Bibliothek für ein leichtes und schnelles Entwickeln vom Programmen für den MetaTrader (Teil XXVIII): Schließen, Entfernen und Ändern von schwebenden Handelsanfragen
MetaTrader 5
—
Beispiele
| 2 März 2020, 10:24
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Inhalt
- Daten vorbereiten
- Schwebende Anfragen zum Schließen/Entfernen/Ändern von Positionen und Pending-Orders
- Tests
- Was kommt als Nächstes?
Dies ist der dritte Artikel über das Konzept von schwebenden Anfragen. In diesem Artikel werden wir die Tests des Konzepts abschließen, indem wir die Methoden für das Schließen von Positionen, das Entfernen von Orders und das Ändern der Stop-Orders von Positionen und der Parameter von Pending-Orders, die modifiziert werden können, erstellen.
Außerdem werden wir die Klasse der abstrakten Orders leicht verbessern, indem wir die Rückgabe der beiden Order- und Positionseigenschaftswerte hinzufügen — das Ausfüllen der Order und den Typ des Ablaufes. Der Code aller Handelsmethoden des grundlegenden plattformübergreifenden Handelsobjekts wurde leicht optimiert. Es macht keinen Sinn, sich mit den Änderungen aufzuhalten. Stattdessen werde ich ein einziges Beispiel für eine der geänderten Methoden zeigen.
Daten vorbereiten
Wir benötigen Textnachrichten, um die zusätzlichen Eigenschaften der abstrakten Order und die Nachricht für die Klasse der schwebenden Anfragen zu beschreiben.
Hinzufügen der Indizes dieser Nachrichten zur Datei Datas.mqh:
MSG_ORD_TIME_EXP, // Expiration date MSG_ORD_TYPE_FILLING, // Type of execution by remainder MSG_ORD_TYPE_TIME, // Order lifetime MSG_ORD_TYPE, // Type
...
MSG_LIB_TEXT_PEND_REQUEST_CREATED, // Pending request created MSG_LIB_TEXT_PEND_REQUEST_DELETED, // Pending request is removed due to its expiration MSG_LIB_TEXT_PEND_REQUEST_EXECUTED, // Pending request is removed due to its execution
und die Textnachrichten entsprechend den deklarierten Indizes:
{"Дата экспирации","Date of expiration"},
{"Тип исполнения по остатку","Order filling type"},
{"Время жизни ордера","Order lifetime"},
{"Тип","Type"},
...
{"Создан отложенный запрос","Pending request created"},
{"Отложенный запрос удалён в связи с окончанием времени его действия","Pending request deleted due to expiration"},
{"Отложенный запрос удалён в связи с его исполнением","Pending request deleted due to execution"},
Da wir dem Objekt der abstrakten Order zwei weitere Eigenschaften hinzufügen, nehmen wir die Änderungen an deren Eigenschaften in der Datei Defines.mqh vor.
Hinzufügen der beiden neuen Eigenschaften zum Block der Eigenschaften der ganzzahligen Eigenschaften der Orders und das Erhöhen die Gesamtzahl der ganzzahligen Eigenschaften von 24 auf 26:
//+------------------------------------------------------------------+ //| Order, Deal, Position, Integer-Eigenschaften | //+------------------------------------------------------------------+ enum ENUM_ORDER_PROP_INTEGER { ORDER_PROP_TICKET = 0, // Order-Ticket ORDER_PROP_MAGIC, // Real order magic number ORDER_PROP_TIME_OPEN, // Open time in milliseconds (MQL5 Deal time) ORDER_PROP_TIME_CLOSE, // Close time in milliseconds (MQL5 Execution or removal time - ORDER_TIME_DONE) ORDER_PROP_TIME_EXP, // Verfallszeit der Order (für Pending-Orders) ORDER_PROP_TYPE_FILLING, // Type of execution by remainder ORDER_PROP_TYPE_TIME, // Order lifetime ORDER_PROP_STATUS, // Order-Status (aus der Enumeration ENUM_ORDER_STATUS) ORDER_PROP_TYPE, // Order/deal type ORDER_PROP_REASON, // Deal/Order/Position Ursache oder Quelle ORDER_PROP_STATE, // Auftragsstatus (aus der Enumeration ENUM_ORDER_STATE) ORDER_PROP_POSITION_ID, // Positions-ID ORDER_PROP_POSITION_BY_ID, // Entgegengesetzte Positions-ID ORDER_PROP_DEAL_ORDER_TICKET, // Ticket of the order that triggered a deal ORDER_PROP_DEAL_ENTRY, // Deal-Richtung – IN, OUT oder IN/OUT ORDER_PROP_TIME_UPDATE, // Position change time in milliseconds ORDER_PROP_TICKET_FROM, // Ticket der Ober-Order ORDER_PROP_TICKET_TO, // Ticket der abgeleiteten Order ORDER_PROP_PROFIT_PT, // Gewinn in Points ORDER_PROP_CLOSE_BY_SL, // Flag für das Schließen durch StopLoss ORDER_PROP_CLOSE_BY_TP, // Flag für das Schließen mit TakeProfit ORDER_PROP_MAGIC_ID, // Order's "magic number" ID ORDER_PROP_GROUP_ID1, // First order/position group ID ORDER_PROP_GROUP_ID2, // Second order/position group ID ORDER_PROP_PEND_REQ_ID, // Pending request ID ORDER_PROP_DIRECTION, // Type by direction (Buy, Sell) }; #define ORDER_PROP_INTEGER_TOTAL (26) // Total number of integer properties #define ORDER_PROP_INTEGER_SKIP (0) // Number of order properties not used in sorting //+------------------------------------------------------------------+
Fügen wir die Fähigkeit hinzu, Order nach diesen beiden Eigenschaften zu sortieren:
//+------------------------------------------------------------------+ //| Possible criteria of sorting orders and deals | //+------------------------------------------------------------------+ #define FIRST_ORD_DBL_PROP (ORDER_PROP_INTEGER_TOTAL-ORDER_PROP_INTEGER_SKIP) #define FIRST_ORD_STR_PROP (ORDER_PROP_INTEGER_TOTAL+ORDER_PROP_DOUBLE_TOTAL-ORDER_PROP_INTEGER_SKIP) enum ENUM_SORT_ORDERS_MODE { //--- Sortieren nach den Integer-Eigenschaften SORT_BY_ORDER_TICKET = 0, // Sort by an order ticket SORT_BY_ORDER_MAGIC, // Sort by an order magic number SORT_BY_ORDER_TIME_OPEN, // Sort by an order open time in milliseconds SORT_BY_ORDER_TIME_CLOSE, // Sort by an order close time in milliseconds SORT_BY_ORDER_TIME_EXP, // Sort by an order expiration date SORT_BY_ORDER_TYPE_FILLING, // Sort by execution type by remainder SORT_BY_ORDER_TYPE_TIME, // Sort by order lifetime SORT_BY_ORDER_STATUS, // Sort by an order status (market order/pending order/deal/balance and credit operation) SORT_BY_ORDER_TYPE, // Sort by an order type SORT_BY_ORDER_REASON, // Sort by a deal/order/position reason/source SORT_BY_ORDER_STATE, // Sort by an order status SORT_BY_ORDER_POSITION_ID, // Sort by a position ID SORT_BY_ORDER_POSITION_BY_ID, // Sort by an opposite position ID SORT_BY_ORDER_DEAL_ORDER, // Sort by the order a deal is based on SORT_BY_ORDER_DEAL_ENTRY, // Sort by a deal direction – IN, OUT or IN/OUT SORT_BY_ORDER_TIME_UPDATE, // Sort by position change time in seconds SORT_BY_ORDER_TICKET_FROM, // Sort by a parent order ticket SORT_BY_ORDER_TICKET_TO, // Sort by a derived order ticket SORT_BY_ORDER_PROFIT_PT, // Sort by order profit in points SORT_BY_ORDER_CLOSE_BY_SL, // Sort by the flag of closing an order by StopLoss SORT_BY_ORDER_CLOSE_BY_TP, // Sort by the flag of closing an order by TakeProfit SORT_BY_ORDER_MAGIC_ID, // Sort by an order/position "magic number" ID SORT_BY_ORDER_GROUP_ID1, // Sort by the first order/position group ID SORT_BY_ORDER_GROUP_ID2, // Sort by the second order/position group ID SORT_BY_ORDER_PEND_REQ_ID, // Sort by a pending request ID SORT_BY_ORDER_DIRECTION, // Sort by direction (Buy, Sell) //--- Sortieren nach den Double-Eigenschaften SORT_BY_ORDER_PRICE_OPEN = FIRST_ORD_DBL_PROP, // Sort by open price SORT_BY_ORDER_PRICE_CLOSE, // Sort by close price SORT_BY_ORDER_SL, // Sort by StopLoss price SORT_BY_ORDER_TP, // Sort by TakeProfit price SORT_BY_ORDER_PROFIT, // Sort by profit SORT_BY_ORDER_COMMISSION, // Sort by commission SORT_BY_ORDER_SWAP, // Sort by swap SORT_BY_ORDER_VOLUME, // Sort by volume SORT_BY_ORDER_VOLUME_CURRENT, // Sort by unexecuted volume SORT_BY_ORDER_PROFIT_FULL, // Sort by profit+commission+swap SORT_BY_ORDER_PRICE_STOP_LIMIT, // Sort by Limit order when StopLimit order is activated //--- Sortieren nach den String-Eigenschaften SORT_BY_ORDER_SYMBOL = FIRST_ORD_STR_PROP, // Sort by symbol SORT_BY_ORDER_COMMENT, // Sort by comment SORT_BY_ORDER_COMMENT_EXT, // Sort by custom comment SORT_BY_ORDER_EXT_ID // Sort by order ID in an external trading system }; //+------------------------------------------------------------------+
Da wir jetzt beim Empfang von Serverfehlern, die ein Warten erfordern, vollständig auf schwebende Anfragen wechseln (statt Sleep(), das die Ausführung der restlichen Programmlogik während des Wartens zu verzögern), wird aus der Enumeration, die das Verhalten von EA bei der Fehlerbehandlung beschreibt, die Option zur Erstellung von schwebenden Anfragen — standardmäßig erstellt:
//+------------------------------------------------------------------+ //| EA behavior when handling errors | //+------------------------------------------------------------------+ enum ENUM_ERROR_HANDLING_BEHAVIOR { ERROR_HANDLING_BEHAVIOR_BREAK, // Abort trading attempt ERROR_HANDLING_BEHAVIOR_CORRECT, // Correct invalid parameters ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST, // Create a pending request }; //+------------------------------------------------------------------+
Diese Enumeration sieht wie folgt aus:
//+------------------------------------------------------------------+ //| EA behavior when handling errors | //+------------------------------------------------------------------+ enum ENUM_ERROR_HANDLING_BEHAVIOR { ERROR_HANDLING_BEHAVIOR_BREAK, // Abort trading attempt ERROR_HANDLING_BEHAVIOR_CORRECT, // Correct invalid parameters }; //+------------------------------------------------------------------+
Wir brauchen diese Option auch nicht in der Enumeration, die die Methoden zur Behandlung der Rückgabecodes des Servers beschreibt. Entfernen wir sie:
//+------------------------------------------------------------------+ //| The methods of handling errors and server return codes | //+------------------------------------------------------------------+ enum ENUM_ERROR_CODE_PROCESSING_METHOD { ERROR_CODE_PROCESSING_METHOD_OK, // No errors ERROR_CODE_PROCESSING_METHOD_DISABLE, // Disable trading for the EA ERROR_CODE_PROCESSING_METHOD_EXIT, // Exit the trading method ERROR_CODE_PROCESSING_METHOD_CORRECT, // Correct trading request parameters and repeat ERROR_CODE_PROCESSING_METHOD_REFRESH, // Update data and repeat ERROR_CODE_PROCESSING_METHOD_PENDING, // Create a pending request ERROR_CODE_PROCESSING_METHOD_WAIT, // Wait and repeat }; //+------------------------------------------------------------------+
Diese Enumeration sieht wie folgt aus:
//+------------------------------------------------------------------+ //| The methods of handling errors and server return codes | //+------------------------------------------------------------------+ enum ENUM_ERROR_CODE_PROCESSING_METHOD { ERROR_CODE_PROCESSING_METHOD_OK, // No errors ERROR_CODE_PROCESSING_METHOD_DISABLE, // Disable trading for the EA ERROR_CODE_PROCESSING_METHOD_EXIT, // Exit the trading method ERROR_CODE_PROCESSING_METHOD_CORRECT, // Correct trading request parameters and repeat ERROR_CODE_PROCESSING_METHOD_REFRESH, // Update data and repeat ERROR_CODE_PROCESSING_METHOD_WAIT, // Wait and repeat }; //+------------------------------------------------------------------+
Fügen Sie einige neue Eigenschaften zu den Parametern der schwebenden Anfragen hinzu. Um den Rückgriff auf Defines.mqh zu vermeiden, fügen wir die Enumeration mit möglichen Sortierkriterien für schwebenden Anfragen ganz am Ende hinzu. Dies ist notwendig, um solche Anfragen zu finden:
//+------------------------------------------------------------------+ //| Possible pending request sorting criteria | //+------------------------------------------------------------------+ enum ENUM_SORT_PEND_REQ_MODE { SORT_BY_PEND_REQ_ID = 0, // Sort by ID SORT_BY_PEND_REQ_TYPE, // Sort by type SORT_BY_PEND_REQ_TICKET, // Sort by ticket }; //+------------------------------------------------------------------+
Machen wir die erforderlichen Änderungen in der abstrakten Orderklasse COrder bzw. in der Datei Order.mqh hinzu.
