Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events
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Removing unused properties
While working on defining events, I noticed that in MQL5 all time parameters are set in milliseconds. MQL4 features no such order and position properties, but nothing prevents us from using the time in seconds expressed in milliseconds for MQL4. In other words, any time in seconds is simply duplicated by time in milliseconds and is not used anywhere. Receiving and displaying time to be set in seconds is quite identical to receiving it in milliseconds apart from a "tail" of three digits indicating the number of milliseconds in the format of the displayed time.
Therefore, I decided to remove all time properties set in seconds from the order properties in case an order has the same property in milliseconds.
Since we decided to remove something, it would be nice to add something, too. So let's add the new "custom comment" property to each order. It
can be set for any order or position (both open and closed/removed ones) at any time. Why do we need this? For example, this may be necessary for
text labels for orders fitting certain conditions, or for visual display (the library is to feature its own graphical shell later) so that an
order marked with a text label can be easily displayed using various graphical constructions.
Open the Defines.mqh file, press Ctrl+F to find all order properties containing time in seconds and a similar property with the "_MSC" ending (this property is set in milliseconds). Remove the "millisecond" order properties leaving "second" properties and replace the number of integer properties of 24 with 21:
//+------------------------------------------------------------------+ //| Order, deal, position integer properties | //+------------------------------------------------------------------+ enum ENUM_ORDER_PROP_INTEGER { ORDER_PROP_TICKET = 0, // Order ticket ORDER_PROP_MAGIC, // Order magic number ORDER_PROP_TIME_OPEN, // Open time (MQL5 Deal time) ORDER_PROP_TIME_CLOSE, // Close time (MQL5 Execution or removal time - ORDER_TIME_DONE) ORDER_PROP_TIME_OPEN_MSC, // Open time in milliseconds (MQL5 Deal time in msc) ORDER_PROP_TIME_CLOSE_MSC, // Close time in milliseconds (MQL5 Execution or removal time - ORDER_TIME_DONE_MSC) ORDER_PROP_TIME_EXP, // Order expiration date (for pending orders) ORDER_PROP_STATUS, // Order status (from the ENUM_ORDER_STATUS enumeration) ORDER_PROP_TYPE, // Order/deal type ORDER_PROP_REASON, // Deal/order/position reason or source ORDER_PROP_STATE, // Order status (from the ENUM_ORDER_STATE enumeration) ORDER_PROP_POSITION_ID, // Position ID ORDER_PROP_POSITION_BY_ID, // Opposite position ID ORDER_PROP_DEAL_ORDER_TICKET, // Ticket of the order that triggered a deal ORDER_PROP_DEAL_ENTRY, // Deal direction – IN, OUT or IN/OUT ORDER_PROP_TIME_UPDATE, // Position change time in seconds ORDER_PROP_TIME_UPDATE_MSC, // Position change time in milliseconds ORDER_PROP_TICKET_FROM, // Parent order ticket ORDER_PROP_TICKET_TO, // Derived order ticket ORDER_PROP_PROFIT_PT, // Profit in points ORDER_PROP_CLOSE_BY_SL, // Flag of closing by StopLoss ORDER_PROP_CLOSE_BY_TP, // Flag of closing by TakeProfit ORDER_PROP_GROUP_ID, // Order/position group ID ORDER_PROP_DIRECTION, // Direction type (Buy, Sell) }; #define ORDER_PROP_INTEGER_TOTAL (24) // Total number of integer properties #define ORDER_PROP_INTEGER_SKIP (0) // Number of order properties not used in sorting //+------------------------------------------------------------------+
After the changes, the list of order's integer properties will look as follows:
//+------------------------------------------------------------------+ //| Order, deal, position integer properties | //+------------------------------------------------------------------+ enum ENUM_ORDER_PROP_INTEGER { ORDER_PROP_TICKET = 0, // Order ticket ORDER_PROP_MAGIC, // Order magic number ORDER_PROP_TIME_OPEN, // Open time in milliseconds (MQL5 Deal time) ORDER_PROP_TIME_CLOSE, // Close time in milliseconds (MQL5 Execution or removal time - ORDER_TIME_DONE) ORDER_PROP_TIME_EXP, // Order expiration date (for pending orders) ORDER_PROP_STATUS, // Order status (from the ENUM_ORDER_STATUS enumeration) ORDER_PROP_TYPE, // Order/deal type ORDER_PROP_REASON, // Deal/order/position reason or source ORDER_PROP_STATE, // Order status (from the ENUM_ORDER_STATE enumeration) ORDER_PROP_POSITION_ID, // Position ID ORDER_PROP_POSITION_BY_ID, // Opposite position ID ORDER_PROP_DEAL_ORDER_TICKET, // Ticket of the order that triggered a deal ORDER_PROP_DEAL_ENTRY, // Deal direction – IN, OUT or IN/OUT ORDER_PROP_TIME_UPDATE, // Position change time in milliseconds ORDER_PROP_TICKET_FROM, // Parent order ticket ORDER_PROP_TICKET_TO, // Derived order ticket ORDER_PROP_PROFIT_PT, // Profit in points ORDER_PROP_CLOSE_BY_SL, // Flag of closing by StopLoss ORDER_PROP_CLOSE_BY_TP, // Flag of closing by TakeProfit ORDER_PROP_GROUP_ID, // Order/position group ID ORDER_PROP_DIRECTION, // Direction type (Buy, Sell) }; #define ORDER_PROP_INTEGER_TOTAL (21) // Total number of integer properties #define ORDER_PROP_INTEGER_SKIP (0) // Number of order properties not used in sorting //+------------------------------------------------------------------+
Let's find the enumeration of possible selection options by time and remove selection constants in milliseconds:
//+------------------------------------------------------------------+ //| Possible selection options by time | //+------------------------------------------------------------------+ enum ENUM_SELECT_BY_TIME { SELECT_BY_TIME_OPEN, // By open time SELECT_BY_TIME_CLOSE, // By close time SELECT_BY_TIME_OPEN_MSC, // By open time in milliseconds SELECT_BY_TIME_CLOSE_MSC, // By close time in milliseconds }; //+------------------------------------------------------------------+
The enumeration will consist of only two constants:
//+------------------------------------------------------------------+ //| Possible selection options by time | //+------------------------------------------------------------------+ enum ENUM_SELECT_BY_TIME { SELECT_BY_TIME_OPEN, // By open time (in milliseconds) SELECT_BY_TIME_CLOSE, // By close time (in milliseconds) }; //+------------------------------------------------------------------+
Now when setting selection by time, selection is performed by time in milliseconds for MQL5 and in seconds for MQL4.
