Automating Trading Strategies in MQL5 (Part 18): Envelopes Trend Bounce Scalping - Core Infrastructure and Signal Generation (Part I)
MetaTrader 5
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Trading
| 2 June 2025, 11:38
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Introduction
In our previous article (Part 17), we automated the Grid-Mart Scalping Strategy with a dynamic dashboard for real-time trade monitoring. In Part 18, we begin automating the Envelopes Trend Bounce Scalping Strategy in MetaQuotes Language 5 (MQL5), developing the Expert Advisor’s core infrastructure and signal generation logic. We will cover the following topics:
By the end, you’ll have a solid foundation for scalping trend bounces, ready for trade execution in the next part—let’s dive in!
Understanding the Strategy
The Envelopes Trend Bounce Scalping Strategy uses the Envelopes indicator, which creates upper and lower bands around a moving average with a set deviation (e.g., 0.1% to 1.4%), to identify price reversals for scalping small profits. It generates buy signals when the price touches the lower band in an uptrend and sell signals when it hits the upper band in a downtrend, confirmed by trend filters like a 200-period Exponential Moving Average (EMA) or 8-period Relative Strength Index (RSI). This strategy works well in trending markets but requires strict risk management to avoid false signals in ranging conditions, and we will take care of that.
Our implementation plan involves building a program to automate this strategy by initializing Envelopes and trend indicators, detecting bounce signals, and setting up robust signal validation. We will use modular functions to calculate band interactions and filter trades, ensuring precision in high-frequency scalping. Risk controls, such as maximum trade frequency and signal confirmation, will maintain reliability across market conditions. In a nutshell, here is a visualization of what we aim to achieve.
Implementation in MQL5
To create the program in MQL5, open the MetaEditor, go to the Navigator, locate the Experts folder, click on the "New" tab, and follow the prompts to create the file. Once it is made, in the coding environment, we will need to declare some global variables and inputs that we will use throughout the program.
//+------------------------------------------------------------------+ //| Envelopes Trend Bounce Scalping Strategy EA | //| Copyright 2025, Allan Munene Mutiiria. | //| https://t.me/Forex_Algo_Trader | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, Allan Munene Mutiiria." #property link "https://t.me/Forex_Algo_Trader" #property version "1.00" #property strict //--- Enable strict compilation for MQL5 compatibility //--- Include trade operations library #include <Trade\Trade.mqh> //--- Import MQL5 trade functions for order execution //--- Input parameters for user configuration input string OrderComment = __FILE__; // Comment to orders input int MagicNumber = 123456789; // Unique identifier for EA orders double PipPointOverride = 0; //--- Override pip point value manually (0 for auto-detection) input int MaxDeviationSlippage = 10; //--- Set maximum slippage in points for trades bool AllowManualTPSLChanges = true; //--- Permit manual adjustment of TP and SL lines on chart bool OneQuotePerBar = false; //--- Process only first tick per bar if true to limit trades bool AlertOnError = false; //--- Trigger MetaTrader alerts for errors bool NotificationOnError = false; //--- Send push notifications for errors bool EmailOnError = true; //--- Send email notifications for errors bool DisplayOnChartError = true; //--- Show error messages on chart bool DisplayOrderInfo = false; //--- Show order details on chart if enabled ENUM_TIMEFRAMES DisplayOrderDuringTimeframe = PERIOD_M1; //--- Set timeframe for order info display (default: M1) input string CComment = __FILE__; //--- Add secondary comment (default: file name) //--- Global variables for EA functionality double PipPoint = 0.0001; //--- Initialize pip point (default for 4-digit symbols) uint OrderFillingType = -1; //--- Store order filling type (FOK, IOC, or Return) uint AccountMarginMode = -1; //--- Store account margin mode (Netting or Hedging) bool StopEA = false; //--- Pause EA operations if true double UnitsOneLot = 100000; //--- Define standard lot size (100,000 units for forex) int IsDemoLiveOrVisualMode = false; //--- Flag demo, live, or visual backtest mode string Error; //--- Hold current error message string ErrorPreviousQuote; //--- Hold previous quote's error message string OrderInfoComment; //--- Store order information comments
We start by setting up the core infrastructure for our program, focusing on libraries, user inputs, and global variables for signal generation. We include the "Trade.mqh" library using the #include directive for trade operations. We define inputs like "OrderComment", "MagicNumber" (123456789), "PipPointOverride", and "MaxDeviationSlippage" (10), plus booleans "AllowManualTPSLChanges" (true), "EmailOnError" (true), and "DisplayOrderDuringTimeframe" ("PERIOD_M1").
We initialize globals like "PipPoint" (0.0001), "OrderFillingType", "AccountMarginMode", "StopEA" (false), and "UnitsOneLot" (100,000), along with "Error" and "OrderInfoComment" for error and order tracking, laying the groundwork for indicator setup. We can now define some constants and enumerations that we will use too.
//--- Define constants for order types #define OP_BUY 0 //--- Represent Buy order type #define OP_SELL 1 //--- Represent Sell order type //--- Define constants for market data retrieval #define MODE_TIME 5 //--- Retrieve symbol time #define MODE_BID 9 //--- Retrieve Bid price #define MODE_ASK 10 //--- Retrieve Ask price #define MODE_POINT 11 //--- Retrieve point size #define MODE_DIGITS 12 //--- Retrieve digit count #define MODE_SPREAD 13 //--- Retrieve spread #define MODE_STOPLEVEL 14 //--- Retrieve stop level #define MODE_LOTSIZE 15 //--- Retrieve lot size #define MODE_TICKVALUE 16 //--- Retrieve tick value #define MODE_TICKSIZE 17 //--- Retrieve tick size #define MODE_SWAPLONG 18 //--- Retrieve swap long #define MODE_SWAPSHORT 19 //--- Retrieve swap short #define MODE_STARTING 20 //--- Unused, return 0 #define MODE_EXPIRATION 21 //--- Unused, return 0 #define MODE_TRADEALLOWED 22 //--- Unused, return 0 #define MODE_MINLOT 23 //--- Retrieve minimum lot #define MODE_LOTSTEP 24 //--- Retrieve lot step #define MODE_MAXLOT 25 //--- Retrieve maximum lot #define MODE_SWAPTYPE 26 //--- Retrieve swap mode #define MODE_PROFITCALCMODE 27 //--- Retrieve profit calculation mode #define MODE_MARGINCALCMODE 28 //--- Unused, return 0 #define MODE_MARGININIT 29 //--- Unused, return 0 #define MODE_MARGINMAINTENANCE 30 //--- Unused, return 0 #define MODE_MARGINHEDGED 31 //--- Unused, return 0 #define MODE_MARGINREQUIRED 32 //--- Unused, return 0 #define MODE_FREEZELEVEL 33 //--- Retrieve freeze level //--- Define string conversion macros #define CharToStr CharToString //--- Convert char to string #define DoubleToStr DoubleToString //--- Convert double to string #define StrToDouble StringToDouble //--- Convert string to double #define StrToInteger (int)StringToInteger //--- Convert string to integer #define StrToTime StringToTime //--- Convert string to datetime #define TimeToStr TimeToString //--- Convert datetime to string #define StringGetChar StringGetCharacter //--- Get character from string #define StringSetChar StringSetCharacter //--- Set character in string //--- Define enumerations for order grouping enum ORDER_GROUP_TYPE { Single=1, //--- Group as single order SymbolOrderType=2, //--- Group by symbol and order type Basket=3, //--- Group all orders as a basket SymbolCode=4 //--- Group by symbol }; //--- Define enumerations for profit calculation enum ORDER_PROFIT_CALCULATION_TYPE { Pips=1, //--- Calculate profit in pips Money=2, //--- Calculate profit in currency EquityPercentage=3 //--- Calculate profit as equity percentage }; //--- Define enumerations for CRUD operations enum CRUD { NoAction=0, //--- Perform no action Created=1, //--- Create item Updated=2, //--- Update item Deleted=3 //--- Delete item };
Here, we enhance the program by defining constants, macros, and enumerations to streamline order handling and data retrieval. We start with constants like "OP_BUY" (0) and "OP_SELL" (1) to represent order types, and a series of "MODE_" constants (e.g., "MODE_BID" = 9, "MODE_ASK" = 10) to fetch market data such as bid/ask prices, spreads, and lot sizes. We also define string conversion macros, such as CharToString and DoubleToString, to simplify data type conversions.
Next, we create the "ORDER_GROUP_TYPE" enumeration to categorize orders (e.g., "Single" = 1, "SymbolOrderType" = 2), the "ORDER_PROFIT_CALCULATION_TYPE" enumeration for profit metrics ("Pips" = 1, "Money" = 2), and the "CRUD" enumeration to manage operations ("Created" = 1, "Updated" = 2). These definitions will ensure consistent data handling and support modular signal generation for the program. We can then define some helper functions as follows.
//--- Copy single indicator buffer value double CopyBufferOneValue(int handle, int index, int shift) { double buf[]; //--- Declare array for buffer data //--- Copy one value from indicator buffer if(CopyBuffer(handle, index, shift, 1, buf) > 0) return(buf[0]); //--- Return buffer value return EMPTY_VALUE; //--- Return EMPTY_VALUE on failure } //--- Retrieve current Ask price double Ask_LibFunc() { MqlTick last_tick; //--- Declare tick data structure SymbolInfoTick(_Symbol, last_tick); //--- Fetch latest tick for symbol return last_tick.ask; //--- Return Ask price } //--- Retrieve current Bid price double Bid_LibFunc() { MqlTick last_tick; //--- Declare tick data structure SymbolInfoTick(_Symbol, last_tick); //--- Fetch latest tick for symbol return last_tick.bid; //--- Return Bid price } //--- Retrieve account equity double AccountEquity_LibFunc() { return AccountInfoDouble(ACCOUNT_EQUITY); //--- Return current equity } //--- Retrieve account free margin double AccountFreeMargin_LibFunc() { return AccountInfoDouble(ACCOUNT_MARGIN_FREE); //--- Return free margin } //--- Retrieve market information for a symbol double MarketInfo_LibFunc(string symbol, int type) { switch(type) { //--- Handle requested info type case MODE_LOW: return(SymbolInfoDouble(symbol, SYMBOL_LASTLOW)); //--- Return last low price case MODE_HIGH: return(SymbolInfoDouble(symbol, SYMBOL_LASTHIGH)); //--- Return last high price case MODE_TIME: return((double)SymbolInfoInteger(symbol, SYMBOL_TIME)); //--- Return symbol time case MODE_BID: return(Bid_LibFunc()); //--- Return Bid price case MODE_ASK: return(Ask_LibFunc()); //--- Return Ask price case MODE_POINT: return(SymbolInfoDouble(symbol, SYMBOL_POINT)); //--- Return point size case MODE_DIGITS: return((double)SymbolInfoInteger(symbol, SYMBOL_DIGITS)); //--- Return digit count case MODE_SPREAD: return((double)SymbolInfoInteger(symbol, SYMBOL_SPREAD)); //--- Return spread case MODE_STOPLEVEL: return((double)SymbolInfoInteger(symbol, SYMBOL_TRADE_STOPS_LEVEL)); //--- Return stop level case MODE_LOTSIZE: return(SymbolInfoDouble(symbol, SYMBOL_TRADE_CONTRACT_SIZE)); //--- Return contract size case MODE_TICKVALUE: return(SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_VALUE)); //--- Return tick value case MODE_TICKSIZE: return(SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE)); //--- Return tick size case MODE_SWAPLONG: return(SymbolInfoDouble(symbol, SYMBOL_SWAP_LONG)); //--- Return swap long case MODE_SWAPSHORT: return(SymbolInfoDouble(symbol, SYMBOL_SWAP_SHORT)); //--- Return swap short case MODE_MINLOT: return(SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN)); //--- Return minimum lot case MODE_LOTSTEP: return(SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP)); //--- Return lot step case MODE_MAXLOT: return(SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX)); //--- Return maximum lot case MODE_SWAPTYPE: return((double)SymbolInfoInteger(symbol, SYMBOL_SWAP_MODE)); //--- Return swap mode case MODE_PROFITCALCMODE: return((double)SymbolInfoInteger(symbol, SYMBOL_TRADE_CALC_MODE)); //--- Return profit calc mode case MODE_FREEZELEVEL: return((double)SymbolInfoInteger(symbol, SYMBOL_TRADE_FREEZE_LEVEL)); //--- Return freeze level default: return(0); //--- Return 0 for unknown type } return(0); //--- Ensure fallback return }
We create utility functions to enable efficient data retrieval for signal generation. We make the "CopyBufferOneValue" function, which takes an indicator handle, buffer index, and shift as inputs, copies a single value from an indicator buffer into the "buf" array, and returns the value or EMPTY_VALUE on failure. This function is crucial for fetching precise indicator data, such as Envelope band values.
Next, we define the "Ask_LibFunc" and "Bid_LibFunc" functions to retrieve current Ask and Bid prices, respectively, using the MqlTick structure and SymbolInfoTick to capture the latest tick data for the current symbol. We also implement the "AccountEquity_LibFunc" and "AccountFreeMargin_LibFunc" functions to return the account’s equity and free margin via AccountInfoDouble, supporting risk management calculations.
Finally, we create the "MarketInfo_LibFunc" function, which uses a switch statement with "MODE_" constants (e.g., "MODE_BID", "MODE_ASK") to fetch various symbol properties like spread, lot size, or swap rates, returning 0 for unsupported types. These functions will provide the data foundation for generating accurate trading signals. We can now graduate to defining classes and functions that will house the main logic.
