Input:

Price((H+L+C)/3),

PToChange(4.), {Max correction to change trend}

InitCapital(100000), {Initial capital to trade}

TSLink(0), {0 - dont work TSLink.dll 1 - work}

MinTradeToOpt(10), {Minimum amount an trades for beginning of optimization}

Path(""), {Path to Excel file with obligatory sign \ on end}

NameFile(""); {name of Excel file}

Var:

Trend(0), LL(99999), HH(0), MP(0), Trades(0),

Str(""), Tr2(""), Tr3(""), Kap(""), PProf(0);

{Declaration TSLink.dll functions}

defineDLLFunc: "tslink.dll", int, "TS_StartExcel",LPSTR,LPSTR; {initalisation excel file 1 - Short BookName, 2 - full path bookname}

defineDLLFunc: "tslink.dll", int, "TS_SetValue",float,int,int,int,int; {value, sh num, row, column, spleep milisekonds}

defineDLLFunc: "tslink.dll", float, "TS_GetValue",int,int,int,int; {sh num, row, column, spleep milisekonds}

defineDLLFunc: "tslink.dll", int, "TS_SetString",lpstr,int,int,int,int; {text, sh num, row, column, spleep milisekonds}

defineDLLFunc: "tslink.dll", lpstr, "TS_GetString",int,int,int,int; {sh num, row, column, spleep milisekonds}

{End declaration}

MP = MarketPosition;

Trades = totaltrades;

Tr2 = numtostr(trades+2,0);

Tr3 = numtostr(trades+3,0);

Kap = numtostr(InitCapital,0);

{****************** Generate trend signal *******************}

if MP <= 0 then

begin

if Price < LL then LL = Price;

if Price cross above LL*(1 + PToChange*.01) then

begin

Trend = 1;

{растущий тренд}

HH = Price;

end;

end;

if MP >= 0 then

begin

if Price > HH then HH = Price;

if Price cross below HH*(1 - PToChange*.01) then

begin

Trend = -1;

{падающий тренд}

LL = Price;

end;

end;

{Generate entries}

if trend = 1 and trend[1] <> 1 then buy("OpenLong") at market;

if trend = -1 and trend[1] <> -1 then sell("OpelShort") at market;

{******************** End of ***********************}

{***************** Interface with Excel ***************}

if (TSLink=1) and (Path<>"") and (NameFile <> "") then

begin

{****** если первый бар, то открывается Excel файл, происходит очистка рабочей области Excel файла и запись размера InitCapital в Excel *******}

if currentbar = 1 then

begin

Value22 = TS_StartExcel(NameFile,Path+NameFile);

{Begin clear workspace}

TS_SetValue(1,1,1,8,0);

{Write InitCapital in to workspace}

TS_SetValue(InitCapital,1,2,1,0);

end;

{*************************************}

{********** Запись текущего количества трейдов, профита, формулы HPR, в зависимости от того первая или нет сделка запись формулы для TWR и Equity }

if trades <> trades[1] then

begin

{Writing an amount of trades}

TS_SetValue(trades,1,2,4,0);

{Writing an profit of trades}

TS_SetValue(round(positionProfit(1)/(EntryPrice(1)*MaxContracts(1)),3),1,trades+3,1,0);

{Write HPR}

TS_SetString("=1-C$2*A"+Tr3+"/B$2",1,trades+3,2,0);

if Trades=1 then

begin

TS_SetString("=B4",1,trades+3,3,0);

TS_SetString("=A$2*C4",1,trades+3,4,0);

end

else

begin

TS_SetString("=C"+Tr2+"*B"+Tr3,1,trades+3,3,0);

TS_SetString("=A$2*C"+Tr3,1,trades+3,4,0);

end;

{***************** }

{Begin optimization}

if trades>MinTradeToOpt then TS_SetValue(1,1,2,8,0);

end;

end;

Метод Change в файле OptF.xls, Лист1

Private Sub Worksheet_Change(ByVal Target As Range)

If Range("H4").Value = 1 Then

Range("H4").Value = 0

Rows("5:5").Select

Selection.Delete Shift:=xlUp

End If

If Range("H1").Value = 1 Then

Range("H1").Value = 0

Range("A4:E1009").Select

Selection.ClearContents

EnableCalculation = False

' Worksheets(1).Calculate

End If

If Range("H2").Value = 1 Then

Range("H2").Value = 0

EnableCalculation = True

Dim pr

pr = "$C$" + Range("E2").Text

SOLVER.SolverReset

SOLVER.SolverAdd CellRef:="$C$2", Relation:=1, FormulaText:="1"

SOLVER.SolverAdd CellRef:="$C$2", Relation:=3, FormulaText:="0"

SOLVER.SolverOk SetCell:=pr, MaxMinVal:=1, ValueOf:="0", ByChange:="$C$2"

' "$C$" + Str(Range("D2").Value + 3)

' "$C$109"

SOLVER.SolverSolve UserFinish:=True

EnableCalculation = False

End If

If Range("H3").Value = 1 Then

Range("H3").Value = 0

Worksheets(1).Calculate

End If

End Sub