Automated Trading Language Documentation

Script
MPC - Measure Popular Candles
Author: Aktiniy

Try product
Reforce Maximum
Author: achidayat Screenshot
NZDUSD., H1
Real

Technical Analysis: What Do We Analyze? Subscribe to signal
FOREX NAVIGATOR WWW
211.78%, 20 047.82 USD

MQL5 ReferenceStandard Constants, Enumerations and StructuresEnvironment StateSymbol Properties

MQL5 Help as One File:

CHM (4 Mb)

PDF (15 Mb)

Symbol Properties

To obtain the current market information there are several functions: SymbolInfoInteger(), SymbolInfoDouble() and SymbolInfoString(). The first parameter is the symbol name, the values of the second function parameter can be one of the identifiers of ENUM_SYMBOL_INFO_INTEGER, ENUM_SYMBOL_INFO_DOUBLE and ENUM_SYMBOL_INFO_STRING.

For function SymbolInfoInteger()

ENUM_SYMBOL_INFO_INTEGER

Identifier	Description	Type
SYMBOL_SELECT	Symbol is selected in Market Watch	bool
SYMBOL_SESSION_DEALS	Number of deals in the current session	long
SYMBOL_SESSION_BUY_ORDERS	Number of Buy orders at the moment	long
SYMBOL_SESSION_SELL_ORDERS	Number of Sell orders at the moment	long
SYMBOL_VOLUME	Volume of the last deal	long
SYMBOL_VOLUMEHIGH	Maximal day volume	long
SYMBOL_VOLUMELOW	Minimal day volume	long
SYMBOL_TIME	Time of the last quote	datetime
SYMBOL_DIGITS	Digits after a decimal point	int
SYMBOL_SPREAD_FLOAT	Indication of a floating spread	bool
SYMBOL_SPREAD	Spread value in points	int
SYMBOL_TICKS_BOOKDEPTH	Maximal number of requests shown in Depth of Market. For symbols that have no queue of requests, the value is equal to zero.	int
SYMBOL_TRADE_CALC_MODE	Contract price calculation mode	ENUM_SYMBOL_CALC_MODE
SYMBOL_TRADE_MODE	Order execution type	ENUM_SYMBOL_TRADE_MODE
SYMBOL_START_TIME	Date of the symbol trade beginning (usually used for futures)	datetime
SYMBOL_EXPIRATION_TIME	Date of the symbol trade end (usually used for futures)	datetime
SYMBOL_TRADE_STOPS_LEVEL	Minimal indention in points from the current close price to place Stop orders	int
SYMBOL_TRADE_FREEZE_LEVEL	Distance to freeze trade operations in points	int
SYMBOL_TRADE_EXEMODE	Deal execution mode	ENUM_SYMBOL_TRADE_EXECUTION
SYMBOL_SWAP_MODE	Swap calculation model	ENUM_SYMBOL_SWAP_MODE
SYMBOL_SWAP_ROLLOVER3DAYS	Weekday to charge 3 days swap rollover	ENUM_DAY_OF_WEEK
SYMBOL_EXPIRATION_MODE	Flags of allowed order expiration modes	int
SYMBOL_FILLING_MODE	Flags of allowed order filling modes	int
SYMBOL_ORDER_MODE	Flags of allowed order types	int

For function SymbolInfoDouble()