//--- Define function interface interface IFunction { double GetValue(int index); //--- Retrieve value at index void Evaluate(); //--- Execute function evaluation void Init(); //--- Initialize function }; //--- Define base class for handling double values in a circular buffer class DoubleFunction : public IFunction { private: double _values[]; //--- Store array of historical values int _zeroIndex; //--- Track current index in circular buffer protected: int ValueCount; //--- Define number of values to store public: //--- Initialize the circular buffer void Init() { _zeroIndex = -1; //--- Set initial index to -1 ArrayResize(_values, ValueCount); //--- Resize array to hold ValueCount elements ArrayInitialize(_values, GetCurrentValue()); //--- Fill array with current value } //--- Update buffer with new value void Evaluate() { double currentValue = GetCurrentValue(); //--- Retrieve current value _zeroIndex = (_zeroIndex + 1) % ValueCount; //--- Increment index, wrap around if needed _values[_zeroIndex] = currentValue; //--- Store new value at current index } //--- Retrieve value at specified index double GetValue(int requestIndex = 0) { int requiredIndex = (_zeroIndex + ValueCount - requestIndex) % ValueCount; //--- Calculate index for requested value return _values[requiredIndex]; //--- Return value at calculated index } //--- Declare pure virtual method for getting current value virtual double GetCurrentValue() = 0; //--- Require derived classes to implement }; //--- Define base class for Ask and Bid price functions class AskBidFunction : public DoubleFunction { public: //--- Initialize AskBidFunction void AskBidFunction() { ValueCount = 2; //--- Set buffer to store 2 values } }; //--- Define class for retrieving Ask price class AskFunction : public AskBidFunction { public: //--- Retrieve current Ask price double GetCurrentValue() { return Ask_LibFunc(); //--- Return Ask price using utility function } }; //--- Define class for retrieving Bid price class BidFunction : public AskBidFunction { public: //--- Retrieve current Bid price double GetCurrentValue() { return Bid_LibFunc(); //--- Return Bid price using utility function } }; //--- Declare global function pointers for Ask and Bid IFunction *AskFunc; //--- Point to Ask price function IFunction *BidFunc; //--- Point to Bid price function //--- Retrieve order filling type for current symbol uint GetFillingType() { uint fillingType = -1; //--- Initialize filling type as invalid uint filling = (uint)SymbolInfoInteger(Symbol(), SYMBOL_FILLING_MODE); //--- Get symbol filling mode if ((filling & SYMBOL_FILLING_FOK) == SYMBOL_FILLING_FOK) { fillingType = ORDER_FILLING_FOK; //--- Set Fill or Kill type Print("Filling type: FOK"); //--- Log FOK filling type } else if ((filling & SYMBOL_FILLING_IOC) == SYMBOL_FILLING_IOC) { fillingType = ORDER_FILLING_IOC; //--- Set Immediate or Cancel type Print("Filling type: IOC"); //--- Log IOC filling type } else { fillingType = ORDER_FILLING_RETURN; //--- Set Return type as default Print("Filling type: RETURN"); //--- Log Return filling type } return fillingType; //--- Return determined filling type } //--- Retrieve trade execution mode for current symbol uint GetExecutionType() { uint executionType = -1; //--- Initialize execution type as invalid uint execution = (uint)SymbolInfoInteger(Symbol(), SYMBOL_TRADE_EXEMODE); //--- Get symbol execution mode if ((execution & SYMBOL_TRADE_EXECUTION_MARKET) == SYMBOL_TRADE_EXECUTION_MARKET) { executionType = SYMBOL_TRADE_EXECUTION_MARKET; //--- Set Market execution mode Print("Deal execution mode: Market execution, deviation setting will be ignored."); //--- Log Market mode } else if ((execution & SYMBOL_TRADE_EXECUTION_INSTANT) == SYMBOL_TRADE_EXECUTION_INSTANT) { executionType = SYMBOL_TRADE_EXECUTION_INSTANT; //--- Set Instant execution mode Print("Deal execution mode: Instant execution, deviation setting might be taken into account, depending on your broker."); //--- Log Instant mode } else if ((execution & SYMBOL_TRADE_EXECUTION_REQUEST) == SYMBOL_TRADE_EXECUTION_REQUEST) { executionType = SYMBOL_TRADE_EXECUTION_REQUEST; //--- Set Request execution mode Print("Deal execution mode: Request execution, deviation setting might be taken into account, depending on your broker."); //--- Log Request mode } else if ((execution & SYMBOL_TRADE_EXECUTION_EXCHANGE) == SYMBOL_TRADE_EXECUTION_EXCHANGE) { executionType = SYMBOL_TRADE_EXECUTION_EXCHANGE; //--- Set Exchange execution mode Print("Deal execution mode: Exchange execution, deviation setting will be ignored."); //--- Log Exchange mode } return executionType; //--- Return determined execution type } //--- Retrieve account margin mode uint GetAccountMarginMode() { uint marginMode = -1; //--- Initialize margin mode as invalid marginMode = (ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE); //--- Get account margin mode if (marginMode == ACCOUNT_MARGIN_MODE_RETAIL_NETTING) { Print("Account margin mode: Netting"); //--- Log Netting mode } else if (marginMode == ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) { Print("Account margin mode: Hedging"); //--- Log Hedging mode } else if (marginMode == ACCOUNT_MARGIN_MODE_EXCHANGE) { Print("Account margin mode: Exchange"); //--- Log Exchange mode } else { Print("Unknown margin type"); //--- Log unknown margin mode } return marginMode; //--- Return determined margin mode } //--- Retrieve description for trade error code string GetErrorDescription(int error_code) { string description = ""; //--- Initialize empty description switch (error_code) { //--- Match error code to description case 10004: description = "Requote"; break; //--- Set Requote error case 10006: description = "Request rejected"; break; //--- Set Request rejected error case 10007: description = "Request canceled by trader"; break; //--- Set Trader cancel error case 10008: description = "Order placed"; break; //--- Set Order placed status case 10009: description = "Request completed"; break; //--- Set Request completed status case 10010: description = "Only part of the request was completed"; break; //--- Set Partial completion error case 10011: description = "Request processing error"; break; //--- Set Processing error case 10012: description = "Request canceled by timeout"; break; //--- Set Timeout cancel error case 10013: description = "Invalid request"; break; //--- Set Invalid request error case 10014: description = "Invalid volume in the request"; break; //--- Set Invalid volume error case 10015: description = "Invalid price in the request"; break; //--- Set Invalid price error case 10016: description = "Invalid stops in the request"; break; //--- Set Invalid stops error case 10017: description = "Trade is disabled"; break; //--- Set Trade disabled error case 10018: description = "Market is closed"; break; //--- Set Market closed error case 10019: description = "There is not enough money to complete the request"; break; //--- Set Insufficient funds error case 10020: description = "Prices changed"; break; //--- Set Price change error case 10021: description = "There are no quotes to process the request"; break; //--- Set No quotes error case 10022: description = "Invalid order expiration date in the request"; break; //--- Set Invalid expiration error case 10023: description = "Order state changed"; break; //--- Set Order state change error case 10024: description = "Too frequent requests"; break; //--- Set Too frequent requests error case 10025: description = "No changes in request"; break; //--- Set No changes error case 10026: description = "Autotrading disabled by server"; break; //--- Set Server autotrading disabled error case 10027: description = "Autotrading disabled by client terminal"; break; //--- Set Client autotrading disabled error case 10028: description = "Request locked for processing"; break; //--- Set Request locked error case 10029: description = "Order or position frozen"; break; //--- Set Frozen order error case 10030: description = "Invalid order filling type"; break; //--- Set Invalid filling type error case 10031: description = "No connection with the trade server"; break; //--- Set No server connection error case 10032: description = "Operation is allowed only for live accounts"; break; //--- Set Live account only error case 10033: description = "The number of pending orders has reached the limit"; break; //--- Set Pending order limit error case 10034: description = "The volume of orders and positions for the symbol has reached the limit"; break; //--- Set Symbol volume limit error case 10035: description = "Incorrect or prohibited order type"; break; //--- Set Incorrect order type error case 10036: description = "Position with the specified POSITION_IDENTIFIER has already been closed"; break; //--- Set Position closed error case 10038: description = "A close volume exceeds the current position volume"; break; //--- Set Excessive close volume error case 10039: description = "A close order already exists for a specified position"; break; //--- Set Existing close order error case 10040: description = "The number of open positions simultaneously present on an account has reached the limit"; break; //--- Set Position limit error case 10041: description = "The pending order activation request is rejected, the order is canceled"; break; //--- Set Order activation rejected error case 10042: description = "The request is rejected, because the 'Only long positions are allowed' rule is set for the symbol"; break; //--- Set Long-only rule error case 10043: description = "The request is rejected, because the 'Only short positions are allowed' rule is set for the symbol"; break; //--- Set Short-only rule error case 10044: description = "The request is rejected, because the 'Only position closing is allowed' rule is set for the symbol"; break; //--- Set Close-only rule error case 10045: description = "The request is rejected, because 'Position closing is allowed only by FIFO rule' flag is set for the trading account"; break; //--- Set FIFO closing rule error case 10046: description = "The request is rejected, because the 'Opposite positions on a single symbol are disabled' rule is set for the trading account"; break; //--- Set Opposite positions disabled error default: description = "Unknown error code " + IntegerToString(error_code); break; //--- Set unknown error with code } return description; //--- Return error description } //--- Set pip point value for current symbol void SetPipPoint() { if (PipPointOverride != 0) { PipPoint = PipPointOverride; //--- Use manual override if specified } else { PipPoint = GetRealPipPoint(Symbol()); //--- Calculate pip point automatically } Print("Pip (forex)/ Point (indices): " + DoubleToStr(PipPoint, 5)); //--- Log calculated pip point } //--- Calculate real pip point based on symbol digits double GetRealPipPoint(string Currency) { double calcPoint = 0; //--- Initialize pip point value double calcDigits = Digits(); //--- Get symbol's decimal digits Print("Number of digits after decimal point: " + DoubleToString(calcDigits)); //--- Log digit count if (calcDigits == 0) { calcPoint = 1; //--- Set pip point to 1 for 0 digits } else if (calcDigits == 1) { calcPoint = 1; //--- Set pip point to 1 for 1 digit } else if (calcDigits == 2) { calcPoint = 0.1; //--- Set pip point to 0.1 for 2 digits } else if (calcDigits == 3) { calcPoint = 0.01; //--- Set pip point to 0.01 for 3 digits } else if (calcDigits == 4 || calcDigits == 5) { calcPoint = 0.0001; //--- Set pip point to 0.0001 for 4 or 5 digits } return calcPoint; //--- Return calculated pip point } //--- Calculate required margin for an order bool MarginRequired(ENUM_ORDER_TYPE type, double volume, double &marginRequired) { double price; //--- Declare price variable if (type == ORDER_TYPE_BUY) { price = Ask_LibFunc(); //--- Set price to Ask for Buy orders } else if (type == ORDER_TYPE_SELL) { price = Bid_LibFunc(); //--- Set price to Bid for Sell orders } else { string message = "MarginRequired: Unsupported ENUM_ORDER_TYPE"; //--- Prepare error message HandleErrors(message); //--- Log unsupported order type error price = Ask_LibFunc(); //--- Default to Ask price } if (!OrderCalcMargin(type, _Symbol, volume, price, marginRequired)) { HandleErrors(StringFormat("Couldn't calculate required margin, error: %d", GetLastError())); //--- Log margin calculation error return false; //--- Return false on failure } return true; //--- Return true on success } //--- Create horizontal line on chart for TP/SL visualization bool HLineCreate(const long chart_ID = 0, const string name = "HLine", const int sub_window = 0, double price = 0, const color clr = clrRed, const ENUM_LINE_STYLE style = STYLE_SOLID, const int width = 1, const bool back = false, const bool selection = true, const bool hidden = true, const long z_order = 0) { uint lineFindResult = ObjectFind(chart_ID, name); //--- Check if line already exists if (lineFindResult != UINT_MAX) { Print("HLineCreate object already exists: " + name); //--- Log existing line error return false; //--- Return false if line exists } if (!price) { price = Bid_LibFunc(); //--- Default to Bid price if not specified } ResetLastError(); //--- Clear last error if (!ObjectCreate(chart_ID, name, OBJ_HLINE, sub_window, 0, price)) { Print(__FUNCTION__, ": failed to create a horizontal line! Error code = ", GetLastError()); //--- Log line creation error return false; //--- Return false on failure } ObjectSetInteger(chart_ID, name, OBJPROP_COLOR, clr); //--- Set line color ObjectSetInteger(chart_ID, name, OBJPROP_STYLE, style); //--- Set line style ObjectSetInteger(chart_ID, name, OBJPROP_WIDTH, width); //--- Set line width ObjectSetInteger(chart_ID, name, OBJPROP_BACK, back); //--- Set background rendering if (AllowManualTPSLChanges) { ObjectSetInteger(chart_ID, name, OBJPROP_SELECTABLE, selection); //--- Enable line selection ObjectSetInteger(chart_ID, name, OBJPROP_SELECTED, selection); //--- Set line as selected } ObjectSetInteger(chart_ID, name, OBJPROP_HIDDEN, hidden); //--- Hide line in object list ObjectSetInteger(chart_ID, name, OBJPROP_ZORDER, z_order); //--- Set mouse click priority return true; //--- Return true on success } //--- Move existing horizontal line on chart bool HLineMove(const long chart_ID = 0, const string name = "HLine", double price = 0) { uint lineFindResult = ObjectFind(ChartID(), name); //--- Check if line exists if (lineFindResult == UINT_MAX) { Print("HLineMove didn't find object: " + name); //--- Log missing line error return false; //--- Return false if line not found } if (!price) { price = SymbolInfoDouble(Symbol(), SYMBOL_BID); //--- Default to Bid price if not specified } ResetLastError(); //--- Clear last error if (!ObjectMove(chart_ID, name, 0, 0, price)) { Print(__FUNCTION__, ": failed to move the horizontal line! Error code = ", GetLastError()); //--- Log line move error return false; //--- Return false on failure } return true; //--- Return true on success } //--- Delete chart object by name bool AnyChartObjectDelete(const long chart_ID = 0, const string name = "") { uint lineFindResult = ObjectFind(ChartID(), name); //--- Check if object exists if (lineFindResult == UINT_MAX) { return false; //--- Return false if object not found } ResetLastError(); //--- Clear last error if (!ObjectDelete(chart_ID, name)) { Print(__FUNCTION__, ": failed to delete a horizontal line! Error code = ", GetLastError()); //--- Log deletion error return false; //--- Return false on failure } return true; //--- Return true on success } //--- Placeholder function for future use int Dummy(string message) { return 0; //--- Return 0 (no operation) }
Here, we advance the program by defining an interface, classes, and utility functions to manage price data and chart visuals. We create the "IFunction" interface, specifying methods "GetValue", "Evaluate", and "Init" to standardize data retrieval for price functions. We then define the "DoubleFunction" class, inheriting from "IFunction", to manage a circular buffer with the "_values" array and "_zeroIndex" variable, implementing "Init" to set up the buffer, "Evaluate" to update values, and "GetValue" to fetch historical data, with a pure virtual "GetCurrentValue" method for subclasses.
We derive the "AskBidFunction" class from "DoubleFunction", setting "ValueCount" to 2 for buffering Ask/Bid prices, and create the "AskFunction" and "BidFunction" classes to return current prices via "Ask_LibFunc" and "Bid_LibFunc" in their "GetCurrentValue" methods, respectively. Global pointers "AskFunc" and "BidFunc" are declared to access these functions. We also implement the "GetFillingType", "GetExecutionType", and "GetAccountMarginMode" functions to determine broker-specific settings, logging modes like ORDER_FILLING_FOK or "ACCOUNT_MARGIN_MODE_RETAIL_HEDGING". The "GetErrorDescription" function maps error codes to readable strings, aiding debugging.
Additionally, we define "SetPipPoint" and "GetRealPipPoint" to calculate the "PipPoint" variable based on symbol digits, "MarginRequired" to compute margin needs using "Ask_LibFunc" or "Bid_LibFunc", and "HLineCreate", "HLineMove", and "AnyChartObjectDelete" to manage chart lines for TP/SL visualization, with "Dummy" as a placeholder for future use. We can now declare the indicators to be used, and so, we will need to define some extra inputs for dynamic control as below.
//--- Input parameters for indicators input int iMA_SMA8_ma_period = 14; //--- Set SMA period for trend filter (M30 timeframe) input int iMA_SMA8_ma_shift = 2; //--- Set SMA shift for trend filter input int iMA_SMA_4_ma_period = 9; //--- Set SMA period for reverse trend filter (M30 timeframe) input int iMA_SMA_4_ma_shift = 0; //--- Set SMA shift for reverse trend filter input int iMA_EMA200_ma_period = 200; //--- Set EMA period for long-term trend (M1 timeframe) input int iMA_EMA200_ma_shift = 0; //--- Set EMA shift for long-term trend input int iRSI_RSI_ma_period = 8; //--- Set RSI period for overbought/oversold signals (M1 timeframe) input int iEnvelopes_ENV_LOW_ma_period = 95; //--- Set Envelopes period for lower band (M1 timeframe) input int iEnvelopes_ENV_LOW_ma_shift = 0; //--- Set Envelopes shift for lower band input double iEnvelopes_ENV_LOW_deviation = 1.4; //--- Set Envelopes deviation for lower band (1.4%) input int iEnvelopes_ENV_UPPER_ma_period = 150; //--- Set Envelopes period for upper band (M1 timeframe) input int iEnvelopes_ENV_UPPER_ma_shift = 0; //--- Set Envelopes shift for upper band input double iEnvelopes_ENV_UPPER_deviation = 0.1; //--- Set Envelopes deviation for upper band (0.1%) //--- Indicator handle declarations int hd_iMA_SMA8; //--- Store handle for 8-period SMA //--- Retrieve 8-period SMA value double fn_iMA_SMA8(string symbol, int shift) { int index = 0; //--- Set buffer index to 0 return CopyBufferOneValue(hd_iMA_SMA8, index, shift); //--- Return SMA value at specified shift } int hd_iMA_EMA200; //--- Store handle for 200-period EMA //--- Retrieve 200-period EMA value double fn_iMA_EMA200(string symbol, int shift) { int index = 0; //--- Set buffer index to 0 return CopyBufferOneValue(hd_iMA_EMA200, index, shift); //--- Return EMA value at specified shift } int hd_iRSI_RSI; //--- Store handle for 8-period RSI //--- Retrieve RSI value double fn_iRSI_RSI(string symbol, int shift) { int index = 0; //--- Set buffer index to 0 return CopyBufferOneValue(hd_iRSI_RSI, index, shift); //--- Return RSI value at specified shift } int hd_iEnvelopes_ENV_LOW; //--- Store handle for lower Envelopes band //--- Retrieve lower Envelopes band value double fn_iEnvelopes_ENV_LOW(string symbol, int mode, int shift) { int index = mode; //--- Set buffer index to specified mode return CopyBufferOneValue(hd_iEnvelopes_ENV_LOW, index, shift); //--- Return lower Envelopes value } int hd_iEnvelopes_ENV_UPPER; //--- Store handle for upper Envelopes band //--- Retrieve upper Envelopes band value double fn_iEnvelopes_ENV_UPPER(string symbol, int mode, int shift) { int index = mode; //--- Set buffer index to specified mode return CopyBufferOneValue(hd_iEnvelopes_ENV_UPPER, index, shift); //--- Return upper Envelopes value } int hd_iMA_SMA_4; //--- Store handle for 4-period SMA //--- Retrieve 4-period SMA value double fn_iMA_SMA_4(string symbol, int shift) { int index = 0; //--- Set buffer index to 0 return CopyBufferOneValue(hd_iMA_SMA_4, index, shift); //--- Return SMA value at specified shift }
To configure the indicator settings, we use the "input" directive to declare the external user inputs and then call the "CopyBufferOneValue" function to get the specified values of the indicators. We can then create a class for order management to lay the core infrastructure backbone.