Fügen wir die Methoden, die die neuen Eigenschaften zurückgeben, zum Methodenblock für einen vereinfachten Zugriff auf die ganzzahligen Eigenschaften des Ordnungsobjekts hinzu:
//+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Return (1) ticket, (2) parent order ticket, (3) derived order ticket, (4) magic number, (5) order reason, //--- (6) position ID, (7) opposite position ID, (8) first group ID, (9) second group ID, //--- (10) pending request ID, (11) magic number ID, (12) type, (13) flag of closing by StopLoss, //--- (14) flag of closing by TakeProfit (15) open time, (16) close time, //--- (17) order expiration date, (18) state, (19) status, (20) type by direction, (21) execution type by remainder, (22) order lifetime long Ticket(void) const { return this.GetProperty(ORDER_PROP_TICKET); } long TicketFrom(void) const { return this.GetProperty(ORDER_PROP_TICKET_FROM); } long TicketTo(void) const { return this.GetProperty(ORDER_PROP_TICKET_TO); } long Magic(void) const { return this.GetProperty(ORDER_PROP_MAGIC); } long Reason(void) const { return this.GetProperty(ORDER_PROP_REASON); } long PositionID(void) const { return this.GetProperty(ORDER_PROP_POSITION_ID); } long PositionByID(void) const { return this.GetProperty(ORDER_PROP_POSITION_BY_ID); } long MagicID(void) const { return this.GetProperty(ORDER_PROP_MAGIC_ID); } long GroupID1(void) const { return this.GetProperty(ORDER_PROP_GROUP_ID1); } long GroupID2(void) const { return this.GetProperty(ORDER_PROP_GROUP_ID2); } long PendReqID(void) const { return this.GetProperty(ORDER_PROP_PEND_REQ_ID); } long TypeOrder(void) const { return this.GetProperty(ORDER_PROP_TYPE); } bool IsCloseByStopLoss(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_SL); } bool IsCloseByTakeProfit(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_TP); } long TimeOpen(void) const { return this.GetProperty(ORDER_PROP_TIME_OPEN); } long TimeClose(void) const { return this.GetProperty(ORDER_PROP_TIME_CLOSE); } datetime TimeExpiration(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_EXP); } ENUM_ORDER_STATE State(void) const { return (ENUM_ORDER_STATE)this.GetProperty(ORDER_PROP_STATE); } ENUM_ORDER_STATUS Status(void) const { return (ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS); } ENUM_ORDER_TYPE TypeByDirection(void) const { return (ENUM_ORDER_TYPE)this.GetProperty(ORDER_PROP_DIRECTION); } ENUM_ORDER_TYPE_FILLING TypeFilling(void) const { return (ENUM_ORDER_TYPE_FILLING)this.GetProperty(ORDER_PROP_TYPE_FILLING); } ENUM_ORDER_TYPE_TIME TypeTime(void) const { return (ENUM_ORDER_TYPE_TIME)this.GetProperty(ORDER_PROP_TYPE_TIME); }
Die Methoden geben einfach Werte zurück, die in den diesen Eigenschaften entsprechenden ganzzahligen Parametern festgelegt sind.
Fügen wir das Eintragen der beiden neuen Eigenschaften des Objekts in dem geschlossenen Konstruktor der Klasse hinzufügen:
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ COrder::COrder(ENUM_ORDER_STATUS order_status,const ulong ticket) { //--- Sichern der ganzzahligen Eigenschaften this.m_ticket=ticket; this.m_long_prop[ORDER_PROP_STATUS] = order_status; this.m_long_prop[ORDER_PROP_MAGIC] = this.OrderMagicNumber(); this.m_long_prop[ORDER_PROP_TICKET] = this.OrderTicket(); this.m_long_prop[ORDER_PROP_TIME_EXP] = this.OrderExpiration(); this.m_long_prop[ORDER_PROP_TYPE_FILLING] = this.OrderTypeFilling(); this.m_long_prop[ORDER_PROP_TYPE_TIME] = this.OrderTypeTime(); this.m_long_prop[ORDER_PROP_TYPE] = this.OrderType(); this.m_long_prop[ORDER_PROP_STATE] = this.OrderState(); this.m_long_prop[ORDER_PROP_DIRECTION] = this.OrderTypeByDirection(); this.m_long_prop[ORDER_PROP_POSITION_ID] = this.OrderPositionID(); this.m_long_prop[ORDER_PROP_REASON] = this.OrderReason(); this.m_long_prop[ORDER_PROP_DEAL_ORDER_TICKET] = this.DealOrderTicket(); this.m_long_prop[ORDER_PROP_DEAL_ENTRY] = this.DealEntry(); this.m_long_prop[ORDER_PROP_POSITION_BY_ID] = this.OrderPositionByID(); this.m_long_prop[ORDER_PROP_TIME_OPEN] = this.OrderOpenTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_CLOSE] = this.OrderCloseTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_UPDATE] = this.PositionTimeUpdateMSC(); //--- Sichern der Double-Eigenschaften this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_OPEN)] = this.OrderOpenPrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_CLOSE)] = this.OrderClosePrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT)] = this.OrderProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_COMMISSION)] = this.OrderCommission(); this.m_double_prop[this.IndexProp(ORDER_PROP_SWAP)] = this.OrderSwap(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME)] = this.OrderVolume(); this.m_double_prop[this.IndexProp(ORDER_PROP_SL)] = this.OrderStopLoss(); this.m_double_prop[this.IndexProp(ORDER_PROP_TP)] = this.OrderTakeProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME_CURRENT)] = this.OrderVolumeCurrent(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_STOP_LIMIT)] = this.OrderPriceStopLimit(); //--- Sichern der String-Eigenschaften this.m_string_prop[this.IndexProp(ORDER_PROP_SYMBOL)] = this.OrderSymbol(); this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT)] = this.OrderComment(); this.m_string_prop[this.IndexProp(ORDER_PROP_EXT_ID)] = this.OrderExternalID(); //--- Sichern weiterer ganzzahliger Eigenschaften this.m_long_prop[ORDER_PROP_PROFIT_PT] = this.ProfitInPoints(); this.m_long_prop[ORDER_PROP_TICKET_FROM] = this.OrderTicketFrom(); this.m_long_prop[ORDER_PROP_TICKET_TO] = this.OrderTicketTo(); this.m_long_prop[ORDER_PROP_CLOSE_BY_SL] = this.OrderCloseByStopLoss(); this.m_long_prop[ORDER_PROP_CLOSE_BY_TP] = this.OrderCloseByTakeProfit(); this.m_long_prop[ORDER_PROP_MAGIC_ID] = this.GetMagicID(); this.m_long_prop[ORDER_PROP_GROUP_ID1] = this.GetGroupID1(); this.m_long_prop[ORDER_PROP_GROUP_ID2] = this.GetGroupID2(); this.m_long_prop[ORDER_PROP_PEND_REQ_ID] = this.GetPendReqID(); //--- Sichern weiterer Double-Eigenschaften this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT_FULL)] = this.ProfitFull(); //--- Save additional string properties this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT_EXT)] = ""; } //+------------------------------------------------------------------+
Die von den Methoden OrderTypeFilling() und OrderTypeTime() zurückgegebenen Werte werden zu den entsprechenden Werten des Order-Eigenschaftsarrays hinzugefügt.
Hinzufügen der Beschreibung der beiden neuen Eigenschaften zu der Methode, die die Beschreibungen der ganzzahligen Eigenschaften des Orderobjekts zurückgibt:
//+------------------------------------------------------------------+ //| Rückgabe der Beschreibung der Integer-Eigenschaft des Auftrags | //+------------------------------------------------------------------+ string COrder::GetPropertyDescription(ENUM_ORDER_PROP_INTEGER property) { return ( //--- Allgemeine Eigenschaften property==ORDER_PROP_MAGIC ? CMessage::Text(MSG_ORD_MAGIC)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET ? CMessage::Text(MSG_ORD_TICKET)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_FROM ? CMessage::Text(MSG_ORD_TICKET_FROM)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_TO ? CMessage::Text(MSG_ORD_TICKET_TO)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_EXP ? CMessage::Text(MSG_ORD_TIME_EXP)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : (this.GetProperty(property)==0 ? CMessage::Text(MSG_LIB_PROP_NOT_SET) : ": "+::TimeToString(this.GetProperty(property),TIME_DATE|TIME_MINUTES|TIME_SECONDS)) ) : property==ORDER_PROP_TYPE_FILLING ? CMessage::Text(MSG_ORD_TYPE_FILLING)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+OrderTypeFillingDescription((ENUM_ORDER_TYPE_FILLING)this.GetProperty(property)) ) : property==ORDER_PROP_TYPE_TIME ? CMessage::Text(MSG_ORD_TYPE_TIME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+OrderTypeTimeDescription((ENUM_ORDER_TYPE_TIME)this.GetProperty(property)) ) : property==ORDER_PROP_TYPE ? CMessage::Text(MSG_ORD_TYPE)+": "+this.TypeDescription() : property==ORDER_PROP_DIRECTION ? CMessage::Text(MSG_ORD_TYPE_BY_DIRECTION)+": "+this.DirectionDescription() : property==ORDER_PROP_REASON ? CMessage::Text(MSG_ORD_REASON)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetReasonDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_ID ? CMessage::Text(MSG_ORD_POSITION_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ORDER_TICKET ? CMessage::Text(MSG_ORD_DEAL_ORDER_TICKET)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ENTRY ? CMessage::Text(MSG_ORD_DEAL_ENTRY)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetEntryDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_BY_ID ? CMessage::Text(MSG_ORD_POSITION_BY_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_OPEN ? CMessage::Text(MSG_ORD_TIME_OPEN)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_CLOSE ? CMessage::Text(MSG_ORD_TIME_CLOSE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_UPDATE ? CMessage::Text(MSG_ORD_TIME_UPDATE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property)!=0 ? TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" : "0") ) : property==ORDER_PROP_STATE ? CMessage::Text(MSG_ORD_STATE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": \""+this.StateDescription()+"\"" ) : //--- Zusätzliche Eigenschaften property==ORDER_PROP_STATUS ? CMessage::Text(MSG_ORD_STATUS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": \""+this.StatusDescription()+"\"" ) : property==ORDER_PROP_PROFIT_PT ? ( this.Status()==ORDER_STATUS_MARKET_PENDING ? CMessage::Text(MSG_ORD_DISTANCE_PT) : CMessage::Text(MSG_ORD_PROFIT_PT) )+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_CLOSE_BY_SL ? CMessage::Text(MSG_LIB_PROP_CLOSE_BY_SL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==ORDER_PROP_CLOSE_BY_TP ? CMessage::Text(MSG_LIB_PROP_CLOSE_BY_TP)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==ORDER_PROP_MAGIC_ID ? CMessage::Text(MSG_ORD_MAGIC_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_GROUP_ID1 ? CMessage::Text(MSG_ORD_GROUP_ID1)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_GROUP_ID2 ? CMessage::Text(MSG_ORD_GROUP_ID2)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_PEND_REQ_ID ? CMessage::Text(MSG_ORD_PEND_REQ_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : "" ); } //+------------------------------------------------------------------+
Wir haben die Funktionsweise der Methode im ersten Artikel, der sich mit der Erstellung des abstrakten Ordnungsobjekts befasst, betrachtet, so dass es keinen Sinn macht, hier darauf zu verweilen.
