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Trade.mqh
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2021, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
// Forward declaration.
class Trade;
/**
* Trade class
*/
#ifndef TRADE_MQH
#define TRADE_MQH
// Includes.
#include "Account.mqh"
#include "Action.enum.h"
#include "Chart.mqh"
#include "Condition.enum.h"
#include "Convert.mqh"
#include "DictStruct.mqh"
#include "Math.h"
#include "Object.mqh"
#include "Order.mqh"
#include "OrderQuery.h"
#include "Trade.enum.h"
#include "Trade.struct.h"
class Trade {
public:
Account account;
Ref<Chart> chart;
DictStruct<long, Ref<Order>> orders_active;
DictStruct<long, Ref<Order>> orders_history;
DictStruct<long, Ref<Order>> orders_pending;
Log logger; // Trade logger.
TradeParams tparams; // Trade parameters.
TradeStates tstates; // Trade states.
TradeStats tstats; // Trade statistics.
protected:
string name;
Ref<Order> order_last;
// Strategy *strategy; // Optional pointer to Strategy class.
public:
/**
* Class constructor.
*/
Trade() : chart(new Chart()), order_last(NULL) {
SetName();
OrdersLoadByMagic(tparams.magic_no);
};
Trade(TradeParams &_tparams, ChartParams &_cparams)
: chart(new Chart(_cparams)), tparams(_tparams), order_last(NULL) {
SetName();
OrdersLoadByMagic(tparams.magic_no);
};
/**
* Class copy constructor.
*/
Trade(const Trade &_trade) {
tparams = _trade.tparams;
tstats = _trade.tstats;
tstates = _trade.tstates;
}
/**
* Class deconstructor.
*/
void ~Trade() {}
/* Getters simple */
/**
* Gets an account parameter value of double type.
*/
template <typename T>
T Get(ENUM_ACCOUNT_INFO_DOUBLE _param) {
return account.Get<T>(_param);
}
/**
* Gets a trade state value.
*/
template <typename T>
T Get(ENUM_TRADE_STATE _prop) {
return tstates.Get(_prop);
}
/**
* Gets a trade parameter value.
*/
template <typename T>
T Get(ENUM_TRADE_PARAM _param) {
return tparams.Get<T>(_param);
}
/**
* Gets a chart parameter value.
*/
template <typename T>
T Get(ENUM_CHART_PARAM _param) {
return GetChart().Get<T>(_param);
}
/**
* Gets name of trade instance.
*/
string GetName() const { return name; }
/**
* Gets the last order.
*/
Order *GetOrderLast() { return order_last.Ptr(); }
/**
* Gets copy of params.
*
* @return
* Returns structure for Trade's params.
*/
TradeParams GetParams() const { return tparams; }
/**
* Gets copy of states.
*
* @return
* Returns structure for Trade's states.
*/
TradeStates GetStates() const { return tstates; }
/**
* Gets copy of stats.
*
* @return
* Returns structure for Trade's stats.
*/
TradeStats GetStats() const { return tstats; }
/**
* Gets list of active orders.
*
* @return
* Returns DictStruct's of active orders.
*/
DictStruct<long, Ref<Order>> *GetOrdersActive() { return &orders_active; }
/**
* Gets list of history orders.
*
* @return
* Returns DictStruct's of orders from history.
*/
DictStruct<long, Ref<Order>> *GetOrdersHistory() { return &orders_history; }
/**
* Gets list of pending orders.
*
* @return
* Returns DictStruct's of pending orders.
*/
DictStruct<long, Ref<Order>> *GetOrdersPending() { return &orders_pending; }
/**
* Get a trade request.
*
* @return
* Returns true on successful request.
*/
MqlTradeRequest GetTradeOpenRequest(ENUM_ORDER_TYPE _type, float _volume = 0, long _magic = 0, string _comment = "") {
// Create a request.
