Trade Concurrency Profile

A trader who only glances at the terminal's open-orders tab never sees the account's real concurrency history - the worst pile-up of simultaneous positions may have happened, and unwound, entirely between two visits to the terminal. This script rebuilds that history instead of relying on a live snapshot. It loads every closed order's open and close time, plus every currently open order, and replays them as a chronological sequence of +1/-1 events. Walking that sequence in time order finds the exact moment the account held the most positions at once, and separately, the exact moment it held the most stop-loss-priced risk at once - the two peaks do not always coincide, since a moment with fewer positions can carry more risk if those positions were larger or had wider stops. Risk per position is priced from the stop-loss recorded on the order AT OPEN TIME, converted to money using the symbol's own tick value and tick size. MT4 keeps no audit trail of stop-loss modifications, so a stop that was trailed or moved to breakeven after entry is invisible to this replay - the risk figure reflects the stop that was in place when the position opened, not necessarily the stop that was in place when things got busiest. Notes and limitations - Risk is priced from the stop-loss recorded at open time only; a position with no stop-loss at open contributes to the peak position COUNT but 0 to the peak priced RISK figure, and is called out separately in the log rather than silently folded in as zero risk. - On an exact-second open/close tie, the close is processed before the open - the conservative choice, so a same-second pair never inflates the reported peak. - This is historical replay, not a live monitor - it reports what happened, not what is happening right now. - Pending orders that never filled are excluded, since they never held any real concurrent risk.

Script · MT4 · v1.0 · Free

Tags: Alerts · MT4 Script · MQL4 Source Code

MQL4 & MQL5 scripts · PolyMaria