//--- Commission variables double CommissionAmountPerTrade = 0.0; //--- Set fixed commission per trade (default: 0) double CommissionPercentagePerLot = 0.0; //--- Set commission percentage per lot (default: 0) double CommissionAmountPerLot = 0.0; //--- Set fixed commission per lot (default: 0) double TotalCommission = 0.0; //--- Track total commission for all trades bool UseCommissionInProfitInPips = false; //--- Exclude commission from pip profit if false //--- Define class for order close information class OrderCloseInfo { public: string ModuleCode; //--- Store module identifier for close condition double Price; //--- Store price for TP or SL int Percentage; //--- Store percentage of order to close bool IsOld; //--- Flag outdated close info //--- Default constructor void OrderCloseInfo() {} //--- Initialize empty close info //--- Copy constructor void OrderCloseInfo(OrderCloseInfo* ordercloseinfo) { ModuleCode = ordercloseinfo.ModuleCode; //--- Copy module code Price = ordercloseinfo.Price; //--- Copy price Percentage = ordercloseinfo.Percentage; //--- Copy percentage IsOld = ordercloseinfo.IsOld; //--- Copy old flag } //--- Check if Stop Loss is hit bool IsClosePriceSLHit(ENUM_ORDER_TYPE type, double ask, double bid) { switch (type) { case ORDER_TYPE_BUY: return bid <= Price; //--- Return true if Bid falls below SL for Buy case ORDER_TYPE_SELL: return ask >= Price; //--- Return true if Ask rises above SL for Sell } return false; //--- Return false for invalid type } //--- Check if Take Profit is hit bool IsClosePriceTPHit(ENUM_ORDER_TYPE type, double ask, double bid) { switch (type) { case ORDER_TYPE_BUY: return bid >= Price; //--- Return true if Bid reaches TP for Buy case ORDER_TYPE_SELL: return ask <= Price; //--- Return true if Ask reaches TP for Sell } return false; //--- Return false for invalid type } //--- Destructor void ~OrderCloseInfo() {} //--- Clean up close info }; //--- Define class for managing order details class Order { public: ulong Ticket; //--- Store unique order ticket ENUM_ORDER_TYPE Type; //--- Store order type (Buy/Sell) ENUM_ORDER_STATE State; //--- Store order state (e.g., Filled) long MagicNumber; //--- Store EA’s magic number double Lots; //--- Store order volume in lots double OrderFilledLots; //--- Store filled volume datetime OpenTime; //--- Store order open time double OpenPrice; //--- Store order open price datetime CloseTime; //--- Store order close time double ClosePrice; //--- Store order close price double StopLoss; //--- Store Stop Loss price double StopLossManual; //--- Store manually set Stop Loss double TakeProfit; //--- Store Take Profit price double TakeProfitManual; //--- Store manually set Take Profit datetime Expiration; //--- Store order expiration time double CurrentProfitPips; //--- Store current profit in pips double HighestProfitPips; //--- Store highest profit in pips double LowestProfitPips; //--- Store lowest profit in pips string Comment; //--- Store order comment uint TradeRetCode; //--- Store trade result code ulong TradeDealTicket; //--- Store deal ticket double TradePrice; //--- Store trade price double TradeVolume; //--- Store trade volume double Commission; //--- Store commission cost double CommissionInPips; //--- Store commission in pips string SymbolCode; //--- Store symbol code bool IsAwaitingDealExecution; //--- Flag pending deal execution OrderCloseInfo* CloseInfosTP[]; //--- Store Take Profit close info OrderCloseInfo* CloseInfosSL[]; //--- Store Stop Loss close info Order* ParentOrder; //--- Store parent order for splits bool MustBeVisibleOnChart; //--- Flag chart visibility //--- Initialize order with visibility flag void Order(bool mustBeVisibleOnChart) { OrderFilledLots = 0.0; //--- Set filled lots to 0 OpenPrice = 0.0; //--- Set open price to 0 ClosePrice = 0.0; //--- Set close price to 0 Commission = 0.0; //--- Set commission to 0 CommissionInPips = 0.0; //--- Set commission in pips to 0 MustBeVisibleOnChart = mustBeVisibleOnChart; //--- Set chart visibility flag } //--- Copy order details with visibility flag void Order(Order* order, bool mustBeVisibleOnChart) { Ticket = order.Ticket; //--- Copy ticket Type = order.Type; //--- Copy order type State = order.State; //--- Copy order state MagicNumber = order.MagicNumber; //--- Copy magic number Lots = order.Lots; //--- Copy lots OpenTime = order.OpenTime; //--- Copy open time OpenPrice = order.OpenPrice; //--- Copy open price CloseTime = order.CloseTime; //--- Copy close time ClosePrice = order.ClosePrice; //--- Copy close price StopLoss = order.StopLoss; //--- Copy Stop Loss StopLossManual = order.StopLossManual; //--- Copy manual Stop Loss TakeProfit = order.TakeProfit; //--- Copy Take Profit TakeProfitManual = order.TakeProfitManual; //--- Copy manual Take Profit Expiration = order.Expiration; //--- Copy expiration CurrentProfitPips = order.CurrentProfitPips; //--- Copy current profit HighestProfitPips = order.HighestProfitPips; //--- Copy highest profit LowestProfitPips = order.LowestProfitPips; //--- Copy lowest profit Comment = order.Comment; //--- Copy comment TradeRetCode = order.TradeRetCode; //--- Copy trade result code TradeDealTicket = order.TradeDealTicket; //--- Copy deal ticket TradePrice = order.TradePrice; //--- Copy trade price TradeVolume = order.TradeVolume; //--- Copy trade volume Commission = order.Commission; //--- Copy commission CommissionInPips = order.CommissionInPips; //--- Copy commission in pips SymbolCode = order.SymbolCode; //--- Copy symbol code IsAwaitingDealExecution = order.IsAwaitingDealExecution; //--- Copy execution flag ParentOrder = order.ParentOrder; //--- Copy parent order MustBeVisibleOnChart = mustBeVisibleOnChart; //--- Set visibility flag } //--- Split order into partial close Order* SplitOrder(int percentageToSplitOff) { Order* splittedOffPieceOfOrder = new Order(&this, true); //--- Create new order for split splittedOffPieceOfOrder.Lots = CalcVolumePartialClose(this.Lots, percentageToSplitOff); //--- Calculate split volume if (this.Lots - splittedOffPieceOfOrder.Lots < 1e-13) { splittedOffPieceOfOrder.MustBeVisibleOnChart = false; //--- Hide split if no volume remains splittedOffPieceOfOrder.Lots = 0; //--- Set split volume to 0 } else { this.Lots = this.Lots - splittedOffPieceOfOrder.Lots; //--- Reduce original order volume } return splittedOffPieceOfOrder; //--- Return split order } //--- Calculate profit in pipettes double CalculateProfitPipettes() { double closePrice = GetClosePrice(); //--- Get current close price switch (Type) { case ORDER_TYPE_BUY: return (closePrice - OpenPrice); //--- Return Buy profit in pipettes case ORDER_TYPE_SELL: return (OpenPrice - closePrice); //--- Return Sell profit in pipettes } return 0; //--- Return 0 for invalid type } //--- Calculate profit in pips double CalculateProfitPips() { double pipettes = CalculateProfitPipettes(); //--- Get profit in pipettes double pips = pipettes / PipPoint; //--- Convert to pips if (UseCommissionInProfitInPips) { return pips - CommissionInPips; //--- Subtract commission if enabled } return pips; //--- Return profit in pips } //--- Calculate profit in account currency double CalculateProfitCurrency() { double closePrice = GetClosePrice(); //--- Get current close price switch (Type) { case OP_BUY: return (closePrice - OpenPrice) * (UnitsOneLot * TradeVolume) - Commission; //--- Return Buy profit case OP_SELL: return (OpenPrice - closePrice) * (UnitsOneLot * TradeVolume) - Commission; //--- Return Sell profit } return 0; //--- Return 0 for invalid type } //--- Calculate profit as equity percentage double CalculateProfitEquityPercentage() { double closePrice = GetClosePrice(); //--- Get current close price switch (Type) { case OP_BUY: return 100 * ((closePrice - OpenPrice) * (UnitsOneLot * TradeVolume) - Commission) / AccountEquity_LibFunc(); //--- Return Buy equity percentage case OP_SELL: return 100 * ((OpenPrice - closePrice) * (UnitsOneLot * TradeVolume) - Commission) / AccountEquity_LibFunc(); //--- Return Sell equity percentage } return 0; //--- Return 0 for invalid type } //--- Calculate price difference in pips double CalculateValueDifferencePips(double value) { double divOpenPrice = 0.0; //--- Initialize price difference switch (Type) { case OP_BUY: divOpenPrice = (value - OpenPrice); //--- Calculate Buy difference break; case OP_SELL: divOpenPrice = (OpenPrice - value); //--- Calculate Sell difference break; } double pipsDivOpenPrice = divOpenPrice / PipPoint; //--- Convert to pips return pipsDivOpenPrice; //--- Return difference in pips } //--- Retrieve realized profit in pips double GetProfitPips() { if (CloseTime > 0) { //--- Check if order is closed switch (Type) { case ORDER_TYPE_BUY: { double pipettes = ClosePrice - OpenPrice; //--- Calculate Buy pipettes return pipettes / PipPoint; //--- Return Buy profit in pips } case ORDER_TYPE_SELL: { double pipettes = OpenPrice - ClosePrice; //--- Calculate Sell pipettes return pipettes / PipPoint; //--- Return Sell profit in pips } } } return 0; //--- Return 0 if not closed } //--- Check if module has processed close info bool IsAlreadyProcessedByModule(string moduleCode, OrderCloseInfo* &closeInfos[]) { for (int i = 0; i < ArraySize(closeInfos); i++) { if (closeInfos[i].ModuleCode == moduleCode && closeInfos[i].IsOld) { return true; //--- Return true if processed and old } } return false; //--- Return false if not processed } //--- Check if module has active close info bool HasAValueAlreadyByModule(string moduleCode, OrderCloseInfo* &closeInfos[]) { for (int i = 0; i < ArraySize(closeInfos); i++) { if (closeInfos[i].ModuleCode == moduleCode && !closeInfos[i].IsOld) { return true; //--- Return true if active } } return false; //--- Return false if no active info } //--- Draw TP and SL lines on chart void Paint() { if (IsDemoLiveOrVisualMode) { //--- Check for demo/live/visual mode for (int i = 0; i < ArraySize(CloseInfosTP); i++) { if (CloseInfosTP[i].IsOld) continue; //--- Skip outdated TP info PaintTPInfo(CloseInfosTP[i].Price); //--- Draw TP line } for (int i = 0; i < ArraySize(CloseInfosSL); i++) { if (CloseInfosSL[i].IsOld) continue; //--- Skip outdated SL info PaintSLInfo(CloseInfosSL[i].Price); //--- Draw SL line } } } //--- Set Take Profit information bool SetTPInfo(string moduleCode, double price, int percentage) { uint result = SetCloseInfo(CloseInfosTP, moduleCode, price, percentage); //--- Update TP info if (result != NoAction) { if (IsDemoLiveOrVisualMode) { PaintTPInfo(price); //--- Draw TP line } return true; //--- Return true on success } return false; //--- Return false on no action } //--- Set Stop Loss information bool SetSLInfo(string moduleCode, double price, int percentage) { uint result = SetCloseInfo(CloseInfosSL, moduleCode, price, percentage); //--- Update SL info if (result != NoAction) { if (IsDemoLiveOrVisualMode) { PaintSLInfo(price); //--- Draw SL line } return true; //--- Return true on success } return false; //--- Return false on no action } //--- Retrieve closest Stop Loss price double GetClosestSL() { double closestSL = 0; //--- Initialize closest SL for (int cli = 0; cli < ArraySize(CloseInfosSL); cli++) { if (CloseInfosSL[cli].IsOld) continue; //--- Skip outdated SL if ((Type == ORDER_TYPE_BUY && (closestSL == 0 || CloseInfosSL[cli].Price > closestSL)) || (Type == ORDER_TYPE_SELL && (closestSL == 0 || CloseInfosSL[cli].Price < closestSL))) { closestSL = CloseInfosSL[cli].Price; //--- Update closest SL } } return closestSL; //--- Return closest SL price } //--- Retrieve closest Take Profit price double GetClosestTP() { double closestTP = 0; //--- Initialize closest TP for (int cli = 0; cli < ArraySize(CloseInfosTP); cli++) { if (CloseInfosTP[cli].IsOld) continue; //--- Skip outdated TP if ((Type == ORDER_TYPE_BUY && (closestTP == 0 || CloseInfosTP[cli].Price < closestTP)) || (Type == ORDER_TYPE_SELL && (closestTP == 0 || CloseInfosTP[cli].Price > closestTP))) { closestTP = CloseInfosTP[cli].Price; //--- Update closest TP } } return closestTP; //--- Return closest TP price } //--- Remove Stop Loss information bool RemoveSLInfo(string moduleCode) { RemoveCloseInfo(CloseInfosSL, moduleCode); //--- Remove SL info if (IsDemoLiveOrVisualMode) { double newValue = NULL; //--- Initialize new SL value for (int i = 0; i < ArraySize(CloseInfosSL); i++) { if ((Type == OP_BUY && (newValue == NULL || CloseInfosSL[i].Price > newValue)) || (Type == OP_SELL && (newValue == NULL || CloseInfosSL[i].Price < newValue))) { newValue = CloseInfosSL[i].Price; //--- Update new SL value } } if (newValue == NULL) { AnyChartObjectDelete(ChartID(), IntegerToString(Ticket) + "_SL"); //--- Delete SL line } else { HLineMove(ChartID(), IntegerToString(Ticket) + "_SL", newValue); //--- Move SL line } } return true; //--- Return true on success } //--- Remove Take Profit information bool RemoveTPInfo(string moduleCode) { RemoveCloseInfo(CloseInfosTP, moduleCode); //--- Remove TP info if (IsDemoLiveOrVisualMode) { double newValue = NULL; //--- Initialize new TP value for (int i = 0; i < ArraySize(CloseInfosTP); i++) { if ((Type == OP_BUY && (newValue == NULL || CloseInfosTP[i].Price < newValue)) || (Type == OP_SELL && (newValue == NULL || CloseInfosTP[i].Price > newValue))) { newValue = CloseInfosTP[i].Price; //--- Update new TP value } } if (newValue == NULL) { AnyChartObjectDelete(ChartID(), IntegerToString(Ticket) + "_TP"); //--- Delete TP line } else { HLineMove(ChartID(), IntegerToString(Ticket) + "_TP", newValue); //--- Move TP line } } return true; //--- Return true on success } //--- Set or update close info (TP or SL) CRUD SetCloseInfo(OrderCloseInfo* &closeInfos[], string moduleCode, double price, int percentage) { for (int i = 0; i < ArraySize(closeInfos); i++) { if (closeInfos[i].ModuleCode == moduleCode) { closeInfos[i].Price = price; //--- Update existing price return Updated; //--- Return Updated status } } int newSize = ArraySize(closeInfos) + 1; //--- Calculate new array size ArrayResize(closeInfos, newSize); //--- Resize close info array closeInfos[newSize-1] = new OrderCloseInfo(); //--- Create new close info closeInfos[newSize-1].Price = price; //--- Set price closeInfos[newSize-1].Percentage = percentage; //--- Set percentage closeInfos[newSize-1].ModuleCode = moduleCode; //--- Set module code return Created; //--- Return Created status } //--- Remove close info (TP or SL) CRUD RemoveCloseInfo(OrderCloseInfo* &closeInfos[], string moduleCode) { int removedCount = 0; //--- Track removed items int arraySize = ArraySize(closeInfos); //--- Get current array size for (int i = 0; i < arraySize; i++) { if (closeInfos[i].ModuleCode == moduleCode) { removedCount++; //--- Increment removed count if (closeInfos[i] != NULL && CheckPointer(closeInfos[i]) == POINTER_DYNAMIC) { delete(closeInfos[i]); //--- Delete dynamic close info } continue; //--- Skip to next item } closeInfos[i - removedCount] = closeInfos[i]; //--- Shift remaining items } ArrayResize(closeInfos, arraySize - removedCount); //--- Resize array return Deleted; //--- Return Deleted status } //--- Destructor for order cleanup void ~Order() { for (int i = 0; i < ArraySize(CloseInfosTP); i++) { if (CloseInfosTP[i] != NULL && CheckPointer(CloseInfosTP[i]) == POINTER_DYNAMIC) { delete(CloseInfosTP[i]); //--- Delete dynamic TP info } } for (int i = 0; i < ArraySize(CloseInfosSL); i++) { if (CloseInfosSL[i] != NULL && CheckPointer(CloseInfosSL[i]) == POINTER_DYNAMIC) { delete(CloseInfosSL[i]); //--- Delete dynamic SL info } } if (IsDemoLiveOrVisualMode && MustBeVisibleOnChart) { AnyChartObjectDelete(ChartID(), IntegerToString(Ticket) + "_TP"); //--- Delete TP line AnyChartObjectDelete(ChartID(), IntegerToString(Ticket) + "_SL"); //--- Delete SL line } } private: //--- Retrieve close price for profit calculation double GetClosePrice() { if (ClosePrice > 1e-5) { return ClosePrice; //--- Return stored close price if set } else if (Type == OP_BUY) { return SymbolInfoDouble(SymbolCode, SYMBOL_BID); //--- Return Bid for Buy orders } return SymbolInfoDouble(SymbolCode, SYMBOL_ASK); //--- Return Ask for Sell orders } //--- Calculate volume for partial close double CalcVolumePartialClose(double orderVolume, int percentage) { return RoundVolume(orderVolume * ((double)percentage / 100)); //--- Return rounded volume } //--- Round volume to broker specifications double RoundVolume(double volume) { string pair = Symbol(); //--- Get current symbol double lotStep = MarketInfo_LibFunc(pair, MODE_LOTSTEP); //--- Get lot step double minLot = MarketInfo_LibFunc(pair, MODE_MINLOT); //--- Get minimum lot volume = MathRound(volume / lotStep) * lotStep; //--- Round volume to lot step if (volume < minLot) volume = minLot; //--- Enforce minimum lot return volume; //--- Return rounded volume } //--- Draw Stop Loss line on chart void PaintSLInfo(double value) { double currentValue; //--- Declare current value if (ObjectGetDouble(ChartID(), IntegerToString(Ticket) + "_SL", OBJPROP_PRICE, 0, currentValue)) { if (Type == OP_BUY && value > currentValue) { HLineMove(ChartID(), IntegerToString(Ticket) + "_SL", value); //--- Move SL line for Buy } else if (Type == OP_SELL && value < currentValue) { HLineMove(ChartID(), IntegerToString(Ticket) + "_SL", value); //--- Move SL line for Sell } } else { HLineCreate(ChartID(), IntegerToString(Ticket) + "_SL", 0, value, clrRed); //--- Create red SL line } } //--- Draw Take Profit line on chart void PaintTPInfo(double value) { double currentValue; //--- Declare current value if (ObjectGetDouble(ChartID(), IntegerToString(Ticket) + "_TP", OBJPROP_PRICE, 0, currentValue)) { if (Type == OP_BUY && value < currentValue) { HLineMove(ChartID(), IntegerToString(Ticket) + "_TP", value); //--- Move TP line for Buy } else if (Type == OP_SELL && value > currentValue) { HLineMove(ChartID(), IntegerToString(Ticket) + "_TP", value); //--- Move TP line for Sell } } else { HLineCreate(ChartID(), IntegerToString(Ticket) + "_TP", 0, value, clrGreen); //--- Create green TP line } } };
To establish commission handling and order management core logic, we define commission variables like "CommissionAmountPerTrade" (0.0), "CommissionPercentagePerLot" (0.0), "CommissionAmountPerLot" (0.0), "TotalCommission" (0.0) to track trading costs, and "UseCommissionInProfitInPips" (false) to exclude commissions from pip calculations, ensuring accurate profit tracking.