In den vorangegangenen Artikeln haben wir die Methoden zum öffnen von Positionen und platzieren von Pending-Orders unter Verwendung von der Objekte der schwebenden Anfragen implementiert. Um jede Schwebende Anfrage zu identifizieren, haben wir beim Eröffnen einer Position oder Platzieren einer Order die eindeutige ID verwendet, die auf eine Magicnummer der Position oder der Order gesetzt wurde. Daher war es einfach, das Vorhandensein einer zuvor erstellten schwebenden Anfrage zu identifizieren und herauszufinden, wie eine Position eröffnet wurde (über eine allgemeine Handelsanfrage oder als Ergebnis der Operation des Objekts einer schwebenden Anfrage). Dies ist notwendig, um zu vermeiden, dass mehrere Objekte von schwebenden Anfragen für die gleiche Handelsaktion erstellt werden.
Beim Schließen einer Position, Entfernen oder Ändern einer Order ist die ID jedoch nicht hilfreich, da wir Handelsoperationen mit beliebigen Orders oder Positionen durchführen können. Sie werden durch ein Ticket durchgeführt. Daher benötigen wir die Ticket-Nummer, um zu verstehen, für welche Order/Position die schwebende Anfrage erstellt wurde. Das Ticket ist in der Struktur der Handelsanfrage des Objekts der schwebenden Anfrage vorhanden. Der Wert ermöglicht es uns, den Auftrag oder das Positionsticket, für das die schwebende Anfrage erstellt wurde, genau zu definieren. Wir müssen auch die erfolgreiche Bearbeitung einer schwebenden Anfrage definieren. Insbesondere sollten wir definieren, wann ein Handelsauftrag mit der Anfrage an den Server gesendet wurde, bevor er erfolgreich ausgeführt wurde. Als Nächstes sollten wir feststellen, ob die schwebende Handelsanfrage erfolgreich ist, und das Anfrageobjekt entfernen, um unnötige Handelsversuche zu vermeiden, nachdem der vorherige erfolgreich abgeschlossen wurde.
Wir haben bereits alles dafür vorbereitet — die Klasse der Handelsereignisse in einem Konto und die Sammelklasse dieser Ereignisse. Die Klasse der Kollektion mit den Handelsereignissen bietet uns bereits einen vollständigen Zugang zu allen Ereignissen, die seit dem Programmstart stattgefunden haben, sowie zu den aktuellen Ereignissen, die "hier und jetzt" stattfinden. Um auf die Klasse der Kollektion mit den Handelsereignissen zuzugreifen, müssen wir daher den Zeiger auf die Kollektionsklasse für Handelsereignisse an die Handelsklasse weitergeben. Um dies zu erreichen, müssen wir die Klasse in die Lage versetzen, selbst zurückzukehren. Lassen Sie uns diese Funktion hinzufügen.
Fügen wir die 'public' Methode GetObject() zur Datei der Klasse mit den Handelsereignissen EventsCollection.mqh hinzu:
//+------------------------------------------------------------------+ //| Collection of account trading events | //+------------------------------------------------------------------+ class CEventsCollection : public CBaseObj { private: CListObj m_list_trade_events; // List of events bool m_is_hedge; // Flag des Hedging-Kontos int m_trade_event_code; // Trading event code ENUM_TRADE_EVENT m_trade_event; // Handelsereignis auf dem Konto CEvent m_event_instance; // Ereignisobjekt für die Suche nach einer Eigenschaft ulong m_position_id; // Position ID (MQL4) ENUM_ORDER_TYPE m_type_first; // Opening order type (MQL4) //--- Create a trading event depending on the (1) order status and (2) change type void CreateNewEvent(COrder* order,CArrayObj* list_history,CArrayObj* list_market,CArrayObj* list_control); void CreateNewEvent(COrderControl* order); //--- Create an event for a (1) hedging account, (2) netting account void NewDealEventHedge(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); void NewDealEventNetto(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); //--- Select and return the list of (1) market pending orders and (2) open positions CArrayObj* GetListMarketPendings(CArrayObj* list); CArrayObj* GetListPositions(CArrayObj* list); //--- Select and return the list of historical (1) closed positions, //--- (2) removed pending orders, (3) deals, (4) all closing orders CArrayObj* GetListHistoryPositions(CArrayObj* list); CArrayObj* GetListHistoryPendings(CArrayObj* list); CArrayObj* GetListDeals(CArrayObj* list); CArrayObj* GetListCloseByOrders(CArrayObj* list); //--- Return the list of (1) all position orders by its ID, (2) all deal positions by its ID //--- (3) all market entry deals by position ID, (4) all market exit deals by position ID, //--- (5) all position reversal deals by position ID CArrayObj* GetListAllOrdersByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsOutByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInOutByPosID(CArrayObj* list,const ulong position_id); //--- Rückgabe des Gesamtvolumens aller Deals (1) IN, (2) OUT der Position nach deren ID double SummaryVolumeDealsInByPosID(CArrayObj* list,const ulong position_id); double SummaryVolumeDealsOutByPosID(CArrayObj* list,const ulong position_id); //--- Return the (1) first, (2) last and (3) closing order from the list of all position orders, //--- (4) an order by ticket, (5) market position by ID, //--- (6) the last and (7) penultimate InOut deal by position ID COrder* GetFirstOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetLastOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetCloseByOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetHistoryOrderByTicket(CArrayObj* list,const ulong order_ticket); COrder* GetPositionByID(CArrayObj* list,const ulong position_id); //--- Return (1) the control order by a ticket, (2) the type of the opening order by the position ticket (MQL4) COrderControl* GetOrderControlByTicket(CArrayObj* list,const ulong ticket); ENUM_ORDER_TYPE GetTypeFirst(CArrayObj* list,const ulong ticket); //--- Rückgabe des Flags des Ereignisobjekts in der Ereignisliste bool IsPresentEventInList(CEvent* compared_event); //--- The handler of an existing order/position change event void OnChangeEvent(CArrayObj* list_changes,const int index); public: //--- Return itself CEventsCollection*GetObject(void) { return &this; } //--- Auswählen der Ereignisse aus der Kollektion mit einer Zeit im Bereich von begin_time bis end_time. CArrayObj *GetListByTime(const datetime begin_time=0,const datetime end_time=0); //--- Rückgabe des der gesamten Kollektionsliste des Ereignisses "wie besehen" CArrayObj *GetList(void) { return &this.m_list_trade_events; } //--- Rückgabe der Auswahlliste von (1) Integer-, (2) Double- und (3) String-Eigenschaften, die dem Vergleichskriterium entsprechen CArrayObj *GetList(ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } //--- Aktualisieren der Ereignisliste void Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume); //--- Return (1) the last trading event on an account, (2) base event object by index and (3) number of new events ENUM_TRADE_EVENT GetLastTradeEvent(void) const { return this.m_trade_event; } CEventBaseObj *GetTradeEventByIndex(const int index) { return this.GetEvent(index,false); } int GetTradeEventsTotal(void) const { return this.m_list_events.Total(); } //--- Rücksetzen des letzten Handelsereignisses void ResetLastTradeEvent(void) { this.m_trade_event=TRADE_EVENT_NO_EVENT; } //--- Konstructor CEventsCollection(void); }; //+------------------------------------------------------------------+
Jetzt kann die Klasse CEventsCollection den Zeiger auf sich selbst zurückgeben. Das ist genau das, was wir später brauchen werden.
Ich habe bereits erwähnt, dass die Basis-Handelsklasse hinsichtlich des Codes der Handelsmethode optimiert wurde. Lassen Sie uns die Methode der Positionseröffnung als Beispiel verwenden. Die Änderungen betrafen hauptsächlich die Sperre des Sendens einer Handelsorder an den Server.
Zuvor sah der Code so aus:
//+------------------------------------------------------------------+ //| Open a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { ::ResetLastError(); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = (ENUM_ORDER_TYPE)type; this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server #ifdef __MQL5__ return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result)); #else ::ResetLastError(); int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE); ::SymbolInfoTick(this.m_symbol,this.m_tick); if(ticket!=WRONG_VALUE) { this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.deal=ticket; this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price); this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume); this.m_result.comment=CMessage::Text(this.m_result.retcode); return true; } else { this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.comment=CMessage::Text(this.m_result.retcode); return false; } #endif } //+------------------------------------------------------------------+
Wenn wir genau hinsehen, können wir viele sich wiederholende Code-Konstruktionen erkennen. Alle wurden außerhalb des Ticket-Validierungsblocks platziert. Außerdem gab es einen logischen Fehler beim Zurücksetzen des letzten Fehlercodes in MQL4 — er wurde vor dem Senden einer Handelsanfrage an den Server zurückgesetzt, während die Preisempfangsfunktion (die den Fehler auch zurückgeben kann) vor dem Empfang des Fehlercodes gesetzt wird. In diesem Fall gehört der letzte Fehlercode nicht mehr zum Rückgabecode des Handelsservers in MQL4.
Unter Berücksichtigung aller oben genannten Punkte sieht der Block des Sendens einer Handelsorder an den Server in der Positionseröffnungsmethode jetzt wie folgt aus:
//+------------------------------------------------------------------+ //| Open a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { ::ResetLastError(); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = (ENUM_ORDER_TYPE)type; this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server #ifdef __MQL5__ return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result)); #else ::ResetLastError(); int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE); this.m_result.retcode=::GetLastError(); ::SymbolInfoTick(this.m_symbol,this.m_tick); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(ticket!=WRONG_VALUE) { this.m_result.deal=ticket; this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price); this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume); return true; } else { return false; } #endif } //+------------------------------------------------------------------+
Alle übrigen Methoden der Handelsklasse wurden auf die gleiche Weise verbessert, mit leichten Unterschieden unter Berücksichtigung der Besonderheiten jeder Methode.
Sie können alle Änderungen in den unten angehängten Codes sehen.