MqlTradeRequest _request = {(ENUM_TRADE_REQUEST_ACTIONS)0};
_request.action = TRADE_ACTION_DEAL;
_request.comment = _comment;
_request.deviation = 10;
_request.magic = _magic > 0 ? _magic : tparams.Get<long>(TRADE_PARAM_MAGIC_NO);
_request.symbol = GetChart().Get<string>(CHART_PARAM_SYMBOL);
_request.price = SymbolInfoStatic::GetOpenOffer(_request.symbol, _type);
_request.type = _type;
_request.type_filling = Order::GetOrderFilling(_request.symbol);
_request.volume = _volume > 0 ? _volume : tparams.Get<float>(TRADE_PARAM_LOT_SIZE);
_request.volume = NormalizeLots(fmax(_request.volume, SymbolInfoStatic::GetVolumeMin(_request.symbol)));
return _request;
}
/* Setters */
/**
* Sets a trade parameter value.
*/
template <typename T>
void Set(ENUM_TRADE_PARAM _param, T _value) {
tparams.Set<T>(_param, _value);
}
/**
* Sets default name of trade instance.
*/
void SetName() {
name = StringFormat("%s@%s", GetChart().Get<string>(CHART_PARAM_SYMBOL),
ChartTf::TfToString(GetChart().Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)));
}
/**
* Sets name of trade instance.
*/
void SetName(string _name) { name = _name; }
// void SetStrategy(Strategy *_strategy) { strategy = _strategy; }
/* State methods */
/**
* Check whether the price is in its peak for the current period.
*/
bool IsPeak(ENUM_ORDER_TYPE _cmd, int _shift = 0) {
bool _result = false;
double _high = GetChart().GetHigh(_shift + 1);
double _low = GetChart().GetLow(_shift + 1);
double _open = GetChart().GetOpenOffer(_cmd);
if (_low != _high) {
switch (_cmd) {
case ORDER_TYPE_BUY:
_result = _open > _high;
break;
case ORDER_TYPE_SELL:
_result = _open < _low;
break;
}
}
return _result;
}
/**
* Checks if the current price is in pivot point level given the order type.
*/
bool IsPivot(ENUM_ORDER_TYPE _cmd, int _shift = 0) {
bool _result = false;
double _high = GetChart().GetHigh(_shift + 1);
double _low = GetChart().GetLow(_shift + 1);
double _close = GetChart().GetClose(_shift + 1);
if (_close > 0 && _low != _high) {
float _pp = (float)(_high + _low + _close) / 3;
switch (_cmd) {
case ORDER_TYPE_BUY:
_result = GetChart().GetOpenOffer(_cmd) > _pp;
break;
case ORDER_TYPE_SELL:
_result = GetChart().GetOpenOffer(_cmd) < _pp;
break;
}
}
return _result;
}
/**
* Check if trading is allowed.
*/
bool IsTradeAllowed() {
UpdateStates();
return !tstates.CheckState(TRADE_STATE_TRADE_CANNOT);
}
/**
* Check if trading is recommended.
*/
bool IsTradeRecommended() {
UpdateStates();
return !tstates.CheckState(TRADE_STATE_TRADE_WONT);
}
/**
* Check if trading instance is valid.
*/
bool IsValid() { return GetChart().IsValidTf(); }
/**
* Check if this trade instance has active orders.
*/
bool HasActiveOrders() { return orders_active.Size() > 0; }
/**
* Check if current bar has active order.
*/
bool HasBarOrder(ENUM_ORDER_TYPE _cmd, int _shift = 0) {
bool _result = false;
Ref<Order> _order = order_last;
if (_order.IsSet() && _order.Ptr().Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd &&
_order.Ptr().Get<long>(ORDER_TIME_SETUP) > GetChart().GetBarTime()) {
_result |= true;
}
if (!_result) {
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
_order = iter.Value();
if (_order.Ptr().Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd) {
long _time_opened = _order.Ptr().Get<long>(ORDER_TIME_SETUP);
_result |= _shift > 0 && _time_opened < GetChart().GetBarTime(_shift - 1);
_result |= _time_opened >= GetChart().GetBarTime(_shift);
if (_result) {
break;
}
}
}
}
return _result;
}
/**
* Checks if we have already better priced opened order.