ENUM_SYMBOL_INFO_DOUBLE

Identifier	Description	Type
SYMBOL_BID	Bid - best sell offer	double
SYMBOL_BIDHIGH	Maximal Bid of the day	double
SYMBOL_BIDLOW	Minimal Bid of the day	double
SYMBOL_ASK	Ask - best buy offer	double
SYMBOL_ASKHIGH	Maximal Ask of the day	double
SYMBOL_ASKLOW	Minimal Ask of the day	double
SYMBOL_LAST	Price of the last deal	double
SYMBOL_LASTHIGH	Maximal Last of the day	double
SYMBOL_LASTLOW	Minimal Last of the day	double
SYMBOL_POINT	Symbol point value	double
SYMBOL_TRADE_TICK_VALUE	Value of SYMBOL_TRADE_TICK_VALUE_PROFIT	double
SYMBOL_TRADE_TICK_VALUE_PROFIT	Calculated tick price for a profitable position	double
SYMBOL_TRADE_TICK_VALUE_LOSS	Calculated tick price for a losing position	double
SYMBOL_TRADE_TICK_SIZE	Minimal price change	double
SYMBOL_TRADE_CONTRACT_SIZE	Trade contract size	double
SYMBOL_VOLUME_MIN	Minimal volume for a deal	double
SYMBOL_VOLUME_MAX	Maximal volume for a deal	double
SYMBOL_VOLUME_STEP	Minimal volume change step for deal execution	double
SYMBOL_VOLUME_LIMIT	Maximum allowed aggregate volume of an open position and pending orders in one direction (buy or sell) for the symbol. For example, with the limitation of 5 lots, you can have an open buy position with the volume of 5 lots and place a pending order Sell Limit with the volume of 5 lots. But in this case you cannot place a Buy Limit pending order (since the total volume in one direction will exceed the limitation) or place Sell Limit with the volume more than 5 lots.	double
SYMBOL_SWAP_LONG	Long swap value	double
SYMBOL_SWAP_SHORT	Short swap value	double
SYMBOL_MARGIN_INITIAL	Initial margin means the amount in the margin currency required for opening a position with the volume of one lot. It is used for checking a client's assets when he or she enters the market.	double
SYMBOL_MARGIN_MAINTENANCE	The maintenance margin. If it is set, it sets the margin amount in the margin currency of the symbol, charged from one lot. It is used for checking a client's assets when his/her account state changes. If the maintenance margin is equal to 0, the initial margin is used.	double
SYMBOL_MARGIN_LONG	Rate of margin charging on long positions	double
SYMBOL_MARGIN_SHORT	Rate of margin charging on short positions	double
SYMBOL_MARGIN_LIMIT	Rate of margin charging on Limit orders	double
SYMBOL_MARGIN_STOP	Rate of margin charging on Stop orders	double
SYMBOL_MARGIN_STOPLIMIT	Rate of margin charging on Stop Limit orders	double
SYMBOL_SESSION_VOLUME	Summary volume of current session deals	double
SYMBOL_SESSION_TURNOVER	Summary turnover of the current session	double
SYMBOL_SESSION_INTEREST	Summary open interest	double
SYMBOL_SESSION_BUY_ORDERS_VOLUME	Current volume of Buy orders	double
SYMBOL_SESSION_SELL_ORDERS_VOLUME	Current volume of Sell orders	double
SYMBOL_SESSION_OPEN	Open price of the current session	double
SYMBOL_SESSION_CLOSE	Close price of the current session	double
SYMBOL_SESSION_AW	Average weighted price of the current session	double
SYMBOL_SESSION_PRICE_SETTLEMENT	Settlement price of the current session	double
SYMBOL_SESSION_PRICE_LIMIT_MIN	Minimal price of the current session	double
SYMBOL_SESSION_PRICE_LIMIT_MAX	Maximal price of the current session	double

For function SymbolInfoString()

ENUM_SYMBOL_INFO_STRING

Identifier	Description	Type
SYMBOL_CURRENCY_BASE	Basic currency of a symbol	string
SYMBOL_CURRENCY_PROFIT	Profit currency	string
SYMBOL_CURRENCY_MARGIN	Margin currency	string
SYMBOL_BANK	Feeder of the current quote	string
SYMBOL_DESCRIPTION	Symbol description	string
SYMBOL_ISIN	The name of a symbol in the ISIN system (International Securities Identification Number). The International Securities Identification Number is a 12-digit alphanumeric code that uniquely identifies a security. The presence of this symbol property is determined on the side of a trade server.	string
SYMBOL_PATH	Path in the symbol tree	string

For each symbol several expiration modes of pending orders can be specified. A flag is matched to each mode. Flags can be combined using the operation of logical OR (|), for example, SYMBOL_EXPIRATION_GTC|SYMBOL_EXPIRATION_SPECIFIED. In order to check whether a certain mode is allowed for the symbol, the result of the logical AND (&) should be compared to the mode flag.

If flag SYMBOL_EXPIRATION_SPECIFIED is specified for a symbol, then while sending a pending order, you may specify the moment this pending order is valid till.