Nun lassen Sie uns mit der Entwicklung der Methoden für die Arbeit mit schwebenden Anfragen zum Schließen von Positionen/Entfernen von Orders und zur Änderung der Parameter von Positionen und Orders beginnen.
Schwebende Anfragen zum Schließen/Entfernen/Ändern von Positionen und Pending-Orders
In der Datei Trading.mqh, der Basis der Handelsklasse wird die Klasse der Kollektion der Handelsereignisse des Kontos eingebunden:
//+------------------------------------------------------------------+ //| Trading.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/de/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/de/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include-Dateien | //+------------------------------------------------------------------+ #include <Arrays\ArrayInt.mqh> #include "Objects\Trade\TradeObj.mqh" #include "Collections\AccountsCollection.mqh" #include "Collections\SymbolsCollection.mqh" #include "Collections\MarketCollection.mqh" #include "Collections\HistoryCollection.mqh" #include "Collections\EventsCollection.mqh" //+------------------------------------------------------------------+
In der Klasse der schwebenden Anfragen CPendingReq, deren Auflistung sich in derselben Datei befindet, fügen wir die Methoden zur Rückgabe des Ordertickets, Positionsticket und Handelsvorgangsart zurück:
//+------------------------------------------------------------------+ //| Pending request object class | //+------------------------------------------------------------------+ class CPendingReq : public CObject { private: MqlTradeRequest m_request; // Trade request structure uchar m_id; // Trading request ID int m_type; // Pending request type int m_retcode; // Result a request is based on double m_price_create; // Price at the moment of a request generation ulong m_time_create; // Request generation time ulong m_time_activate; // Next attempt activation time ulong m_waiting_msc; // Waiting time between requests uchar m_current_attempt; // Current attempt index uchar m_total_attempts; // Number of attempts //--- Copy trading request data void CopyRequest(const MqlTradeRequest &request) { this.m_request=request; } //--- Compare CPendingReq objects by IDs virtual int Compare(const CObject *node,const int mode=0) const; public: //--- Return (1) the request structure, (2) the price at the moment of the request generation, //--- (3) request generation time, (4) next attempt activation time, //--- (5) waiting time between requests, (6) current attempt index, //--- (7) number of attempts, (8) request ID //--- (9) result a request is based on, //--- (10) order ticket, (11) position ticket, (12) trading operation type MqlTradeRequest MqlRequest(void) const { return this.m_request; } double PriceCreate(void) const { return this.m_price_create; } ulong TimeCreate(void) const { return this.m_time_create; } ulong TimeActivate(void) const { return this.m_time_activate; } ulong WaitingMSC(void) const { return this.m_waiting_msc; } uchar CurrentAttempt(void) const { return this.m_current_attempt; } uchar TotalAttempts(void) const { return this.m_total_attempts; } uchar ID(void) const { return this.m_id; } int Retcode(void) const { return this.m_retcode; } ulong Order(void) const { return this.m_request.order; } ulong Position(void) const { return this.m_request.position;} ENUM_TRADE_REQUEST_ACTIONS Action(void) const { return this.m_request.action; }
Fügen wir außerdem die Methoden zum platzieren einer Order und der Positionstickets hinzu:
//--- Set (1) the price when creating a request, (2) request creation time, //--- (3) current attempt time, (4) waiting time between requests, //--- (5) current attempt index, (6) number of attempts, (7) ID, //--- (8) order ticket, (9) position ticket void SetPriceCreate(const double price) { this.m_price_create=price; } void SetTimeCreate(const ulong time) { this.m_time_create=time; } void SetTimeActivate(const ulong time) { this.m_time_activate=time; } void SetWaitingMSC(const ulong miliseconds) { this.m_waiting_msc=miliseconds;} void SetCurrentAttempt(const uchar number) { this.m_current_attempt=number; } void SetTotalAttempts(const uchar number) { this.m_total_attempts=number; } void SetID(const uchar id) { this.m_id=id; } void SetOrder(const ulong ticket) { this.m_request.order=ticket; } void SetPosition(const ulong ticket) { this.m_request.position=ticket;}
Die Compare()-Methode zum Vergleich von Objekten der Klasse CPendingReq anhand der angegebenen Eigenschaften wurde geändert.
Zuvor sah es wie folgt aus:
//+------------------------------------------------------------------+ //| Compare CPendingReq objects by properties | //+------------------------------------------------------------------+ int CPendingReq::Compare(const CObject *node,const int mode=0) const { const CPendingReq *compared_req=node; return ( //--- Compare by ID mode==0 ? (this.ID()>compared_req.ID() ? 1 : this.ID()<compared_req.ID() ? -1 : 0) : //--- Compare by type (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0) ); } //+------------------------------------------------------------------+
Mit anderen Worten, der Vergleich wurde nur mit zwei Objekteigenschaften der schwebenden Anfragen durchgeführt.
Nun, da wir eine Dritte haben, sieht die Methode wie folgt aus:
//+------------------------------------------------------------------+ //| Compare CPendingReq objects by properties | //+------------------------------------------------------------------+ int CPendingReq::Compare(const CObject *node,const int mode=0) const { const CPendingReq *compared_req=node; return ( //--- Compare by ID mode==SORT_BY_PEND_REQ_ID ? (this.ID()>compared_req.ID() ? 1 : this.ID()<compared_req.ID() ? -1 : 0) : //--- Compare by type mode==SORT_BY_PEND_REQ_TYPE ? (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0) : //--- Compare by ticket ( //--- modifying position sl, tp, opening/closing a position or closing by an opposite one this.m_request.action==TRADE_ACTION_SLTP || this.m_request.action==TRADE_ACTION_DEAL || this.m_request.action==TRADE_ACTION_CLOSE_BY ? (this.m_request.position>compared_req.m_request.position ? 1 : this.m_request.position<compared_req.m_request.position ? -1 : 0) : //--- modifying parameters, placing/removing a pending order this.m_request.action==TRADE_ACTION_MODIFY || this.m_request.action==TRADE_ACTION_PENDING || this.m_request.action==TRADE_ACTION_REMOVE ? (this.m_request.order>compared_req.m_request.order ? 1 : this.m_request.order<compared_req.m_request.order ? -1 : 0) : //--- otherwise 0 ) ); } //+------------------------------------------------------------------+
- Wenn der an die Methode übergebene Vergleichsmodus SORT_BY_PEND_REQ_ID aus der Enumeration ENUM_SORT_PEND_REQ_MODE ist, wird der Vergleich mit der ID der schwebenden Anfrage durchgeführt;
- Wenn der Vergleichsmodus SORT_BY_PEND_REQ_TYPE ist, wird der Vergleich mit dem Objekttyp der schwebenden Anfrage durchgeführt;
- Der dritte Vergleichsmodus (SORT_BY_PEND_REQ_TICKET) funktioniert wie folgt:
- Prüfung der Art des Handelsvorgangs und - Wenn es sich um eine Modifikation einer Stop-Order einer Position, das Öffnen/Schließen einer Position oder das Schließen durch eine entgegengesetzte Position handelt, wird der Vergleich durch die Werte der Positionsfelder der Struktur der Handelsanfrage, die Positionstickets speichert, durchgeführt;
- wenn es sich um eine Änderung von Parametern, das Eingeben oder Entfernen einer Pending-Order handelt, wird der Vergleich durch die Werte der Felder der Order der Struktur der Handelsanfragen, die Order-Tickets speichert, durchgeführt;
- andernfalls wird Null zurückgegeben.
Im 'private' Teil der Handelsklasse CTrading deklarieren wir den Pointer auf die Kollektionsklasse der Handelsereignisse des Kontos:
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading { private: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CEventsCollection *m_events; // Pointer to the event collection list CArrayObj m_list_request; // List of pending requests CArrayInt m_list_errors; // Error list bool m_is_trade_disable; // Flag disabling trading bool m_use_sound; // The flag of using sounds of the object trading events uchar m_total_try; // Number of trading attempts ENUM_LOG_LEVEL m_log_level; // Logging level MqlTradeRequest m_request; // Trading request prices ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags; // Flags of error source in a trading method ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error
Deklarieren wir im gleichen Abschnitt die Methoden, die den Index der Order des Objekts der schwebenden Anfrage und den Positionstickets zurückgeben:
//--- Return the request object index in the list by (1) ID, //--- (2) order ticket, (3) position ticket in the request int GetIndexPendingRequestByID(const uchar id); int GetIndexPendingRequestByOrder(const ulong ticket); int GetIndexPendingRequestByPosition(const ulong ticket); public:
Lasst uns ihre Implementierung außerhalb des Klassenkörpers schreiben:
//+------------------------------------------------------------------+ //| Return the request object index in the list by the order ticket | //+------------------------------------------------------------------+ int CTrading::GetIndexPendingRequestByOrder(const ulong ticket) { CPendingReq *req=new CPendingReq(); if(req==NULL) return WRONG_VALUE; req.SetOrder(ticket); this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET); int index=this.m_list_request.Search(req); delete req; return index; } //+-------------------------------------------------------------------+ //| Return the request object index in the list by the position ticket| //+-------------------------------------------------------------------+ int CTrading::GetIndexPendingRequestByPosition(const ulong ticket) { CPendingReq *req=new CPendingReq(); if(req==NULL) return WRONG_VALUE; req.SetPosition(ticket); this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET); int index=this.m_list_request.Search(req); delete req; return index; } //+------------------------------------------------------------------+
Eine ähnliche Methode zur Rückgabe des Objektindexes der Anfrage nach seiner ID haben wir bereits im vorigen Artikel besprochen. Wir können die Beschreibung jederzeit erneut lesen, um die Prinzipien seiner Funktionsweise zu verstehen. Die aktuelle Methode ist genau die gleiche.
Ergänzen wir im 'public' Teil der Klasse die Klasseninitialisierungsmethode, die es erlaubt, die Pointer auf alle notwendigen Kollektionslisten an die Handelsklasse zu übergeben.
Hinzufügen der Übergabe des Zeigers auf die Sammlung der Handelsereignisse und Zuweisen des Pointers der Variablen m_events:
public: //--- Konstructor CTrading(); //--- Timer void OnTimer(void); //--- Get the pointers to the lists (make sure to call the method in program's OnInit() since the symbol collection list is created there) void OnInit(CAccount *account,CSymbolsCollection *symbols,CMarketCollection *market,CHistoryCollection *history,CEventsCollection *events) { this.m_account=account; this.m_symbols=symbols; this.m_market=market; this.m_history=history; this.m_events=events; }
Hinzufügen der Übergabe des Tickets einer Order oder Position zur Methode der Überprüfung von Einschränkungen und Fehlern:
//--- Check limitations and errors ENUM_ERROR_CODE_PROCESSING_METHOD CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0, ulong ticket=0);
Das Ticket ermöglicht es uns, zu definieren, ob die Methode ein zuvor erstelltes Objekt einer schwebenden Anfrage für eine Order oder eine Position mit diesem Ticket enthält. Dadurch wird vermieden, dass im Journal die gleiche Meldung über denselben Fehler angezeigt wird. Mit anderen Worten: Wenn der Server den Fehler zum ersten Mal zurückgibt, zeigen wir die Fehlermeldung im Journal an, erstellen eine schwebende Anfrage und beenden die Handelsmethode. Wenn sich der Fehler wiederholt, prüfen wir, ob ein zuvor erstelltes Objekt für eine schwebende Anfrage für eine Order oder eine Position mit diesem Ticket vorhanden ist. Wenn ja, wurde die Fehlermeldung bereits angezeigt. Es hat keinen Sinn, sie zu wiederholen.