*/
bool HasOrderBetter(ENUM_ORDER_TYPE _cmd) {
bool _result = false;
Ref<Order> _order = order_last;
OrderData _odata;
double _price_curr = GetChart().GetOpenOffer(_cmd);
if (_order.IsSet() && _order.Ptr().IsOpen()) {
if (_odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd) {
switch (_cmd) {
case ORDER_TYPE_BUY:
_result |= _odata.Get<float>(ORDER_PRICE_OPEN) <= _price_curr;
break;
case ORDER_TYPE_SELL:
_result |= _odata.Get<float>(ORDER_PRICE_OPEN) >= _price_curr;
break;
}
}
}
if (!_result) {
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid() && !_result; ++iter) {
_order = iter.Value();
if (_order.IsSet() && _order.Ptr().IsOpen()) {
if (_odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd) {
switch (_cmd) {
case ORDER_TYPE_BUY:
_result |= _odata.Get<float>(ORDER_PRICE_OPEN) <= _price_curr;
break;
case ORDER_TYPE_SELL:
_result |= _odata.Get<float>(ORDER_PRICE_OPEN) >= _price_curr;
break;
}
}
} else if (_order.IsSet()) {
OrderMoveToHistory(_order.Ptr());
}
}
}
return _result;
}
/**
* Checks if we have already order with the opposite type.
*/
bool HasOrderOppositeType(ENUM_ORDER_TYPE _cmd) {
bool _result = false;
Ref<Order> _order = order_last;
OrderData _odata;
double _price_curr = GetChart().GetOpenOffer(_cmd);
if (_order.IsSet()) {
_result = _odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) != _cmd;
}
if (!_result) {
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid() && !_result; ++iter) {
_order = iter.Value();
if (_order.IsSet()) {
_result = _odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) != _cmd;
if (_result) {
_result = _odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) != _cmd;
break;
}
} else if (_order.IsSet()) {
OrderMoveToHistory(_order.Ptr());
}
}
}
return _result;
}
/**
* Checks if the trade has the given state.
*
* @param _state State to check.
*
* @return
* Returns true when in that state.
*/
bool HasState(ENUM_TRADE_STATE _state) { return tstates.CheckState(_state); }
/* Calculation methods */
/**
* Calculate the total profit from all active orders in base currency value.
*
* @param
* Returns profit in base currency value.
*/
float CalcActiveProfitInValue() {
float _result = 0.0f;
if (Get<bool>(TRADE_STATE_ORDERS_ACTIVE)) {
OrderQuery _oquery(orders_active);
RefreshActiveOrdersByProp(ORDER_PRICE_CURRENT);
_result = _oquery.CalcSumByProp<ENUM_ORDER_PROPERTY_CUSTOM, float>(ORDER_PROP_PROFIT_VALUE);
}
return _result;
}
/**
* Calculate equity based on all active orders in base currency value.
*
* Note: Equity is calculated only for this instance.
*
* @param
* Returns equity value in base currency value.
*/
float CalcActiveEquity() { return account.GetTotalBalance() + CalcActiveProfitInValue(); }
/**
* Calculate equity based on all active orders in percent.
*
* Note: Equity is calculated only for this instance.
*
* @param
* Returns equity in percent.
*/
float CalcActiveEquityInPct(bool _hundreds = true) {
float _result = (float)Math::ChangeInPct(account.GetTotalBalance(), CalcActiveEquity(), _hundreds);
return _result;
}
/**
* Calculates the margin required for the specified order type.
*
* Note: It not taking into account current pending orders and open positions.
*
* @return
* The function returns true in case of success; otherwise it returns false.