Identifier	Value	Description
SYMBOL_EXPIRATION_GTC	1	The order is valid during the unlimited time period, until it is explicitly canceled
SYMBOL_EXPIRATION_DAY	2	The order is valid till the end of the day
SYMBOL_EXPIRATION_SPECIFIED	4	The expiration time is specified in the order
SYMBOL_EXPIRATION_SPECIFIED_DAY	8	The expiration date is specified in the order

Example:

//+------------------------------------------------------------------+
//| Checks if the specified expiration mode is allowed               |
//+------------------------------------------------------------------+
bool IsExpirationTypeAllowed(string symbol,int exp_type)
  {
//--- Obtain the value of the property that describes allowed expiration modes
   int expiration=(int)SymbolInfoInteger(symbol,SYMBOL_EXPIRATION_MODE);
//--- Return true, if mode exp_type is allowed
   return((expiration&exp_type)==exp_type);
  }

When sending an order, you can specify the filling policy for the volume set in the order. Allowed order filling modes for each symbol are specified in the table. You can set several modes for one symbol by combining flags. The flags can be combined by the operation of the logical OR (|), for example, SYMBOL_FILLING_ALL_OR_NONE|SYMBOL_CANCEL_REMAIND. In order to check whether a certain mode is allowed for the symbol, the result of the logical AND (&) should be compared to the mode flag.

Identifier	Value	Description
SYMBOL_FILLING_ALL_OR_NONE	1	"All or none". If the volume specified in the order with the specified price cannot be fully filled, the order is canceled and the deal is not conducted
SYMBOL_CANCEL_REMAIND	2	If only part of the specified volume can be filled, the deal for the available volume will be executed. The order remainder is canceled, and the new order is not placed
SYMBOL_RETURN_REMAIND	4	A deal is executed for the available volume. A new order at the same price is set for the remainder

Example:

//+------------------------------------------------------------------+
//| Checks if the specified filling mode is allowed                  |
//+------------------------------------------------------------------+
bool IsFillingTypeAllowed(string symbol,int fill_type)
  {
//--- Obtain the value of the property that describes allowed expiration modes
   int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);
//--- Return true, if mode fill_type is allowed
   return((filling & fill_type)==fill_type);
  }

When sending a trade request using OrderSend() function, an order type from ENUM_ORDER_TYPE enumeration should be specified for some operations. Not all types of orders may be allowed for a specific symbol. SYMBOL_ORDER_MODE property describes the flags of the allowed order types.

Identifier	Value	Description
SYMBOL_ORDER_MARKET	1	Market orders are allowed (Buy and Sell at the market price without specifying a deal price)
SYMBOL_ORDER_LIMIT	2	Limit orders are allowed (Buy Limit and Sell Limit)
SYMBOL_ORDER_STOP	4	Stop orders are allowed (Buy Stop and Sell Stop)
SYMBOL_ORDER_STOP_LIMIT	8	Stop-limit orders are allowed (Buy Stop Limit and Sell Stop Limit)
SYMBOL_ORDER_SL	16	Stop Loss is allowed
SYMBOL_ORDER_TP	32	Take Profit is allowed

Example:

//+------------------------------------------------------------------+
//| The function prints out order types allowed for a symbol         |
//+------------------------------------------------------------------+
void Check_SYMBOL_ORDER_MODE(string symbol)
  {
//--- receive the value of the property describing allowed order types
   int symbol_order_mode=(int)SymbolInfoInteger(symbol,SYMBOL_ORDER_MODE);
//--- check for market orders (Market Execution)
   if((SYMBOL_ORDER_MARKET&symbol_order_mode)==SYMBOL_ORDER_MARKET)
      Print(symbol+": Market orders are allowed (price specification is not required)");
//--- check for Limit orders
   if((SYMBOL_ORDER_LIMIT&symbol_order_mode)==SYMBOL_ORDER_LIMIT)
      Print(symbol+": Buy Limit and Sell Limit orders are allowed");
//--- check for Stop orders
   if((SYMBOL_ORDER_STOP&symbol_order_mode)==SYMBOL_ORDER_STOP)
      Print(symbol+": Buy Stop and Sell Stop orders are allowed");
//--- check for Stop Limit orders
   if((SYMBOL_ORDER_STOP_LIMIT&symbol_order_mode)==SYMBOL_ORDER_STOP_LIMIT)
      Print(symbol+": Buy Stop Limit and Sell Stop Limit orders are allowed");
//--- check if placing a Stop Loss orders is allowed
   if((SYMBOL_ORDER_SL&symbol_order_mode)==SYMBOL_ORDER_SL)
      Print(symbol+": Stop Loss orders are allowed");
//--- check if placing a Take Profit orders is allowed
   if((SYMBOL_ORDER_TP&symbol_order_mode)==SYMBOL_ORDER_TP)
      Print(symbol+": Take Profit orders are allowed");
//---
  }

The ENUM_SYMBOL_CALC_MODE enumeration is used for obtaining information about how the margin requirements for a symbol are calculated.