We create the "OrderCloseInfo" class to manage trade closure details, with variables "ModuleCode" for module identification, "Price" for TP/SL levels, "Percentage" for partial closes, and "IsOld" to flag outdated data. Its methods include "IsClosePriceSLHit" and "IsClosePriceTPHit" to check if stop-loss or take-profit levels are reached for ORDER_TYPE_BUY or "ORDER_TYPE_SELL" orders, using "ask" and "bid" prices.
We then define the "Order" class to encapsulate order details, including variables like "Ticket", "Type" (ENUM_ORDER_TYPE), "State" (ENUM_ORDER_STATE), "MagicNumber", "Lots", "OpenPrice", "StopLoss", "TakeProfit", and "Commission". Key methods include "Order" constructors for initialization, "SplitOrder" to handle partial closures, "CalculateProfitPips" and "CalculateProfitCurrency" for profit calculations using "PipPoint" and "UnitsOneLot", and "SetTPInfo" and "SetSLInfo" to update "CloseInfosTP" and "CloseInfosSL" arrays.
The "Paint" method draws TP/SL lines using "PaintTPInfo" and "PaintSLInfo", while "GetClosestSL" and "GetClosestTP" retrieve the nearest stop-loss and take-profit prices. The "SetCloseInfo" and "RemoveCloseInfo" methods, returning "CRUD" statuses, manage TP/SL updates, and private methods like "GetClosePrice" and "RoundVolume" ensure accurate price and volume handling. These structures will support robust order management for scalping signals. Let us then define a function to collect and group the collected orders as below.
//--- Define class for managing a collection of orders class OrderCollection { private: Order* _orders[]; //--- Store array of order pointers int _pointer; //--- Track current iteration index int _size; //--- Track number of orders public: //--- Initialize empty order collection void OrderCollection() { _pointer = -1; //--- Set initial pointer to -1 _size = 0; //--- Set initial size to 0 } //--- Destructor to clean up orders void ~OrderCollection() { for (int i = 0; i < ArraySize(_orders); i++) { delete(_orders[i]); //--- Delete each order object } } //--- Add order to collection void Add(Order* item) { _size = _size + 1; //--- Increment size ArrayResize(_orders, _size, 8); //--- Resize array with reserve capacity _orders[(_size - 1)] = item; //--- Store order at last index } //--- Remove order at specified index Order* Remove(int index) { Order* removed = NULL; //--- Initialize removed order as null if (index >= 0 && index < _size) { //--- Check valid index removed = _orders[index]; //--- Store order to be removed for (int i = index; i < (_size - 1); i++) { _orders[i] = _orders[i + 1]; //--- Shift orders left } ArrayResize(_orders, ArraySize(_orders) - 1, 8); //--- Reduce array size _size = _size - 1; //--- Decrement size } return removed; //--- Return removed order or null } //--- Retrieve order at specified index Order* Get(int index) { if (index >= 0 && index < _size) { //--- Check valid index return _orders[index]; //--- Return order at index } return NULL; //--- Return null for invalid index } //--- Retrieve number of orders int Count() { return _size; //--- Return current size } //--- Reset iterator to start void Rewind() { _pointer = -1; //--- Set pointer to -1 } //--- Move to next order Order* Next() { _pointer++; //--- Increment pointer if (_pointer == _size) { //--- Check if at end Rewind(); //--- Reset pointer return NULL; //--- Return null } return Current(); //--- Return current order } //--- Move to previous order Order* Prev() { _pointer--; //--- Decrement pointer if (_pointer == -1) { //--- Check if before start return NULL; //--- Return null } return Current(); //--- Return current order } //--- Check if more orders exist bool HasNext() { return (_pointer < (_size - 1)); //--- Return true if pointer is before end } //--- Retrieve current order Order* Current() { return _orders[_pointer]; //--- Return order at current pointer } //--- Retrieve current iterator index int Key() { return _pointer; //--- Return current pointer } //--- Find index by order ticket int GetKeyByTicket(ulong ticket) { int keyFound = -1; //--- Initialize found index as -1 for (int i = 0; i < ArraySize(_orders); i++) { if (_orders[i].Ticket == ticket) { //--- Check ticket match keyFound = i; //--- Set found index } } return keyFound; //--- Return found index or -1 } }; //--- Define class for managing order operations with broker class OrderRepository { private: //--- Retrieve order by ticket static Order* getByTicket(ulong ticket) { bool orderSelected = OrderSelect(ticket); //--- Select order by ticket if (orderSelected) { //--- Check if selection succeeded Order* order = new Order(false); //--- Create new order object OrderRepository::fetchSelected(order); //--- Populate order details return order; //--- Return order object } else { return NULL; //--- Return null if selection failed } } //--- Retrieve close time for historical order static datetime OrderCloseTime(ulong ticket) { return (datetime)(HistoryOrderGetInteger(ticket, ORDER_TIME_DONE_MSC) / 1000); //--- Return close time in seconds } //--- Retrieve close price for historical order static double OrderClosePrice(ulong ticket) { return HistoryOrderGetDouble(ticket, ORDER_PRICE_CURRENT); //--- Return close price } //--- Populate order details from selected order static void fetchSelected(Order& order) { COrderInfo orderInfo; //--- Declare order info object order.Ticket = orderInfo.Ticket(); //--- Set order ticket order.Type = orderInfo.OrderType(); //--- Set order type order.State = orderInfo.State(); //--- Set order state order.MagicNumber = orderInfo.Magic(); //--- Set magic number order.Lots = orderInfo.VolumeInitial(); //--- Set initial volume order.OpenPrice = orderInfo.PriceOpen(); //--- Set open price order.StopLoss = orderInfo.StopLoss(); //--- Set Stop Loss order.TakeProfit = orderInfo.TakeProfit(); //--- Set Take Profit order.Expiration = orderInfo.TimeExpiration(); //--- Set expiration time order.Comment = orderInfo.Comment(); //--- Set comment order.OpenTime = orderInfo.TimeSetup(); //--- Set open time order.CloseTime = OrderCloseTime(order.Ticket); //--- Set close time order.SymbolCode = orderInfo.Symbol(); //--- Set symbol code order.TradeVolume = orderInfo.VolumeInitial(); //--- Set trade volume CalculateAndSetCommision(order); //--- Calculate and set commission } //--- Modify order’s Stop Loss or Take Profit static bool modify(ulong ticket, double stopLoss = NULL, double takeProfit = NULL) { CTrade trade; //--- Declare trade object Order* order = OrderRepository::getByTicket(ticket); //--- Retrieve order by ticket double price = order.OpenPrice; //--- Set price to open price stopLoss = (stopLoss == NULL) ? order.StopLoss : stopLoss; //--- Use existing SL if null takeProfit = (takeProfit == NULL) ? order.TakeProfit : takeProfit; //--- Use existing TP if null datetime expiration = order.Expiration; //--- Set expiration bool result = false; //--- Initialize result as false if (order.State == ORDER_STATE_PLACED) { //--- Check if order is pending result = trade.OrderModify(ticket, price, stopLoss, takeProfit, ORDER_TIME_SPECIFIED, expiration, 0); //--- Modify pending order } else if (order.State == ORDER_STATE_FILLED) { //--- Check if order is filled result = trade.PositionModify(ticket, stopLoss, takeProfit); //--- Modify position } if (CheckPointer(order) == POINTER_DYNAMIC) { //--- Check if order is dynamic delete(order); //--- Delete order object } return result; //--- Return modification result } public: //--- Retrieve open and pending orders static OrderCollection* GetOpenOrders(int magic = NULL, int type = NULL, string symbolCode = NULL) { OrderCollection* orders = new OrderCollection(); //--- Create new order collection //--- Process pending orders for (int orderIndex = 0; orderIndex < OrdersTotal(); orderIndex++) { bool orderSelected = OrderSelect(OrderGetTicket(orderIndex)); //--- Select order by index if (orderSelected) { //--- Check if selection succeeded Order* order = new Order(false); //--- Create new order object OrderRepository::fetchSelected(order); //--- Populate order details if ((magic == NULL || magic == order.MagicNumber) && (type == NULL || type == order.Type) && (symbolCode == NULL || symbolCode == order.SymbolCode)) { //--- Filter by magic, type, symbol orders.Add(order); //--- Add order to collection } else { if (CheckPointer(order) == POINTER_DYNAMIC) { delete(order); //--- Delete unused order object } } } } //--- Process open positions (netting system) int total = PositionsTotal(); //--- Get total positions for (int i = total - 1; i >= 0; i--) { ulong position_ticket = PositionGetTicket(i); //--- Get position ticket string position_symbol = PositionGetString(POSITION_SYMBOL); //--- Get position symbol long position_magicNumber = PositionGetInteger(POSITION_MAGIC); //--- Get position magic number double volume = PositionGetDouble(POSITION_VOLUME); //--- Get position volume double open_price = PositionGetDouble(POSITION_PRICE_OPEN); //--- Get open price datetime open_time = (datetime)PositionGetInteger(POSITION_TIME); //--- Get open time ENUM_POSITION_TYPE positionType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); //--- Get position type if (position_magicNumber == MagicNumber) { //--- Check matching magic number Order* order = new Order(false); //--- Create new order object order.Ticket = position_ticket; //--- Set order ticket if (positionType == POSITION_TYPE_BUY) { //--- Check if Buy position order.Type = ORDER_TYPE_BUY; //--- Set Buy type } else if (positionType == POSITION_TYPE_SELL) { //--- Check if Sell position order.Type = ORDER_TYPE_SELL; //--- Set Sell type } order.Lots = volume; //--- Set order volume order.TradeVolume = volume; //--- Set trade volume order.OpenPrice = open_price; //--- Set open price order.OpenTime = open_time; //--- Set open time order.MagicNumber = position_magicNumber; //--- Set magic number order.SymbolCode = position_symbol; //--- Set symbol code if ((magic == NULL || magic == order.MagicNumber) && (type == NULL || type == order.Type) && (symbolCode == NULL || symbolCode == order.SymbolCode)) { //--- Filter by magic, type, symbol orders.Add(order); //--- Add order to collection } else { if (CheckPointer(order) == POINTER_DYNAMIC) { order.Ticket = -1; //--- Invalidate ticket delete(order); //--- Delete unused order object } } } } return orders; //--- Return order collection } //--- Execute Buy order static ulong ExecuteOpenBuy(Order* order) { ulong orderTicket = ULONG_MAX; //--- Initialize ticket as invalid MqlTradeRequest request = {}; //--- Declare trade request MqlTradeResult result = {}; //--- Declare trade result request.action = TRADE_ACTION_DEAL; //--- Set action to deal request.symbol = Symbol(); //--- Set symbol to current request.volume = order.Lots; //--- Set volume request.type = ORDER_TYPE_BUY; //--- Set Buy type request.price = Ask_LibFunc(); //--- Set price to Ask request.deviation = MaxDeviationSlippage; //--- Set maximum slippage request.magic = MagicNumber; //--- Set magic number request.comment = order.Comment; //--- Set order comment request.type_filling = (ENUM_ORDER_TYPE_FILLING)OrderFillingType; //--- Set filling type ResetLastError(); //--- Clear last error if (OrderSend(request, result)) { //--- Send trade request if (result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED) { //--- Check success orderTicket = result.order; //--- Store order ticket order.Ticket = orderTicket; //--- Update order ticket order.IsAwaitingDealExecution = true; //--- Flag awaiting execution } else { Print(StringFormat("OrderSend: retcode=%u", result.retcode)); //--- Log return code } } else { Print(StringFormat("OrderSend: error %d: %s", GetLastError(), GetErrorDescription(result.retcode))); //--- Log error } return orderTicket; //--- Return order ticket } //--- Execute Sell order static ulong ExecuteOpenSell(Order* order) { ulong orderTicket = ULONG_MAX; //--- Initialize ticket as invalid MqlTradeRequest request = {}; //--- Declare trade request MqlTradeResult result = {}; //--- Declare trade result request.action = TRADE_ACTION_DEAL; //--- Set action to deal request.symbol = Symbol(); //--- Set symbol to current request.volume = order.Lots; //--- Set volume request.type = ORDER_TYPE_SELL; //--- Set Sell type request.price = Bid_LibFunc(); //--- Set price to Bid request.deviation = MaxDeviationSlippage; //--- Set maximum slippage request.magic = MagicNumber; //--- Set magic number request.comment = order.Comment; //--- Set order comment request.type_filling = (ENUM_ORDER_TYPE_FILLING)OrderFillingType; //--- Set filling type ResetLastError(); //--- Clear last error if (OrderSend(request, result)) { //--- Send trade request if (result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED) { //--- Check success orderTicket = result.order; //--- Store order ticket order.Ticket = orderTicket; //--- Update order ticket order.IsAwaitingDealExecution = true; //--- Flag awaiting execution } else { Print(StringFormat("OrderSend: retcode=%u", result.retcode)); //--- Log return code } } else { Print(StringFormat("OrderSend: error %d: %s", GetLastError(), GetErrorDescription(result.retcode))); //--- Log error } return orderTicket; //--- Return order ticket } //--- Close position (hedging accounts only) static bool ClosePosition(Order* order) { CPositionInfo m_position; //--- Declare position info object CTrade m_trade; //--- Declare trade object bool foundPosition = false; //--- Initialize position found flag for (int i = PositionsTotal() - 1; i >= 0; i--) { //--- Iterate positions if (m_position.SelectByIndex(i)) { //--- Select position by index if (m_position.Ticket() == order.Ticket) { //--- Check matching ticket foundPosition = true; //--- Set position found uint returnCode = 0; //--- Initialize return code if (m_trade.PositionClosePartial(order.Ticket, NormalizeDouble(order.Lots, 2), MaxDeviationSlippage)) { //--- Attempt partial close returnCode = m_trade.ResultRetcode(); //--- Get return code if (returnCode == TRADE_RETCODE_DONE || returnCode == TRADE_RETCODE_PLACED) { //--- Check success ulong orderTicket = m_trade.ResultOrder(); //--- Get new order ticket order.Ticket = orderTicket; //--- Update order ticket order.IsAwaitingDealExecution = true; //--- Flag awaiting execution Print(StringFormat("Successfully created a close order (%d) by EA (%d). Awaiting execution.", orderTicket, MagicNumber)); //--- Log success return true; //--- Return true } Print(StringFormat("Placing close order failed, Return code: %d", returnCode)); //--- Log failure } } } } return false; //--- Return false if position not found } //--- Retrieve recently closed orders static OrderCollection* GetLastClosedOrders(datetime startDatetime = NULL) { OrderCollection* lastClosedOrders = new OrderCollection(); //--- Create new order collection long positionIds[]; //--- Store position IDs if (HistorySelect(0, TimeCurrent())) { //--- Select trade history for (int i = HistoryDealsTotal() - 1; i >= 0; i--) { //--- Iterate deals ulong dealId = HistoryDealGetTicket(i); //--- Get deal ticket long magicNumber = HistoryDealGetInteger(dealId, DEAL_MAGIC); //--- Get deal magic number string symbol = HistoryDealGetString(dealId, DEAL_SYMBOL); //--- Get deal symbol if ((magicNumber != MagicNumber && magicNumber != 0) || symbol != Symbol()) { //--- Filter by magic and symbol continue; //--- Skip non-matching deals } if (HistoryDealGetInteger(dealId, DEAL_ENTRY) == DEAL_ENTRY_OUT) { //--- Check if deal is close datetime closetime = (datetime)HistoryDealGetInteger(dealId, DEAL_TIME); //--- Get close time if (startDatetime > closetime) { //--- Check if before start time break; //--- Exit loop } long positionId = HistoryDealGetInteger(dealId, DEAL_POSITION_ID); //--- Get position ID for (int pi = 0; pi < ArraySize(positionIds); pi++) { //--- Check existing IDs if (positionIds[pi] == positionId) { //--- Skip duplicates continue; } } int size = ArraySize(positionIds); //--- Get current ID array size ArrayResize(positionIds, size + 1); //--- Add new ID positionIds[size] = positionId; //--- Store position ID } } } for (int i = 0; i < ArraySize(positionIds); i++) { //--- Process each position if (HistorySelectByPosition(positionIds[i])) { //--- Select position history Order* order = new Order(false); //--- Create new order object double currentOutVolume = 0; //--- Track closed volume for (int j = 0; j < HistoryDealsTotal(); j++) { //--- Iterate deals ulong ticket = HistoryDealGetTicket(j); //--- Get deal ticket if (HistoryDealGetInteger(ticket, DEAL_ENTRY) == DEAL_ENTRY_IN) { //--- Check if open deal datetime openTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME); //--- Get open time double openPrice = HistoryDealGetDouble(ticket, DEAL_PRICE); //--- Get open price double lots = HistoryDealGetDouble(ticket, DEAL_VOLUME); //--- Get volume if (order.Ticket == 0) { //--- Check if first deal order.Ticket = HistoryDealGetInteger(ticket, DEAL_ORDER); //--- Set order ticket long dealType = HistoryDealGetInteger(ticket, DEAL_TYPE); //--- Get deal type if (dealType == ORDER_TYPE_BUY) { //--- Check if Buy order.Type = ORDER_TYPE_SELL; //--- Set Sell type (reversed for close) } else if (dealType == ORDER_TYPE_SELL) { //--- Check if Sell order.Type = ORDER_TYPE_BUY; //--- Set Buy type (reversed for close) } else { Alert("Unknown order.Type in GetLastClosedOrder"); //--- Log unknown type } order.OpenTime = openTime; //--- Set open time order.OpenPrice = openPrice; //--- Set open price order.Lots = lots; //--- Set volume } else { double averagePrice = ((order.OpenPrice * order.Lots) + (openPrice * lots)) / (order.Lots + lots); //--- Calculate average price order.Lots = order.Lots + lots; //--- Add volume order.OpenPrice = averagePrice; //--- Update open price } } else if (HistoryDealGetInteger(ticket, DEAL_ENTRY) == DEAL_ENTRY_OUT) { //--- Check if close deal double dealLots = HistoryDealGetDouble(ticket, DEAL_VOLUME); //--- Get close volume double dealClosePrice = HistoryDealGetDouble(ticket, DEAL_PRICE); //--- Get close price if (order.CloseTime == 0) { //--- Check if first close order.CloseTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME); //--- Set close time order.ClosePrice = dealClosePrice; //--- Set close price currentOutVolume = dealLots; //--- Set initial close volume } else { double averagePrice = ((order.ClosePrice * currentOutVolume) + (dealClosePrice * dealLots)) / (currentOutVolume + dealLots); //--- Calculate average close price order.CloseTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME); //--- Update close time order.ClosePrice = averagePrice; //--- Update close price currentOutVolume += dealLots; //--- Add close volume } } } lastClosedOrders.Add(order); //--- Add order to collection } } return lastClosedOrders; //--- Return closed orders collection } //--- Open order (Buy or Sell) static bool OpenOrder(Order* order) { double price = NULL; //--- Initialize price ulong ticketId = -1; //--- Initialize ticket switch (order.Type) { case ORDER_TYPE_BUY: ticketId = ExecuteOpenBuy(order); //--- Execute Buy order break; case ORDER_TYPE_SELL: ticketId = ExecuteOpenSell(order); //--- Execute Sell order break; } bool success = ticketId != ULONG_MAX; //--- Check if order was opened if (success) { Print(StringFormat("Successfully opened an order (%d) by EA (%d)", ticketId, MagicNumber)); //--- Log success } return success; //--- Return true if successful } //--- Calculate and set commission for order static void CalculateAndSetCommision(Order& order) { order.Commission = 0.0; //--- Initialize commission order.CommissionInPips = 0.0; //--- Initialize commission in pips order.Commission = 2.0 * CommissionAmountPerTrade + //--- Add roundtrip fixed commission CommissionPercentagePerLot * order.Lots * UnitsOneLot + //--- Add percentage commission CommissionAmountPerLot * order.Lots; //--- Add per-lot commission if (order.Lots > 1.0e-5 && order.Commission > 1.0e-5) { //--- Check valid volume and commission order.CommissionInPips = order.Commission / (order.Lots * UnitsOneLot * PipPoint); //--- Calculate commission in pips } } };
We define the "OrderCollection" class to manage a collection of "Order" objects, using the "_orders" array, "_pointer" for iteration, and "_size" to track order count. Its methods include "OrderCollection" for initialization, "Add" to append orders, "Remove" to delete orders at an index, "Get" to retrieve orders, "Count" for size, and iterator methods like "Rewind", "Next", "Prev", "HasNext", "Current", "Key", and "GetKeyByTicket" to navigate and locate orders by ticket.
We also create the "OrderRepository" class to handle broker interactions, with private methods like "getByTicket" to fetch orders using OrderSelect, "OrderCloseTime" and "OrderClosePrice" to retrieve historical order data, "fetchSelected" to populate "Order" details via "COrderInfo", and "modify" to update stop-loss/take-profit using "CTrade". Public methods include "GetOpenOrders" to collect open and pending orders filtered by "MagicNumber", "Type", or "SymbolCode", handling both pending orders and netting positions.
The "ExecuteOpenBuy" and "ExecuteOpenSell" functions send trade requests with MqlTradeRequest and MqlTradeResult, setting "ORDER_TYPE_BUY" or ORDER_TYPE_SELL, "Ask_LibFunc" or "Bid_LibFunc" prices, and "OrderFillingType", while "ClosePosition" closes hedging positions using "CPositionInfo" and "CTrade". The "GetLastClosedOrders" function retrieves recently closed orders by analyzing deal history with HistorySelect, and "CalculateAndSetCommision" computes commissions using "CommissionAmountPerTrade", "CommissionPercentagePerLot", and "CommissionAmountPerLot". Next, we can group the orders and hash them efficiently.
//--- Define class for grouping order tickets class OrderGroupData { public: ulong OrderTicketIds[]; //--- Store array of order ticket IDs //--- Default constructor void OrderGroupData() {} //--- Initialize empty group //--- Copy constructor void OrderGroupData(OrderGroupData* ordergroupdata) {} //--- Initialize from existing group (empty) //--- Add ticket to group void Add(ulong ticketId) { int size = ArraySize(OrderTicketIds); //--- Get current array size ArrayResize(OrderTicketIds, size + 1); //--- Resize array OrderTicketIds[size] = ticketId; //--- Store ticket at last index } //--- Remove ticket from group void Remove(ulong ticketId) { int size = ArraySize(OrderTicketIds); //--- Get current array size int counter = 0; //--- Track new array position int counterFound = 0; //--- Track removed tickets for (int i = 0; i < size; i++) { if (OrderTicketIds[i] == ticketId) { //--- Check matching ticket counterFound++; //--- Increment found count continue; //--- Skip to next } else { OrderTicketIds[counter] = OrderTicketIds[i]; //--- Shift ticket counter++; //--- Increment new position } } if (counterFound > 0) { //--- Check if tickets were removed ArrayResize(OrderTicketIds, counter); //--- Resize array to new size } } //--- Destructor void ~OrderGroupData() {} //--- Clean up group }; //--- Define class for hash map entry class OrderGroupHashEntry { public: string _key; //--- Store entry key OrderGroupData* _val; //--- Store order group data OrderGroupHashEntry* _next; //--- Point to next entry //--- Default constructor OrderGroupHashEntry() { _key = NULL; //--- Set key to null _val = NULL; //--- Set value to null _next = NULL; //--- Set next to null } //--- Constructor with key and value OrderGroupHashEntry(string key, OrderGroupData* val) { _key = key; //--- Set key _val = val; //--- Set value _next = NULL; //--- Set next to null } //--- Destructor ~OrderGroupHashEntry() { if (_val != NULL && CheckPointer(_val) == POINTER_DYNAMIC) { //--- Check if value is dynamic delete(_val); //--- Delete value } } }; //--- Define class for hash map of order groups class OrderGroupHashMap { private: uint _hashSlots; //--- Store number of hash slots int _resizeThreshold; //--- Store resize threshold int _hashEntryCount; //--- Track number of entries OrderGroupHashEntry* _buckets[]; //--- Store hash buckets bool _adoptValues; //--- Flag value adoption uint _foundIndex; //--- Store found index OrderGroupHashEntry* _foundEntry; //--- Store found entry OrderGroupHashEntry* _foundPrev; //--- Store previous entry //--- Initialize hash map void init(uint size, bool adoptValues) { _hashSlots = 0; //--- Set initial slots to 0 _hashEntryCount = 0; //--- Set initial entry count to 0 _adoptValues = adoptValues; //--- Set value adoption flag rehash(size); //--- Resize hash map } //--- Calculate hash for key uint hash(string s) { uchar c[]; //--- Declare character array uint h = 0; //--- Initialize hash if (s != NULL) { //--- Check if key is valid h = 5381; //--- Set initial hash value int n = StringToCharArray(s, c); //--- Convert string to chars for (int i = 0; i < n; i++) { h = ((h << 5) + h) + c[i]; //--- Update hash } } return h % _hashSlots; //--- Return hash modulo slots } //--- Find entry by key bool find(string keyName) { bool found = false; //--- Initialize found flag _foundPrev = NULL; //--- Set previous to null _foundIndex = hash(keyName); //--- Calculate hash index if (_foundIndex <= _hashSlots) { //--- Check valid index for (OrderGroupHashEntry* e = _buckets[_foundIndex]; e != NULL; e = e._next) { //--- Iterate bucket if (e._key == keyName) { //--- Check key match _foundEntry = e; //--- Store found entry found = true; //--- Set found flag break; //--- Exit loop } _foundPrev = e; //--- Update previous } } return found; //--- Return found status } //--- Retrieve number of slots uint getSlots() { return _hashSlots; //--- Return slot count } //--- Resize hash map bool rehash(uint newSize) { bool ret = false; //--- Initialize return flag OrderGroupHashEntry* oldTable[]; //--- Declare old table uint oldSize = _hashSlots; //--- Store current size if (newSize <= getSlots()) { //--- Check if resize is needed ret = false; //--- Set failure } else if (ArrayResize(_buckets, newSize) != newSize) { //--- Resize buckets ret = false; //--- Set failure } else if (ArrayResize(oldTable, oldSize) != oldSize) { //--- Resize old table ret = false; //--- Set failure } else { uint i = 0; //--- Initialize index for (i = 0; i < oldSize; i++) { //--- Copy buckets oldTable[i] = _buckets[i]; //--- Store old bucket } for (i = 0; i < newSize; i++) { //--- Clear new buckets _buckets[i] = NULL; //--- Set to null } _hashSlots = newSize; //--- Update slot count _resizeThreshold = (int)_hashSlots / 4 * 3; //--- Set resize threshold for (uint oldHashCode = 0; oldHashCode < oldSize; oldHashCode++) { //--- Rehash entries OrderGroupHashEntry* next = NULL; //--- Initialize next for (OrderGroupHashEntry* e = oldTable[oldHashCode]; e != NULL; e = next) { //--- Iterate old bucket next = e._next; //--- Store next entry uint newHashCode = hash(e._key); //--- Calculate new hash e._next = _buckets[newHashCode]; //--- Link to new bucket _buckets[newHashCode] = e; //--- Store in new bucket } oldTable[oldHashCode] = NULL; //--- Clear old bucket } ret = true; //--- Set success } return ret; //--- Return resize result } public: //--- Default constructor OrderGroupHashMap() { init(13, false); //--- Initialize with 13 slots, no adoption } //--- Constructor with adoption flag OrderGroupHashMap(bool adoptValues) { init(13, adoptValues); //--- Initialize with 13 slots } //--- Constructor with size OrderGroupHashMap(int size) { init(size, false); //--- Initialize with specified size, no adoption } //--- Constructor with size and adoption OrderGroupHashMap(int size, bool adoptValues) { init(size, adoptValues); //--- Initialize with size and adoption } //--- Destructor ~OrderGroupHashMap() { for (uint i = 0; i < _hashSlots; i++) { //--- Iterate buckets OrderGroupHashEntry* nextEntry = NULL; //--- Initialize next for (OrderGroupHashEntry* entry = _buckets[i]; entry != NULL; entry = nextEntry) { //--- Iterate entries nextEntry = entry._next; //--- Store next entry if (_adoptValues && entry._val != NULL && CheckPointer(entry._val) == POINTER_DYNAMIC) { //--- Check if value is dynamic delete entry._val; //--- Delete value } delete entry; //--- Delete entry } _buckets[i] = NULL; //--- Clear bucket } } //--- Check if key exists bool ContainsKey(string keyName) { return find(keyName); //--- Return true if key found } //--- Retrieve group data by key OrderGroupData* Get(string keyName) { OrderGroupData* obj = NULL; //--- Initialize return object if (find(keyName)) { //--- Check if key exists obj = _foundEntry._val; //--- Set return object } return obj; //--- Return group data or null } //--- Retrieve all group data void GetAllData(OrderGroupData* &data[]) { for (uint i = 0; i < _hashSlots; i++) { //--- Iterate buckets OrderGroupHashEntry* nextEntry = NULL; //--- Initialize next for (OrderGroupHashEntry* entry = _buckets[i]; entry != NULL; entry = nextEntry) { //--- Iterate entries if (entry._val != NULL) { //--- Check valid value int size = ArraySize(data); //--- Get current array size ArrayResize(data, size + 1); //--- Resize array data[size] = entry._val; //--- Store value nextEntry = entry._next; //--- Move to next } } } } //--- Store or update group data OrderGroupData* Put(string keyName, OrderGroupData* obj) { OrderGroupData* ret = NULL; //--- Initialize return value if (find(keyName)) { //--- Check if key exists ret = _foundEntry._val; //--- Store existing value if (_adoptValues && _foundEntry._val != NULL && CheckPointer(_foundEntry._val) == POINTER_DYNAMIC) { //--- Check if value is dynamic delete _foundEntry._val; //--- Delete existing value } _foundEntry._val = obj; //--- Update value } else { OrderGroupHashEntry* e = new OrderGroupHashEntry(keyName, obj); //--- Create new entry OrderGroupHashEntry* first = _buckets[_foundIndex]; //--- Get current bucket head e._next = first; //--- Link new entry _buckets[_foundIndex] = e; //--- Store new entry _hashEntryCount++; //--- Increment entry count if (_hashEntryCount > _resizeThreshold) { //--- Check if resize needed rehash(_hashSlots / 2 * 3); //--- Resize hash map } } return ret; //--- Return previous value or null } //--- Delete entry by key bool Delete(string keyName) { bool found = false; //--- Initialize found flag if (find(keyName)) { //--- Check if key exists OrderGroupHashEntry* next = _foundEntry._next; //--- Store next entry if (_foundPrev != NULL) { //--- Check if previous exists _foundPrev._next = next; //--- Update previous link } else { _buckets[_foundIndex] = next; //--- Update bucket head } if (_adoptValues && _foundEntry._val != NULL && CheckPointer(_foundEntry._val) == POINTER_DYNAMIC) { //--- Check if value is dynamic delete _foundEntry._val; //--- Delete value } delete _foundEntry; //--- Delete entry _hashEntryCount--; //--- Decrement entry count found = true; //--- Set found flag } return found; //--- Return true if deleted } //--- Delete multiple keys int DeleteKeys(const string& keys[]) { int count = 0; //--- Initialize delete count for (int i = 0; i < ArraySize(keys); i++) { //--- Iterate keys if (Delete(keys[i])) { //--- Attempt to delete key count++; //--- Increment count } } return count; //--- Return number of deleted keys } //--- Delete all keys except specified int DeleteKeysExcept(const string& keys[]) { int index = 0, count = 0; //--- Initialize index and count string hashedKeys[]; //--- Declare hashed keys array ArrayResize(hashedKeys, _hashEntryCount); //--- Resize to entry count for (uint i = 0; i < _hashSlots; i++) { //--- Iterate buckets OrderGroupHashEntry* nextEntry = NULL; //--- Initialize next for (OrderGroupHashEntry* entry = _buckets[i]; entry != NULL; entry = nextEntry) { //--- Iterate entries nextEntry = entry._next; //--- Store next if (entry._key != NULL) { //--- Check valid key hashedKeys[index] = entry._key; //--- Store key index++; //--- Increment index } } } for (int i = 0; i < ArraySize(hashedKeys); i++) { //--- Iterate hashed keys bool keep = false; //--- Initialize keep flag for (int j = 0; j < ArraySize(keys); j++) { //--- Check against keep keys if (hashedKeys[i] == keys[j]) { //--- Check match keep = true; //--- Set keep flag break; //--- Exit loop } } if (!keep) { //--- Check if key should be deleted if (Delete(hashedKeys[i])) { //--- Attempt to delete count++; //--- Increment count } } } return count; //--- Return number of deleted keys } };
To manage and group order tickets efficiently, supporting organized trade handling, we define the "OrderGroupData" class to store order ticket IDs in the "OrderTicketIds" array, with methods like "OrderGroupData" for initialization, "Add" to append ticket IDs, "Remove" to delete specific tickets by shifting remaining entries, and a destructor "~OrderGroupData" for cleanup, ensuring dynamic ticket management.