*
* @see: https://www.mql5.com/en/docs/trading/ordercalcmargin
*/
static bool OrderCalcMargin(ENUM_ORDER_TYPE _action, // type of order
string _symbol, // symbol name
double _volume, // volume
double _price, // open price
double &_margin // variable for obtaining the margin value
) {
#ifdef __MQL4__
// @todo: To test.
_margin = GetMarginRequired(_symbol, _action);
return _margin > 0;
#else // __MQL5__
return ::OrderCalcMargin(_action, _symbol, _volume, _price, _margin);
#endif
}
/**
* Free margin required for opening a position with the volume of one lot in the appropriate direction.
*/
static double GetMarginRequired(string _symbol, ENUM_ORDER_TYPE _cmd = ORDER_TYPE_BUY) {
#ifdef __MQL4__
return MarketInfo(_symbol, MODE_MARGINREQUIRED);
#else
// https://www.mql5.com/ru/forum/170952/page9#comment_4134898
// https://www.mql5.com/en/docs/trading/ordercalcmargin
double _margin_req;
bool _result = Trade::OrderCalcMargin(_cmd, _symbol, 1, SymbolInfoStatic::GetAsk(_symbol), _margin_req);
return _result ? _margin_req : 0;
#endif
}
float GetMarginRequired(ENUM_ORDER_TYPE _cmd = ORDER_TYPE_BUY) {
return (float)GetMarginRequired(GetChart().GetSymbol(), _cmd);
}
/* Lot size methods */
/**
* Calculate the maximal lot size for the given stop loss value and risk margin.
*
* @param double sl
* Stop loss to calculate the lot size for.
* @param string symbol
* Symbol pair.
*
* @return
* Returns maximum safe lot size value.
*
* @see: https://www.mql5.com/en/code/8568
*/
double GetMaxLotSize(double _sl, ENUM_ORDER_TYPE _cmd = NULL) {
_cmd = _cmd == NULL ? Order::OrderType() : _cmd;
double risk_amount = account.GetTotalBalance() / 100 * tparams.risk_margin;
double _ticks = fabs(_sl - GetChart().GetOpenOffer(_cmd)) / GetChart().GetTickSize();
double lot_size1 = fmin(_sl, _ticks) > 0 ? risk_amount / (_sl * (_ticks / 100.0)) : 1;
lot_size1 *= GetChart().GetVolumeMin();
// double lot_size2 = 1 / (GetChart().GetTickValue() * sl / risk_margin);
// PrintFormat("SL=%g: 1 = %g, 2 = %g", sl, lot_size1, lot_size2);
return NormalizeLots(lot_size1);
}
double GetMaxLotSize(unsigned int _pips, ENUM_ORDER_TYPE _cmd = NULL) {
return GetMaxLotSize(CalcOrderSLTP(_pips, _cmd, ORDER_TYPE_SL));
}
/**
* Optimize lot size for open based on the consecutive wins and losses.
*
* @param
* lots (double)
* Base lot size.
* win_factor (double)
* Lot size increase factor (in %) multiplied by consecutive wins.
* loss_factor (double)
* Lot size increase factor (in %) multiplied by consecutive losses.
* ols_orders (double)
* Maximum number of recent orders to check for consecutive wins/losses.
* symbol (string)
* Optional symbol name if different than current.
*/
double OptimizeLotSize(double lots, double win_factor = 1.0, double loss_factor = 1.0, int ols_orders = 100,
string _symbol = NULL) {
double lotsize = lots;
int wins = 0, losses = 0; // Number of consequent losing orders.
int twins = 0, tlosses = 0; // Total number of consequent losing orders.
if (win_factor == 0 && loss_factor == 0) {
return lotsize;
}
// Calculate number of wins and losses orders without a break.
#ifdef __MQL5__
/* @fixme: Rewrite without using CDealInfo.
