Library for easy and quick development of MetaTrader programs (part XV): Collection of symbol objects
Artyom Trishkin | 16 October, 2019
Contents
- Symbol collection concept
- Descendant objects of the "symbol" basic abstract object
- Symbol collection class
- Symbol collection test
- What's next?
Symbol collection concept
I have already defined the concept of constructing object collection classes in the third part of the library description. Here, I am going to adhere to the adopted data storage structure. This means we need to create a list for the symbol collection. The list is to store descendant objects of the "symbol" class created in the previous article. The abstract symbol descendants are to clarify a symbol data and define the availability of the basic symbol object properties in a program. Such symbol objects are to be distinguished by their affiliation with groups (symbol status).
- Forex symbol — all Forex symbols not falling into the following Forex symbol categories:
- Major Forex symbol — the custom category of the most used forex symbols
- Minor Forex symbol — the custom category of less used Forex symbols
- Exotic Forex symbol — the custom category of rarely used Forex symbols
- Forex symbol/RUB — the custom category of Forex symbols featuring RUB
- Metal — the custom category of metal symbols
- Index — the custom category of index symbols
- Indicative — the custom category of indicative symbols
- Cryptocurrency symbol — the custom category of cryptocurrency symbols
- Commodity symbol — the custom category of commodity symbols
- Exchange symbol — all exchange symbols not falling into the following categories of exchange symbols:
- Futures
- CFD
- Security
- Bond
- Option
- Non-tradable asset
- Custom symbol
- General category — symbols that do not fall into the above categories
In order to define a group a symbol belongs to (symbol status), we will create custom data sets — arrays of the names of symbols where we are
to search for a necessary category in the first place. If a symbol is not found in a custom category (its name is not present in any of
user-defined symbol name arrays), then the category is defined by the "margin calculation method" (
ENUM_SYMBOL_CALC_MODE) symbol
property allowing us to define whether the symbol belongs to some of the categories listed above. In other words, we conduct a search as
two checks: the first one is performed in custom categories. If failed to define a category, it is searched for using the margin
calculation method for a symbol. Previously, I planned to use yet another method — defining by a name of a folder where the symbol is
located on the server's symbol directory tree. But this method is too unreliable since folders may have any names and they may be located
on different servers for the same symbol. So, I decided not to use it.
A custom category is to have a greater priority — if a user wants a symbol (for example, USDUSC) to be located in the "major" category,
then nothing can prevent him/her from that despite the fact that this is an indicative.
Now that we have decided on the categories, let's create the necessary abstract symbol descendant classes for them. The abstract symbol
itself was created in the
previous article.
In order to store all symbol objects, we need to use the
CListObj class inherited from the
CArrayObj standard library class we have
considered in the
fifth article when discussing the re-arrangement of the library
classes. In the library-based programs, there will be an ability to select a symbol list to work with:
- Only one — the current symbol the program is attached to
- A predefined symbol set specified in the program
- Working with a list of symbols located in the Market Watch window
- Working with a complete list of symbols available on the server
Thus, we will cover most of the necessary programming tasks for accessing working symbols.
Here I should
mention two things:
- working with a symbol list from the market watch — in this mode, we need to use the search for the Market Watch window events — to respond to its changes in a timely manner (adding/removing a symbol from the list and sorting it with the mouse),
- when working with the complete list of symbols available on the server, we need to arrange a normal handling of a possible great number of available symbols since the complete list of symbols on the server can be viewed during the first launch. Besides, symbol objects, for which all properties should be received, are created. The process takes some time. In my case, creating the collection of all symbols located on the server took about two minutes on my mid-tier laptop.
Initially, when choosing this method of work, it is necessary to at least warn users about the time spent collecting initial information.
We will do that, as well as implement tracking symbol events and Market Watch window events in subsequent articles. For now, let's
create a collection list.
For a start, let's create another include file where we will store all the data needed for the library — arrays of custom symbol
groups, files, images, and other subsequently needed data sets for the library.
