//+------------------------------------------------------------------+
//|                                                      returns.mq4 |
//|                                           Copyright © 2010, alsu |
//|                                                 alsufx@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, alsu"
#property link      "alsufx@gmail.com"

#property show_inputs
extern int max_tf=300;
extern int spread=18;
extern double trade_intensity=1;
extern int bars_per_trade=1;
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
//----
   int h = FileOpen("hrly_profit.csv",FILE_CSV|FILE_WRITE,";");
   int n,tf, count = Bars-max_tf-2;
   double bars_per_hour, trades_per_hour;

   double D,d;
   for(tf=1;tf<=max_tf;tf++)
   {
      D=0;
      for(n=count;n>=1&&!IsStopped();n--)
      {
         D+=MathAbs((Close[n+tf]-Close[n])/Point);
      }   
      d = D / count;

      bars_per_hour = 60./tf;
      trades_per_hour = trade_intensity*bars_per_hour;
      d *= trades_per_hour*bars_per_trade;
      d -= spread*trades_per_hour;

      FileWrite(h,tf,d);
   }
   FileClose(h);
//----
   return(0);
  }
//+------------------------------------------------------------------+