better to select only one of them via the filter to see only its price.

Added a chart of slippage when opening and closing a position, cumulative slippage and its sum, the idea was taken from here https://www.mql5.com/ru/blogs/post/760817 .

Usage example:

 #include
#define REPORT_BROWSER // Automatically open the report in the browser. Requires DLL. //#include
#include //

blank initialize () {} blank check () { strategy(); } blank solution initialize ( const integer reason) {
  quickreport( "report" , true );
} integer time hour ( datetimetime ) { return (( integer )((time/ 3600 ) % 24 ));} //Current time of day. 3600 seconds per hour

blankStrategy (){
string symbol = _symbol ;
MQTick tick;
if ( symbolinfocheck (symbol,check)){ 
if (timehour( timecurrent ())< 23 && timehour( timecurrent ())> 0 ){ return ;} 
orderSend (symbol, OP_BUY, 10 , check.ask, 0 , check.bid, check.bid, invalid , 1000 );
OrderSend (Symbol, OP_SELL, 10 , Tick.Bid, 0 , Tick.Ask, Check.Ask, Invalid , 1000 );
  }
}

#include #include
#define REPORT_BROWSER // Automatically open the report in the browser. Requires DLL. //#include
#include DoubleTester () { // or OnDeinit()
for ( integer v = 0 ; v <= virtual::Total(); v++) { if (VIRTUAL::SelectByIndex(v)) {QuickReport( "report_" + ( string ) v, true , v); }} // Display the report for each tester returned ( AccountInfo double ( AccountBalance )); 
}

 blank quickreport( string filename, boolean is_open_file_in_browser= True , integer virtual number= 0 , boolean hidden account and name= False , boolean public path= False , boolean file ANSI= True ) {...}

Reporting example for 5.4 million transactions:
(On my machine a dummy report with over 100 000 rows took up all the memory and hung, so I made a JavaScript version).

This report showcases Firefox. Chrome hangs and it requires smaller files.

A file can be uploaded with more than 5.4 million lines, but the Firefox browser cannot handle more.

When loading this report, the browser used about 6GB of memory (processed for about 1 minute), then released it, after which the report was displayed on the page: (report used 5-6GB, 80-100,000 rows).

Detailed diagram with zoom function.

Clicking on any chart will open an interactive chart with that chart and can be zoomed in for detailed viewing.
There are 2 options:

You can choose a log - log scale (might be useful if your balance grows exponentially). For taller charts you can also choose Ordinal - Unified Step (as shown in the MetaQuotes test report). After changing these items, you need to click on the desired chart again to apply the selected options.

Example from Google Charts : (zoom with mouse wheel).

Example from High Chart : (Change the scale by selecting the necessary area with the mouse).

MT5 pending order executed

For orders that occur due to a pending order triggering, the Type field displays in dark blue the pending order type (Buy Limit, Sell Limit, Buy Stop, or Sell Stop), the time in seconds from setting to triggering of the order, and the activated order/position type. This information is only displayed for MT5 terminals or testers, it is not provided by virtual testers or MT4.

Show profit and loss chart by hour and day of week.

Unlike MQ Tester, profits and losses are not shown when they occur, but when a trade is entered. This makes it easier to understand that entries during a certain time period are mostly unprofitable, and you can just close the entry at that time.
Additionally, purchasing and sales charts were created.

If you click on any of these charts, you'll see a table listing the exact amounts by hour and day. There are also checkboxes available to disable hours and days in the input - charts and tables will be rebuilt and you will be able to evaluate the results without additional testing. It's a similar optimal interval from Fxsaber, but rougher (1 hour steps) and without automation. Increase the M10 interval and reduce the step distance.

On these charts, some hourly or daily profit bursts can be seen during the small test period. The chart above shows 1 month of testing, showing an upward trend. So buying is a profit and selling is a loss. If you increase your testing to a year or more, by the time a few big trends in either direction have passed, everything will become even and often unprofitable, so it's unlikely that you'll be able to close something and get a significant profit change.
Here are the results of the same strategy over a year of testing: (You should turn off almost everything).

So it can hardly form the basis of your strategy.

Order filtering.

Many filters have been added to display orders by different parameters.

Buy, Sell, Buy Limit, Sell Limit, Buy Stop, Sell Stop, Balance - You can delete any type of order from the report.
Symbol - A complete list of used instruments will be displayed and you can select only the necessary ones.
Magic - You can only display the minimum lot size and maximum lot size of orders for the specified Magic - You can select orders with the required lot size Negative slippage - You can display negative slippage for open orders or closing orders separately Overnight interest - Display orders with overnight interest > 0
Min LengthTime - Orders that last longer than the specified time (specified in days, hours, minutes, and seconds)
Max LengthTime - the order's duration less than the specified time Open Time - the order's opening time from the specified date to the specified date Close Time - the time the order ends from the specified date to the specified date
TP, SL - orders ending with TP or SL trigger Profit, Loss - orders that are profitable or losing money (excluding commissions and swap fees, which would make the final profit negative)
Rejection - an order that was not executed.

The reset button allows you to reset the filters to default values ​​and display all orders without filtering.

Additional options:

P.S. The more comments there are on a transaction, the fewer rows can be displayed. A report containing 5.4 million lines had no comments other than "Test Ended." Therefore, it is best not to place them if the reported transaction volume exceeds 4 million.

PS applies to MT5 and MT4. Thanks to fxsaber for the modification to MT4.

Improvement plan:

Attachment download

📎 testquickreport.mq5 (2.25 KB)

📎 mt4orders_quickreport.mqh (65.43 KB)

Source: MQL5 #47816

MT4Orders QuickReport - Important points before using the MetaTrader 5 library

This page has been supplemented with structured instructions, focusing on the purpose of EA source code, MQL4/MQL5 platform compatibility, testing process and risk control. Before downloading or deploying, it is recommended to first determine whether it is consistent with your own variety, cycle and account environment.

Suitable for who to use

• Users who want to quickly screen EA source code and are willing to do simulation disk verification first.
• People who need to compare MT4/MT5 EAs, indicators, scripts or source code projects.
• Traders who wish to record backtests, parameters and risk boundaries before placing a trade.

Testing and risk control suggestions

• First verify the default parameters in the strategy tester or demo account, and then adjust the symbol, period, spread and trading period one by one.
• Scalping, grid, martin, and high-frequency strategies should focus on observing maximum drawdowns, consecutive losses, slippage, and trading frequency.
• It is not recommended to run any document directly on the real disk. At least observe the simulated disk performance for 2-4 weeks first.

FAQ

Can MT4 and MT5 be used interchangeably?
Usually cannot be used directly. EX4/MQ4 corresponds to MT4, EX5/MQ5 corresponds to MT5, and the source code needs to be compiled in the corresponding MetaEditor.

Is this resource guaranteed to be profitable?
cannot. EAs, indicators and scripts can only be used as trading tools, and the results depend on parameters, market environment, spreads, slippage and risk control.

What else can I continue to watch?
Forex EA download , foreign exchange indicator download , EA evaluation , MQL5 CodeBase .

English Search Notes

This page is also optimized for English search intent around MT4Orders QuickReport - MetaTrader 5 library . Related search terms include: MQL4 source code, MQL5 source code. Test any Forex EA, Expert Advisor, MT4/MT5 indicator, script or MQL source code with historical data and a demo account before live trading.