Trade Excursion Report: MFE and MAE of every closed trade, to CSV

What it writes

One line per closed position, grouped by DEAL_POSITION_ID (works on hedging and netting accounts; tested on a hedging demo). Columns: ticket, symbol, direction, entry time, exit time, entry price, exit price, profit points, MFE points, MAE points, capture ratio, bars spanned, holding time.

Inputs

• InpDias — how many days of history to read (365)
• InpSoEsteAtivo — only the chart symbol, or every symbol in history (false)
• InpTF — timeframe used to measure the excursions (current chart)
• InpArquivo — CSV file name in MQL5\Files

Summary printed to the Experts log

Trade count, won/lost, net result, median MFE and MAE of winners, median MAE of losers, median CAPTURE ratio, median bars per trade, the number of single-bar trades, and the number of trades that could not be measured because the terminal has no bars for that symbol any more (expired futures, for instance) — those are reported, not silently written as zero.

Measurement limit

Excursions are taken from the high and low of the bars each trade spanned on InpTF . The path inside a bar is unknown. If the bars column shows 1 for many trades, run it on a smaller timeframe.

Shares TradeExcursion.mqh with the Trade Excursion indicator; the include goes in MQL5\Include .