Reconstruction of positions — an example of working with a trading history on Hedge accounts.
An example of the final output:
position #0
DEAL_ENTRY_IN, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.03, DEAL_POSITION_ID #119707903, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_SELL, price 1.04562, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119707903, profit 0.20
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_SELL, price 1.04534, Deal EURUSD, volume 0.01, DEAL_POSITION_ID #119707903, profit -0.18
position #1
DEAL_ENTRY_IN, type DEAL_TYPE_SELL, price 1.04562, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119708383, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119708383, profit 0.00
position #2
DEAL_ENTRY_IN, type DEAL_TYPE_SELL, price 1.04534, Deal EURUSD, volume 0.05, DEAL_POSITION_ID #119708643, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.01, DEAL_POSITION_ID #119708643, profit 0.00
DEAL_ENTRY_OUT, type DEAL_TYPE_BUY, price 1.04524, Deal EURUSD, volume 0.04, DEAL_POSITION_ID #119708643, profit 0.40
DEAL_ENTRY_IN, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.03, DEAL_POSITION_ID #119707903, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_SELL, price 1.04562, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119707903, profit 0.20
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_SELL, price 1.04534, Deal EURUSD, volume 0.01, DEAL_POSITION_ID #119707903, profit -0.18
position #1
DEAL_ENTRY_IN, type DEAL_TYPE_SELL, price 1.04562, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119708383, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.02, DEAL_POSITION_ID #119708383, profit 0.00
position #2
DEAL_ENTRY_IN, type DEAL_TYPE_SELL, price 1.04534, Deal EURUSD, volume 0.05, DEAL_POSITION_ID #119708643, profit 0.00
DEAL_ENTRY_OUT_BY, type DEAL_TYPE_BUY, price 1.04552, Deal EURUSD, volume 0.01, DEAL_POSITION_ID #119708643, profit 0.00
DEAL_ENTRY_OUT, type DEAL_TYPE_BUY, price 1.04524, Deal EURUSD, volume 0.04, DEAL_POSITION_ID #119708643, profit 0.40
As can be seen, deals taken from the trading history are grouped into positions to which they relate. Grouping by parameter
DEAL_POSITION_ID | The ID of the position, which the deal opened, modified or closed. Each position has a unique ID that is assigned to all deals executed on the symbol during the position lifetime. | long |