CDealInfo deal;
HistorySelect(0, TimeCurrent()); // Select history for access.
*/
#endif
int _orders = TradeHistoryStatic::HistoryOrdersTotal();
for (int i = _orders - 1; i >= fmax(0, _orders - ols_orders); i--) {
#ifdef __MQL5__
/* @fixme: Rewrite without using CDealInfo.
deal.Ticket(HistoryDealGetTicket(i));
if (deal.Ticket() == 0) {
Print(__FUNCTION__, ": Error in history!");
break;
}
if (deal.Symbol() != GetChart().GetSymbol()) continue;
double profit = deal.Profit();
*/
double profit = 0;
#else
if (Order::OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) == false) {
Print(__FUNCTION__, ": Error in history!");
break;
}
if (Order::OrderSymbol() != Symbol() || Order::OrderType() > ORDER_TYPE_SELL) continue;
double profit = OrderStatic::Profit();
#endif
if (profit > 0.0) {
losses = 0;
wins++;
} else {
wins = 0;
losses++;
}
twins = fmax(wins, twins);
tlosses = fmax(losses, tlosses);
}
lotsize = twins > 1 ? lotsize + (lotsize / 100 * win_factor * twins) : lotsize;
lotsize = tlosses > 1 ? lotsize + (lotsize / 100 * loss_factor * tlosses) : lotsize;
return NormalizeLots(lotsize);
}
/**
* Calculate size of the lot based on the free margin or balance.
*
* @param
* _risk_margin (double) Risk margin in %.
* ...
*
* @return
* Returns calculated lot size (volume).
*/
float CalcLotSize(float _risk_margin = 1, // Risk margin in %.
float _risk_ratio = 1.0, // Risk ratio factor.
uint _orders_avg = 10, // Number of orders to use for the calculation.
uint _method = 0 // Method of calculation (0-3).
) {
float _avail_amount = _method % 2 == 0 ? account.GetMarginAvail() : account.GetTotalBalance();
float _lot_size_min = (float)GetChart().GetVolumeMin();
float _lot_size = _lot_size_min;
float _risk_value = (float)account.GetLeverage();
if (_method == 0 || _method == 1) {
float _margin_req = GetMarginRequired();
if (_margin_req > 0) {
_lot_size = _avail_amount / _margin_req * _risk_ratio;
_lot_size /= _risk_value * _risk_ratio * _orders_avg;
}
} else {
float _risk_amount = _avail_amount / 100 * _risk_margin;
float _money_value = Convert::MoneyToValue(_risk_amount, _lot_size_min, GetChart().GetSymbol());
float _tick_value = GetChart().GetTickSize();
// @todo: Improves calculation logic.
_lot_size = _money_value * _tick_value * _risk_ratio / _risk_value / 100;
}
_lot_size = (float)fmin(_lot_size, GetChart().GetVolumeMax());
return (float)NormalizeLots(_lot_size);
}
/* Orders methods */
/**
* Open an order.
*/
bool OrderAdd(Order *_order) {
bool _result = false;
unsigned int _last_error = _order.Get<unsigned int>(ORDER_PROP_LAST_ERROR);
logger.Link(_order.GetLogger());
Ref<Order> _ref_order = _order;
switch (_last_error) {
case 69539:
logger.Error("Error while opening an order!", __FUNCTION_LINE__,
StringFormat("Code: %d, Msg: %s", _last_error, Terminal::GetErrorText(_last_error)));
tstats.Add(TRADE_STAT_ORDERS_ERRORS);
// Pass-through.