Add the new "custom comment" property to the order string properties and increase the total number of string properties up to 4:
//+------------------------------------------------------------------+ //| Order, deal, position string properties | //+------------------------------------------------------------------+ enum ENUM_ORDER_PROP_STRING { ORDER_PROP_SYMBOL = (ORDER_PROP_INTEGER_TOTAL+ORDER_PROP_DOUBLE_TOTAL), // Order symbol ORDER_PROP_COMMENT, // Order comment ORDER_PROP_COMMENT_EXT, // Order custom comment ORDER_PROP_EXT_ID // Order ID in the external trading system }; #define ORDER_PROP_STRING_TOTAL (4) // Total number of string properties //+------------------------------------------------------------------+
Let's remove all references to milliseconds in the enumeration of possible sorting criteria (now they are used by default when sorting by time) and add the criterion for sorting by a custom comment:
//+------------------------------------------------------------------+ //| Possible criteria of orders and deals sorting | //+------------------------------------------------------------------+ #define FIRST_ORD_DBL_PROP (ORDER_PROP_INTEGER_TOTAL-ORDER_PROP_INTEGER_SKIP) #define FIRST_ORD_STR_PROP (ORDER_PROP_INTEGER_TOTAL+ORDER_PROP_DOUBLE_TOTAL-ORDER_PROP_INTEGER_SKIP) enum ENUM_SORT_ORDERS_MODE { //--- Sort by integer properties SORT_BY_ORDER_TICKET = 0, // Sort by order ticket SORT_BY_ORDER_MAGIC = 1, // Sort by order magic number SORT_BY_ORDER_TIME_OPEN = 2, // Sort by order open time in milliseconds SORT_BY_ORDER_TIME_CLOSE = 3, // Sort by order close time in milliseconds SORT_BY_ORDER_TIME_EXP = 4, // Sort by order expiration date SORT_BY_ORDER_STATUS = 5, // Sort by order status (market order/pending order/deal/balance, credit operation) SORT_BY_ORDER_TYPE = 6, // Sort by order type SORT_BY_ORDER_REASON = 7, // Sort by order/position reason/source SORT_BY_ORDER_STATE = 8, // Sort by order status SORT_BY_ORDER_POSITION_ID = 9, // Sort by position ID SORT_BY_ORDER_POSITION_BY_ID = 10, // Sort by opposite position ID SORT_BY_ORDER_DEAL_ORDER = 11, // Sort by order a deal is based on SORT_BY_ORDER_DEAL_ENTRY = 12, // Sort by deal direction – IN, OUT or IN/OUT SORT_BY_ORDER_TIME_UPDATE = 13, // Sort by position change time in seconds SORT_BY_ORDER_TICKET_FROM = 14, // Sort by parent order ticket SORT_BY_ORDER_TICKET_TO = 15, // Sort by derived order ticket SORT_BY_ORDER_PROFIT_PT = 16, // Sort by order profit in points SORT_BY_ORDER_CLOSE_BY_SL = 17, // Sort by order closing by StopLoss flag SORT_BY_ORDER_CLOSE_BY_TP = 18, // Sort by order closing by TakeProfit flag SORT_BY_ORDER_GROUP_ID = 19, // Sort by order/position group ID SORT_BY_ORDER_DIRECTION = 20, // Sort by direction (Buy, Sell) //--- Sort by real properties SORT_BY_ORDER_PRICE_OPEN = FIRST_ORD_DBL_PROP, // Sort by open price SORT_BY_ORDER_PRICE_CLOSE = FIRST_ORD_DBL_PROP+1, // Sort by close price SORT_BY_ORDER_SL = FIRST_ORD_DBL_PROP+2, // Sort by StopLoss price SORT_BY_ORDER_TP = FIRST_ORD_DBL_PROP+3, // Sort by TakeProfit price SORT_BY_ORDER_PROFIT = FIRST_ORD_DBL_PROP+4, // Sort by profit SORT_BY_ORDER_COMMISSION = FIRST_ORD_DBL_PROP+5, // Sort by commission SORT_BY_ORDER_SWAP = FIRST_ORD_DBL_PROP+6, // Sort by swap SORT_BY_ORDER_VOLUME = FIRST_ORD_DBL_PROP+7, // Sort by volume SORT_BY_ORDER_VOLUME_CURRENT = FIRST_ORD_DBL_PROP+8, // Sort by unexecuted volume SORT_BY_ORDER_PROFIT_FULL = FIRST_ORD_DBL_PROP+9, // Sort by profit+commission+swap criterion SORT_BY_ORDER_PRICE_STOP_LIMIT= FIRST_ORD_DBL_PROP+10, // Sort by Limit order when StopLimit order is activated //--- Sort by string properties SORT_BY_ORDER_SYMBOL = FIRST_ORD_STR_PROP, // Sort by symbol SORT_BY_ORDER_COMMENT = FIRST_ORD_STR_PROP+1, // Sort by comment SORT_BY_ORDER_COMMENT_EXT = FIRST_ORD_STR_PROP+2, // Sort by custom comment SORT_BY_ORDER_EXT_ID = FIRST_ORD_STR_PROP+3 // Sort by order ID in an external trading system }; //+------------------------------------------------------------------+
This concludes the changes in Defines.mqh. Now we need to remove all references to deleted order properties in the library files:
replace all instances of sorting modes in all the library files
SORT_BY_ORDER_TIME_OPEN_MSC
and
SORT_BY_ORDER_TIME_CLOSE_MSC
with
SORT_BY_ORDER_TIME_OPEN
and
SORT_BY_ORDER_TIME_CLOSE
In the HistoryDeal.mqh, HistoryOrder.mqh, HistoryPending.mqh, MarketOrder.mqh, MarketPending.mqh and MarketPosition.mqh files of the abstract order descendant classes, remove all references to order millisecond properties (they are now millisecond by default):
ORDER_PROP_TIME_CLOSE_MSC
and
ORDER_PROP_TIME_UPDATE_MSC
In the Order.mqh file of the COrder abstract order class, remove the methods returning time in seconds from the private section:
datetime OrderOpenTime(void) const; datetime OrderCloseTime(void) const; datetime OrderExpiration(void) const; datetime PositionTimeUpdate(void) const; datetime PositionTimeUpdateMSC(void) const;
Remove simplified access methods returning time in milliseconds from the class public section. It is to be returned by the methods returning time in seconds:
//+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Return (1) ticket, (2) parent order ticket, (3) derived order ticket, (4) magic number, (5) order reason, //--- (6) position ID, (7) opposite position ID, (8) group ID, (9) type, (10) flag of closing by StopLoss, //--- (11) flag of closing by TakeProfit (12) open time, (13) close time, (14) open time in milliseconds, //--- (15) close time in milliseconds, (16) expiration date, (17) state, (18) status, (19) order type by direction long Ticket(void) const { return this.GetProperty(ORDER_PROP_TICKET); } long TicketFrom(void) const { return this.GetProperty(ORDER_PROP_TICKET_FROM); } long TicketTo(void) const { return this.GetProperty(ORDER_PROP_TICKET_TO); } long Magic(void) const { return this.GetProperty(ORDER_PROP_MAGIC); } long Reason(void) const { return this.GetProperty(ORDER_PROP_REASON); } long PositionID(void) const { return this.GetProperty(ORDER_PROP_POSITION_ID); } long PositionByID(void) const { return this.GetProperty(ORDER_PROP_POSITION_BY_ID); } long GroupID(void) const { return this.GetProperty(ORDER_PROP_GROUP_ID); } long TypeOrder(void) const { return this.GetProperty(ORDER_PROP_TYPE); } bool IsCloseByStopLoss(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_SL); } bool IsCloseByTakeProfit(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_TP); } datetime TimeOpen(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_OPEN); } datetime TimeClose(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_CLOSE); } datetime TimeOpenMSC(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_OPEN_MSC); } datetime TimeCloseMSC(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_CLOSE_MSC); } datetime TimeExpiration(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_EXP); } ENUM_ORDER_STATE State(void) const { return (ENUM_ORDER_STATE)this.GetProperty(ORDER_PROP_STATE); } ENUM_ORDER_STATUS Status(void) const { return (ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS); } ENUM_ORDER_TYPE TypeByDirection(void) const { return (ENUM_ORDER_TYPE)this.GetProperty(ORDER_PROP_DIRECTION); } //--- Return (1) open price, (2) close price, (3) profit, (4) commission, (5) swap, (6) volume,
Also, add the methods returning and setting an order custom comment:
//--- Return (1) symbol, (2) comment, (3) ID at an exchange string Symbol(void) const { return this.GetProperty(ORDER_PROP_SYMBOL); } string Comment(void) const { return this.GetProperty(ORDER_PROP_COMMENT); } string CommentExt(void) const { return this.GetProperty(ORDER_PROP_COMMENT_EXT); } string ExternalID(void) const { return this.GetProperty(ORDER_PROP_EXT_ID); } //--- Get the full order profit double ProfitFull(void) const { return this.Profit()+this.Comission()+this.Swap(); } //--- Get order profit in points int ProfitInPoints(void) const; //--- Set (1) group ID and (2) custom comment void SetGroupID(const long group_id) { this.SetProperty(ORDER_PROP_GROUP_ID,group_id); } void SetCommentExt(const string comment_ext) { this.SetProperty(ORDER_PROP_COMMENT_EXT,comment_ext); }
In the closed constructor of the COrder class, remove saving the second time properties, replace millisecond
properties with second ones and save time
in milliseconds in them. Add saving a custom comment as an empty string:
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ COrder::COrder(ENUM_ORDER_STATUS order_status,const ulong ticket) { //--- Save integer properties this.m_ticket=ticket; this.m_long_prop[ORDER_PROP_STATUS] = order_status; this.m_long_prop[ORDER_PROP_MAGIC] = this.OrderMagicNumber(); this.m_long_prop[ORDER_PROP_TICKET] = this.OrderTicket(); this.m_long_prop[ORDER_PROP_TIME_EXP] = this.OrderExpiration(); this.m_long_prop[ORDER_PROP_TYPE] = this.OrderType(); this.m_long_prop[ORDER_PROP_STATE] = this.OrderState(); this.m_long_prop[ORDER_PROP_DIRECTION] = this.OrderTypeByDirection(); this.m_long_prop[ORDER_PROP_POSITION_ID] = this.OrderPositionID(); this.m_long_prop[ORDER_PROP_REASON] = this.OrderReason(); this.m_long_prop[ORDER_PROP_DEAL_ORDER_TICKET] = this.DealOrderTicket(); this.m_long_prop[ORDER_PROP_DEAL_ENTRY] = this.DealEntry(); this.m_long_prop[ORDER_PROP_POSITION_BY_ID] = this.OrderPositionByID(); this.m_long_prop[ORDER_PROP_TIME_OPEN] = this.OrderOpenTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_CLOSE] = this.OrderCloseTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_UPDATE] = this.PositionTimeUpdateMSC(); //--- Save real properties this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_OPEN)] = this.OrderOpenPrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_CLOSE)] = this.OrderClosePrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT)] = this.OrderProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_COMMISSION)] = this.OrderCommission(); this.m_double_prop[this.IndexProp(ORDER_PROP_SWAP)] = this.OrderSwap(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME)] = this.OrderVolume(); this.m_double_prop[this.IndexProp(ORDER_PROP_SL)] = this.OrderStopLoss(); this.m_double_prop[this.IndexProp(ORDER_PROP_TP)] = this.OrderTakeProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME_CURRENT)] = this.OrderVolumeCurrent(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_STOP_LIMIT)] = this.OrderPriceStopLimit(); //--- Save string properties this.m_string_prop[this.IndexProp(ORDER_PROP_SYMBOL)] = this.OrderSymbol(); this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT)] = this.OrderComment(); this.m_string_prop[this.IndexProp(ORDER_PROP_EXT_ID)] = this.OrderExternalID(); //--- Save additional integer properties this.m_long_prop[ORDER_PROP_PROFIT_PT] = this.ProfitInPoints(); this.m_long_prop[ORDER_PROP_TICKET_FROM] = this.OrderTicketFrom(); this.m_long_prop[ORDER_PROP_TICKET_TO] = this.OrderTicketTo(); this.m_long_prop[ORDER_PROP_CLOSE_BY_SL] = this.OrderCloseByStopLoss(); this.m_long_prop[ORDER_PROP_CLOSE_BY_TP] = this.OrderCloseByTakeProfit(); this.m_long_prop[ORDER_PROP_GROUP_ID] = 0; //--- Save additional real properties this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT_FULL)] = this.ProfitFull(); //--- Save additional string properties this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT_EXT)] = ""; } //+------------------------------------------------------------------+
In the method returning position ID for MQL4, do the following: if this is a market position, return its ticket, otherwise return zero. A position opening ticket acts as a position ID in MQL5. It remains unchanged during the entire position lifetime.