In the \MQL5\Include\DoEasy\ library folder, create a new Datas.mqh include file and add some
arrays to it I have already prepared in advance while going past several accounts and collecting data on symbol groups set on
different servers from the Market Watch window tree structure:
//+------------------------------------------------------------------+ //| Datas.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" //+------------------------------------------------------------------+ //| Data sets | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Major Forex symbols | //+------------------------------------------------------------------+ string DataSymbolsFXMajors[]= { "AUDCAD","AUDCHF","AUDJPY","AUDNZD","AUDUSD","CADCHF","CADJPY","CHFJPY","EURAUD","EURCAD","EURCHF","EURGBP","EURJPY","EURNZD", "EURUSD","GBPAUD","GBPCAD","GBPCHF","GBPJPY","GBPNZD","GBPUSD","NZDCAD","NZDCHF","NZDJPY","NZDUSD","USDCAD","USDCHF","USDJPY" }; //+------------------------------------------------------------------+ //| Minor Forex symbols | //+------------------------------------------------------------------+ string DataSymbolsFXMinors[]= { "EURCZK","EURDKK","EURHKD","EURNOK","EURPLN","EURSEK","EURSGD","EURTRY","EURZAR","GBPSEK","GBPSGD" ,"NZDSGD","USDCZK","USDDKK","USDHKD","USDNOK","USDPLN","USDSEK","USDSGD","USDTRY","USDZAR" }; //+------------------------------------------------------------------+ //| Exotic Forex symbols | //+------------------------------------------------------------------+ string DataSymbolsFXExotics[]= { "EURMXN","USDCNH","USDMXN","EURTRY","USDTRY" }; //+------------------------------------------------------------------+ //| Forex RUB symbols | //+------------------------------------------------------------------+ string DataSymbolsFXRub[]= { "EURRUB","USDRUB" }; //+------------------------------------------------------------------+ //| Indicative Forex symbols | //+------------------------------------------------------------------+ string DataSymbolsFXIndicatives[]= { "EUREUC","USDEUC","USDUSC" }; //+------------------------------------------------------------------+ //| Metal symbols | //+------------------------------------------------------------------+ string DataSymbolsMetalls[]= { "XAGUSD","XAUUSD" }; //+------------------------------------------------------------------+ //| Commodity symbols | //+------------------------------------------------------------------+ string DataSymbolsCommodities[]= { "BRN","WTI","NG" }; //+------------------------------------------------------------------+ //| Indices | //+------------------------------------------------------------------+ string DataSymbolsIndexes[]= { "CAC40","HSI50","ASX200","STOXX50","NQ100","FTSE100","DAX30","IBEX35","SPX500","NIKK225" "Volatility 10 Index","Volatility 25 Index","Volatility 50 Index","Volatility 75 Index","Volatility 100 Index", "HF Volatility 10 Index","HF Volatility 50 Index","Crash 1000 Index","Boom 1000 Index","Step Index" }; //+------------------------------------------------------------------+ //| Cryptocurrency Symbols | //+------------------------------------------------------------------+ string DataSymbolsCrypto[]= { "BCHUSD","BTCEUR","BTCUSD","DSHUSD","EOSUSD","ETHEUR","ETHUSD","LTCUSD","XRPUSD" }; //+------------------------------------------------------------------+ //| Options | //+------------------------------------------------------------------+ string DataSymbolsOptions[]= { "BO Volatility 10 Index","BO Volatility 25 Index","BO Volatility 50 Index","BO Volatility 75 Index","BO Volatility 100 Index" }; //+------------------------------------------------------------------+
As we can see from the listing, this is just an enumeration of symbol names added to required arrays defining a group of symbols located in each of the arrays. If desired and necessary, you can handle the contents of these symbol name arrays by sending some names to another array, adding/removing some names, etc.
More "tight" testing of the abstract symbol object behavior provides understanding that using the SYMBOL_MARGIN_LONG,
SYMBOL_MARGIN_SHORT, SYMBOL_MARGIN_STOP, SYMBOL_MARGIN_LIMIT and SYMBOL_MARGIN_STOPLIMIT constants has not yielded the symbol
properties. Therefore, I have had to implement receiving the properties using the
SymbolInfoMarginRate() function.