Next, we create the "OrderGroupHashEntry" class to represent entries in a hash map, containing "_key" for the entry identifier, "_val" to hold an "OrderGroupData" object, and "_next" for linking entries in case of collisions. Its constructors "OrderGroupHashEntry" initialize entries, and the destructor "~OrderGroupHashEntry" frees dynamic "OrderGroupData" objects if needed.
We then implement the "OrderGroupHashMap" class to manage order groups using a hash table, with private variables "_hashSlots" for bucket count, "_resizeThreshold" for resizing triggers, "_hashEntryCount" for tracking entries, and "_buckets" to store "OrderGroupHashEntry" arrays. The private "init" method sets up the hash map, "hash" computes a hash value for keys, "find" locates entries by key, and "rehash" resizes the table.
Public methods include constructors "OrderGroupHashMap" for various initialization options, "ContainsKey" to check key existence, "Get" to retrieve "OrderGroupData", "GetAllData" to collect all groups, "Put" to add or update entries, "Delete" to remove a key, "DeleteKeys" for multiple deletions, and "DeleteKeysExcept" to remove all but specified keys. The destructor "~OrderGroupHashMap" ensures proper cleanup. We now need to manage trading states and we need an extra class for that operation.
//--- Declare global array to track recent order results int LastOrderResults[]; //--- Store outcomes of recent trades (1 for profit, 0 for loss) //--- Define class for managing trading state and orders class Wallet { private: int _openedBuyOrderCount; //--- Track number of open Buy orders int _openedSellOrderCount; //--- Track number of open Sell orders ulong _closedOrderCount; //--- Track total closed orders int _lastOrderResultSize; //--- Store size of LastOrderResults array ENUM_TIMEFRAMES _lastOrderResultByTimeframe; //--- Store timeframe for tracking closed orders datetime _lastBarStartTime; //--- Store start time of last bar OrderCollection* _openOrders; //--- Store currently open orders OrderGroupHashMap* _openOrdersSymbolType; //--- Store open orders grouped by symbol and type OrderGroupHashMap* _openOrdersSymbol; //--- Store open orders grouped by symbol OrderCollection* _pendingOpenOrders; //--- Store pending open orders OrderCollection* _pendingCloseOrders; //--- Store pending close orders Order* _mostRecentOpenOrder; //--- Store most recently opened order Order* _mostRecentClosedOrder; //--- Store most recently closed order OrderCollection* _recentClosedOrders; //--- Store recently closed orders public: //--- Initialize wallet void Wallet() { _openedBuyOrderCount = 0; //--- Set Buy order count to 0 _openedSellOrderCount = 0; //--- Set Sell order count to 0 _closedOrderCount = 0; //--- Set closed order count to 0 _lastOrderResultSize = 0; //--- Set result size to 0 _lastOrderResultByTimeframe = NULL; //--- Set timeframe to null _lastBarStartTime = NULL; //--- Set bar start time to null _pendingOpenOrders = new OrderCollection(); //--- Create pending open orders collection _pendingCloseOrders = new OrderCollection(); //--- Create pending close orders collection _recentClosedOrders = new OrderCollection(); //--- Create recent closed orders collection _openOrdersSymbolType = NULL; //--- Set symbol-type group to null _openOrdersSymbol = NULL; //--- Set symbol group to null _openOrders = new OrderCollection(); //--- Create open orders collection _mostRecentOpenOrder = NULL; //--- Set recent open order to null _mostRecentClosedOrder = NULL; //--- Set recent closed order to null } //--- Destructor to clean up wallet void ~Wallet() { delete(_pendingOpenOrders); //--- Delete pending open orders delete(_pendingCloseOrders); //--- Delete pending close orders delete(_recentClosedOrders); //--- Delete recent closed orders if (_openOrders != NULL) { //--- Check if open orders exist delete(_openOrders); //--- Delete open orders } if (_mostRecentOpenOrder != NULL) { //--- Check if recent open order exists delete(_mostRecentOpenOrder); //--- Delete recent open order } if (_mostRecentClosedOrder != NULL) { //--- Check if recent closed order exists delete(_mostRecentClosedOrder); //--- Delete recent closed order } if (_openOrdersSymbolType != NULL) { //--- Check if symbol-type group exists delete(_openOrdersSymbolType); //--- Delete symbol-type group } if (_openOrdersSymbol != NULL) { //--- Check if symbol group exists delete(_openOrdersSymbol); //--- Delete symbol group } } //--- Handle new tick event void HandleTick() { if (_lastOrderResultByTimeframe != NULL) { //--- Check if timeframe is set datetime newBarStartTime = iTime(_Symbol, _lastOrderResultByTimeframe, 0); //--- Get current bar start if (_lastBarStartTime == newBarStartTime) { //--- Check if same bar return; //--- Exit if no new bar } else { _lastBarStartTime = newBarStartTime; //--- Update bar start time for (int i = 0; i < _recentClosedOrders.Count(); i++) { //--- Iterate closed orders Order* order = _recentClosedOrders.Get(i); //--- Get closed order if (CheckPointer(order) != POINTER_INVALID && CheckPointer(order) == POINTER_DYNAMIC) { //--- Check dynamic pointer delete(order); //--- Delete order } _recentClosedOrders.Remove(i); //--- Remove order } PrintOrderChanges(); //--- Log order changes } } } //--- Set size of order results array void SetLastOrderResultsSize(int size) { if (size > _lastOrderResultSize) { //--- Check if size increased ArrayResize(LastOrderResults, size); //--- Resize results array ArrayInitialize(LastOrderResults, 1); //--- Initialize with 1 (assume profit) _lastOrderResultSize = size; //--- Update result size } } //--- Set timeframe for tracking closed orders void SetLastClosedOrdersByTimeframe(ENUM_TIMEFRAMES timeframe) { if (_lastOrderResultByTimeframe != NULL && timeframe <= _lastOrderResultByTimeframe) { //--- Check if timeframe is valid return; //--- Exit if no change needed } _lastOrderResultByTimeframe = timeframe; //--- Set new timeframe _lastBarStartTime = iTime(_Symbol, _lastOrderResultByTimeframe, 0); //--- Set bar start time } //--- Retrieve recent closed orders OrderCollection* GetRecentClosedOrders() { return _recentClosedOrders; //--- Return closed orders collection } //--- Activate order grouping types void ActivateOrderGroups(ORDER_GROUP_TYPE &groupTypes[]) { for (int i = 0; i < ArrayRange(groupTypes, 0); i++) { //--- Iterate group types if (groupTypes[i] == SymbolOrderType && _openOrdersSymbolType == NULL) { //--- Check symbol-type grouping _openOrdersSymbolType = new OrderGroupHashMap(); //--- Create symbol-type hash map } else if (groupTypes[i] == SymbolCode && _openOrdersSymbol == NULL) { //--- Check symbol grouping _openOrdersSymbol = new OrderGroupHashMap(); //--- Create symbol hash map } } } //--- Retrieve open orders OrderCollection* GetOpenOrders() { if (_openOrders == NULL) { //--- Check if orders are loaded LoadOrdersFromBroker(); //--- Load orders from broker } return _openOrders; //--- Return open orders collection } //--- Retrieve open order by ticket Order* GetOpenOrder(ulong ticketId) { int index = _openOrders.GetKeyByTicket(ticketId); //--- Find order index by ticket if (index == -1) { //--- Check if not found return NULL; //--- Return null } return _openOrders.Get(index); //--- Return order at index } //--- Retrieve grouped orders by symbol and type void GetOpenOrdersSymbolOrderType(OrderGroupData* &data[]) { _openOrdersSymbolType.GetAllData(data); //--- Populate data with grouped orders } //--- Retrieve grouped orders by symbol void GetOpenOrdersSymbol(OrderGroupData* &data[]) { _openOrdersSymbol.GetAllData(data); //--- Populate data with grouped orders } //--- Retrieve pending open orders OrderCollection* GetPendingOpenOrders() { return _pendingOpenOrders; //--- Return pending open orders } //--- Retrieve pending close orders OrderCollection* GetPendingCloseOrders() { return _pendingCloseOrders; //--- Return pending close orders } //--- Reset pending orders void ResetPendingOrders() { delete(_pendingOpenOrders); //--- Delete existing pending open orders delete(_pendingCloseOrders); //--- Delete existing pending close orders _pendingOpenOrders = new OrderCollection(); //--- Create new pending open orders _pendingCloseOrders = new OrderCollection(); //--- Create new pending close orders Print("Wallet has " + IntegerToString(_pendingOpenOrders.Count()) + " pending open orders now."); //--- Log open orders count Print("Wallet has " + IntegerToString(_pendingCloseOrders.Count()) + " pending close orders now."); //--- Log close orders count } //--- Check if orders are being opened bool AreOrdersBeingOpened() { for (int i = _pendingOpenOrders.Count() - 1; i >= 0; i--) { //--- Iterate pending open orders if (_pendingOpenOrders.Get(i).IsAwaitingDealExecution) { //--- Check execution status return true; //--- Return true if awaiting execution } } return false; //--- Return false if no orders pending } //--- Check if orders are being closed bool AreOrdersBeingClosed() { for (int i = _pendingCloseOrders.Count() - 1; i >= 0; i--) { //--- Iterate pending close orders if (_pendingCloseOrders.Get(i).IsAwaitingDealExecution) { //--- Check execution status return true; //--- Return true if awaiting execution } } return false; //--- Return false if no orders pending } //--- Reset open orders void ResetOpenOrders() { _openedBuyOrderCount = 0; //--- Reset Buy order count _openedSellOrderCount = 0; //--- Reset Sell order count if (_openOrders != NULL) { //--- Check if open orders exist delete(_openOrders); //--- Delete open orders _openOrders = new OrderCollection(); //--- Create new open orders } if (_openOrdersSymbol != NULL) { //--- Check if symbol group exists delete(_openOrdersSymbol); //--- Delete symbol group _openOrdersSymbol = new OrderGroupHashMap(); //--- Create new symbol group } if (_openOrdersSymbolType != NULL) { //--- Check if symbol-type group exists delete(_openOrdersSymbolType); //--- Delete symbol-type group _openOrdersSymbolType = new OrderGroupHashMap(); //--- Create new symbol-type group } } //--- Retrieve most recent open order Order* GetMostRecentOpenOrder() { return _mostRecentOpenOrder; //--- Return recent open order } //--- Retrieve most recent closed order Order* GetMostRecentClosedOrder() { return _mostRecentClosedOrder; //--- Return recent closed order } //--- Load orders from broker void LoadOrdersFromBroker() { OrderCollection* brokerOrders = OrderRepository::GetOpenOrders(MagicNumber, NULL, Symbol()); //--- Retrieve open orders for (int i = 0; i < brokerOrders.Count(); i++) { //--- Iterate broker orders Order* openOrder = brokerOrders.Get(i); //--- Get open order AddOrderToOpenOrderCollections(openOrder); //--- Add to collections SetMostRecentOpenOrClosedOrder(openOrder); //--- Update recent order CountAddedOrder(openOrder); //--- Update order counts } OrderCollection* lastClosedOrders = OrderRepository::GetLastClosedOrders(_lastBarStartTime); //--- Retrieve closed orders for (int i = 0; i < lastClosedOrders.Count(); i++) { //--- Iterate closed orders Order* closedOrder = lastClosedOrders.Get(i); //--- Get closed order _recentClosedOrders.Add(new Order(closedOrder, true)); //--- Add to recent closed orders SetMostRecentOpenOrClosedOrder(closedOrder); //--- Update recent order } delete(lastClosedOrders); //--- Delete closed orders collection delete(brokerOrders); //--- Delete broker orders collection PrintOrderChanges(); //--- Log order changes Print("Wallet has " + IntegerToString(GetOpenedOrderCount()) + " orders now."); //--- Log total open orders } //--- Move pending open order to open status void SetPendingOpenOrderToOpen(Order* justOpenedOrder) { bool success = false; //--- Initialize success flag int key = _pendingOpenOrders.GetKeyByTicket(justOpenedOrder.Ticket); //--- Find order by ticket if (key != -1) { //--- Check if order found if (_mostRecentOpenOrder != NULL && CheckPointer(_mostRecentOpenOrder) != POINTER_INVALID && CheckPointer(_mostRecentOpenOrder) == POINTER_DYNAMIC) { //--- Check existing recent order delete(_mostRecentOpenOrder); //--- Delete recent open order } _mostRecentOpenOrder = new Order(justOpenedOrder, false); //--- Set new recent open order AddOrderToOpenOrderCollections(justOpenedOrder); //--- Add to collections CountAddedOrder(justOpenedOrder); //--- Update order counts delete(justOpenedOrder); //--- Delete input order _pendingOpenOrders.Remove(key); //--- Remove from pending success = true; //--- Set success flag } if (success) { //--- Check if successful PrintOrderChanges(); //--- Log order changes } else { Alert("Couldn't move pending open order to opened orders for ticketid: " + IntegerToString(justOpenedOrder.Ticket)); //--- Log failure } } //--- Cancel pending open order bool CancelPendingOpenOrder(Order* justOpenedOrder) { int