Thus, in MQL4, only a position ticket can serve as a position ID. A pending order in MQL4 has no such ID. If an order is deleted, no position was opened for it. If an order was activated, there is no such order in MQL4 order history but the position receives its ticket, thus the ticket acts as the position ID.//+------------------------------------------------------------------+ //| Return the position ID | //+------------------------------------------------------------------+ long COrder::OrderPositionID(void) const { #ifdef __MQL4__ return(this.Status()==ORDER_STATUS_MARKET_POSITION ? this.Ticket() : 0); #else long id=0; switch((ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS)) { case ORDER_STATUS_MARKET_POSITION : id=::PositionGetInteger(POSITION_IDENTIFIER); break; case ORDER_STATUS_MARKET_ORDER : case ORDER_STATUS_MARKET_PENDING : id=::OrderGetInteger(ORDER_POSITION_ID); break; case ORDER_STATUS_HISTORY_PENDING : case ORDER_STATUS_HISTORY_ORDER : id=::HistoryOrderGetInteger(m_ticket,ORDER_POSITION_ID); break; case ORDER_STATUS_DEAL : id=::HistoryDealGetInteger(m_ticket,DEAL_POSITION_ID); break; default : id=0; break; } return id; #endif } //+------------------------------------------------------------------+
Supplement the method returning an opposite position ID for MQL4:
//+------------------------------------------------------------------+ //| Return the opposite position ID | //+------------------------------------------------------------------+ long COrder::OrderPositionByID(void) const { long ticket=0; #ifdef __MQL4__ string order_comment=::OrderComment(); if(::StringFind(order_comment,"close hedge by #")>WRONG_VALUE) ticket=::StringToInteger(::StringSubstr(order_comment,16)); #else switch((ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS)) { case ORDER_STATUS_MARKET_ORDER : case ORDER_STATUS_MARKET_PENDING : ticket=::OrderGetInteger(ORDER_POSITION_BY_ID); break; case ORDER_STATUS_HISTORY_PENDING : case ORDER_STATUS_HISTORY_ORDER : ticket=::HistoryOrderGetInteger(m_ticket,ORDER_POSITION_BY_ID); break; default : ticket=0; break; } #endif return ticket; } //+------------------------------------------------------------------+
Here, if this is MQL4 and if the order comment features the "close hedge by #" line, calculate the index of the opposite order ticket number start in the comment string and assign it to the value returned by the method.
Remove the implementation of the two methods that are no longer
needed from the class listing since we do not want to get time in seconds anymore:
//+------------------------------------------------------------------+ //| Return open time | //+------------------------------------------------------------------+ datetime COrder::OrderOpenTime(void) const { #ifdef __MQL4__ return ::OrderOpenTime(); #else datetime res=0; switch((ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS)) { case ORDER_STATUS_MARKET_POSITION : res=(datetime)::PositionGetInteger(POSITION_TIME); break; case ORDER_STATUS_MARKET_ORDER : case ORDER_STATUS_MARKET_PENDING : res=(datetime)::OrderGetInteger(ORDER_TIME_SETUP); break; case ORDER_STATUS_HISTORY_PENDING : case ORDER_STATUS_HISTORY_ORDER : res=(datetime)::HistoryOrderGetInteger(m_ticket,ORDER_TIME_SETUP); break; case ORDER_STATUS_DEAL : res=(datetime)::HistoryDealGetInteger(m_ticket,DEAL_TIME); break; default : res=0; break; } return res; #endif } //+------------------------------------------------------------------+ //| Return close time | //+------------------------------------------------------------------+ datetime COrder::OrderCloseTime(void) const { #ifdef __MQL4__ return ::OrderCloseTime(); #else datetime res=0; switch((ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS)) { case ORDER_STATUS_HISTORY_PENDING : case ORDER_STATUS_HISTORY_ORDER : res=(datetime)::HistoryOrderGetInteger(m_ticket,ORDER_TIME_DONE); break; case ORDER_STATUS_DEAL : res=(datetime)::HistoryDealGetInteger(m_ticket,DEAL_TIME); break; default : res=0; break; } return res; #endif } //+------------------------------------------------------------------+
For more meaningful display of an order status in MQL4, make small changes in the method returning the order status description:
//+------------------------------------------------------------------+ //| Return the order status name | //+------------------------------------------------------------------+ string COrder::StatusDescription(void) const { ENUM_ORDER_STATUS status=this.Status(); ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)this.TypeOrder(); return ( status==ORDER_STATUS_BALANCE ? TextByLanguage("Балансовая операция","Balance operation") : #ifdef __MQL5__ status==ORDER_STATUS_MARKET_ORDER || status==ORDER_STATUS_HISTORY_ORDER ? ( type==ORDER_TYPE_CLOSE_BY ? TextByLanguage("Закрывающий ордер","Order for closing by") : TextByLanguage("Ордер на ","The order to ")+(type==ORDER_TYPE_BUY ? TextByLanguage("покупку","buy") : TextByLanguage("продажу","sell")) ) : #else status==ORDER_STATUS_HISTORY_ORDER ? TextByLanguage("Исторический ордер","History order") : #endif status==ORDER_STATUS_DEAL ? TextByLanguage("Сделка","Deal") : status==ORDER_STATUS_MARKET_POSITION ? TextByLanguage("Позиция","Active position") : status==ORDER_STATUS_MARKET_PENDING ? TextByLanguage("Установленный отложенный ордер","Active pending order") : status==ORDER_STATUS_HISTORY_PENDING ? TextByLanguage("Отложенный ордер","Pending order") : EnumToString(status) ); } //+------------------------------------------------------------------+
Here, for a remote pending order and a closed position in
MQL4, we will return the status description as "Historical order".