Since an order type is sent to the function, I have had to
create a custom constant in symbol object real properties in
the Defines.mqh file for each of the order types:
//+------------------------------------------------------------------+ //| Symbol real properties | //+------------------------------------------------------------------+ enum ENUM_SYMBOL_PROP_DOUBLE { SYMBOL_PROP_BID = SYMBOL_PROP_INTEGER_TOTAL, // Bid - the best price at which a symbol can be sold SYMBOL_PROP_BIDHIGH, // The highest Bid price of the day SYMBOL_PROP_BIDLOW, // The lowest Bid price of the day SYMBOL_PROP_ASK, // Ask - best price, at which an instrument can be bought SYMBOL_PROP_ASKHIGH, // The highest Ask price of the day SYMBOL_PROP_ASKLOW, // The lowest Ask price of the day SYMBOL_PROP_LAST, // The price at which the last deal was executed SYMBOL_PROP_LASTHIGH, // The highest Last price of the day SYMBOL_PROP_LASTLOW, // The lowest Last price of the day SYMBOL_PROP_VOLUME_REAL, // Volume of the day SYMBOL_PROP_VOLUMEHIGH_REAL, // Maximum Volume within a day SYMBOL_PROP_VOLUMELOW_REAL, // Minimum Volume within a day SYMBOL_PROP_OPTION_STRIKE, // Option execution price SYMBOL_PROP_POINT, // One point value SYMBOL_PROP_TRADE_TICK_VALUE, // SYMBOL_TRADE_TICK_VALUE_PROFIT value SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT, // Calculated tick value for a winning position SYMBOL_PROP_TRADE_TICK_VALUE_LOSS, // Calculated tick value for a losing position SYMBOL_PROP_TRADE_TICK_SIZE, // Minimum price change SYMBOL_PROP_TRADE_CONTRACT_SIZE, // Trade contract size SYMBOL_PROP_TRADE_ACCRUED_INTEREST, // Accrued interest SYMBOL_PROP_TRADE_FACE_VALUE, // Face value – initial bond value set by an issuer SYMBOL_PROP_TRADE_LIQUIDITY_RATE, // Liquidity rate – the share of an asset that can be used for a margin SYMBOL_PROP_VOLUME_MIN, // Minimum volume for a deal SYMBOL_PROP_VOLUME_MAX, // Maximum volume for a deal SYMBOL_PROP_VOLUME_STEP, // Minimum volume change step for deal execution SYMBOL_PROP_VOLUME_LIMIT, // The maximum allowed total volume of an open position and pending orders in one direction (either buy or sell) SYMBOL_PROP_SWAP_LONG, // Long swap value SYMBOL_PROP_SWAP_SHORT, // Short swap value SYMBOL_PROP_MARGIN_INITIAL, // Initial margin SYMBOL_PROP_MARGIN_MAINTENANCE, // Maintenance margin for an instrument SYMBOL_PROP_MARGIN_LONG_INITIAL, // Initial margin requirement applicable to long positions SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL, // Initial margin requirement applicable to BuyStop orders SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL, // Initial margin requirement applicable to BuyLimit orders SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL, // Initial margin requirement applicable to BuyStopLimit orders SYMBOL_PROP_MARGIN_LONG_MAINTENANCE, // Maintenance margin requirement applicable to long positions SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE, // Maintenance margin requirement applicable to BuyStop orders SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE, // Maintenance margin requirement applicable to BuyLimit orders SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE, // Maintenance margin requirement applicable to BuyStopLimit orders SYMBOL_PROP_MARGIN_SHORT_INITIAL, // Initial margin requirement applicable to short positions SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL, // Initial margin requirement applicable to SellStop orders SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL, // Initial margin requirement applicable to SellLimit orders SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL, // Initial margin requirement applicable to SellStopLimit orders SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE, // Maintenance margin requirement applicable to short positions SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE, // Maintenance margin requirement applicable to SellStop orders SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE, // Maintenance margin requirement applicable to SellLimit orders SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE, // Maintenance margin requirement applicable to SellStopLimit orders SYMBOL_PROP_SESSION_VOLUME, // The total volume of deals in the current session SYMBOL_PROP_SESSION_TURNOVER, // The total turnover in the current session SYMBOL_PROP_SESSION_INTEREST, // The total volume of open positions SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME, // The total volume of Buy orders at the moment SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME, // The total volume of Sell orders at the moment SYMBOL_PROP_SESSION_OPEN, // Open price of the session SYMBOL_PROP_SESSION_CLOSE, // Close price of the session SYMBOL_PROP_SESSION_AW, // The average weighted price of the session SYMBOL_PROP_SESSION_PRICE_SETTLEMENT, // The settlement price of the current session SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN, // Minimum allowable price value for the session SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX, // Maximum allowable price value for the session SYMBOL_PROP_MARGIN_HEDGED // Size of a contract or margin for one lot of hedged positions (oppositely directed positions at one symbol). }; #define SYMBOL_PROP_DOUBLE_TOTAL (58) // Total number of real properties #define SYMBOL_PROP_DOUBLE_SKIP (0) // Number of real symbol properties not used in sorting //+------------------------------------------------------------------+
Accordingly, the total number of real properties has increased to 58 (instead of the previous 47 ones).