key = _pendingOpenOrders.GetKeyByTicket(justOpenedOrder.Ticket); //--- Find order by ticket if (key != -1) { //--- Check if order found delete(justOpenedOrder); //--- Delete order _pendingOpenOrders.Remove(key); //--- Remove from pending } else { Alert("Couldn't cancel pending open order for ticketid: " + IntegerToString(justOpenedOrder.Ticket)); //--- Log failure } PrintOrderChanges(); //--- Log order changes return key != -1; //--- Return true if canceled } //--- Move all open orders to pending close void SetAllOpenOrdersToPendingClose() { bool success = false; //--- Initialize success flag for (int i = _openOrders.Count() - 1; i >= 0; i--) { //--- Iterate open orders Order* order = _openOrders.Get(i); //--- Get open order if (MoveOpenOrderToPendingCloseOrders(order)) { //--- Move to pending close success = true; //--- Set success flag } } if (success) { //--- Check if changes made PrintOrderChanges(); //--- Log order changes } } //--- Move single open order to pending close bool SetOpenOrderToPendingClose(Order* orderToClose) { bool success = MoveOpenOrderToPendingCloseOrders(orderToClose); //--- Move to pending close if (success) { //--- Check if successful PrintOrderChanges(); //--- Log order changes return true; //--- Return true } Alert("Couldn't move open order to pendingclose orders for ticketid: " + IntegerToString(orderToClose.Ticket)); //--- Log failure return false; //--- Return false } //--- Add order to pending close bool AddPendingCloseOrder(Order* orderToClose) { _pendingCloseOrders.Add(new Order(orderToClose, false)); //--- Add new order to pending close if (CheckPointer(orderToClose) != POINTER_INVALID && CheckPointer(orderToClose) == POINTER_DYNAMIC) { //--- Check dynamic pointer delete(orderToClose); //--- Delete input order } PrintOrderChanges(); //--- Log order changes return true; //--- Return true } //--- Move pending close order to closed status bool SetPendingCloseOrderToClosed(Order* justClosedOrder) { int key = _pendingCloseOrders.GetKeyByTicket(justClosedOrder.Ticket); //--- Find order by ticket if (key != -1) { //--- Check if order found if (_lastOrderResultSize > 0) { //--- Check if results tracking enabled for (int i = ArraySize(LastOrderResults) - 1; i > 0; i--) { //--- Shift results LastOrderResults[i] = LastOrderResults[i - 1]; //--- Move previous result } LastOrderResults[0] = justClosedOrder.CalculateProfitPips() > 0 ? 1 : 0; //--- Set result (1 for profit, 0 for loss) } if (_mostRecentClosedOrder != NULL && CheckPointer(_mostRecentClosedOrder) != POINTER_INVALID && CheckPointer(_mostRecentClosedOrder) == POINTER_DYNAMIC) { //--- Check existing recent closed order delete(_mostRecentClosedOrder); //--- Delete recent closed order } _mostRecentClosedOrder = new Order(justClosedOrder, false); //--- Set new recent closed order _recentClosedOrders.Add(new Order(justClosedOrder, true)); //--- Add to recent closed orders _pendingCloseOrders.Remove(key); //--- Remove from pending close delete(justClosedOrder); //--- Delete input order _closedOrderCount++; //--- Increment closed count PrintOrderChanges(); //--- Log order changes return true; //--- Return true } Alert("Couldn't move open order to removed order for ticketid: " + IntegerToString(justClosedOrder.Ticket)); //--- Log failure return false; //--- Return false } //--- Retrieve total open order count int GetOpenedOrderCount() { return _openedBuyOrderCount + _openedSellOrderCount; //--- Return sum of Buy and Sell orders } //--- Retrieve closed order count ulong GetClosedOrderCount() { return _closedOrderCount; //--- Return closed order count } private: //--- Add order to open order collections void AddOrderToOpenOrderCollections(Order* order) { Order* newOpenOrder = new Order(order, true); //--- Create new order with visibility _openOrders.Add(newOpenOrder); //--- Add to open orders if (IsSymbolOrderTypeOrderGroupActivated()) { //--- Check symbol-type grouping string key = GetOrderGroupSymbolOrderTypeKey(order); //--- Get symbol-type key OrderGroupData* orderGroupData = _openOrdersSymbolType.Get(key); //--- Retrieve group data if (orderGroupData == NULL) { //--- Check if group exists orderGroupData = new OrderGroupData(); //--- Create new group } orderGroupData.Add(newOpenOrder.Ticket); //--- Add order ticket _openOrdersSymbolType.Put(key, orderGroupData); //--- Store group data } if (IsSymbolOrderGroupActivated()) { //--- Check symbol grouping string key = GetOrderGroupSymbolKey(order); //--- Get symbol key OrderGroupData* orderGroupData = _openOrdersSymbol.Get(key); //--- Retrieve group data if (orderGroupData == NULL) { //--- Check if group exists orderGroupData = new OrderGroupData(); //--- Create new group } orderGroupData.Add(newOpenOrder.Ticket); //--- Add order ticket _openOrdersSymbol.Put(key, orderGroupData); //--- Store group data } PrintOrderChanges(); //--- Log order changes } //--- Remove order from open order collections bool RemoveOrderFromOpenOrderCollections(Order* order) { int key = GetOpenOrders().GetKeyByTicket(order.Ticket); //--- Find order by ticket if (key != -1) { //--- Check if order found GetOpenOrders().Remove(key); //--- Remove from open orders if (_openOrdersSymbolType != NULL) { //--- Check symbol-type grouping string symbolOrderTypeKey = GetOrderGroupSymbolOrderTypeKey(order); //--- Get symbol-type key OrderGroupData* symbolOrderTypeGroupData = _openOrdersSymbolType.Get(symbolOrderTypeKey); //--- Retrieve group symbolOrderTypeGroupData.Remove(order.Ticket); //--- Remove ticket } if (_openOrdersSymbol != NULL) { //--- Check symbol grouping string symbolKey = GetOrderGroupSymbolKey(order); //--- Get symbol key OrderGroupData* symbolGroupData = _openOrdersSymbol.Get(symbolKey); //--- Retrieve group symbolGroupData.Remove(order.Ticket); //--- Remove ticket } } return key != -1; //--- Return true if removed } //--- Update most recent open or closed order void SetMostRecentOpenOrClosedOrder(Order* order) { if (order.CloseTime == 0) { //--- Check if open order if (_mostRecentOpenOrder == NULL) { //--- Check if no recent open order _mostRecentOpenOrder = new Order(order, false); //--- Set new recent open order } else if (_mostRecentOpenOrder.OpenTime < order.OpenTime) { //--- Check if newer delete(_mostRecentOpenOrder); //--- Delete existing _mostRecentOpenOrder = new Order(order, false); //--- Set new recent open order } } else { //--- Handle closed order if (_mostRecentClosedOrder == NULL) { //--- Check if no recent closed order _mostRecentClosedOrder = new Order(order, false); //--- Set new recent closed order } else if (_mostRecentClosedOrder.CloseTime < order.CloseTime) { //--- Check if newer delete(_mostRecentClosedOrder); //--- Delete existing _mostRecentClosedOrder = new Order(order, false); //--- Set new recent closed order } } } //--- Move open order to pending close bool MoveOpenOrderToPendingCloseOrders(Order* orderToClose) { if (RemoveOrderFromOpenOrderCollections(orderToClose)) { //--- Remove from open collections CountRemovedOrder(orderToClose); //--- Update order counts _pendingCloseOrders.Add(new Order(orderToClose, false)); //--- Add to pending close if (orderToClose.OpenTime == _mostRecentOpenOrder.OpenTime) { //--- Check if recent open order if (CheckPointer(_mostRecentOpenOrder) != POINTER_INVALID && CheckPointer(_mostRecentOpenOrder) == POINTER_DYNAMIC) { //--- Check dynamic pointer delete(_mostRecentOpenOrder); //--- Delete recent open order } _mostRecentOpenOrder = NULL; //--- Clear recent open order Order* newMostRecentOpenOrder = GetLastOpenOrder(); //--- Get new recent open order if (newMostRecentOpenOrder != NULL) { //--- Check if new order exists SetMostRecentOpenOrClosedOrder(newMostRecentOpenOrder); //--- Update recent order } } if (CheckPointer(orderToClose) != POINTER_INVALID && CheckPointer(orderToClose) == POINTER_DYNAMIC) { //--- Check dynamic pointer delete(orderToClose); //--- Delete input order } return true; //--- Return true } return false; //--- Return false if failed } //--- Retrieve last open order Order* GetLastOpenOrder() { Order* order = NULL; //--- Initialize order for (int i = _openOrders.Count() - 1; i >= 0; i--) { //--- Iterate open orders return _openOrders.Get(i); //--- Return last order } return NULL; //--- Return null if none } //--- Generate key for symbol and order type string GetOrderGroupSymbolOrderTypeKey(Order* order) { return order.SymbolCode + IntegerToString(order.Type); //--- Combine symbol and type } //--- Generate key for symbol string GetOrderGroupSymbolKey(Order* order) { return order.SymbolCode; //--- Return symbol code } //--- Check if symbol-type grouping is active bool IsSymbolOrderTypeOrderGroupActivated() { return _openOrdersSymbolType != NULL; //--- Return true if active } //--- Check if symbol grouping is active bool IsSymbolOrderGroupActivated() { return _openOrdersSymbol != NULL; //--- Return true if active } //--- Increment order count for added order void CountAddedOrder(Order* order) { if (order.Type == ORDER_TYPE_BUY) { //--- Check if Buy order _openedBuyOrderCount++; //--- Increment Buy count } else if (order.Type == ORDER_TYPE_SELL) { //--- Check if Sell order _openedSellOrderCount++; //--- Increment Sell count } } //--- Decrement order count for removed order void CountRemovedOrder(Order* order) { if (order.Type == ORDER_TYPE_BUY) { //--- Check if Buy order _openedBuyOrderCount--; //--- Decrement Buy count } else if (order.Type == ORDER_TYPE_SELL) { //--- Check if Sell order _openedSellOrderCount--; //--- Decrement Sell count } } //--- Log order state changes void PrintOrderChanges() { if (DisplayOrderInfo && IsDemoLiveOrVisualMode) { //--- Check if display enabled string comment = "\n ------------------------------------------------------------"; //--- Start comment comment += "\n :: Pending open orders: " + IntegerToString(_pendingOpenOrders.Count()); //--- Add pending open count comment += "\n :: Open orders: " + IntegerToString(_openedBuyOrderCount) + " (Buy), " + IntegerToString(_openedSellOrderCount) + " (Sell)"; //--- Add open counts comment += "\n :: Pending close orders: " + IntegerToString(_pendingCloseOrders.Count()); //--- Add pending close count comment += "\n :: Recently closed orders: " + IntegerToString(_recentClosedOrders.Count()); //--- Add closed count OrderInfoComment = comment; //--- Store comment } } };
Here, we implement the "Wallet" class to manage the trading state and orders. We declare the global "LastOrderResults" array to store trade outcomes (1 for profit, 0 for loss). The "Wallet" class uses private variables like "_openedBuyOrderCount", "_openedSellOrderCount", "_closedOrderCount", "_lastOrderResultSize", "_lastOrderResultByTimeframe" (ENUM_TIMEFRAMES), and "_lastBarStartTime" to track order counts and timing, alongside pointers to "OrderCollection" objects ("_openOrders", "_pendingOpenOrders", "_pendingCloseOrders", "_recentClosedOrders") and "OrderGroupHashMap" objects ("_openOrdersSymbolType", "_openOrdersSymbol") for grouping, plus "_mostRecentOpenOrder" and "_mostRecentClosedOrder" for recent orders.
We define the "Wallet" constructor to initialize counts to 0, create new "OrderCollection" instances, and set pointers to null, with the "~Wallet" destructor cleaning up all dynamic objects. The "HandleTick" method updates "_recentClosedOrders" on new bars using iTime, while "SetLastOrderResultsSize" resizes "LastOrderResults", and "SetLastClosedOrdersByTimeframe" sets "_lastOrderResultByTimeframe". Public methods like "GetRecentClosedOrders", "GetOpenOrders", "GetOpenOrder", "GetPendingOpenOrders", and "GetPendingCloseOrders" retrieve order collections, with "ActivateOrderGroups" enabling grouping by "ORDER_GROUP_TYPE" values ("SymbolOrderType", "SymbolCode").
The "ResetPendingOrders" and "ResetOpenOrders" methods reinitialize collections, and "AreOrdersBeingOpened" and "AreOrdersBeingClosed" check pending execution status. We implement "LoadOrdersFromBroker" to populate orders via "OrderRepository::GetOpenOrders" and "GetLastClosedOrders", "SetPendingOpenOrderToOpen" and "CancelPendingOpenOrder" to manage pending opens, "SetAllOpenOrdersToPendingClose" and "SetOpenOrderToPendingClose" for closures, and "SetPendingCloseOrderToClosed" to update "LastOrderResults" and "_closedOrderCount".
Private methods like "AddOrderToOpenOrderCollections", "RemoveOrderFromOpenOrderCollections", "SetMostRecentOpenOrClosedOrder", "GetOrderGroupSymbolOrderTypeKey", and "PrintOrderChanges" support order grouping and logging to "OrderInfoComment". This class will centralize order management for scalping. To see the current progress, let us define a base class for managing the startup and we can call it on initialization to visualize the milestone.