In the method returning the description of the order integer property, change the strings containing the
descriptions of ORDER_PROP_TIME_OPEN, ORDER_PROP_TIME_CLOSE and ORDER_PROP_TIME_UPDATE properties so that millisecond properties
are returned for them:
//+------------------------------------------------------------------+ //| Return description of an order's integer property | //+------------------------------------------------------------------+ string COrder::GetPropertyDescription(ENUM_ORDER_PROP_INTEGER property) { return ( //--- General properties property==ORDER_PROP_MAGIC ? TextByLanguage("Магик","Magic number")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET ? TextByLanguage("Тикет","Ticket")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_FROM ? TextByLanguage("Тикет родительского ордера","Ticket of parent order")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_TO ? TextByLanguage("Тикет наследуемого ордера","Inherited order ticket")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_EXP ? TextByLanguage("Дата экспирации","Date of expiration")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : (this.GetProperty(property)==0 ? TextByLanguage(": Не задана",": Not set") : ": "+::TimeToString(this.GetProperty(property),TIME_DATE|TIME_MINUTES|TIME_SECONDS)) ) : property==ORDER_PROP_TYPE ? TextByLanguage("Тип","Type")+": "+this.TypeDescription() : property==ORDER_PROP_DIRECTION ? TextByLanguage("Тип по направлению","Type by direction")+": "+this.DirectionDescription() : property==ORDER_PROP_REASON ? TextByLanguage("Причина","Reason")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+this.GetReasonDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_ID ? TextByLanguage("Идентификатор позиции","Position identifier")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ORDER_TICKET ? TextByLanguage("Сделка на основании ордера с тикетом","Deal by order ticket")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ENTRY ? TextByLanguage("Направление сделки","Deal entry")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+this.GetEntryDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_BY_ID ? TextByLanguage("Идентификатор встречной позиции","Opposite position identifier")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_OPEN ? TextByLanguage("Время открытия в милисекундах","Opening time in milliseconds")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_CLOSE ? TextByLanguage("Время закрытия в милисекундах","Closing time in milliseconds")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_UPDATE ? TextByLanguage("Время изменения позиции в милисекундах","Time to change the position in milliseconds")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(this.GetProperty(property)!=0 ? TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" : "0") ) : property==ORDER_PROP_STATE ? TextByLanguage("Состояние","Statе")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": \""+this.StateDescription()+"\"" ) : //--- Additional property property==ORDER_PROP_STATUS ? TextByLanguage("Статус","Status")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": \""+this.StatusDescription()+"\"" ) : property==ORDER_PROP_PROFIT_PT ? ( this.Status()==ORDER_STATUS_MARKET_PENDING ? TextByLanguage("Дистанция от цены в пунктах","Distance from price in points") : TextByLanguage("Прибыль в пунктах","Profit in points") )+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_CLOSE_BY_SL ? TextByLanguage("Закрытие по StopLoss","Close by StopLoss")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(this.GetProperty(property) ? TextByLanguage("Да","Yes") : TextByLanguage("Нет","No")) ) : property==ORDER_PROP_CLOSE_BY_TP ? TextByLanguage("Закрытие по TakeProfit","Close by TakeProfit")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(this.GetProperty(property) ? TextByLanguage("Да","Yes") : TextByLanguage("Нет","No")) ) : property==ORDER_PROP_GROUP_ID ? TextByLanguage("Идентификатор группы","Group identifier")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+(string)this.GetProperty(property) ) : "" ); } //+------------------------------------------------------------------+
and add returning a custom comment description to the method returning a string property description:
//+------------------------------------------------------------------+ //| Return description of the order's string property | //+------------------------------------------------------------------+ string COrder::GetPropertyDescription(ENUM_ORDER_PROP_STRING property) { return ( property==ORDER_PROP_SYMBOL ? TextByLanguage("Символ","Symbol")+": \""+this.GetProperty(property)+"\"" : property==ORDER_PROP_COMMENT ? TextByLanguage("Комментарий","Comment")+ (this.GetProperty(property)=="" ? TextByLanguage(": Отсутствует",": Not set"):": \""+this.GetProperty(property)+"\"") : property==ORDER_PROP_COMMENT_EXT ? TextByLanguage("Пользовательский комментарий","Custom comment")+ (this.GetProperty(property)=="" ? TextByLanguage(": Не задан",": Not set"):": \""+this.GetProperty(property)+"\"") : property==ORDER_PROP_EXT_ID ? TextByLanguage("Идентификатор на бирже","Exchange identifier")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : (this.GetProperty(property)=="" ? TextByLanguage(": Отсутствует",": Not set"):": \""+this.GetProperty(property)+"\"")): "" ); } //+------------------------------------------------------------------+
This concludes the changes in the COrder abstract order class.
In the DELib.mqh service functions file, make a small improvement in the function returning an order/position name by order
type:
//+------------------------------------------------------------------+ //| Return order name | //+------------------------------------------------------------------+ string OrderTypeDescription(const ENUM_ORDER_TYPE type,bool as_order=true) { string pref=(#ifdef __MQL5__ "Market order" #else (as_order ? "Market order" : "Position") #endif ); return ( type==ORDER_TYPE_BUY_LIMIT ? "Buy Limit" : type==ORDER_TYPE_BUY_STOP ? "Buy Stop" : type==ORDER_TYPE_SELL_LIMIT ? "Sell Limit" : type==ORDER_TYPE_SELL_STOP ? "Sell Stop" : #ifdef __MQL5__ type==ORDER_TYPE_BUY_STOP_LIMIT ? "Buy Stop Limit" : type==ORDER_TYPE_SELL_STOP_LIMIT ? "Sell Stop Limit" : type==ORDER_TYPE_CLOSE_BY ? TextByLanguage("Закрывающий ордер","Order for closing by") : #else type==ORDER_TYPE_BALANCE ? TextByLanguage("Балансовая операция","Balance operation") : type==ORDER_TYPE_CREDIT ? TextByLanguage("Кредитная операция","Credit operation") : #endif type==ORDER_TYPE_BUY ? pref+" Buy" : type==ORDER_TYPE_SELL ? pref+" Sell" : TextByLanguage("Неизвестный тип ордера","Unknown order type") ); } //+------------------------------------------------------------------+
Here we added the flag managing the display of an order name for
MQL4 either as an order, or as
a position. Display for MQL4 "as an order" is set by default. Why was this done? Suppose that an order that caused a position to be opened
is shown in square brackets when sending the position open event to the journal. In this case, the [Position Sell #123] message for the Sell
position opened by a market (not pending) order with the ticket 123 as an order that caused the position opening is replaced with the more
meaningful [Market order Sell #123] entry.
Let's improve the AddToListMarket() method of the market order and position collection class. Instead of the
ORDER_PROP_TIME_UPDATE_MSC position update time in milliseconds, we now use the
ORDER_PROP_TIME_UPDATE position update time (it is set in
milliseconds by default):
//+--------------------------------------------------------------------------------+ //| Add an order or a position to the list of orders and positions on the account | //+--------------------------------------------------------------------------------+ bool CMarketCollection::AddToListMarket(COrder *order) { if(order==NULL) return false; ENUM_ORDER_STATUS status=order.Status(); if(this.m_list_all_orders.InsertSort(order)) { if(status==ORDER_STATUS_MARKET_POSITION) { this.m_struct_curr_market.hash_sum_acc+=order.GetProperty(ORDER_PROP_TIME_UPDATE)+this.ConvertToHS(order); this.m_struct_curr_market.total_volumes+=order.Volume(); this.m_struct_curr_market.total_positions++; return true; } if(status==ORDER_STATUS_MARKET_PENDING) { this.m_struct_curr_market.hash_sum_acc+=this.ConvertToHS(order); this.m_struct_curr_market.total_volumes+=order.Volume(); this.m_struct_curr_market.total_pending++; return true; } } else { ::Print(DFUN,order.TypeDescription()," #",order.Ticket()," ",TextByLanguage("не удалось добавить в список","failed to add to the list")); delete order; } return false; } //+------------------------------------------------------------------+
Replace the order time in milliseconds with the order time
in the method for creating control orders and adding them to the list (for the same reason):
//+------------------------------------------------------------------+ //| Create and add an order to the list of control orders | //+------------------------------------------------------------------+ bool CMarketCollection::AddToListControl(COrder *order) { if(order==NULL) return false; COrderControl* order_control=new COrderControl(order.PositionID(),order.Ticket(),order.Magic(),order.Symbol()); if(order_control==NULL) return false; order_control.SetTime(order.TimeOpen()); order_control.SetTimePrev(order.TimeOpen()); order_control.SetVolume(order.Volume()); order_control.SetTime(order.TimeOpen()); order_control.SetTypeOrder(order.TypeOrder()); order_control.SetTypeOrderPrev(order.TypeOrder()); order_control.SetPrice(order.PriceOpen()); order_control.SetPricePrev(order.PriceOpen()); order_control.SetStopLoss(order.StopLoss()); order_control.SetStopLossPrev(order.StopLoss()); order_control.SetTakeProfit(order.TakeProfit()); order_control.SetTakeProfitPrev(order.TakeProfit()); if(!this.m_list_control.Add(order_control)) { delete order_control; return false; } return true; } //+------------------------------------------------------------------+
In the HistoryCollection.mqh file of the method for selecting orders by time of the
CHistoryCollection collection class of historical orders and deals,
improve selection of the compared property.