ENUM_SYMBOL_CALC_MODE

Identifier	Description	Formula
SYMBOL_CALC_MODE_FOREX	Forex mode - calculation of profit and margin for Forex	Margin: LotsContract_Size/Leverage Profit: (close_price-open_price)Contract_Size*Lots
SYMBOL_CALC_MODE_FUTURES	Futures mode - calculation of margin and profit for futures	Margin: Lots InitialMarginPercentage/100 Profit: (close_price-open_price)TickPrice/TickSizeLots
SYMBOL_CALC_MODE_CFD	CFD mode - calculation of margin and profit for CFD	Margin: Lots ContractSizeMarketPricePercentage/100 Profit: (close_price-open_price)Contract_Size*Lots
SYMBOL_CALC_MODE_CFDINDEX	CFD index mode - calculation of margin and profit for CFD by indexes	Margin: (LotsContractSizeMarketPrice)TickPrice/TickSize Profit: (close_price-open_price)Contract_Size*Lots
SYMBOL_CALC_MODE_CFDLEVERAGE	CFD Leverage mode - calculation of margin and profit for CFD at leverage trading	Margin: (LotsContractSizeMarketPricePercentage)/Leverage Profit: (close_price-open_price)Contract_Size*Lots

There are several symbol trading modes. Information about trading modes of a certain symbol is reflected in the values of enumeration ENUM_SYMBOL_TRADE_MODE.

ENUM_SYMBOL_TRADE_MODE

Identifier	Description
SYMBOL_TRADE_MODE_DISABLED	Trade is disabled for the symbol
SYMBOL_TRADE_MODE_LONGONLY	Allowed only long positions
SYMBOL_TRADE_MODE_SHORTONLY	Allowed only short positions
SYMBOL_TRADE_MODE_CLOSEONLY	Allowed only position close operations
SYMBOL_TRADE_MODE_FULL	No trade restrictions

Possible deal execution modes for a certain symbol are defined in enumeration ENUM_SYMBOL_TRADE_EXECUTION.

ENUM_SYMBOL_TRADE_EXECUTION

Identifier	Description
SYMBOL_TRADE_EXECUTION_REQUEST	Execution by request
SYMBOL_TRADE_EXECUTION_INSTANT	Instant execution
SYMBOL_TRADE_EXECUTION_MARKET	Market execution
SYMBOL_TRADE_EXECUTION_EXCHANGE	Exchange execution

Methods of swap calculation at position transfer are specified in enumeration ENUM_SYMBOL_SWAP_MODE. The method of swap calculation determines the units of measure of the SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT parameters. For example, if swaps are charged in the client deposit currency, then the values of those parameters are specified as an amount of money in the client deposit currency.

ENUM_SYMBOL_SWAP_MODE

Identifier	Description
SYMBOL_SWAP_MODE_DISABLED	Swaps disabled (no swaps)
SYMBOL_SWAP_MODE_POINTS	Swaps are charged in points
SYMBOL_SWAP_MODE_CURRENCY_SYMBOL	Swaps are charged in money in base currency of the symbol
SYMBOL_SWAP_MODE_CURRENCY_MARGIN	Swaps are charged in money in margin currency of the symbol
SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT	Swaps are charged in money, in client deposit currency
SYMBOL_SWAP_MODE_INTEREST_CURRENT	Swaps are charged as the specified annual interest from the instrument price at calculation of swap (standard bank year is 360 days)
SYMBOL_SWAP_MODE_INTEREST_OPEN	Swaps are charged as the specified annual interest from the open price of position (standard bank year is 360 days)
SYMBOL_SWAP_MODE_REOPEN_CURRENT	Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the close price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)
SYMBOL_SWAP_MODE_REOPEN_BID	Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the current Bid price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)

Values of the ENUM_DAY_OF_WEEK enumeration are used for specifying weekdays.

ENUM_DAY_OF_WEEK

Identifier	Description
SUNDAY	Sunday
MONDAY	Monday
TUESDAY	Tuesday
WEDNESDAY	Wednesday
THURSDAY	Thursday
FRIDAY	Friday
SATURDAY	Saturday

Updated: 2013.04.25

Running MQL5 Program Properties