case ERR_NO_ERROR: // 0
orders_active.Set(_order.Get<ulong>(ORDER_PROP_TICKET), _ref_order);
order_last = _order;
tstates.AddState(TRADE_STATE_ORDERS_ACTIVE);
tstats.Add(TRADE_STAT_ORDERS_OPENED);
// Trigger: OnOrder();
_result = true;
break;
case TRADE_RETCODE_INVALID: // 10013
logger.Error("Cannot process order!", __FUNCTION_LINE__, StringFormat("Code: %d", _last_error));
_result = false;
break;
case TRADE_RETCODE_NO_MONEY: // 10019
logger.Error("Not enough money to complete the request!", __FUNCTION_LINE__,
StringFormat("Code: %d", _last_error));
tstates.AddState(TRADE_STATE_MONEY_NOT_ENOUGH);
_result = false;
break;
default:
logger.Error("Cannot add order!", __FUNCTION_LINE__,
StringFormat("Code: %d, Msg: %s", _last_error, Terminal::GetErrorText(_last_error)));
tstats.Add(TRADE_STAT_ORDERS_ERRORS);
_result = false;
break;
}
UpdateStates(_result);
return _result;
}
/**
* Moves active order to history.
*/
bool OrderMoveToHistory(Order *_order) {
_order.Refresh(true);
orders_active.Unset(_order.Get<ulong>(ORDER_PROP_TICKET));
Ref<Order> _ref_order = _order;
bool result = orders_history.Set(_order.Get<ulong>(ORDER_PROP_TICKET), _ref_order);
/* @todo
if (strategy != NULL) {
strategy.OnOrderClose(_order);
}
*/
// Update stats.
tstats.Add(TRADE_STAT_ORDERS_CLOSED);
// Update states.
tstates.SetState(TRADE_STATE_ORDERS_ACTIVE, orders_active.Size() > 0);
tstates.RemoveState(TRADE_STATE_ORDERS_MAX_HARD);
tstates.RemoveState(TRADE_STATE_ORDERS_MAX_SOFT);
return result;
}
bool OrderMoveToHistory(unsigned long _ticket) {
Ref<Order> _order = orders_active.GetByKey(_ticket);
return OrderMoveToHistory(_order.Ptr());
}
/**
* Refresh active orders.
*/
bool RefreshActiveOrders(bool _force = false, bool _first_close = false) {
bool _result = true;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
Ref<Order> _order = iter.Value();
if (_order.IsSet() && _order.Ptr().IsOpen(true)) {
_order.Ptr().Refresh(_force);
} else if (_order.IsSet()) {
_result &= OrderMoveToHistory(_order.Ptr());
if (_first_close) {
break;
}
}
}
return _result;
}
/**
* Refresh active orders by given property.
*/
template <typename E>
bool RefreshActiveOrdersByProp(E _prop, bool _force = false) {
bool _result = true;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
Ref<Order> _order = iter.Value();
if (_order.IsSet() && _order.Ptr().IsOpen(true)) {
if (_force || _order.Ptr().ShouldRefresh()) {
_order.Ptr().Refresh(_prop);
}
} else if (_order.IsSet()) {
_result &= OrderMoveToHistory(_order.Ptr());
}
}
return _result;
}
/**
* Sends a trade request.
*/
bool RequestSend(MqlTradeRequest &_request, OrderParams &_oparams) {
bool _result = false;
switch (_request.action) {
case TRADE_ACTION_CLOSE_BY:
break;
case TRADE_ACTION_DEAL:
if (!IsTradeRecommended()) {
// logger.Warning("Trade not recommended!", __FUNCTION_LINE__, (string)tstates.GetStates());
return _result;
} else if (account.GetAccountFreeMarginCheck(_request.type, _request.volume) == 0) {
logger.Error("No free margin to open a new trade!", __FUNCTION_LINE__);
}
break;
case TRADE_ACTION_MODIFY:
break;
case TRADE_ACTION_PENDING:
break;
case TRADE_ACTION_REMOVE:
break;
case TRADE_ACTION_SLTP:
break;
}
Order *_order = new Order(_request, _oparams);
_result = OrderAdd(_order);
if (_result) {
OnOrderOpen(_order);
}
return _result;
}
bool RequestSend(MqlTradeRequest &_request) {
OrderParams _oparams;
return RequestSend(_request, _oparams);
}
/**
* Loads an existing order.