Sehen wir uns die Implementierung der verbesserten Methode an:
//+------------------------------------------------------------------+ //| Check limitations and errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0, ulong ticket=0) { //--- Check the previously set flag disabling trading for an EA if(this.IsTradingDisable()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_FATAL_ERROR; this.AddErrorCodeToList(MSG_LIB_TEXT_TRADING_DISABLE); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return ERROR_CODE_PROCESSING_METHOD_DISABLE; } //--- result of all checks and error flags this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; bool res=true; //--- Clear the error list this.m_list_errors.Clear(); this.m_list_errors.Sort(); //--- Check trading limitations res &=this.CheckTradeConstraints(volume,action,symbol_obj,source_method,sl,tp); //--- Check the funds sufficiency for opening positions/placing orders if(action<ACTION_TYPE_CLOSE_BY) res &=this.CheckMoneyFree(volume,price,order_type,symbol_obj,source_method); //--- Check parameter values by StopLevel and FreezeLevel res &=this.CheckLevels(action,order_type,price,limit,sl,tp,symbol_obj,source_method); //--- If there are limitations and errors, display the header and the error list if(!res) { //--- Declare the pending request index int index=WRONG_VALUE; //--- Request was rejected before sending to the server due to: int total=this.m_list_errors.Total(); if(this.m_log_level>LOG_LEVEL_NO_MSG) { //--- in case of closing by an opposite position or opening/closing a position, the index is received by the position ticket if(action==ACTION_TYPE_CLOSE_BY || action<ACTION_TYPE_BUY_LIMIT) index=this.GetIndexPendingRequestByPosition(ticket); //--- if a trading operation is closing a position, removing an order or modifying it... else if(action>ACTION_TYPE_CLOSE_BY) { //--- if this is a position, receive the index by a position ticket if(order_type<ORDER_TYPE_BUY_LIMIT) index=this.GetIndexPendingRequestByPosition(ticket); //--- otherwise, receive the index by an order ticket else index=this.GetIndexPendingRequestByOrder(ticket); } //--- otherwise, if a trading operation is placing a pending order, receive the index by an order ticket else index=this.GetIndexPendingRequestByOrder(ticket); //--- if no index is received, there is no such pending request object, display the error message if(index==WRONG_VALUE) { //--- For MQL5, first display the list header followed by the error list #ifdef __MQL5__ ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); for(int i=0;i<total;i++) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); //--- For MQL4, the journal messages are displayed in the reverse order: the error list in the reverse loop is followed by the list header #else for(int i=total-1;i>WRONG_VALUE;i--) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); #endif } } //--- If the action is performed at the "abort trading operation" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- If the action is performed at the "correct parameters" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_CORRECT) { if(this.m_log_level>LOG_LEVEL_NO_MSG && index==WRONG_VALUE) ::Print(CMessage::Text(MSG_LIB_TEXT_CORRECTED_TRADE_REQUEST)); //--- Return the result of an attempt to correct the request parameters return this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); } } //--- No limitations and errors trade_obj.SetResultRetcode(0); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
Die gesamte Logik wird in den Code-Kommentaren beschrieben. Ich glaube, dort ist alles klar.
Die Behandlung schwebender Handelsanfragen wurde im Timer der Klasse implementiert.
Ich habe eine ganze Reihe von Änderungen vorgenommen und mein Bestes getan, um die gesamte Operationslogik in den Code-Kommentaren zu beschreiben:
//+------------------------------------------------------------------+ //| Timer | //+------------------------------------------------------------------+ void CTrading::OnTimer(void) { //--- In a loop by the list of pending requests int total=this.m_list_request.Total(); for(int i=total-1;i>WRONG_VALUE;i--) { //--- receive the next request object CPendingReq *req_obj=this.m_list_request.At(i); if(req_obj==NULL) continue; //--- get the request structure and the symbol object a trading operation should be performed for MqlTradeRequest request=req_obj.MqlRequest(); CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(request.symbol); if(symbol_obj==NULL || !symbol_obj.RefreshRates()) continue; //--- if the current attempt exceeds the defined number of trading attempts, //--- or the current time exceeds the waiting time of all attempts //--- remove the current request object and move on to the next one if(req_obj.CurrentAttempt()>req_obj.TotalAttempts() || req_obj.CurrentAttempt()>=UCHAR_MAX || (long)symbol_obj.Time()>long(req_obj.TimeCreate()+req_obj.WaitingMSC()*req_obj.TotalAttempts())) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } //--- If this is a position opening or placing a pending order if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()==0) || req_obj.Action()==TRADE_ACTION_PENDING) { //--- Get the pending request ID uchar id=this.GetPendReqID((uint)request.magic); //--- Get the list of orders/positions containing the order/position with the pending request ID CArrayObj *list=this.m_market.GetList(ORDER_PROP_PEND_REQ_ID,id,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the order/position is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- Otherwise: full and partial position closure, removing an order, modifying order parameters and position stop orders else { CArrayObj *list=NULL; //--- if this is a position closure, including a closure by an opposite one if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()>0) || req_obj.Action()==TRADE_ACTION_CLOSE_BY) { //--- Get a position with the necessary ticket from the list of open positions list=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the market has no such position - the request is handled: remove it and proceed to the next one if(list.Total()==0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } //--- Otherwise, if the position still exists, this is a partial closure else { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event is a partial closure or there was a partial closure when closing by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL || event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketFirstOrderPosition()==req_obj.Position()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } } //--- If this is a modification of position stop orders if(req_obj.Action()==TRADE_ACTION_SLTP) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this is a change of the position's stop orders if(event.TypeEvent()>TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketFirstOrderPosition()==req_obj.Position()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } //--- If this is a pending order removal if(req_obj.Action()==TRADE_ACTION_REMOVE) { //--- Get the list of removed pending orders list=this.m_history.GetList(ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_PENDING,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- Leave a single order with the necessary ticket in the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,req_obj.Order(),EQUAL); //--- If the order is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- If this is a pending order modification if(req_obj.Action()==TRADE_ACTION_MODIFY) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event involves any change of modified pending order parameters if(event.TypeEvent()>TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER && event.TypeEvent()<TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT) { //--- If an order ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketOrderEvent()==req_obj.Order()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } } } //--- Exit if the pending request object has been removed after checking its operation if(::CheckPointer(req_obj)==POINTER_INVALID) return; //--- Set the request activation time in the request object req_obj.SetTimeActivate(req_obj.TimeCreate()+req_obj.WaitingMSC()*(req_obj.CurrentAttempt()+1)); //--- If the current time is less than the request activation time, //--- this is not the request time - move on to the next request in the list if((long)symbol_obj.Time()<(long)req_obj.TimeActivate()) continue; //--- Set the attempt number in the request object req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()+1)); //--- Display the number of a trading attempt in the journal if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_RE_TRY_N)+(string)req_obj.CurrentAttempt()); //--- Depending on the type of action performed in the trading request switch(request.action) { //--- Opening/closing a position case TRADE_ACTION_DEAL : //--- If no ticket is present in the request structure - this is opening a position if(request.position==0) this.OpenPosition((ENUM_POSITION_TYPE)request.type,request.volume,request.symbol,request.magic,request.sl,request.tp,request.comment,request.deviation,request.type_filling); //--- If the ticket is present in the request structure - this is a position closure else this.ClosePosition(request.position,request.volume,request.comment,request.deviation); break; //--- Modify StopLoss/TakeProfit position case TRADE_ACTION_SLTP : this.ModifyPosition(request.position,request.sl,request.tp); break; //--- Close by an opposite one case TRADE_ACTION_CLOSE_BY : this.ClosePositionBy(request.position,request.position_by); break; //--- //--- Place a pending order case TRADE_ACTION_PENDING : this.PlaceOrder(request.type,request.volume,request.symbol,request.price,request.stoplimit,request.sl,request.tp,request.magic,request.comment,request.expiration,request.type_time,request.type_filling); break; //--- Modify a pending order case TRADE_ACTION_MODIFY : this.ModifyOrder(request.order,request.price,request.sl,request.tp,request.stoplimit,request.expiration,request.type_time,request.type_filling); break; //--- Remove a pending order case TRADE_ACTION_REMOVE : Print(DFUN,RequestActionDescription(req_obj.MqlRequest())); this.DeleteOrder(request.order); break; //--- default: break; } } } //+------------------------------------------------------------------+
Hier brauchen wir die Liste aller Handelsereignisse. Sie ermöglicht es uns, eine Aktivierung der schwebenden Anfrage zu definieren und dann zu entfernen. Andernfalls würde die schwebende Anfrage nach der Verwendung aller dafür zugeteilten Handelsversuche entfernt worden. Im Falle eines teilweisen Schließens einer Position beispielsweise hätte eine solche schwebenden Anfrage eine Position in Teilen nach und nach geschlossen, bis die gesamte Position vollständig geschlossen oder alle Handelsversuche genutzt worden wären. Dies ist falsch und sollte geändert werden. Deshalb definieren wir das eingetretene Handelsereignis und vergleichen es mit dem Objekt der schwebenden Handelsanfrage. Im Falle einer Übereinstimmung entfernen wir dieses Objekt als ausgeführt und informieren darüber im Journal.
In der Methode, die die Art und Weise der Fehlerbehandlung wiedergibt, verschieben wir den Fehler der fehlenden Handelserlaubnis von der Terminalseite in den Block, der die Wartezeit zurückgibt:
//+------------------------------------------------------------------+ //| Return the error handling method | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::ResultProccessingMethod(const uint result_code) { switch(result_code) { #ifdef __MQL4__ //--- Malfunctional trade operation case 9 : //--- Account disabled case 64 : //--- Invalid account number case 65 : return ERROR_CODE_PROCESSING_METHOD_DISABLE; //--- No error but result is unknown case 1 : //--- General error case 2 : //--- Old client terminal version case 5 : //--- Not enough rights case 7 : //--- Market closed case 132 : //--- Trading disabled case 133 : //--- Order is locked and being processed case 139 : //--- Buy only case 140 : //--- The number of open and pending orders has reached the limit set by the broker case 148 : //--- Attempt to open an opposite order if hedging is disabled case 149 : //--- Attempt to close a position on a symbol contradicts the FIFO rule case 150 : return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- Invalid trading request parameters case 3 : //--- Invalid price case 129 : //--- Invalid stop levels case 130 : //--- Invalid volume case 131 : //--- Not enough money to perform the operation case 134 : //--- Expirations are denied by broker case 147 : return ERROR_CODE_PROCESSING_METHOD_CORRECT; //--- Trade server is busy case 4 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- No connection to the trade server case 6 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- Too frequent requests case 8 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- No price case 136 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Broker is busy case 137 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds //--- Too many requests case 141 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Modification denied because the order is too close to market case 145 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Trade context is busy case 146 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Trade timeout case 128 : //--- Price has changed case 135 : //--- New prices case 138 : return ERROR_CODE_PROCESSING_METHOD_REFRESH; //--- MQL5 #else //--- Auto trading disabled by the server case 10026 : return ERROR_CODE_PROCESSING_METHOD_DISABLE; //--- Request canceled by a trader case 10007 : //--- Request handling error case 10011 : //--- Request expired case 10012 : //--- Trading disabled case 10017 : //--- Market closed case 10018 : //--- Order status changed case 10023 : //--- Request unchanged case 10025 : //--- Request blocked for handling case 10028 : //--- Transaction is allowed for live accounts only case 10032 : //--- The maximum number of pending orders is reached case 10033 : //--- Reached the maximum order and position volume for this symbol case 10034 : //--- Invalid or prohibited order type case 10035 : //--- Position with the specified ID already closed case 10036 : //--- A close order is already present for a specified position case 10039 : //--- The maximum number of open positions is reached case 10040 : //--- Request to activate a pending order is rejected, the order is canceled case 10041 : //--- Request is rejected, because the rule "Only long positions are allowed" is set for the symbol case 10042 : //--- Request is rejected, because the rule "Only short positions are allowed" is set for the symbol case 10043 : //--- Request is rejected, because the rule "Only closing of existing positions is allowed" is set for the symbol case 10044 : //--- Request is rejected, because the rule "Only closing of existing positions by FIFO rule is allowed" is set for the symbol case 10045 : return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- Requote case 10004 : //--- Prices changed case 10020 : return ERROR_CODE_PROCESSING_METHOD_REFRESH; //--- Invalid request case 10013 : //--- Invalid request volume case 10014 : //--- Invalid request price case 10015 : //--- Invalid request stop levels case 10016 : //--- Insufficient funds for request execution case 10019 : //--- Invalid order expiration in a request case 10022 : //--- The specified type of order execution by balance is not supported case 10030 : //--- Closed volume exceeds the current position volume case 10038 : return ERROR_CODE_PROCESSING_METHOD_CORRECT; //--- Request rejected case 10006 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds //--- No quotes to handle the request case 10021 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Too frequent requests case 10024 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Auto trading disabled by the client terminal case 10027 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- An order or a position is frozen case 10029 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- No connection to the trade server case 10031 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- Order placed case 10008 : //--- Request executed case 10009 : //--- Request executed partially case 10010 : #endif //--- "OK" default: break; } return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
Wenn wir also die Schaltfläche AutoTrading im Terminal deaktivieren und versuchen, eine Handelsanfrage zu senden, wird eine schwebende Anfrage generiert. Nach dem Aktivieren der Schaltfläche AutoTrading sollte die schwebende Anfrage aktiviert werden. Tatsächlich sollte ein solcher Fehler durch Warten auf die Aktivierung des automatisierten Handels behandelt werden, aber nur für den Fall, dass die für alle Handelsversuche vorgesehene Gesamtwartezeit noch nicht abgelaufen ist.