I have also had to add the corresponding constants to the enumeration of possible symbol sorting criteria:
//+------------------------------------------------------------------+ //| Possible symbol sorting criteria | //+------------------------------------------------------------------+ #define FIRST_SYM_DBL_PROP (SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_INTEGER_SKIP) #define FIRST_SYM_STR_PROP (SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_INTEGER_SKIP+SYMBOL_PROP_DOUBLE_TOTAL-SYMBOL_PROP_DOUBLE_SKIP) enum ENUM_SORT_SYMBOLS_MODE { //--- Sort by integer properties SORT_BY_SYMBOL_STATUS = 0, // Sort by symbol status SORT_BY_SYMBOL_CUSTOM, // Sort by custom symbol property SORT_BY_SYMBOL_CHART_MODE, // Sort by price type for constructing bars – Bid or Last (from the ENUM_SYMBOL_CHART_MODE enumeration) SORT_BY_SYMBOL_EXIST, // Sort by the flag that a symbol with such a name exists SORT_BY_SYMBOL_SELECT, // Sort by the flag indicating that a symbol is selected in Market Watch SORT_BY_SYMBOL_VISIBLE, // Sort by the flag indicating that a selected symbol is displayed in Market Watch SORT_BY_SYMBOL_SESSION_DEALS, // Sort by the number of deals in the current session SORT_BY_SYMBOL_SESSION_BUY_ORDERS, // Sort by the total number of current buy orders SORT_BY_SYMBOL_SESSION_SELL_ORDERS, // Sort by the total number of current sell orders SORT_BY_SYMBOL_VOLUME, // Sort by last deal volume SORT_BY_SYMBOL_VOLUMEHIGH, // Sort by maximum volume for a day SORT_BY_SYMBOL_VOLUMELOW, // Sort by minimum volume for a day SORT_BY_SYMBOL_TIME, // Sort by the last quote time SORT_BY_SYMBOL_DIGITS, // Sort by a number of decimal places SORT_BY_SYMBOL_DIGITS_LOT, // Sort by a number of decimal places in a lot SORT_BY_SYMBOL_SPREAD, // Sort by spread in points SORT_BY_SYMBOL_SPREAD_FLOAT, // Sort by floating spread SORT_BY_SYMBOL_TICKS_BOOKDEPTH, // Sort by a maximum number of requests displayed in the market depth SORT_BY_SYMBOL_TRADE_CALC_MODE, // Sort by contract price calculation method (from the ENUM_SYMBOL_CALC_MODE enumeration) SORT_BY_SYMBOL_TRADE_MODE, // Sort by order execution type (from the ENUM_SYMBOL_TRADE_MODE enumeration) SORT_BY_SYMBOL_START_TIME, // Sort by an instrument trading start date (usually used for futures) SORT_BY_SYMBOL_EXPIRATION_TIME, // Sort by an instrument trading end date (usually used for futures) SORT_BY_SYMBOL_TRADE_STOPS_LEVEL, // Sort by the minimum indent from the current close price (in points) for setting Stop orders SORT_BY_SYMBOL_TRADE_FREEZE_LEVEL, // Sort by trade operation freeze distance (in points) SORT_BY_SYMBOL_TRADE_EXEMODE, // Sort by trade execution mode (from the ENUM_SYMBOL_TRADE_EXECUTION enumeration) SORT_BY_SYMBOL_SWAP_MODE, // Sort by swap calculation model (from the ENUM_SYMBOL_SWAP_MODE enumeration) SORT_BY_SYMBOL_SWAP_ROLLOVER3DAYS, // Sort by week day for accruing a triple swap (from the ENUM_DAY_OF_WEEK enumeration) SORT_BY_SYMBOL_MARGIN_HEDGED_USE_LEG, // Sort by the calculation mode of a hedged margin using the larger leg (Buy or Sell) SORT_BY_SYMBOL_EXPIRATION_MODE, // Sort by flags of allowed order expiration modes