Since we
have already had a selection of four properties (open time in milliseconds, close time in milliseconds, open time in seconds and close time
in seconds) and now we have removed two of them, the selection is now simplified:
//+------------------------------------------------------------------+ //| Select orders from the collection with time | //| from begin_time to end_time | //+------------------------------------------------------------------+ CArrayObj *CHistoryCollection::GetListByTime(const datetime begin_time=0,const datetime end_time=0, const ENUM_SELECT_BY_TIME select_time_mode=SELECT_BY_TIME_CLOSE) { ENUM_ORDER_PROP_INTEGER property=(select_time_mode==SELECT_BY_TIME_CLOSE ? ORDER_PROP_TIME_CLOSE : ORDER_PROP_TIME_OPEN); CArrayObj *list=new CArrayObj(); if(list==NULL) { ::Print(DFUN+TextByLanguage("Ошибка создания временного списка","Error creating temporary list")); return NULL; } datetime begin=begin_time,end=(end_time==0 ? END_TIME : end_time); if(begin_time>end_time) begin=0; list.FreeMode(false); ListStorage.Add(list); //--- this.m_order_instance.SetProperty(property,begin); int index_begin=this.m_list_all_orders.SearchGreatOrEqual(&m_order_instance); if(index_begin==WRONG_VALUE) return list; this.m_order_instance.SetProperty(property,end); int index_end=this.m_list_all_orders.SearchLessOrEqual(&m_order_instance); if(index_end==WRONG_VALUE) return list; for(int i=index_begin; i<=index_end; i++) list.Add(this.m_list_all_orders.At(i)); return list; } //+------------------------------------------------------------------+
In the CEngine.mqh file, replace all instances of the SORT_BY_ORDER_TIME_OPEN_MSC time constant in milliseconds with the
SORT_BY_ORDER_TIME_OPEN time constant. Now the time in milliseconds is used by this constant by default.
This concludes improvements of the library files related to removing time in seconds.
Implementing position closing events for MQL4
Various experiments and tests conducted while searching for possible options of identifying the occurrence of position
closure and order removal events in MQL4 have turned out to be discouraging. Unlike MQL5, MQL4 features much less data that can be used
for decisive event identification.
In MQL5, we can easily use data on orders belonging to a certain position and define an event, while in MQL4 both a position and a pending
order are considered as orders. If we had a pending order in MetaTrader 4, then after its removal, we will face with:
- increase in the number of historical orders
- decrease in total volume
- number of market orders remaining unchanged.
To make sure an event belongs to removing a pending order (position in MQL4 is an order as well), check the number of open positions. If it has not changed, the action has been performed with a pending order. Everything seems to be normal and logical here until we close any of the open positions (an order) in MetaTrader 4 partially. When closing a position partially, we have the same thing as when removing a pending order:
- increase in the number of historical orders (the partially closed position (its order) has got into history),
- decrease in the account volume since we have partially closed the position,
- the number of open positions has not decreased — it remains the same when closing a position partially.
This is the same state as when removing a pending order. We can observe this when launching a test
EA from the previous article in the tester. Open a position, close it partially, set a pending order and remove it. During the last
action, two entries appear in the journal simultaneously: partial position closure and pending order removal. I have already mentioned
the conformity of criteria for defining these two events above. The program simply defines two events at once, and one of them is incorrect.
Here we can use the check of the changed number of pending orders — when defining a partial position closure, we will also check changing
the number of market pending orders. If it has not changed, the event is a partial position closure.
Everything seems logical, but this approach imposes restrictions on the allowed order of trading operations in MetaTrader 4. In other words, we
cannot remove a pending order and partially close a position in a single loop as this violates the event-defining logic mentioned
above. We can implement a solution to bypass this limitation but it requires reworking the classes of market and historic collection of
orders and positions. To define a change in the market environment, we need to use temporary lists of orders and positions that were
changed on the account rather than manage the amount of occurred changes. The events should be handled according to the data of these
lists. In that case, each event type has its own list and creating events for sending them to the program is to be carried out according to
the lists of changed orders and positions.
To define a partial closure, we need to manage the total volume on the account. This means we need to pass its change value to the Refresh()
method of the CEventsCollection class. As usual, all starts from the basic object of the library. Let's make the necessary addition to the
call of the method for updating the event collection class.
Add an additional transferable parameter to the Refresh
method of the CEventsCollection class in the CEngine::TradeEventsControl() class
method:
//+------------------------------------------------------------------+ //| Check trading events | //+------------------------------------------------------------------+ void CEngine::TradeEventsControl(void) { //--- Initialize the trading events code and flags this.m_is_market_trade_event=false; this.m_is_history_trade_event=false; //--- Update the lists this.m_market.Refresh(); this.m_history.Refresh(); //--- First launch actions if(this.IsFirstStart()) { this.m_acc_trade_event=TRADE_EVENT_NO_EVENT; return; } //--- Check the changes in the market status and account history this.m_is_market_trade_event=this.m_market.IsTradeEvent(); this.m_is_history_trade_event=this.m_history.IsTradeEvent(); //--- If there is any event, send the lists, the flags and the number of new orders and deals to the event collection, and update it int change_total=0; CArrayObj* list_changes=this.m_market.GetListChanges(); if(list_changes!=NULL) change_total=list_changes.Total(); if(this.m_is_history_trade_event || this.m_is_market_trade_event || change_total>0) { this.m_events.Refresh(this.m_history.GetList(),this.m_market.GetList(),list_changes,this.m_market.GetListControl(), this.m_is_history_trade_event,this.m_is_market_trade_event, this.m_history.NewOrders(),this.m_market.NewPendingOrders(), this.m_market.NewPositions(),this.m_history.NewDeals(), this.m_market.ChangedVolumeValue()); //--- Get the account's last trading event this.m_acc_trade_event=this.m_events.GetLastTradeEvent(); } } //+------------------------------------------------------------------+
Now we need to change the Refresh() method of the CEventsCollection class itself by implementing yet another parameter (volume change
value) to it.
Add the new parameter to the definition of the Refresh()
method in the EventsCollection.mqh file:
public: //--- Select events from the collection with time within the range from begin_time to end_time CArrayObj *GetListByTime(const datetime begin_time=0,const datetime end_time=0); //--- Return the full event collection list "as is" CArrayObj *GetList(void) { return &this.m_list_events; } //--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion CArrayObj *GetList(ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } //--- Update the list of events void Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume); //--- Set the control program chart ID void SetChartID(const long id) { this.m_chart_id=id; } //--- Return the last trading event on the account ENUM_TRADE_EVENT GetLastTradeEvent(void) const { return this.m_trade_event; } //--- Reset the last trading event void ResetLastTradeEvent(void) { this.m_trade_event=TRADE_EVENT_NO_EVENT; } //--- Constructor CEventsCollection(void); };
We need to make additions in the implementation of the Refresh() method:
//+------------------------------------------------------------------+ //| Update the event list | //+------------------------------------------------------------------+ void CEventsCollection::Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume) {
Now we need to create the position closure and partial closure events handler and solve the issue of the incorrect defining of a pending order
removal event during a partial position closure.