Bei der Fehlerkorrekturmethode entfernen wir den Codeblock, der von der Methode zurückkehrt, indem wir den "Ausgang aus der Handelsmethode"Code verwenden:
//+------------------------------------------------------------------+ //| Correct errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::RequestErrorsCorrecting(MqlTradeRequest &request, const ENUM_ORDER_TYPE order_type, const uint spread_multiplier, CSymbol *symbol_obj, CTradeObj *trade_obj) { //--- The empty error list means no errors are detected, return success int total=this.m_list_errors.Total(); if(total==0) return ERROR_CODE_PROCESSING_METHOD_OK; //--- Trading is disabled for the current account //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading on the trading server side is disabled for EAs on the current account //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading operations are disabled in the terminal //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading operations are disabled for the EA //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Disable trading on a symbol
In dem Block, der die Liste der erkannten Fehler behandelt, addieren wir die Rückgabe des 20-Sekunden-Wartecodes der Methode , wenn der Handel im Terminal oder für den EA deaktiviert ist:
//--- View the list of remaining errors and correct trading request parameters for(int i=0;i<total;i++) { int err=this.m_list_errors.At(i); if(err==NULL) continue; switch(err) { //--- Correct an invalid volume and disabling stop levels in a trading request case MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME : case MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME : case MSG_LIB_TEXT_INVALID_VOLUME_STEP : request.volume=symbol_obj.NormalizedLot(request.volume); break; case MSG_SYM_SL_ORDER_DISABLED : request.sl=0; break; case MSG_SYM_TP_ORDER_DISABLED : request.tp=0; break; //--- If unable to select the position lot, return "abort trading attempt" since the funds are insufficient even for the minimum lot case MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR : request.volume=this.CorrectVolume(request.price,order_type,symbol_obj,DFUN); if(request.volume==0) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; break; } //--- No quotes to handle the request case 10021 : trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds //--- No connection to the trade server case 10031 : trade_obj.SetResultRetcode(10031); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds //--- Proximity to the order activation level is handled by five-second waiting - during this time, the price may go beyond the freeze level case MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds //--- Trading operations are disabled in the terminal case MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED : //--- Trading operations are disabled for the EA case MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds default: break; } } //--- No errors - return ОК trade_obj.SetResultRetcode(0); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
In den ersten beiden Artikeln, die das Erstellen der schwebenden Anfragen zu offenen Positionen und Pending-Orders beschreiben, haben wir nur die vom Handelsserver erhaltenen Fehler behandelt — bei einem Fehler nach der ersten Anfrage haben wir das Objekt einer schwebenden Anfrage erstellt, und die restlichen Handelsversuche wurden vom Objekt der schwebenden Anfrage aus durchgeführt. Die Handelsmethoden umfassen auch die Vorabprüfung der Handelserlaubnis und die Gültigkeit der Parameter. Sie werden geprüft, bevor ein Handelsauftrag an den Server gesendet wird. Fehler, die bei diesen Prüfungen entdeckt wurden, wurden nicht durch schwebende Anfragen behandelt.
In diesem Artikel fügen wir den Handelsmethoden das Erstellen von schwebenden Anfragen hinzu, nachdem die Fehler vor dem Senden eines Handelsauftrags vorläufig definiert wurden. Außerdem fügen wir das Erstellen von schwebenden Anfragen zu allen Handelsmethoden hinzu, die noch nicht darüber verfügen — die Methoden zum Schließen von Positionen/zum Entfernen von Pending-Orders sowie die Methoden zur Änderung von Positionen und Pending-Orders.
Betrachten wir die Handelsmethode zur Eröffnung einer Position:
//+------------------------------------------------------------------+ //| Open a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { //--- Set the trading request result as 'true' and the error flag as "no errors" bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)type; ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type; //--- Get a symbol object by a symbol name. If failed to get CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,sl,tp,0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the volume, deviation, comment and filling type to the request structure this.m_request.volume=volume; this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling()); //--- Get the method of handling errors from the CheckErrors() method while checking for errors in the request parameters double pr=(type==POSITION_TYPE_BUY ? symbol_obj.AskLast() : symbol_obj.BidLast()); ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume,pr,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp); //--- In case of trading limitations, funds insufficiency, //--- if there are limitations by StopLevel or FreezeLevel ... if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled, set the error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.type=order_type; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.OpenPosition(type,this.m_request.volume,this.m_request.sl,this.m_request.tp,magic,comment,deviation,type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order_type); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.type=order_type; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Wie wir in der Auflistung der Methode sehen können, erstellen wir nach den Vorabprüfungen auf Berechtigungen und Fehler in der Handelsanordnung sowie nach der Rückkehr des "wait and repeat"-Codes aus der Fehlerüberprüfungsmethode hier eine schwebenden Anfrage mit den aktuell in der Struktur der Handelsanfrage vorhandenen Parametern und verlassen die Handelsmethode. Danach übernimmt das Objekt der schwebenden Anfrage. Es sendet die in seinen Parametern spezifizierten Handelsanfrage so oft, wie in der Anzahl der Versuche festgelegt ist.
Wenn die anfängliche Prüfung bestanden ist, wird der Handelsauftrag an den Server gesendet. Als Nächstes wird der Return-Code des Handelsservers geprüft. Wenn das Ergebnis "wait and repeat" lautet, wird ein Pending-Order generiert und die Handelsmethode beendet. Weitere Handelsversuche werden von dem neu erstellten Objekt der schwebenden Anfrage aus durchgeführt.
Die gesamte Operationslogik das Erzeugen der Objekte der schwebenden Anfragen ist in allen Handelsmethoden festgelegt. Wir werden nur einen Blick auf die Auflistung dieser Methoden werfen, wobei der Block für die Erstellung einer Pending-Order nach der anfänglichen Prüfung und der Block für die Erstellung einer Pending Order nach Erhalt eines Handelsserver-Fehlers farblich hervorgehoben sind. Die folgenden Elemente sind zum Selbststudium vorgesehen:
Die Methode zur Änderung von Stop-Orders einer offenen Position:
//+------------------------------------------------------------------+ //| Modify a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- Get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,(sl==WRONG_VALUE ? order.StopLoss() : sl),(tp==WRONG_VALUE ? order.TakeProfit() : tp),0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- If there are trading limitations, there are StopLevel/FreezeLevel limitations - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure this.m_request.action=TRADE_ACTION_SLTP; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.ModifyPosition(ticket,this.m_request.sl,this.m_request.tp); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true)); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true)); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request - //--- set the last error code to the return structure and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure this.m_request.action=TRADE_ACTION_SLTP; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Die Methode, eine Position zu schließen:
//+------------------------------------------------------------------+ //| Close a position in full | //+------------------------------------------------------------------+ bool CTrading::ClosePosition(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); //--- If failed to get the symbol object, display the message and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- Write a deviation and a comment to the request structure this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); //--- If there are trading limitations, //--- there are limitations on FreezeLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol, ticket and volume to the request structure this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.volume=volume; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=(volume==WRONG_VALUE ? trade_obj.ClosePosition(ticket,comment,deviation) : trade_obj.ClosePositionPartially(ticket,volume,comment,deviation)); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder()); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol, ticket and volume to the request structure this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.volume=volume; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Die Methode, um eine Position durch eine entgegengesetzte zu schließen:
//+------------------------------------------------------------------+ //| Close a position by an opposite one | //+------------------------------------------------------------------+ bool CTrading::ClosePositionBy(const ulong ticket,const ulong ticket_by) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE_BY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- trading object of a closed position CTradeObj *trade_obj_pos=this.GetTradeObjByPosition(ticket,DFUN); if(trade_obj_pos==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } if(!this.m_account.IsHedge()) { trade_obj_pos.SetResultRetcode(MSG_ACC_UNABLE_CLOSE_BY); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- check the presence of an opposite position if(!this.CheckPositionAvailablity(ticket_by,DFUN)) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_POSITION_BY_ALREADY_CLOSED); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- trading object of an opposite position CTradeObj *trade_obj_pos_by=this.GetTradeObjByPosition(ticket_by,DFUN); if(trade_obj_pos_by==NULL) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- If a symbol of a closed position is not equal to an opposite position's one, inform of that and exit if(symbol_obj.Name()!=trade_obj_pos_by.GetSymbol()) { trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj_pos.SetResultRetcode(10021); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- If there are trading limitations, there are FreezeLevel limitations - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj_pos,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj_pos.SetResultRetcode(code); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj_pos.SetResultRetcode(code); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol and tickets of two positions to the request structure this.m_request.action=TRADE_ACTION_CLOSE_BY; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.position_by=ticket_by; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj_pos.ClosePositionBy(ticket,ticket_by); //--- If the request is successful, play the success sound set for a symbol trading object for this type of trading operation if(res || trade_obj_pos.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj_pos.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj_pos.GetResultRetcode())); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,(int)order.TypeOrder()); method=this.ResultProccessingMethod(trade_obj_pos.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj_pos.SpreadMultiplier(),symbol_obj,trade_obj_pos); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol and tickets of two positions to the request structure this.m_request.action=TRADE_ACTION_CLOSE_BY; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.position_by=ticket_by; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Die Methode für das Platzieren einer Pending-Order:
//+------------------------------------------------------------------+ //| Place a pending order | //+------------------------------------------------------------------+ template<typename PS,typename PL,typename SL,typename TP> bool CTrading::PlaceOrder(const ENUM_ORDER_TYPE order_type, const double volume, const string symbol, const PS price_stop, const PL price_limit=0, const SL sl=0, const TP tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type; //--- Get a symbol object by a symbol name CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- Get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,price_stop,sl,tp,price_limit,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the volume, comment, as well as expiration and filling types to the request structure this.m_request.volume=volume; this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : trade_obj.GetTypeExpiration()); this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling()); //--- In case of trading limitations, funds insufficiency, //--- there are limitations on StopLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume, this.m_request.price, action, order_type, symbol_obj, trade_obj, DFUN, this.m_request.stoplimit, this.m_request.sl, this.m_request.tp); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the request ID to the magic number, while a symbol name is set in the request structure, //--- trading operation and order types uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.symbol=symbol_obj.Name(); this.m_request.action=TRADE_ACTION_PENDING; this.m_request.type=order_type; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.SetOrder(order_type, this.m_request.volume, this.m_request.price, this.m_request.sl, this.m_request.tp, this.m_request.stoplimit, magic, comment, this.m_request.expiration, this.m_request.type_time, this.m_request.type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order_type); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the request ID to the magic number, while a symbol name is set in the request structure, //--- trading operation and order types uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.symbol=symbol_obj.Name(); this.m_request.action=TRADE_ACTION_PENDING; this.m_request.type=order_type; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Die Methode zur Änderung einer Pending-Order:
//+------------------------------------------------------------------+ //| Modify a pending order | //+------------------------------------------------------------------+ template<typename PS,typename PL,typename SL,typename TP> bool CTrading::ModifyOrder(const ulong ticket, const PS price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL limit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type, (price>0 ? price : order.PriceOpen()), (sl>0 ? sl : sl<0 ? order.StopLoss() : 0), (tp>0 ? tp : tp<0 ? order.TakeProfit() : 0), (limit>0 ? limit : order.PriceStopLimit()), DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the filling type, as well as expiration date and type to the request structure this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : order.TypeFilling()); this.m_request.expiration=(expiration>WRONG_VALUE ? expiration : order.TimeExpiration()); this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : order.TypeTime()); //--- If there are trading limitations, //--- StopLevel or FreezeLevel limitations, play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,this.m_request.price,action,order_type,symbol_obj,trade_obj,DFUN,this.m_request.stoplimit,this.m_request.sl,this.m_request.tp,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_MODIFY; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.ModifyOrder(ticket,price,sl,tp,limit,expiration,type_time,type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_MODIFY; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Die Methode zum Entfernen einer Pending-Order:
//+------------------------------------------------------------------+ //| Remove a pending order | //+------------------------------------------------------------------+ bool CTrading::DeleteOrder(const ulong ticket) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- If there are trading limitations, //--- there are limitations on FreezeLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_REMOVE; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.DeleteOrder(ticket); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder()); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_REMOVE; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Wie wir aus der Auflistung der Methoden sehen können, sind fast alle Blöcke zur Erstellung von schwebenden Anfragen ähnlich und beinhalten das Ausfüllen der Struktur der Handelsanfragen, die Festlegung der Anzahl der Handelsversuche, die Erstellung einer schwebenden Anfrage und das Verlassen der Handelsmethode. Danach übernehmen die Objekte der schwebenden Anfragen aus dem oben besprochenen Timer der Klasse.