SORT_BY_SYMBOL_FILLING_MODE, // Sort by flags of allowed order filling modes SORT_BY_SYMBOL_ORDER_MODE, // Sort by flags of allowed order types SORT_BY_SYMBOL_ORDER_GTC_MODE, // Sort by StopLoss and TakeProfit orders lifetime SORT_BY_SYMBOL_OPTION_MODE, // Sort by option type (from the ENUM_SYMBOL_OPTION_MODE enumeration) SORT_BY_SYMBOL_OPTION_RIGHT, // Sort by option right (Call/Put) (from the ENUM_SYMBOL_OPTION_RIGHT enumeration) //--- Sort by real properties SORT_BY_SYMBOL_BID = FIRST_SYM_DBL_PROP, // Sort by Bid SORT_BY_SYMBOL_BIDHIGH, // Sort by maximum Bid for a day SORT_BY_SYMBOL_BIDLOW, // Sort by minimum Bid for a day SORT_BY_SYMBOL_ASK, // Sort by Ask SORT_BY_SYMBOL_ASKHIGH, // Sort by maximum Ask for a day SORT_BY_SYMBOL_ASKLOW, // Sort by minimum Ask for a day SORT_BY_SYMBOL_LAST, // Sort by the last deal price SORT_BY_SYMBOL_LASTHIGH, // Sort by maximum Last for a day SORT_BY_SYMBOL_LASTLOW, // Sort by minimum Last for a day SORT_BY_SYMBOL_VOLUME_REAL, // Sort by Volume for a day SORT_BY_SYMBOL_VOLUMEHIGH_REAL, // Sort by maximum Volume for a day SORT_BY_SYMBOL_VOLUMELOW_REAL, // Sort by minimum Volume for a day SORT_BY_SYMBOL_OPTION_STRIKE, // Sort by an option execution price SORT_BY_SYMBOL_POINT, // Sort by a single point value SORT_BY_SYMBOL_TRADE_TICK_VALUE, // Sort by SYMBOL_TRADE_TICK_VALUE_PROFIT value SORT_BY_SYMBOL_TRADE_TICK_VALUE_PROFIT, // Sort by a calculated tick price for a profitable position SORT_BY_SYMBOL_TRADE_TICK_VALUE_LOSS, // Sort by a calculated tick price for a loss-making position SORT_BY_SYMBOL_TRADE_TICK_SIZE, // Sort by a minimum price change SORT_BY_SYMBOL_TRADE_CONTRACT_SIZE, // Sort by a trading contract size SORT_BY_SYMBOL_TRADE_ACCRUED_INTEREST, // Sort by accrued interest SORT_BY_SYMBOL_TRADE_FACE_VALUE, // Sort by face value SORT_BY_SYMBOL_TRADE_LIQUIDITY_RATE, // Sort by liquidity rate SORT_BY_SYMBOL_VOLUME_MIN, // Sort by a minimum volume for performing a deal SORT_BY_SYMBOL_VOLUME_MAX, // Sort by a maximum volume for performing a deal SORT_BY_SYMBOL_VOLUME_STEP, // Sort by a minimum volume change step for deal execution SORT_BY_SYMBOL_VOLUME_LIMIT, // Sort by a maximum allowed aggregate volume of an open position and pending orders in one direction SORT_BY_SYMBOL_SWAP_LONG, // Sort by a long swap value SORT_BY_SYMBOL_SWAP_SHORT, // Sort by a short swap value SORT_BY_SYMBOL_MARGIN_INITIAL, // Sort by an initial margin SORT_BY_SYMBOL_MARGIN_MAINTENANCE, // Sort by a maintenance margin for an instrument SORT_BY_SYMBOL_MARGIN_LONG_INITIAL, // Sort by initial margin requirement applicable to Long orders SORT_BY_SYMBOL_MARGIN_BUY_STOP_INITIAL, // Sort by initial margin requirement applicable to BuyStop orders SORT_BY_SYMBOL_MARGIN_BUY_LIMIT_INITIAL, // Sort by initial margin requirement applicable to BuyLimit orders SORT_BY_SYMBOL_MARGIN_BUY_STOPLIMIT_INITIAL, // Sort by initial margin requirement applicable to BuyStopLimit orders SORT_BY_SYMBOL_MARGIN_LONG_MAINTENANCE, // Sort by maintenance margin requirement applicable to Long orders SORT_BY_SYMBOL_MARGIN_BUY_STOP_MAINTENANCE, // Sort by maintenance margin requirement applicable to BuyStop orders