In the private class section, change the first form of calling the new
event creation method by adding passing the list of control orders to the
method. We will need it to identify orders taking part in closing one position by an opposite one. Also, add the method
returning the list of historical (closed) positions and the method
returning the pointer to the control order by the position ticket:
class CEventsCollection : public CListObj { private: CListObj m_list_events; // List of events bool m_is_hedge; // Hedge account flag long m_chart_id; // Control program chart ID int m_trade_event_code; // Trading event code ENUM_TRADE_EVENT m_trade_event; // Account trading event CEvent m_event_instance; // Event object for searching by property MqlTick m_tick; // Last tick structure ulong m_position_id; // Position ID (MQL4) ENUM_ORDER_TYPE m_type_first; // Opening order type (MQL4) //--- Create a trading event depending on the order (1) status and (2) change type void CreateNewEvent(COrder* order,CArrayObj* list_history,CArrayObj* list_market,CArrayObj* list_control); void CreateNewEvent(COrderControl* order); //--- Create an event for a (1) hedging account, (2) netting account void NewDealEventHedge(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); void NewDealEventNetto(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); //--- Select from the list and return the list of (1) market pending orders, (2) open positions CArrayObj* GetListMarketPendings(CArrayObj* list); CArrayObj* GetListPositions(CArrayObj* list); //--- Select from the list and return the list of historical (1) closed orders, //--- (2) removed pending orders, (3) deals, (4) all closing orders CArrayObj* GetListHistoryPositions(CArrayObj* list); CArrayObj* GetListHistoryPendings(CArrayObj* list); CArrayObj* GetListDeals(CArrayObj* list); CArrayObj* GetListCloseByOrders(CArrayObj* list); //--- Return the list of (1) all position orders by its ID, (2) all position deals by its ID //--- (3) all market entry deals by position ID, (4) all market exit deals by position ID, //--- (5) all position reversal deals by position ID CArrayObj* GetListAllOrdersByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsOutByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInOutByPosID(CArrayObj* list,const ulong position_id); //--- Return the total volume of all deals (1) IN, (2) OUT of the position by its ID double SummaryVolumeDealsInByPosID(CArrayObj* list,const ulong position_id); double SummaryVolumeDealsOutByPosID(CArrayObj* list,const ulong position_id); //--- Return the (1) first, (2) last and (3) closing order from the list of all position orders, //--- (4) an order by ticket, (5) market position by ID, //--- (6) the last and (7) penultimate InOut deal by position ID COrder* GetFirstOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetLastOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetCloseByOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetHistoryOrderByTicket(CArrayObj* list,const ulong order_ticket); COrder* GetPositionByID(CArrayObj* list,const ulong position_id); //--- Return the (1) control order by ticket, (2) opening order type by position ticket (MQL4) COrderControl* GetOrderControlByTicket(CArrayObj* list,const ulong ticket); ENUM_ORDER_TYPE GetTypeFirst(CArrayObj* list,const ulong ticket); //--- Return the flag of the event object presence in the event list bool IsPresentEventInList(CEvent* compared_event); //--- Existing order/position change event handler void OnChangeEvent(CArrayObj* list_changes,const int index); public:
Implement the method returning the list of closed positions beyond the class body:
//+------------------------------------------------------------------+ //| Select only closed positions from the list | //+------------------------------------------------------------------+ CArrayObj* CEventsCollection::GetListHistoryPositions(CArrayObj *list) { if(list.Type()!=COLLECTION_HISTORY_ID) { Print(DFUN,TextByLanguage("Ошибка. Список не является списком исторической коллекции","Error. The list is not a list of the history collection")); return NULL; } CArrayObj* list_orders=CSelect::ByOrderProperty(list,ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_ORDER,EQUAL); return list_orders; } //+------------------------------------------------------------------+
The method contains nothing new for us. I have already described the similar methods in the previous parts of the library description.
Let's implement the method returning a control order by a ticket and change the method returning the type of a control order by a ticket:
//+------------------------------------------------------------------+ //| Return a control order by a position ticket (MQL4) | //+------------------------------------------------------------------+ COrderControl* CEventsCollection::GetOrderControlByTicket(CArrayObj *list,const ulong ticket) { if(list==NULL) return NULL; int total=list.Total(); for(int i=0;i<total;i++) { COrderControl* ctrl=list.At(i); if(ctrl==NULL) continue; if(ctrl.Ticket()==ticket) return ctrl; } return NULL; } //+------------------------------------------------------------------+ //| Return an opening order type by a position ticket (MQL4) | //+------------------------------------------------------------------+ ENUM_ORDER_TYPE CEventsCollection::GetTypeFirst(CArrayObj* list,const ulong ticket) { if(list==NULL) return WRONG_VALUE; COrderControl* ctrl=this.GetOrderControlByTicket(list,ticket); if(ctrl==NULL) return WRONG_VALUE; return (ENUM_ORDER_TYPE)ctrl.TypeOrder(); } //+------------------------------------------------------------------+
Like the previously considered similar methods, the method returning a control order by a ticket is simple. It receives the list of control
orders and the ticket of the position whose control order we want to obtain.
Take the order from the list and compare it with the ticket passed to the method in a loop by the list size. If the tickets are equal, return
the pointer to the control order, otherwise return NULL.
The GetTypeFirst() method returning the control order type
previously consisted of a loop by the list of control orders with the search of an order with the ticket equal to the one passed to the method.
When such an order was detected, its type was returned.
Now that we have the method returning a control order by a position ticket, we can delete the search loop from the GetTypeFirst() method.
This is exactly what I have done. Now in the method,
we obtain a control order by a position ticket using the GetOrderControlByTicket()
method. If it is obtained successfully (not NULL), return a type of an obtained
order, otherwise return
-1.
Now we may add handling position closure for MQL4 to the event collection update method:
//+------------------------------------------------------------------+ //| Update the event list | //+------------------------------------------------------------------+ void CEventsCollection::Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume) { //--- Exit if the lists are empty if(list_history==NULL || list_market==NULL) return; //--- If the event is in the market environment if(is_market_event) { //--- if the order properties were changed int total_changes=list_changes.Total(); if(total_changes>0) { for(int i=total_changes-1;i>=0;i--) { this.OnChangeEvent(list_changes,i); } } //--- if the number of placed pending orders increased (MQL5, MQL4) if(new_market_pendings>0) { //--- Receive the list of the newly placed pending orders CArrayObj* list=this.GetListMarketPendings(list_market); if(list!=NULL) { //--- Sort the new list by order placement time list.Sort(SORT_BY_ORDER_TIME_OPEN); //--- Take the number of orders equal to the number of newly placed ones from the end of the list in a loop (the last N events) int total=list.Total(), n=new_market_pendings; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive an order from the list, if this is a pending order, set a trading event COrder* order=list.At(i); if(order!=NULL && order.Status()==ORDER_STATUS_MARKET_PENDING) this.CreateNewEvent(order,list_history,list_market,list_control); } } } #ifdef __MQL4__ //--- If the number of positions increased (MQL4) if(new_market_positions>0) { //--- Get the list of open positions CArrayObj* list=this.GetListPositions(list_market); if(list!=NULL) { //--- Sort the new list by a position open time list.Sort(SORT_BY_ORDER_TIME_OPEN); //--- Take the number of positions equal to the number of newly placed open positions from the end of the list in a loop (the last N events) int total=list.Total(), n=new_market_positions; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive a position from the list. If this is a position, search for opening order data and set a trading event COrder* position=list.At(i); if(position!=NULL && position.Status()==ORDER_STATUS_MARKET_POSITION) { //--- Find an order and set (1) a type of an order that led to opening a position and a (2) position ID this.m_type_first=this.GetTypeFirst(list_control,position.Ticket()); this.m_position_id=position.Ticket(); this.CreateNewEvent(position,list_history,list_market,list_control); } } } } //--- If the number of positions decreased or a position is closed partially (MQL4) else if(new_market_positions<0 || (new_market_positions==0 && changed_volume<0 && new_history_orders>0 && new_market_pendings>WRONG_VALUE)) { //--- Get the list of closed positions CArrayObj* list=this.GetListHistoryPositions(list_history); if(list!=NULL) { //--- Sort the new list by position close time list.Sort(SORT_BY_ORDER_TIME_CLOSE); //--- Take the number of positions equal to the number of newly closed positions from the end of the list in a loop (the last N events) int total=list.Total(), n=new_history_orders; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive an order from the list. If this is a position, look for data of an opening order and set a trading event COrder* position=list.At(i); if(position!=NULL && position.Status()==ORDER_STATUS_HISTORY_ORDER) { //--- If there is a control order of a closed position COrderControl* ctrl=this.GetOrderControlByTicket(list_control,position.Ticket()); if(ctrl!=NULL) { //--- Set an (1) order type that led to a position opening, (2) position ID and create a position closure event this.m_type_first=(ENUM_ORDER_TYPE)ctrl.TypeOrder(); this.m_position_id=position.Ticket(); this.CreateNewEvent(position,list_history,list_market,list_control); } } } } } #endif } //--- If an event in an account history if(is_history_event) { //--- If the number of historical orders increased (MQL5, MQL4) if(new_history_orders>0) { //--- Get the list of newly removed pending orders CArrayObj* list=this.GetListHistoryPendings(list_history); if(list!=NULL) { //--- Sort the new list by order removal time list.Sort(SORT_BY_ORDER_TIME_CLOSE); //--- Take the number of orders equal to the number of newly removed ones from the end of the list in a loop (the last N events) int total=list.Total(), n=new_history_orders; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive an order from the list. If this is a removed pending order without a position ID, //--- this is an order removal - set a trading event COrder* order=list.At(i); if(order!=NULL && order.Status()==ORDER_STATUS_HISTORY_PENDING && order.PositionID()==0) this.CreateNewEvent(order,list_history,list_market,list_control); } } } //--- If the number of deals increased (MQL5) #ifdef __MQL5__ if(new_deals>0) { //--- Receive the list of deals only CArrayObj* list=this.GetListDeals(list_history); if(list!=NULL) { //--- Sort the new list by deal time list.Sort(SORT_BY_ORDER_TIME_OPEN); //--- Take the number of deals equal to the number of new ones from the end of the list in a loop (the last N events) int total=list.Total(), n=new_deals; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive a deal from the list and set a trading event COrder* order=list.At(i); if(order!=NULL) this.CreateNewEvent(order,list_history,list_market); } } } #endif } } //+------------------------------------------------------------------+
Handling position closure is quite clear and transparent. Its description is commented in the listing, and there is no point in dwelling on its logic as the code comments are detailed thoroughly enough.