Dies sind alle Änderungen in der Handelsklasse, die für die Durchführung der Arbeit mit den schwebenden Anfragen erforderlich sind.
Da die Methode OnInit() nun den zusätzlichen Parameter in der Handelsklasse (den Zeiger auf das Objekt der Klasse der Kollektion der Handelsereignisse) akzeptiert, sollte dieser Parameter dort übergeben werden.
Dies geschieht in der Klasse CEngine der Bibliothek.
Öffnen wir die Datei Engine.mqh und ergänzen die Methode TradingOnInit():
//--- Pass the pointers to all the necessary collections to the trading class void TradingOnInit(void) { this.m_trading.OnInit(this.GetAccountCurrent(),m_symbols.GetObject(),m_market.GetObject(),m_history.GetObject(),m_events.GetObject()); }
Hier rufen wir die Methode OnInit() der Handelsklasse CTrading auf, wobei der Zeiger auf die Klasse der Kollektion mit den Handelsereignissen als letzter Parameter an die Handelsklasse übergeben wird.
Tests
Um die Objekte der schwebenden Anfragen zu testen, können wir den EA aus dem vorherigen Artikel ohne Änderungen verwenden.
Aber wir werden ihn trotzdem im neuen Verzeichnis \MQL5\Experts\TestDoEasy\Part28\ unter dem Namen TestDoEasyPart28.mq5 speichern.
Hier erfahren wir, was wir tun werden, um schwebende Anfragen zu prüfen:
Wir deaktivieren die Schaltfläche AutoTrading im Terminal und klicken auf die Schaltfläche zur Eröffnung der Position im Testhandelspanel des EA. Wir holen uns den Fehler beim Senden einer Handelsanfrage und der entsprechenden Journaleinträge, einschließlich desjenigen über Erzeugung einer schwebenden Anfrage.
Wir aktivieren wieder die Schaltfläche AutoTrading und warten bis zum Zeitpunkt des wiederholten Handelsversuchs (die Zeit von 20 Sekunden wird eingestellt, falls der Handel durch das Terminal deaktiviert wird). Wenn der Zeitpunkt des nächsten Versuchs gekommen ist, wird eine Position eröffnet, der entsprechende Journaleintrag erscheint zusammen mit demjenigen, der darüber informiert, dass die schwebende Anfrage ihre Arbeit abgeschlossen hat und entfernt wurde:
2019.12.12 15:36:17.878 automated trading is disabled 2019.12.12 15:36:23.206 CTrading::OpenPosition<uint,uint>: Invalid request: 2019.12.12 15:36:23.206 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 15:36:23.206 Correction of trade request parameters ... 2019.12.12 15:36:23.207 Pending request created #1: 2019.12.12 15:36:23.207 ================== Pending trade request's parameters ================== 2019.12.12 15:36:23.207 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 15:36:23.207 - Trade request ID: #1 2019.12.12 15:36:23.207 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 15:36:23.207 - Request creation time: 2019.12.12 10:36:23.006 2019.12.12 15:36:23.207 - Price at time of request create: : 1.11353 2019.12.12 15:36:23.207 - Request activation time: 2019.12.12 10:36:43.006 2019.12.12 15:36:23.207 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 15:36:23.207 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 15:36:23.207 - Total trade attempts: 5 2019.12.12 15:36:23.207 ================== Trade request's parameters ================== 2019.12.12 15:36:23.207 - Trade operation type: Place market order 2019.12.12 15:36:23.207 - Trade symbol: EURUSD 2019.12.12 15:36:23.207 - Requested volume for a deal in lots: 0.10 2019.12.12 15:36:23.207 - Price: 1.11356 2019.12.12 15:36:23.207 - Stop Loss level of the order: 1.11206 2019.12.12 15:36:23.207 - Take Profit level of the order: 1.11506 2019.12.12 15:36:23.207 - Maximal deviation from the price: 5 2019.12.12 15:36:23.207 - Order type: Market-order Buy 2019.12.12 15:36:23.207 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 15:36:23.207 - Magic number: 25821307 2019.12.12 15:36:23.207 - Order comment: "TestDoEasyPart28 by DoEasy" 2019.12.12 15:36:23.207 ================== 2019.12.12 15:36:23.207 2019.12.12 15:36:26.845 automated trading is enabled 2019.12.12 15:36:43.536 Retry trading attempt #1 2019.12.12 15:36:43.883 - Position is open: 2019.12.12 10:36:43.797 - 2019.12.12 15:36:43.883 EURUSD Opened 0.10 Buy #494348590 [0.10 Market-order Buy #494348590] at price 1.11354, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1 2019.12.12 15:36:43.883 OnDoEasyEvent: Position is open 2019.12.12 15:36:44.101 Trade request ID: #1: Pending request deleted due to execution
Nachdem die Position geöffnet wurde, deaktivieren wir die Schaltfläche für das AutoTrading des Terminals wieder und klicken auf die Schaltfläche zum Schließen der Position im Testhandelspanel des EA. Wir holen uns den Fehler und die entsprechenden Journaleinträge, einschließlich desjenigen über das Erstellen einer schwebenden Anfrage.
Dann aktivieren wir die Schaltfläche AutoTrading wieder und warten bis zum Zeitpunkt des nächsten Handelsversuchs. Wenn der Zeitpunkt des nächsten Versuchs gekommen ist, wird die zuvor eröffnete Position geschlossen, der entsprechende Journaleintrag erscheint zusammen mit demjenigen, der darüber informiert, dass die schwebende Anfrage seine Arbeit abgeschlossen hat und entfernt wurde:
2019.12.12 15:37:02.347 automated trading is disabled 2019.12.12 15:37:06.566 CTrading::ClosePosition: Invalid request: 2019.12.12 15:37:06.566 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 15:37:06.566 Correction of trade request parameters ... 2019.12.12 15:37:06.566 Pending request created #1: 2019.12.12 15:37:06.566 ================== Pending trade request's parameters ================== 2019.12.12 15:37:06.566 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 15:37:06.566 - Trade request ID: #1 2019.12.12 15:37:06.566 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 15:37:06.566 - Request creation time: 2019.12.12 10:37:03.586 2019.12.12 15:37:06.566 - Price at time of request create: : 1.11351 2019.12.12 15:37:06.566 - Request activation time: 2019.12.12 10:37:23.586 2019.12.12 15:37:06.566 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 15:37:06.566 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 15:37:06.566 - Total trade attempts: 5 2019.12.12 15:37:06.566 ================== Trade request's parameters ================== 2019.12.12 15:37:06.566 - Trade operation type: Place market order 2019.12.12 15:37:06.566 - Trade symbol: EURUSD 2019.12.12 15:37:06.566 - Requested volume for a deal in lots: Value not set 2019.12.12 15:37:06.566 - Price: 1.11354 2019.12.12 15:37:06.566 - Stop Loss level of the order: 1.11206 2019.12.12 15:37:06.566 - Take Profit level of the order: 1.11506 2019.12.12 15:37:06.566 - Maximal deviation from the price: 5 2019.12.12 15:37:06.566 - Order type: Market-order Buy 2019.12.12 15:37:06.566 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 15:37:06.566 - Magic number: 0 2019.12.12 15:37:06.566 - Order comment: "TestDoEasyPart28 by DoEasy" 2019.12.12 15:37:06.566 ================== 2019.12.12 15:37:06.566 2019.12.12 15:37:11.611 automated trading is enabled 2019.12.12 15:37:25.196 Retry trading attempt #1 2019.12.12 15:37:25.679 - Position closed: 2019.12.12 10:36:43.797 - 2019.12.12 15:37:25.679 EURUSD Closed Buy #494348590 [0.10 Market-order Sell #494348941] at price 1.11349, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1, Profit -0.50 USD 2019.12.12 15:37:25.679 OnDoEasyEvent: Position closed 2019.12.12 15:37:25.838 Trade request ID: #1: Pending request deleted due to execution
Nun überprüfen wir die Arbeit von mehreren Handelsaufträgen auf einmal.
Wir deaktivieren den Autohandel und klicken auf die Schaltflächen, um die Pending-Orders einzeln zu platzieren. Nach jedem Platzieren einer Order erhalten wir die Fehlermeldung Pending request creation entry und deren Parameter.
Als Nächstes aktivieren wir den Autohandel im Terminal. Sobald der Zeitpunkt des nächsten Versuchs jeder der schwebenden Handelsanfragen kommt, wird die Meldung mit der Nummer des Versuchs von jeder Anfrage zusammen mit der Meldung über die erfolgreiche Platzierung jeder Order angezeigt.