SORT_BY_SYMBOL_MARGIN_BUY_LIMIT_MAINTENANCE, // Sort by maintenance margin requirement applicable to BuyLimit orders SORT_BY_SYMBOL_MARGIN_BUY_STOPLIMIT_MAINTENANCE, // Sort by maintenance margin requirement applicable to BuyStopLimit orders SORT_BY_SYMBOL_MARGIN_SHORT_INITIAL, // Sort by initial margin requirement applicable to Short orders SORT_BY_SYMBOL_MARGIN_SELL_STOP_INITIAL, // Sort by initial margin requirement applicable to SellStop orders SORT_BY_SYMBOL_MARGIN_SELL_LIMIT_INITIAL, // Sort by initial margin requirement applicable to SellLimit orders SORT_BY_SYMBOL_MARGIN_SELL_STOPLIMIT_INITIAL, // Sort by initial margin requirement applicable to SellStopLimit orders SORT_BY_SYMBOL_MARGIN_SHORT_MAINTENANCE, // Sort by maintenance margin requirement applicable to Short orders SORT_BY_SYMBOL_MARGIN_SELL_STOP_MAINTENANCE, // Sort by maintenance margin requirement applicable to SellStop orders SORT_BY_SYMBOL_MARGIN_SELL_LIMIT_MAINTENANCE, // Sort by maintenance margin requirement applicable to SellLimit orders SORT_BY_SYMBOL_MARGIN_SELL_STOPLIMIT_MAINTENANCE, // Sort by maintenance margin requirement applicable to SellStopLimit orders SORT_BY_SYMBOL_SESSION_VOLUME, // Sort by summary volume of the current session deals SORT_BY_SYMBOL_SESSION_TURNOVER, // Sort by the summary turnover of the current session SORT_BY_SYMBOL_SESSION_INTEREST, // Sort by the summary open interest SORT_BY_SYMBOL_SESSION_BUY_ORDERS_VOLUME, // Sort by the current volume of Buy orders SORT_BY_SYMBOL_SESSION_SELL_ORDERS_VOLUME, // Sort by the current volume of Sell orders SORT_BY_SYMBOL_SESSION_OPEN, // Sort by a session Open price SORT_BY_SYMBOL_SESSION_CLOSE, // Sort by a session Close price SORT_BY_SYMBOL_SESSION_AW, // Sort by an average weighted price of the current session SORT_BY_SYMBOL_SESSION_PRICE_SETTLEMENT, // Sort by a settlement price of the current session SORT_BY_SYMBOL_SESSION_PRICE_LIMIT_MIN, // Sort by a minimum price of the current session SORT_BY_SYMBOL_SESSION_PRICE_LIMIT_MAX, // Sort by a maximum price of the current session SORT_BY_SYMBOL_MARGIN_HEDGED, // Sort by a contract size or a margin value per one lot of hedged positions //--- Sort by string properties SORT_BY_SYMBOL_NAME = FIRST_SYM_STR_PROP, // Sort by a symbol name SORT_BY_SYMBOL_BASIS, // Sort by an underlying asset of a derivative SORT_BY_SYMBOL_CURRENCY_BASE, // Sort by a base currency of a symbol SORT_BY_SYMBOL_CURRENCY_PROFIT, // Sort by a profit currency SORT_BY_SYMBOL_CURRENCY_MARGIN, // Sort by a margin currency SORT_BY_SYMBOL_BANK, // Sort by a feeder of the current quote SORT_BY_SYMBOL_DESCRIPTION, // Sort by a symbol string description SORT_BY_SYMBOL_FORMULA, // Sort by the formula used for custom symbol pricing SORT_BY_SYMBOL_ISIN, // Sort by the name of a symbol in the ISIN system SORT_BY_SYMBOL_PAGE, // Sort by an address of the web page containing symbol information SORT_BY_SYMBOL_PATH // Sort by a path in the symbol tree }; //+------------------------------------------------------------------+
Since we are editing the Defines.mqh file, let's add all we need to it while explaining why we do that along the way.