//--- Define enumeration for trade actions enum TradeAction { UnknownAction = 0, //--- Represent unknown action OpenBuyAction = 1, //--- Represent open Buy action OpenSellAction = 2, //--- Represent open Sell action CloseBuyAction = 3, //--- Represent close Buy action CloseSellAction = 4 //--- Represent close Sell action }; //--- Define interface for trader interface ITrader { void HandleTick(); //--- Handle tick event void Init(); //--- Initialize trader Wallet* GetWallet(); //--- Retrieve wallet }; //--- Declare global trader pointer ITrader *_ea; //--- Store EA instance //--- Define main Expert Advisor class class EA : public ITrader { private: bool _firstTick; //--- Track first tick Wallet* _wallet; //--- Store wallet public: //--- Initialize EA void EA() { _firstTick = true; //--- Set first tick flag _wallet = new Wallet(); //--- Create wallet _wallet.SetLastClosedOrdersByTimeframe(DisplayOrderDuringTimeframe); //--- Set closed orders timeframe } //--- Destructor to clean up EA void ~EA() { delete(_wallet); //--- Delete wallet } //--- Initialize EA components void Init() { IsDemoLiveOrVisualMode = !MQLInfoInteger(MQL_TESTER) || MQLInfoInteger(MQL_VISUAL_MODE); //--- Set mode flag UnitsOneLot = MarketInfo_LibFunc(Symbol(), MODE_LOTSIZE); //--- Set lot size _wallet.LoadOrdersFromBroker(); //--- Load orders from broker } //--- Handle tick event void HandleTick() { if (MQLInfoInteger(MQL_TESTER) == 0) { //--- Check if not in tester SyncOrders(); //--- Synchronize orders } if (AllowManualTPSLChanges) { //--- Check if manual TP/SL allowed SyncManualTPSLChanges(); //--- Synchronize manual TP/SL } AskFunc.Evaluate(); //--- Update Ask price BidFunc.Evaluate(); //--- Update Bid price UpdateOrders(); //--- Update order profits if (!StopEA) { //--- Check if EA not stopped _wallet.HandleTick(); //--- Handle wallet tick if (ExecutePendingCloseOrders()) { //--- Execute close orders if (!ExecutePendingOpenOrders()) { //--- Execute open orders HandleErrors(StringFormat("Open (all) order(s) failed. Please check EA %d and look at the Journal and Expert tab.", MagicNumber)); //--- Log error } } else { HandleErrors(StringFormat("Close (all) order(s) failed! Please check EA %d and look at the Journal and Expert tab.", MagicNumber)); //--- Log error } } else { if (ExecutePendingCloseOrders()) { //--- Execute close orders _wallet.SetAllOpenOrdersToPendingClose(); //--- Move open orders to pending close } else { HandleErrors(StringFormat("Close (all) order(s) failed! Please check EA %d and look at the Journal and Expert tab.", MagicNumber)); //--- Log error } } if (_firstTick) { //--- Check if first tick _firstTick = false; //--- Clear first tick flag } } //--- Retrieve wallet Wallet* GetWallet() { return _wallet; //--- Return wallet } private: //--- Synchronize orders with broker void SyncOrders() { OrderCollection* currentOpenOrders = OrderRepository::GetOpenOrders(MagicNumber, NULL, Symbol()); //--- Retrieve open orders if (currentOpenOrders.Count() != (_wallet.GetOpenOrders().Count() + _wallet.GetPendingCloseOrders().Count())) { //--- Check order mismatch Print("(Manual) orderchanges detected" + " (found in MT: " + IntegerToString(currentOpenOrders.Count()) + " and in wallet: " + IntegerToString(_wallet.GetOpenOrders().Count()) + "), resetting EA, loading open orders."); //--- Log mismatch _wallet.ResetOpenOrders(); //--- Reset open orders _wallet.ResetPendingOrders(); //--- Reset pending orders _wallet.LoadOrdersFromBroker(); //--- Reload orders } delete(currentOpenOrders); //--- Delete orders collection } //--- Synchronize manual TP/SL changes void SyncManualTPSLChanges() { _wallet.GetOpenOrders().Rewind(); //--- Reset orders iterator while (_wallet.GetOpenOrders().HasNext()) { //--- Iterate orders Order* order = _wallet.GetOpenOrders().Next(); //--- Get order uint lineFindResult = ObjectFind(ChartID(), IntegerToString(order.Ticket) + "_SL"); //--- Find SL line if (lineFindResult != UINT_MAX) { //--- Check if SL line exists double currentPosition = ObjectGetDouble(ChartID(), IntegerToString(order.Ticket) + "_SL", OBJPROP_PRICE); //--- Get SL position if ((order.StopLossManual == 0 && currentPosition != order.GetClosestSL()) || //--- Check manual SL change (order.StopLossManual != 0 && currentPosition != order.StopLossManual)) { //--- Check manual SL mismatch order.StopLossManual = currentPosition; //--- Update manual SL } } lineFindResult = ObjectFind(ChartID(), IntegerToString(order.Ticket) + "_TP"); //--- Find TP line if (lineFindResult != UINT_MAX) { //--- Check if TP line exists double currentPosition = ObjectGetDouble(ChartID(), IntegerToString(order.Ticket) + "_TP", OBJPROP_PRICE); //--- Get TP position if ((order.TakeProfitManual == 0 && currentPosition != order.GetClosestTP()) || //--- Check manual TP change (order.TakeProfitManual != 0 && currentPosition != order.TakeProfitManual)) { //--- Check manual TP mismatch order.TakeProfitManual = currentPosition; //--- Update manual TP } } } } //--- Update order profits void UpdateOrders() { _wallet.GetOpenOrders().Rewind(); //--- Reset orders iterator while (_wallet.GetOpenOrders().HasNext()) { //--- Iterate orders Order* order = _wallet.GetOpenOrders().Next(); //--- Get order double pipsProfit = order.CalculateProfitPips(); //--- Calculate profit order.CurrentProfitPips = pipsProfit; //--- Update current profit if (pipsProfit < order.LowestProfitPips) { //--- Check if lowest profit order.LowestProfitPips = pipsProfit; //--- Update lowest profit } else if (pipsProfit > order.HighestProfitPips) { //--- Check if highest profit order.HighestProfitPips = pipsProfit; //--- Update highest profit } } } //--- Execute pending close orders bool ExecutePendingCloseOrders() { OrderCollection* pendingCloseOrders = _wallet.GetPendingCloseOrders(); //--- Retrieve pending close orders int ordersToCloseCount = pendingCloseOrders.Count(); //--- Get count if (ordersToCloseCount == 0) { //--- Check if no orders return true; //--- Return true } if (_wallet.AreOrdersBeingOpened()) { //--- Check if orders being opened return true; //--- Return true } int ordersCloseSuccessCount = 0; //--- Initialize success count for (int i = ordersToCloseCount - 1; i >= 0; i--) { //--- Iterate orders Order* pendingCloseOrder = pendingCloseOrders.Get(i); //--- Get order if (pendingCloseOrder.IsAwaitingDealExecution) { //--- Check if awaiting execution ordersCloseSuccessCount++; //--- Increment success count continue; //--- Move to next } bool success; //--- Declare success flag if (AccountMarginMode == ACCOUNT_MARGIN_MODE_RETAIL_NETTING) { //--- Check netting mode Order* reversedOrder = new Order(pendingCloseOrder, false); //--- Create reversed order reversedOrder.Type = pendingCloseOrder.Type == ORDER_TYPE_BUY ? ORDER_TYPE_SELL : ORDER_TYPE_BUY; //--- Set opposite type success = OrderRepository::OpenOrder(reversedOrder); //--- Open reversed order if (success) { //--- Check if successful pendingCloseOrder.Ticket = reversedOrder.Ticket; //--- Update ticket } delete(reversedOrder); //--- Delete reversed order } else { success = OrderRepository::ClosePosition(pendingCloseOrder); //--- Close position } if (success) { //--- Check if successful ordersCloseSuccessCount++; //--- Increment success count } } return ordersCloseSuccessCount == ordersToCloseCount; //--- Return true if all successful } //--- Execute pending open orders bool ExecutePendingOpenOrders() { OrderCollection* pendingOpenOrders = _wallet.GetPendingOpenOrders(); //--- Retrieve pending open orders int ordersToOpenCount = pendingOpenOrders.Count(); //--- Get count if (ordersToOpenCount == 0) { //--- Check if no orders return true; //--- Return true } int ordersOpenSuccessCount = 0; //--- Initialize success count for (int i = ordersToOpenCount - 1; i >= 0; i--) { //--- Iterate orders Order* order = pendingOpenOrders.Get(i); //--- Get order if (order.IsAwaitingDealExecution) { //--- Check if awaiting execution ordersOpenSuccessCount++; //--- Increment success count continue; //--- Move to next } bool isTradeContextFree = false; //--- Initialize trade context flag double StartWaitingTime = GetTickCount(); //--- Start timer while (true) { //--- Wait for trade context if (MQL5InfoInteger(MQL5_TRADE_ALLOWED)) { //--- Check if trade allowed isTradeContextFree = true; //--- Set trade context free break; //--- Exit loop } int MaxWaiting_sec = 10; //--- Set max wait time if (IsStopped()) { //--- Check if EA stopped HandleErrors("The expert was stopped by a user action."); //--- Log error break; //--- Exit loop } if (GetTickCount() - StartWaitingTime > MaxWaiting_sec * 1000) { //--- Check if timeout HandleErrors(StringFormat("The (%d seconds) waiting time exceeded. Trade not allowed: EA disabled, market closed or trade context still not free.", MaxWaiting_sec)); //--- Log error break; //--- Exit loop } Sleep(100); //--- Wait briefly } if (!isTradeContextFree) { //--- Check if trade context not free if (!_wallet.CancelPendingOpenOrder(order)) { //--- Attempt to cancel order HandleErrors("Failed to cancel an order (because it couldn't open). Please see the Journal and Expert tab in Metatrader for more information."); //--- Log error } continue; //--- Move to next } bool success = OrderRepository::OpenOrder(order); //--- Open order if (success) { //--- Check if successful ordersOpenSuccessCount++; //--- Increment success count } else { if (!_wallet.CancelPendingOpenOrder(order)) { //--- Attempt to cancel order HandleErrors("Failed to cancel an order (because it couldn't open). Please see the Journal and Expert tab in Metatrader for more information."); //--- Log error } } } return ordersOpenSuccessCount == ordersToOpenCount; //--- Return true if all successful } };
Here, we finalize the core infrastructure by defining trade actions and the main Expert Advisor logic. We create the "TradeAction" enumeration to categorize trade operations, including "UnknownAction" (0), "OpenBuyAction" (1), "OpenSellAction" (2), "CloseBuyAction" (3), and "CloseSellAction" (4), providing a clear framework for trade management. We will use this later. We then define the "ITrader" interface with methods "HandleTick", "Init", and "GetWallet" to standardize EA functionality, and declare a global "_ea" pointer of type "ITrader" to store the EA instance.
We implement the "EA" class, inheriting from "ITrader", with private variables "_firstTick" to track initial ticks and "_wallet" to manage the "Wallet" instance. The "EA" constructor initializes "_firstTick" to true and creates a new "Wallet", setting its timeframe via "SetLastClosedOrdersByTimeframe" with "DisplayOrderDuringTimeframe". The "~EA" destructor cleans up "_wallet". The "Init" method sets "IsDemoLiveOrVisualMode" using MQLInfoInteger, assigns "UnitsOneLot" via "MarketInfo_LibFunc", and calls "_wallet.LoadOrdersFromBroker".
The "HandleTick" method manages ticks by calling "SyncOrders" (except in tester mode), "SyncManualTPSLChanges" if "AllowManualTPSLChanges" is true, updating "AskFunc" and "BidFunc", and invoking "UpdateOrders" and "_wallet.HandleTick". It executes "ExecutePendingCloseOrders" and "ExecutePendingOpenOrders" unless "StopEA" is true, logging errors via "HandleErrors" if needed, and clears "_firstTick".
Private methods include "SyncOrders" to synchronize orders using "OrderRepository::GetOpenOrders", "SyncManualTPSLChanges" to update manual TP/SL via ObjectFind and ObjectGetDouble, "UpdateOrders" to refresh profit metrics with "CalculateProfitPips", "ExecutePendingCloseOrders" to close positions using "OrderRepository::ClosePosition" or "OpenOrder" for netting, and "ExecutePendingOpenOrders" to open orders with "OrderRepository::OpenOrder", ensuring trade context via "MQL5InfoInteger" and handling cancellations. We can now call this on the OnInit event handler.
//--- Set up chart appearance void SetupChart() { ChartSetInteger(ChartID(), CHART_FOREGROUND, 0, false); //--- Set chart foreground to background } //--- Initialize Expert Advisor int OnInit() { ChartSetInteger(0, CHART_COLOR_BACKGROUND, clrWhite); //--- Set chart background to white ChartSetInteger(0, CHART_COLOR_CANDLE_BEAR, clrRed); //--- Set bearish candles to red ChartSetInteger(0, CHART_COLOR_CANDLE_BULL, clrGreen); //--- Set bullish candles to green ChartSetInteger(0, CHART_COLOR_ASK, clrDarkRed); //--- Set Ask line to dark red ChartSetInteger(0, CHART_COLOR_BID, clrDarkGreen); //--- Set Bid line to dark green ChartSetInteger(0, CHART_COLOR_CHART_DOWN, clrRed); //--- Set downward movement to red ChartSetInteger(0, CHART_COLOR_CHART_UP, clrGreen); //--- Set upward movement to green ChartSetInteger(0, CHART_COLOR_GRID, clrLightGray); //--- Set grid to light gray ChartSetInteger(0, CHART_COLOR_FOREGROUND, clrBlack); //--- Set axis and text to black ChartSetInteger(0, CHART_COLOR_LAST, clrBlack); //--- Set last price line to black OrderFillingType = GetFillingType(); //--- Retrieve order filling type if ((int)OrderFillingType == -1) { //--- Check if invalid HandleErrors("Unsupported filling type " + IntegerToString((int)OrderFillingType)); //--- Log error return (INIT_FAILED); //--- Return failure } GetExecutionType(); //--- Retrieve execution type AccountMarginMode = GetAccountMarginMode(); //--- Retrieve margin mode SetPipPoint(); //--- Set pip point if (PipPoint == 0) { //--- Check if invalid HandleErrors("Couldn't find correct pip/point for symbol."); //--- Log error return (INIT_FAILED); //--- Return failure } AskFunc = new AskFunction(); //--- Create Ask function AskFunc.Init(); //--- Initialize Ask function BidFunc = new BidFunction(); //--- Create Bid function BidFunc.Init(); //--- Initialize Bid function OrderInfoComment = ""; //--- Initialize order comment _ea = new EA(); //--- Create EA instance _ea.Init(); //--- Initialize EA SetupChart(); //--- Set up chart hd_iMA_SMA8 = iMA(NULL, PERIOD_M30, iMA_SMA8_ma_period, iMA_SMA8_ma_shift, MODE_SMA, PRICE_CLOSE); //--- Initialize 8-period SMA if (hd_iMA_SMA8 < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iMA'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } hd_iMA_EMA200 = iMA(NULL, PERIOD_M1, iMA_EMA200_ma_period, iMA_EMA200_ma_shift, MODE_EMA, PRICE_CLOSE); //--- Initialize 200-period EMA if (hd_iMA_EMA200 < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iMA'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } hd_iRSI_RSI = iRSI(NULL, PERIOD_M1, iRSI_RSI_ma_period, PRICE_CLOSE); //--- Initialize RSI if (hd_iRSI_RSI < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iRSI'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } hd_iEnvelopes_ENV_LOW = iEnvelopes(NULL, PERIOD_M1, iEnvelopes_ENV_LOW_ma_period, iEnvelopes_ENV_LOW_ma_shift, MODE_SMA, PRICE_CLOSE, iEnvelopes_ENV_LOW_deviation); //--- Initialize lower Envelopes if (hd_iEnvelopes_ENV_LOW < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iEnvelopes'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } hd_iEnvelopes_ENV_UPPER = iEnvelopes(NULL, PERIOD_M1, iEnvelopes_ENV_UPPER_ma_period, iEnvelopes_ENV_UPPER_ma_shift, MODE_SMA, PRICE_CLOSE, iEnvelopes_ENV_UPPER_deviation); //--- Initialize upper Envelopes if (hd_iEnvelopes_ENV_UPPER < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iEnvelopes'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } hd_iMA_SMA_4 = iMA(NULL, PERIOD_M30, iMA_SMA_4_ma_period, iMA_SMA_4_ma_shift, MODE_SMA, PRICE_CLOSE); //--- Initialize 4-period SMA if (hd_iMA_SMA_4 < 0) { //--- Check if failed HandleErrors(StringFormat("Could not find indicator 'iMA'. Error: %d", GetLastError())); //--- Log error return -1; //--- Return failure } return (INIT_SUCCEEDED); //--- Return success } //--- Handle errors void HandleErrors(string errorMessage) { Print(errorMessage); //--- Log error if (Error != NULL || errorMessage == ErrorPreviousQuote) { //--- Check existing or repeated error return; //--- Exit } if (AlertOnError) Alert(errorMessage); //--- Trigger alert if enabled if (NotificationOnError) SendNotification(StringFormat("Error by EA (%d) %s", MagicNumber, errorMessage)); //--- Send notification if enabled if (EmailOnError) SendMail(StringFormat("Error by EA (%d)", MagicNumber), errorMessage); //--- Send email if enabled Error = errorMessage; //--- Set current error ErrorPreviousQuote = Error; //--- Set previous error }
To initialize the program, we define the "SetupChart" function to configure the chart appearance by setting CHART_FOREGROUND to false using ChartSetInteger, ensuring the chart background is prioritized for clarity. We implement the OnInit function to initialize the EA, starting with chart customization via "ChartSetInteger" to set colors: "CHART_COLOR_BACKGROUND" to white, CHART_COLOR_CANDLE_BEAR to red, "CHART_COLOR_CANDLE_BULL" to green, "CHART_COLOR_ASK" to dark red, "CHART_COLOR_BID" to dark green, and others for visual distinction.
We call "GetFillingType" to set "OrderFillingType", returning INIT_FAILED if invalid, and invoke "GetExecutionType" and "GetAccountMarginMode" to configure trading modes. The "SetPipPoint" function sets "PipPoint", with a failure check, and we instantiate "AskFunc" and "BidFunc" as "AskFunction" and "BidFunction" objects, calling their "Init" methods.
We create the "_ea" instance of the "EA" class, initialize it with "Init", and call "SetupChart". We initialize indicator handles using "iMA" for "hd_iMA_SMA8" (M30, 14-period SMA), "hd_iMA_EMA200" (M1, 200-period EMA), "hd_iMA_SMA_4" (M30, 9-period SMA), "iRSI" for "hd_iRSI_RSI" (M1, 8-period), and "iEnvelopes" for "hd_iEnvelopes_ENV_LOW" (M1, 95-period, 1.4% deviation) and "hd_iEnvelopes_ENV_UPPER" (M1, 150-period, 0.1% deviation), returning -1 on failure with "HandleErrors".
We define the "HandleErrors" function to log errors via Print, skipping duplicates using "Error" and "ErrorPreviousQuote", and supporting notifications via "Alert", "SendNotification", or "SendMail" based on "AlertOnError", "NotificationOnError", and "EmailOnError", updating "Error" and "ErrorPreviousQuote". This setup now ensures the program is ready for core logic handling, and when we run it, we have the following input outcome.
From the visualization, we can see that the user can input inputs for the program control. When we run the program, we have the following outcome.
From the image, we can see that we have successfully initialized the program and it is ready to take orders. With that, we have defined the core infrastructure that initializes the program. The thing that remains is backtesting the program to ensure it starts correctly, and that is handled in the next section.
Backtesting
We compiled the backtest in one Graphics Interchange Format (GIF) file as below to showcase the initialization logic of the program.
Conclusion
In conclusion, we have successfully laid the groundwork for automating the Envelopes Trend Bounce Scalping Strategy in MQL5, establishing a robust Expert Advisor infrastructure and signal generation framework. We configured essential components, including indicator initialization, order management classes, and error handling, to support precise scalping operations. This foundation sets the stage for implementing trade execution and dynamic management in the next part, bringing us closer to a fully automated trading program. Keep tuned.
Attached files |
Envelopes_Trend_Bounce_Scalping_Part_1.mq5
(295.02 KB)
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