*/
bool OrderLoad(Order *_order) {
bool _result = false;
Ref<Order> _order_ref = _order;
if (_order.IsOpen()) {
// @todo: _order.IsPending()?
_result &= orders_active.Set(_order.Get<long>(ORDER_PROP_TICKET), _order_ref);
} else {
_result &= orders_history.Set(_order.Get<long>(ORDER_PROP_TICKET), _order_ref);
}
return _result && GetLastError() == ERR_NO_ERROR;
}
/**
* Loads active orders by magic number.
*/
bool OrdersLoadByMagic(unsigned long _magic_no) {
ResetLastError();
int _total_active = TradeStatic::TotalActive();
for (int pos = 0; pos < _total_active; pos++) {
if (OrderStatic::SelectByPosition(pos)) {
if (OrderStatic::MagicNumber() == _magic_no) {
unsigned long _ticket = OrderStatic::Ticket();
Ref<Order> _order = new Order(_ticket);
orders_active.Set(_ticket, _order);
}
}
}
return GetLastError() == ERR_NO_ERROR;
}
/**
* Returns the number of market and pending orders.
*
* @see:
* - https://www.mql5.com/en/docs/trading/orderstotal
* - https://www.mql5.com/en/docs/trading/positionstotal
*/
static int OrdersTotal() {
#ifdef __MQL4__
return ::OrdersTotal();
#else
return ::OrdersTotal() + ::PositionsTotal();
#endif
}
/* Orders close methods */
/**
* Close all orders.
*
* Note: It will only affect trades managed by this class instance.
*
* @return
* Returns number of successfully closed trades.
* On error, returns -1.
*/
int OrdersCloseAll(ENUM_ORDER_REASON_CLOSE _reason = ORDER_REASON_CLOSED_ALL, string _comment = "") {
int _oid = 0, _closed = 0;
Ref<Order> _order;
_comment = _comment != "" ? _comment : __FUNCTION__;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
_order = iter.Value();
if (_order.Ptr().IsOpen(true)) {
if (_order.Ptr().OrderClose(_reason, _comment)) {
_closed++;
OrderMoveToHistory(_order.Ptr());
order_last = _order;
} else {
logger.AddLastError(__FUNCTION_LINE__, _order.Ptr().Get<ulong>(ORDER_PROP_LAST_ERROR));
return -1;
}
} else {
OrderMoveToHistory(_order.Ptr());
}
}
return _closed;
}
/**
* Close orders by order type.
*
* @return
* Returns number of successfully closed trades.
* On error, returns -1.
*/
int OrdersCloseViaCmd(ENUM_ORDER_TYPE _cmd, ENUM_ORDER_REASON_CLOSE _reason = ORDER_REASON_CLOSED_UNKNOWN,
string _comment = "") {
int _oid = 0, _closed = 0;
Ref<Order> _order;
_comment = _comment != "" ? _comment : __FUNCTION__;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
_order = iter.Value();
if (_order.Ptr().IsOpen(true)) {
_order.Ptr().Refresh();
if (_order.Ptr().GetRequest().type == _cmd) {
if (_order.Ptr().OrderClose(_reason, _comment)) {
_closed++;
OrderMoveToHistory(_order.Ptr());
order_last = _order;
} else {
logger.Error("Error while closing order!", __FUNCTION_LINE__,
StringFormat("Code: %d", _order.Ptr().Get<ulong>(ORDER_PROP_LAST_ERROR)));
return -1;
}
order_last = _order;
}
} else {
OrderMoveToHistory(_order.Ptr());
}
}
return _closed;
}
/**
* Close orders based on the property value and math condition.
*
* Note: It will only affect trades managed by this class instance.
*
* @return
* Returns number of successfully closed trades.
* On error, returns -1.