We need a timer to update data for all symbols within the collection. Note that we need to update quote data of all symbols along with data that
may change to track them in the symbol events class (more on that in the next article). In the timer, we also need to check the symbol list in the
Market Watch window to respond to its changes and update the collection list in a timely manner.
We need to update the quote data more often than the remaining symbol data and its list in the Market Watch window. This means that we need
two timers for the symbol collection — the quote data timer and the timer for other actions performed with symbol lists.
Let's add the necessary macro substitutions for two symbol collection timers:
//--- Symbol collection timer 1 parameters #define COLLECTION_SYM_PAUSE1 (100) // Pause of the symbol collection timer 1 in milliseconds (for scanning market watch symbols) #define COLLECTION_SYM_COUNTER_STEP1 (16) // Increment of the symbol timer 1 counter #define COLLECTION_SYM_COUNTER_ID1 (3) // Symbol timer 1 counter ID //--- Symbol collection timer 2 parameters #define COLLECTION_SYM_PAUSE2 (300) // Pause of the symbol collection timer 2 in milliseconds (for events of the market watch symbol list) #define COLLECTION_SYM_COUNTER_STEP2 (16) // Increment of the symbol timer 2 counter #define COLLECTION_SYM_COUNTER_ID2 (4) // Symbol timer 2 counter ID
The difference between these data is only in the pause for each timer and their IDs — for the first timer, the pause is 100 milliseconds, while for the second one, it is 300 milliseconds.
We have a separate ID for each collection. The symbol collection is no exception.
Let's set a custom ID
for its list:
//--- Collection list IDs #define COLLECTION_HISTORY_ID (0x7778+1) // Historical collection list ID #define COLLECTION_MARKET_ID (0x7778+2) // Market collection list ID #define COLLECTION_EVENTS_ID (0x7778+3) // Event collection list ID #define COLLECTION_ACCOUNT_ID (0x7778+4) // Account collection list ID #define COLLECTION_SYMBOLS_ID (0x7778+5) // Symbol collection list ID
In the previous article, in order to define a background color used to highlight a symbol in the Market Watch window and display its string description, we compared the color with clrWhite — if the property value exceeds a 'long' value of the color, the background color is considered not set:
property==SYMBOL_PROP_BACKGROUND_COLOR ? TextByLanguage("Цвет фона символа в Market Watch","Background color of symbol in Market Watch")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : #ifdef __MQL5__ (this.GetProperty(property)>clrWhite ? TextByLanguage(": (Отсутствует)",": (Not set)") : ": "+::ColorToString((color)this.GetProperty(property),true)) #else TextByLanguage(": Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) :
However, according to the developers, this is incorrect — a 'long' value of a symbol background in the Market Watch window may exceed a 'long' value
of the "white" color. This means that such a check returns incorrect results in some cases.
To correctly identify the absence of the background color, we need to compare the property value with the CLR_DEFAULT and CLR_NONE
values.
Let's use the macro substitution to set the "default" color (the "absent" CLR_NONE color is already present in MQL5
and MQL4):
//--- Symbol parameters #define CLR_DEFAULT (0xFF000000) // Default color //+------------------------------------------------------------------+
As a result, the section of the Defines file macro substitutions now looks as follows:
//+------------------------------------------------------------------+ //| Macro substitutions | //+------------------------------------------------------------------+ //--- Describe the function with the error line number #define DFUN_ERR_LINE (__FUNCTION__+(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian" ? ", Page " : ", Line ")+(string)__LINE__+": ") #define DFUN (__FUNCTION__+": ") // "Function description" #define COUNTRY_LANG ("Russian") // Country language #define END_TIME (D'31.12.3000 23:59:59') // End date for account history data requests #define TIMER_FREQUENCY (16) // Minimal frequency of the library timer in milliseconds //--- Parameters of the orders and deals collection timer #define COLLECTION_ORD_PAUSE (250) // Orders and deals collection timer pause in milliseconds #define COLLECTION_ORD_COUNTER_STEP (16) // Increment of the orders and