Since one more list is now passed to the first form of calling the method for creating a new event, add
passing the list of control orders to the call of the method
for MQL5 in the Refresh() method of the CEventsCollection
event collection class:
//--- If the number of deals increased (MQL5) #ifdef __MQL5__ if(new_deals>0) { //--- Receive the list of deals only CArrayObj* list=this.GetListDeals(list_history); if(list!=NULL) { //--- Sort the new list by deal time list.Sort(SORT_BY_ORDER_TIME_OPEN); //--- Take the number of deals equal to the number of new ones from the end of the list in a loop (the last N events) int total=list.Total(), n=new_deals; for(int i=total-1; i>=0 && n>0; i--,n--) { //--- Receive a deal from the list and set a trading event COrder* order=list.At(i); if(order!=NULL) this.CreateNewEvent(order,list_history,list_market,list_control); } } } #endif
Now let's add the code of creating a position closure event to the first form of an event call in the event creation method:
CEventsCollection::CreateNewEvent(COrder* order,CArrayObj* list_history,CArrayObj* list_market,CArrayObj* list_control).
Since the method is quite bulky, we will have a look only at the code for creating a position closure event for MQL4:
//--- Position closed (__MQL4__) if(status==ORDER_STATUS_HISTORY_ORDER) { //--- Set the "position closed" trading event code this.m_trade_event_code=TRADE_EVENT_FLAG_POSITION_CLOSED; //--- Set the "request executed in full" reason ENUM_EVENT_REASON reason=EVENT_REASON_DONE; //--- If the closure by StopLoss flag is set for an order, a position is closed by StopLoss if(order.IsCloseByStopLoss()) { //--- set the "closure by StopLoss" reason reason=EVENT_REASON_DONE_SL; //--- add the StopLoss closure flag to the event code this.m_trade_event_code+=TRADE_EVENT_FLAG_SL; } //--- If the closure by TakeProfit flag is set for an order, a position is closed by TakeProfit if(order.IsCloseByTakeProfit()) { //--- set the "closure by TakeProfit" reason reason=EVENT_REASON_DONE_TP; //--- add the TakeProfit closure flag to the event code this.m_trade_event_code+=TRADE_EVENT_FLAG_TP; } //--- If an order has the property with an inherited order filled, a position is closed partially if(order.TicketTo()>0) { //--- set the "partial closure" reason reason=EVENT_REASON_DONE_PARTIALLY; //--- add the partial closure flag to the event code this.m_trade_event_code+=TRADE_EVENT_FLAG_PARTIAL; } //--- Check closure by an opposite position COrder* order_close_by=this.GetCloseByOrderFromList(list_history,order.Ticket()); //--- Declare the variables of the opposite order properties and initialize them with the values of the current closed position ENUM_ORDER_TYPE close_by_type=this.m_type_first; double close_by_volume=order.Volume(); ulong close_by_ticket=order.Ticket(); long close_by_magic=order.Magic(); string close_by_symbol=order.Symbol(); //--- If the list of historical orders features an order with a closed position ID, the position is closed by an opposite one if(order_close_by!=NULL) { //--- Fill in the properties of an opposite closing order using data on the opposite position properties close_by_type=(ENUM_ORDER_TYPE)order_close_by.TypeOrder(); close_by_ticket=order_close_by.Ticket(); close_by_magic=order_close_by.Magic(); close_by_symbol=order_close_by.Symbol(); close_by_volume=order_close_by.Volume(); //--- set the "close by" reason reason=EVENT_REASON_DONE_BY_POS; //--- add the close by flag to the event code this.m_trade_event_code+=TRADE_EVENT_FLAG_BY_POS; //--- Take data on (1) closed and (2) opposite positions from the list of control orders //--- (in this list, the properties of two opposite positions remain the same as before the closure) COrderControl* ctrl_closed=this.GetOrderControlByTicket(list_control,order.Ticket()); COrderControl* ctrl_close_by=this.GetOrderControlByTicket(list_control,close_by_ticket); double vol_closed=0; double vol_close_by=0; //--- If no errors detected when receiving these two opposite orders if(ctrl_closed!=NULL && ctrl_close_by!=NULL) { //--- Calculate closed volumes of a (1) closed and (2) an opposite positions vol_closed=ctrl_closed.Volume()-order.Volume(); vol_close_by=vol_closed-close_by_volume; //--- If a position is closed partially (the previous volume exceeds the currently closed one) if(ctrl_closed.Volume()>order.Volume()) { //--- add the partial closure flag to an event code this.m_trade_event_code+=TRADE_EVENT_FLAG_PARTIAL; //--- set the "partial closure" reason reason=EVENT_REASON_DONE_PARTIALLY_BY_POS; } } } //--- Create the position closure event CEvent* event=new CEventPositionClose(this.m_trade_event_code,order.Ticket()); if(event!=NULL && order.PositionByID()==0) { event.SetProperty(EVENT_PROP_TIME_EVENT,order.TimeClose()); // Event time event.SetProperty(EVENT_PROP_REASON_EVENT,reason); // Event reason (from the ENUM_EVENT_REASON enumeration) event.SetProperty(EVENT_PROP_TYPE_DEAL_EVENT,close_by_type); // Event deal type event.SetProperty(EVENT_PROP_TICKET_DEAL_EVENT,order.Ticket()); // Event deal ticket event.SetProperty(EVENT_PROP_TYPE_ORDER_EVENT,close_by_type); // Type of the order that triggered an event deal (the last position order) event.SetProperty(EVENT_PROP_TYPE_ORDER_POSITION,this.m_type_first); // Type of an order that triggered a position deal (the first position order) event.SetProperty(EVENT_PROP_TICKET_ORDER_EVENT,close_by_ticket); // Ticket of an order, based on which an event deal is opened (the last position order) event.SetProperty(EVENT_PROP_TICKET_ORDER_POSITION,order.Ticket()); // Ticket of an order, based on which a position deal is opened (the first position order) event.SetProperty(EVENT_PROP_POSITION_ID,this.m_position_id); // Position ID event.SetProperty(EVENT_PROP_POSITION_BY_ID,close_by_ticket); // Opposite position ID event.SetProperty(EVENT_PROP_MAGIC_BY_ID,close_by_magic); // Opposite position magic number event.SetProperty(EVENT_PROP_TYPE_ORD_POS_BEFORE,order.TypeOrder()); // Position order type before direction changed event.SetProperty(EVENT_PROP_TICKET_ORD_POS_BEFORE,order.Ticket()); // Position order ticket before direction changed event.SetProperty(EVENT_PROP_TYPE_ORD_POS_CURRENT,order.TypeOrder()); // Current position order type event.SetProperty(EVENT_PROP_TICKET_ORD_POS_CURRENT,order.Ticket()); // Current position order ticket event.SetProperty(EVENT_PROP_PRICE_OPEN_BEFORE,order.PriceOpen()); // Order price before modification< event.SetProperty(EVENT_PROP_PRICE_SL_BEFORE,order.StopLoss()); // StopLoss before modification event.SetProperty(EVENT_PROP_PRICE_TP_BEFORE,order.TakeProfit()); // TakeProfit before modification event.SetProperty(EVENT_PROP_PRICE_EVENT_ASK,this.m_tick.ask); // Ask price during an event event.SetProperty(EVENT_PROP_PRICE_EVENT_BID,this.m_tick.bid); // Bid price during an event event.SetProperty(EVENT_PROP_MAGIC_ORDER,order.Magic()); // Order/deal/position magic number event.SetProperty(EVENT_PROP_TIME_ORDER_POSITION,order.TimeOpen()); // Time of an order, based on which a position deal is opened (the first position order) event.SetProperty(EVENT_PROP_PRICE_EVENT,order.PriceOpen()); // Event price event.SetProperty(EVENT_PROP_PRICE_OPEN,order.PriceOpen()); // Order/deal/position open price event.SetProperty(EVENT_PROP_PRICE_CLOSE,order.PriceClose()); // Order/deal/position close price event.SetProperty(EVENT_PROP_PRICE_SL,order.StopLoss()); // StopLoss position price event.SetProperty(EVENT_PROP_PRICE_TP,order.TakeProfit()); // TakeProfit position price event.SetProperty(EVENT_PROP_VOLUME_ORDER_INITIAL,order.Volume()); // Requested order volume event.SetProperty(EVENT_PROP_VOLUME_ORDER_EXECUTED,order.Volume()-order.VolumeCurrent()); // Executed order volume event.SetProperty(EVENT_PROP_VOLUME_ORDER_CURRENT,order.VolumeCurrent()); // Remaining (unexecuted) order volume event.SetProperty(EVENT_PROP_VOLUME_POSITION_EXECUTED,order.Volume()); // Executed position volume event.SetProperty(EVENT_PROP_PROFIT,order.Profit()); // Profit event.SetProperty(EVENT_PROP_SYMBOL,order.Symbol()); // Order symbol event.SetProperty(EVENT_PROP_SYMBOL_BY_ID,close_by_symbol); // Opposite position symbol //--- Set control program chart ID, decode the event code and set the event type event.SetChartID(this.m_chart_id); event.SetTypeEvent(); //--- Add the event object if it is not in the list if(!this.IsPresentEventInList(event)) { this.m_list_events.InsertSort(event); //--- Send a message about the event and set the value of the last trading event event.SendEvent(); this.m_trade_event=event.TradeEvent(); } //--- If the event is already present in the list, remove a new event object and display a debugging message else { ::Print(DFUN_ERR_LINE,TextByLanguage("Такое событие уже есть в списке","This event is already in the list.")); delete event; } } } #endif
Since we have already described the logic of creating events in the previous articles, let's mention it briefly: first, set an event code as
"position closure" and an event reason as "request executed in full". Next view the various properties of a closed order, add the necessary
flags to the event code based on these properties and change the event reason if necessary. When defining an opposite position closure, we
use data of control orders on closed positions. This data provides us with the entire info on opposite orders before their joint closure
allowing us to define order types and their volume, as well as find out which one initiated a close by.