Als Nächstes wird jede schwebende Handelsanfrage entfernt und die entsprechenden Nachrichten werden im Journal angezeigt:
2019.12.12 17:47:16.774 automated trading is disabled 2019.12.12 17:47:20.297 CTrading::PlaceOrder<uint,int,uint,uint>: Invalid request: 2019.12.12 17:47:20.297 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:47:20.298 Correction of trade request parameters ... 2019.12.12 17:47:20.298 Pending request created #1: 2019.12.12 17:47:20.298 ================== Pending trade request's parameters ================== 2019.12.12 17:47:20.298 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:47:20.298 - Trade request ID: #1 2019.12.12 17:47:20.298 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:47:20.298 - Request creation time: 2019.12.12 12:47:18.719 2019.12.12 17:47:20.298 - Price at time of request create: : 1.11293 2019.12.12 17:47:20.298 - Request activation time: 2019.12.12 12:47:38.719 2019.12.12 17:47:20.298 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:47:20.298 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:47:20.298 - Total trade attempts: 5 2019.12.12 17:47:20.298 ================== Trade request's parameters ================== 2019.12.12 17:47:20.298 - Trade operation type: Place pending order 2019.12.12 17:47:20.298 - Trade symbol: EURUSD 2019.12.12 17:47:20.298 - Requested volume for a deal in lots: 0.10 2019.12.12 17:47:20.298 - Price: 1.11343 2019.12.12 17:47:20.298 - StopLimit level of the order: Value not set 2019.12.12 17:47:20.298 - Stop Loss level of the order: 1.11493 2019.12.12 17:47:20.298 - Take Profit level of the order: 1.11193 2019.12.12 17:47:20.298 - Order type: Pending order Sell Limit 2019.12.12 17:47:20.298 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 17:47:20.298 - Order expiration type: Good till cancel order 2019.12.12 17:47:20.298 - Order expiration time: Value not set 2019.12.12 17:47:20.298 - Magic number: 27525243 2019.12.12 17:47:20.298 - Order comment: "Pending order SellLimit" 2019.12.12 17:47:20.298 ================== 2019.12.12 17:47:20.298 2019.12.12 17:47:24.514 Pending request created #2: 2019.12.12 17:47:24.514 ================== Pending trade request's parameters ================== 2019.12.12 17:47:24.514 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:47:24.514 - Trade request ID: #2 2019.12.12 17:47:24.514 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:47:24.514 - Request creation time: 2019.12.12 12:47:23.638 2019.12.12 17:47:24.514 - Price at time of request create: : 1.11296 2019.12.12 17:47:24.514 - Request activation time: 2019.12.12 12:47:43.638 2019.12.12 17:47:24.514 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:47:24.514 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:47:24.514 - Total trade attempts: 5 2019.12.12 17:47:24.514 ================== Trade request's parameters ================== 2019.12.12 17:47:24.514 - Trade operation type: Place pending order 2019.12.12 17:47:24.514 - Trade symbol: EURUSD 2019.12.12 17:47:24.514 - Requested volume for a deal in lots: 0.10 2019.12.12 17:47:24.514 - Price: 1.11251 2019.12.12 17:47:24.514 - StopLimit level of the order: Value not set 2019.12.12 17:47:24.514 - Stop Loss level of the order: 1.11101 2019.12.12 17:47:24.514 - Take Profit level of the order: 1.11401 2019.12.12 17:47:24.514 - Order type: Pending order Buy Limit 2019.12.12 17:47:24.514 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 17:47:24.514 - Order expiration type: Good till cancel order 2019.12.12 17:47:24.514 - Order expiration time: Value not set 2019.12.12 17:47:24.514 - Magic number: 39387259 2019.12.12 17:47:24.514 - Order comment: "Pending order BuyLimit" 2019.12.12 17:47:24.514 ================== 2019.12.12 17:47:24.514 2019.12.12 17:47:29.167 automated trading is enabled 2019.12.12 17:47:45.796 Retry trading attempt #1 2019.12.12 17:47:46.045 Retry trading attempt #1 2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.319 - 2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1 2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.162 - 2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2 2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed 2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed 2019.12.12 17:47:46.505 Trade request ID: #2: Pending request deleted due to execution 2019.12.12 17:47:46.505 Trade request ID: #1: Pending request deleted due to execution
Versuchen wir nun, beide Pending-Orders auf einmal zu entfernen.
Wir deaktivieren den Autohandel im Terminal und klicken auf die Schaltfläche zum Entfernen aller Pending-Orders auf dem Testhandelspanel des EAs (Delete pending). Wir erhalten die Fehlermeldung, gefolgt von den Einträgen über das Erstellen der Pending-Order , sowie deren Parameter für jede der entfernten Orders.
Als Nächstes aktivieren wir den Autohandel im Terminal. Sobald der Zeitpunkt des nächsten Versuchs jeder der ausstehenden Handelsanfragen kommt, wird die Meldung mit der Versuchsnummer jeder Anfrage zusammen mit der Meldung über das erfolgreiche Entfernen jeder Order angezeigt.
Als Nächstes wird jede schwebende Handelsanfrage entfernt, und die entsprechenden Nachrichten werden ins Journal geschrieben:
2019.12.12 17:47:57.310 automated trading is disabled 2019.12.12 17:48:03.105 CTrading::DeleteOrder: Invalid request: 2019.12.12 17:48:03.105 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:48:03.105 Correction of trade request parameters ... 2019.12.12 17:48:03.105 Pending request created #1: 2019.12.12 17:48:03.106 ================== Pending trade request's parameters ================== 2019.12.12 17:48:03.106 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:48:03.106 - Trade request ID: #1 2019.12.12 17:48:03.106 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:48:03.106 - Request creation time: 2019.12.12 12:48:00.305 2019.12.12 17:48:03.106 - Price at time of request create: : 1.11300 2019.12.12 17:48:03.106 - Request activation time: 2019.12.12 12:48:20.305 2019.12.12 17:48:03.106 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:48:03.106 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:48:03.106 - Total trade attempts: 5 2019.12.12 17:48:03.106 ================== Trade request's parameters ================== 2019.12.12 17:48:03.106 - Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:03.106 - Order ticket: 494419747 2019.12.12 17:48:03.106 ================== 2019.12.12 17:48:03.106 2019.12.12 17:48:03.106 CTrading::DeleteOrder: Invalid request: 2019.12.12 17:48:03.106 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:48:03.106 Correction of trade request parameters ... 2019.12.12 17:48:03.106 Pending request created #2: 2019.12.12 17:48:03.106 ================== Pending trade request's parameters ================== 2019.12.12 17:48:03.106 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:48:03.106 - Trade request ID: #2 2019.12.12 17:48:03.106 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:48:03.106 - Request creation time: 2019.12.12 12:48:00.305 2019.12.12 17:48:03.106 - Price at time of request create: : 1.11300 2019.12.12 17:48:03.106 - Request activation time: 2019.12.12 12:48:20.305 2019.12.12 17:48:03.106 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:48:03.106 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:48:03.106 - Total trade attempts: 5 2019.12.12 17:48:03.106 ================== Trade request's parameters ================== 2019.12.12 17:48:03.106 - Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:03.106 - Order ticket: 494419742 2019.12.12 17:48:03.106 ================== 2019.12.12 17:48:03.106 2019.12.12 17:48:09.073 automated trading is enabled 2019.12.12 17:48:24.428 Retry trading attempt #1 2019.12.12 17:48:24.428 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:24.593 Retry trading attempt #1 2019.12.12 17:48:24.593 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.319 - 2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1 2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.162 - 2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2 2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed 2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed 2019.12.12 17:48:25.024 Trade request ID: #2: Pending request deleted due to execution 2019.12.12 17:48:25.024 Trade request ID: #1: Pending request deleted due to execution
Gemäß den Kontrollmeldungen im Journal werden schwebende Handelsanfragen wie geplant aktiviert und nach Abschluss der Arbeit entfernt.
Dies ist nicht die endgültige Version der Objekte der schwebenden Anfragen.
Stattdessen ist dies nur eine Überprüfung des vorgestellten Konzepts für MQL5 auf einem Hedging-Konto.
Bitte beachten Sie:
Verwenden Sie die Ergebnisse der Handelsklasse mit den im Artikel beschriebenen schwebenden Anträgen und dem beigefügten Test EA nicht im realen Handel!Alle Tests wurden ausschließlich auf einem Hedging-Konto durchgeführt.
Der Artikel, die Begleitmaterialien und die Ergebnisse sind nur als Test für das Konzept der schwebenden Anträge gedacht. In seinem gegenwärtigen Zustand ist er kein fertiges Produkt und in keiner Weise für den realen Handel bestimmt. Stattdessen ist es nur für den Demo-Modus oder den Tester gedacht.
Was kommt als Nächstes?
Im nächsten Artikel fassen wir das Testkonzept der Arbeit mit den schwebenden Handelsanfragen zusammen. Wir werden ein Objekt der schwebenden Anfrage in einer eigenen Klasse integrieren, die es ermöglicht, die Funktionalität für die Arbeit mit schwebenden Handelsanfragen bequem zu erweitern.
Alle Dateien der aktuellen Version der Bibliothek sind unten zusammen mit den Dateien der Test-EAs angehängt, die Sie testen und herunterladen können.
Stellen Sie Ihre Fragen, Kommentare und Vorschläge in den Kommentaren.
Frühere Artikel dieser Serie:
Teil 1. Konzept, Datenverwaltung.
Teil 2. Erhebung (Collection) historischer Aufträge und Deals.
Teil 3. Erhebung (Collection) von Marktorders und Positionen, Organisieren der Suche
Teil 4. Handelsereignisse. Konzept
Teil 5. Klassen und Kollektionen von Handelsereignissen. Senden von Ereignissen an das Programm
Teil 6. Ereignisse auf Netting-Konten
Teil 7. Ereignis der Aktivierung einer StopLimit-Order, Vorbereiten der Funktionsweise bei Änderungen von Orders und Positionen
Teil 8. Ereignisse von Änderungen von Orders und Positionen
Teil 9. Kompatibilität mit MQL4 — Datenvorbereitung
Teil 10. Kompatibilität mit MQL4 - Ereignisse der Positionseröffnung und Aktivierung von Pending-Orders
Teil 11. Kompatibilität mit MQL4 - Ereignisse des Schließens von Positionen
Teil 12. Objektklasse "Account" und die Kollektion von Konto-Objekten
Teil 13. Das Objekt der Kontoereignisse
Teil 14. Das Symbolobjekt
Teil 15. Die Kollektion der Symbolobjekte
Teil 16. Ereignisse der Kollektionssymbole
Teil 17. Interaktivität von Bibliotheksobjekten
Teil 18. Interaktivität des Kontos und aller anderen Bibliotheksobjekt
Teil 19. Klassenbibliothek für Nachrichten
Teil 20. Erstellen und Speichern von Programmressourcen
Teil 21. Handelsklassen - Plattformübergreifendes Basis-Handelsobjekt
Teil 22. Handelsklassen - Basisklasse des Handels, Verifikation der Einschränkungen
Teil 23. Handelsklasse - Basisklasse des Handels, Verifikation der Parameter
Teil 24. Trading classes - Handelsklassen, automatische Korrektur ungültiger Parametern
Teil 25. Handelsklassen - Basisklasse des Handels, Behandlung der Fehlermeldungen vom Server
Teil 26. Arbeiten mit schwebenden Handelsanfragen - erste Implementation (Öffnen von Positionen)
Teil 27. Arbeiten mit Handelsanfragen - platzieren von Pending-Orders
Übersetzt aus dem Russischen von MetaQuotes Ltd.
Originalartikel: https://www.mql5.com/ru/articles/7438
Warnung: Alle Rechte sind von MetaQuotes Ltd. vorbehalten. Kopieren oder Vervielfältigen untersagt.
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