*/
template <typename E, typename T>
int OrdersCloseViaProp(E _prop, T _value, ENUM_MATH_CONDITION _op,
ENUM_ORDER_REASON_CLOSE _reason = ORDER_REASON_CLOSED_UNKNOWN, string _comment = "") {
int _oid = 0, _closed = 0;
Ref<Order> _order;
_comment = _comment != "" ? _comment : __FUNCTION__;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
_order = iter.Value();
if (_order.Ptr().IsOpen(true)) {
_order.Ptr().Refresh((E)_prop);
if (Math::Compare(_order.Ptr().Get<T>((E)_prop), _value, _op)) {
if (_order.Ptr().OrderClose(_reason, _comment)) {
_closed++;
OrderMoveToHistory(_order.Ptr());
order_last = _order;
} else {
logger.AddLastError(__FUNCTION_LINE__, _order.Ptr().Get<ulong>(ORDER_PROP_LAST_ERROR));
return -1;
}
}
} else {
OrderMoveToHistory(_order.Ptr());
}
}
return _closed;
}
/**
* Close orders based on the two property values of the same type and math condition.
*
* Note: It will only affect trades managed by this class instance.
*
* @return
* Returns number of successfully closed trades.
* On error, returns -1.
*/
template <typename E, typename T>
int OrdersCloseViaProp2(E _prop1, T _value1, E _prop2, T _value2, ENUM_MATH_CONDITION _op,
ENUM_ORDER_REASON_CLOSE _reason = ORDER_REASON_CLOSED_UNKNOWN, string _comment = "") {
int _oid = 0, _closed = 0;
Ref<Order> _order;
_comment = _comment != "" ? _comment : __FUNCTION__;
for (DictStructIterator<long, Ref<Order>> iter = orders_active.Begin(); iter.IsValid(); ++iter) {
_order = iter.Value();
if (_order.Ptr().IsOpen(true)) {
_order.Ptr().Refresh();
if (Math::Compare(_order.Ptr().Get<T>((E)_prop1), _value1, _op) &&
Math::Compare(_order.Ptr().Get<T>((E)_prop2), _value2, _op)) {
if (!_order.Ptr().OrderClose(_reason, _comment)) {
#ifndef __MQL4__
// @fixme: GH-571.
logger.Info(__FUNCTION_LINE__, _order.Ptr().ToString());
#endif
// @fixme: GH-570.
// logger.AddLastError(__FUNCTION_LINE__, _order.Ptr().Get<unsigned int>(ORDER_PROP_LAST_ERROR));
logger.Warning("Issue with closing the order!", __FUNCTION_LINE__);
ResetLastError();
return -1;
}
order_last = _order;
_closed++;
}
} else {
OrderMoveToHistory(_order.Ptr());
}
}
return _closed;
}
/**
* Calculate available lot size given the risk margin.
*/
/* @fixme
uint CalcMaxLotSize(double risk_margin = 1.0) {
double _avail_margin = account.AccountAvailMargin();
double _opened_lots = GetTrades().GetOpenLots();
// @todo
return 0;
}
*/
/**
* Calculate number of allowed orders to open.
*/
unsigned long CalcMaxOrders(float volume_size, float _risk_ratio = 1.0, long prev_max_orders = 0, long hard_limit = 0,
bool smooth = true) {
float _avail_margin = fmin(account.GetMarginFree(), account.GetBalance() + account.GetCredit());
if (_avail_margin == 0 || volume_size == 0) {
return 0;
}
float _margin_required = GetMarginRequired();
float _avail_orders = _avail_margin / _margin_required / volume_size;
long new_max_orders = (long)(_avail_orders * _risk_ratio);
if (hard_limit > 0) new_max_orders = fmin(hard_limit, new_max_orders);
if (smooth && new_max_orders > prev_max_orders) {
// Increase the limit smoothly.
return (prev_max_orders + new_max_orders) / 2;
} else {
return new_max_orders;
}
}