Then all collected data is recorded in the event properties, and a new position closure event is created.
I have also improved the method returning the list of all position's closing orders for MQL4:
//+------------------------------------------------------------------+ //| Return the list of all closing CloseBy orders from the list | //+------------------------------------------------------------------+ CArrayObj* CEventsCollection::GetListCloseByOrders(CArrayObj *list) { if(list.Type()!=COLLECTION_HISTORY_ID) { Print(DFUN,TextByLanguage("Ошибка. Список не является списком исторической коллекции","Error. The list is not a list of history collection")); return NULL; } #ifdef __MQL5__ CArrayObj* list_orders=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,ORDER_TYPE_CLOSE_BY,EQUAL); #else CArrayObj* list_orders=CSelect::ByOrderProperty(list,ORDER_PROP_POSITION_BY_ID,0,NO_EQUAL); #endif return list_orders; } //+------------------------------------------------------------------+
For MQL5, we select only orders of ORDER_TYPE_CLOSE_BY type from the
list of historical orders. Since there are no such orders
in MQL4, we select only the orders with the opposite
position ID property filled, more specifically, orders that have this property not
equal to zero.
The method returning the last closing position order for MQL4
has also been improved:
//+------------------------------------------------------------------+ //| Return the last closing order | //| from the list of all position orders | //+------------------------------------------------------------------+ COrder* CEventsCollection::GetCloseByOrderFromList(CArrayObj *list,const ulong position_id) { #ifdef __MQL5__ CArrayObj* list_orders=this.GetListAllOrdersByPosID(list,position_id); list_orders=CSelect::ByOrderProperty(list_orders,ORDER_PROP_TYPE,ORDER_TYPE_CLOSE_BY,EQUAL); if(list_orders==NULL || list_orders.Total()==0) return NULL; list_orders.Sort(SORT_BY_ORDER_TIME_OPEN); #else CArrayObj* list_orders=CSelect::ByOrderProperty(list,ORDER_PROP_POSITION_BY_ID,position_id,EQUAL); if(list_orders==NULL || list_orders.Total()==0) return NULL; list_orders.Sort(SORT_BY_ORDER_TIME_CLOSE); #endif COrder* order=list_orders.At(list_orders.Total()-1); return(order!=NULL ? order : NULL); } //+------------------------------------------------------------------+
In MQL5, we can obtain the last order belonging to a position at any time. However, this is not the case with MQL4. Therefore, in case of MQL4, I decided to return an opposite position order if present or NULL if a position was not closed by an opposite one. This allows us to partially implement obtaining a closing order when a position is closed by an opposite one.
These are all the changes and improvements necessary for defining a position closure for MQL4.
Find the full listings of all classes in the files attached below.
Testing
To perform the test, we will use the test EA from the previous article TestDoEasyPart10.mq4 located at \MQL4\Experts\TestDoEasy\Part10 and save it in the new folder \MQL4\Experts\TestDoEasy\Part11 under the name TestDoEasyPart11.mq4.
Since we removed time constants in milliseconds from the ENUM_SORT_ORDERS_MODE enumeration of possible order and deal sorting criteria, we
need to replace sorting by placing time where a removed constant is set
list.Sort(SORT_BY_ORDER_TIME_OPEN_MSC);
with sorting by time in the EA's handler of the pending order
removal button pressing:
//--- If the BUTT_DELETE_PENDING button is pressed: Remove the first pending order else if(button==EnumToString(BUTT_DELETE_PENDING)) { //--- Get the list of all orders CArrayObj* list=engine.GetListMarketPendings(); if(list!=NULL) { //--- Sort the list by placement time list.Sort(SORT_BY_ORDER_TIME_OPEN); int total=list.Total(); //--- In the loop from the position with the most amount of time for(int i=total-1;i>=0;i--) { COrder* order=list.At(i); if(order==NULL) continue; //--- delete the order by its ticket #ifdef __MQL5__ trade.OrderDelete(order.Ticket()); #else PendingOrderDelete(order.Ticket()); #endif } } }
Compile the EA and set the StopLoss in points and TakeProfit in points inputs in the tester to zero so that
positions are closed without stop orders. Then launch the EA in the tester, open a position and close it partially.
Next place and remove a pending order:
Now the events of partial closure and pending order removal are defined as separate events.
Launch the EA once again and click the buttons observing the definition of events:
As we can see, the events are defined correctly. A close by event is defined, modifications of stop levels and pending order prices are also
tracked.
What's next?
In this article, we finished the conversion of the existing library functionality for compatibility with MQL4. In the coming articles, we
will create new "account" and "symbol" objects, their collection and events.
All files of the current version of the library are attached below together with the test EA files for you to test and download.
Leave
your questions, comments and suggestions in the comments.
Previous articles within the series:
Part 1. Concept, data management.
Part
2. Collection of historical orders and deals.
Part 3. Collection of market orders
and positions, arranging the search.
Part 4. Trading events. Concept.
Part 5. Classes and collection of trading events. Sending events to the program.
Part
6. Netting account events.
Part 7. StopLimit order activation events, preparing
the functionality for order and position modification events.
Part 8. Order and
position modification events.
Part 9. Compatibility with MQL4 - Preparing data.
Part 10. Compatibility with MQL4 - Events of opening a position and activating pending
orders.
Translated from Russian by MetaQuotes Ltd.
Original article: https://www.mql5.com/ru/articles/6921
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
Optimization management (Part I): Creating a GUI
Library for easy and quick development of MetaTrader programs (part XIII): Account object events
Developing a cross-platform grider EA (part III): Correction-based grid with martingale
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I have some remarks related to the effect of the millisecond time variables, and particularly about the CHistoryCollection::GetListByTime(…) function regarding MQL5 version.
They are ( in decreasing order of relevance):
Following the former suggestions, this would be the code of CHistoryCollection::GetListByTime(…) function:
I have some remarks related to the effect of the millisecond time variables, and particularly about the CHistoryCollection::GetListByTime(…) function regarding MQL5 version.
They are ( in decreasing order of relevance):
Following the former suggestions, this would be the code of CHistoryCollection::GetListByTime(…) function:
Thank. In subsequent versions of the library (in the articles above XI), it seems that time conversion is already used (I generally left datetime - everything is in long).
I did not understand a little about collections - please show an example of wrong sorting. Desirable in the most recent article available (since the articles describe the sequence of creating a library, and everything changes)