EA/Strategy: Improves logic for opening new trades

EA31337 · Aug 29, 2021 · ce67825 · ce67825
1 parent a3d7815
commit ce67825
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Showing 5 changed files with 20 additions and 18 deletions.
diff --git a/EA.mqh b/EA.mqh
@@ -260,15 +260,10 @@ class EA {
   virtual bool TradeRequest(ENUM_ORDER_TYPE _cmd, string _symbol = NULL, Strategy *_strat = NULL) {
     Trade *_trade = trade.GetByKey(_symbol);
     // Prepare a request.
-    MqlTradeRequest _request = {(ENUM_TRADE_REQUEST_ACTIONS)0};
-    _request.action = TRADE_ACTION_DEAL;
-    _request.comment = _strat.GetOrderOpenComment();  // @todo: Add GetOrderCloseComment().
-    _request.deviation = 10;
+    MqlTradeRequest _request = _trade.GetTradeRequest(_cmd);
+    _request.comment = _strat.GetOrderOpenComment();
     _request.magic = _strat.Get<long>(STRAT_PARAM_ID);
     _request.price = SymbolInfoStatic::GetOpenOffer(_symbol, _cmd);
-    _request.symbol = _symbol;
-    _request.type = _cmd;
-    _request.type_filling = Order::GetOrderFilling(_request.symbol);
     _request.volume = fmax(_strat.Get<float>(STRAT_PARAM_LS), SymbolInfoStatic::GetVolumeMin(_symbol));
     _request.volume = _trade.NormalizeLots(_request.volume);
     // Prepare an order parameters.

diff --git a/Strategy.mqh b/Strategy.mqh
@@ -221,7 +221,7 @@ class Strategy : public Object {
     DictStruct<long, Ref<Order>> *_orders_active = _trade.GetOrdersActive();
     for (DictStructIterator<long, Ref<Order>> iter = _orders_active.Begin(); iter.IsValid(); ++iter) {
       _order = iter.Value().Ptr();
-      if (_order.IsOpen() && _order.Get<long>(ORDER_MAGIC) == sparams.Get<long>(STRAT_PARAM_ID)) {
+      if (_order.IsOpen() && _order.Get(ORDER_MAGIC) == sparams.Get<long>(STRAT_PARAM_ID)) {
         OrderData _odata = _order.GetData();
         Strategy *_strat_sl = strat_sl;
         Strategy *_strat_tp = strat_tp;
@@ -882,7 +882,7 @@ class Strategy : public Object {
         // 1st (i:0) - Trade's enum action to execute.
         // 2rd (i:1) - Trade's argument to pass.
         if (arg_size > 0) {
-          MqlParam _sargs[];
+          DataParamEntry _sargs[];
           ArrayResize(_sargs, ArraySize(_args) - 1);
           for (int i = 0; i < ArraySize(_sargs); i++) {
             _sargs[i] = _args[i + 1];

diff --git a/Trade.mqh b/Trade.mqh
@@ -1670,7 +1670,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
     }
   }
   bool ExecuteAction(ENUM_TRADE_ACTION _action) {
-    DataParamEntry _args[] = {};
+    DataParamEntry _args[];
     return Trade::ExecuteAction(_action, _args);
   }
   bool ExecuteAction(ENUM_TRADE_ACTION _action, long _arg1) {

diff --git a/Trade.struct.h b/Trade.struct.h
@@ -86,7 +86,6 @@ struct TradeParams {
   unsigned int GetLimits(ENUM_TRADE_STAT_TYPE _type, ENUM_TRADE_STAT_PERIOD _period) {
     return limits_stats[_type][_period];
   }
-  unsigned long GetMagicNo() { return magic_no; }
   unsigned short GetBarsMin() { return bars_min; }
   // State checkers.
   bool IsLimitGe(ENUM_TRADE_STAT_TYPE _type, ARRAY_REF(unsigned int, _value)) {

diff --git a/tests/StrategyTest-RSI.mq5 b/tests/StrategyTest-RSI.mq5
@@ -36,11 +36,11 @@ class Stg_RSI : public Strategy {
   void Stg_RSI(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
       : Strategy(_sparams, _tparams, chart_params_defaults, _name) {}
 
-  static Stg_RSI *Init(ENUM_TIMEFRAMES _tf = NULL, long _magic_no = NULL, ENUM_LOG_LEVEL _log_level = V_INFO) {
+  static Stg_RSI *Init(ENUM_TIMEFRAMES _tf = NULL) {
     ChartParams _cparams(_tf);
     RSIParams _indi_params(12, PRICE_OPEN, 0);
     StgParams _stg_params;
-    TradeParams _tparams(_magic_no, _log_level);
+    TradeParams _tparams;
     _stg_params.SetIndicator(new Indi_RSI(_indi_params));
     Strategy *_strat = new Stg_RSI(_stg_params, _tparams, _cparams, "RSI");
     return _strat;
@@ -73,8 +73,9 @@ Trade *trade;
  */
 int OnInit() {
   // Initialize strategy instance.
-  stg_rsi = Stg_RSI::Init(PERIOD_CURRENT, 1234);
+  stg_rsi = Stg_RSI::Init(PERIOD_CURRENT);
   stg_rsi.SetName("Stg_RSI");
+  stg_rsi.Set<long>(STRAT_PARAM_ID, 1234);
 
   // Initialize trade instance.
   ChartParams _cparams((ENUM_TIMEFRAMES)_Period, _Symbol);
@@ -108,11 +109,15 @@ void OnTick() {
     StrategySignal _signal = stg_rsi.ProcessSignals();
     if (_signal.CheckSignals(STRAT_SIGNAL_OPEN_BUY)) {
       assertTrueOrExit(_signal.GetOpenDirection() == 1, "Wrong order open direction!");
-      stg_rsi.ExecuteAction(STRAT_ACTION_TRADE_EXE, TRADE_ACTION_ORDER_OPEN, ORDER_TYPE_BUY);
+      MqlTradeRequest _request =
+          trade.GetTradeRequest(ORDER_TYPE_BUY, 0, stg_rsi.Get<long>(STRAT_PARAM_ID), stg_rsi.GetName());
+      trade.RequestSend(_request);
     } else if (_signal.CheckSignals(STRAT_SIGNAL_OPEN_SELL)) {
       assertTrueOrExit(_signal.GetOpenDirection() == -1, "Wrong order open direction!");
-      stg_rsi.ExecuteAction(STRAT_ACTION_TRADE_EXE, TRADE_ACTION_ORDER_OPEN, ORDER_TYPE_SELL);
-    } else {
+      MqlTradeRequest _request =
+          trade.GetTradeRequest(ORDER_TYPE_SELL, 0, stg_rsi.Get<long>(STRAT_PARAM_ID), stg_rsi.GetName());
+      trade.RequestSend(_request);
+    } else if (trade.Get<bool>(TRADE_STATE_ORDERS_ACTIVE)) {
       stg_rsi.ProcessOrders(trade);
       stg_rsi.ProcessTasks();
     }
@@ -126,4 +131,7 @@ void OnTick() {
 /**
  * Implements OnDeinit().
  */
-void OnDeinit(const int reason) { delete stg_rsi; delete trade; }
+void OnDeinit(const int reason) {
+  delete stg_rsi;
+  delete trade;
+}