deals collection timer counter #define COLLECTION_ORD_COUNTER_ID (1) // Orders and deals collection timer counter ID //--- Parameters of the account collection timer #define COLLECTION_ACC_PAUSE (1000) // Account collection timer pause in milliseconds #define COLLECTION_ACC_COUNTER_STEP (16) // Account timer counter increment #define COLLECTION_ACC_COUNTER_ID (2) // Account timer counter ID //--- Symbol collection timer 1 parameters #define COLLECTION_SYM_PAUSE1 (100) // Pause of the symbol collection timer 1 in milliseconds (for scanning market watch symbols) #define COLLECTION_SYM_COUNTER_STEP1 (16) // Increment of the symbol timer 1 counter #define COLLECTION_SYM_COUNTER_ID1 (3) // Symbol timer 1 counter ID //--- Symbol collection timer 2 parameters #define COLLECTION_SYM_PAUSE2 (300) // Pause of the symbol collection timer 2 in milliseconds (for events of the market watch symbol list) #define COLLECTION_SYM_COUNTER_STEP2 (16) // Increment of the symbol timer 2 counter #define COLLECTION_SYM_COUNTER_ID2 (4) // Symbol timer 2 counter ID //--- Collection list IDs #define COLLECTION_HISTORY_ID (0x7778+1) // Historical collection list ID #define COLLECTION_MARKET_ID (0x7778+2) // Market collection list ID #define COLLECTION_EVENTS_ID (0x7778+3) // Event collection list ID #define COLLECTION_ACCOUNT_ID (0x7778+4) // Account collection list ID #define COLLECTION_SYMBOLS_ID (0x7778+5) // Symbol collection list ID //--- Data parameters for file operations #define DIRECTORY ("DoEasy\\") // Library directory for storing object folders //--- Symbol parameters #define CLR_DEFAULT (0xFF000000) // Default color //+------------------------------------------------------------------+
I have already mentioned the modes of working with the symbol collection: working with the current symbol, working with a list of symbols
pre-defined in the program, working with the Market Watch window and working with the full list of symbols available on the server.
Let's set all these modes in the enumeration:
//+------------------------------------------------------------------+ //| Data for working with symbols | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Modes of working with symbols | //+------------------------------------------------------------------+ enum ENUM_SYMBOLS_MODE { SYMBOLS_MODE_CURRENT, // Work with the current symbol only SYMBOLS_MODE_DEFINES, // Work with the specified symbol list SYMBOLS_MODE_MARKET_WATCH, // Work with the Market Watch window symbols SYMBOLS_MODE_ALL // Work with the full symbol list }; //+------------------------------------------------------------------+
In the previous article, we identified the symbol categories to be used to sort symbols. At the very beginning of this article, we have examined a slightly expanded list of symbol categories we are going to use.
Let's add the enumeration of symbol categories (states):
//+------------------------------------------------------------------+ //| Abstract symbol type (status) | //+------------------------------------------------------------------+ enum ENUM_SYMBOL_STATUS { SYMBOL_STATUS_FX, // Forex symbol SYMBOL_STATUS_FX_MAJOR, // Major Forex symbol SYMBOL_STATUS_FX_MINOR, // Minor Forex symbol SYMBOL_STATUS_FX_EXOTIC, // Exotic Forex symbol SYMBOL_STATUS_FX_RUB, // Forex symbol/RUB SYMBOL_STATUS_METAL, // Metal SYMBOL_STATUS_INDEX, // Index SYMBOL_STATUS_INDICATIVE, // Indicative SYMBOL_STATUS_CRYPTO, // Cryptocurrency symbol SYMBOL_STATUS_COMMODITY, // Commodity symbol SYMBOL_STATUS_EXCHANGE, // Exchange symbol SYMBOL_STATUS_FUTURES, // Futures SYMBOL_STATUS_CFD, // CFD SYMBOL_STATUS_STOCKS, // Security SYMBOL_STATUS_BONDS, // Bond SYMBOL_STATUS_OPTION, // Option SYMBOL_STATUS_COLLATERAL, // Non-tradable asset SYMBOL_STATUS_CUSTOM, // Custom symbol SYMBOL_STATUS_COMMON // General category }; //+------------------------------------------------------------------+
We have prepared data for the symbol collection and made all changes in the Defines.mqh file.
The changes also affected the CSymbol class we created in the previous
article.
Since we now receive data on margin
ratios for various order types using the SymbolInfoMarginRate()
function, while the variables passed to the function by the link are used to return values requested from it, we now need to create these variables.
Assuming that we have eight orders and two ratio types for each of them (initial and maintenance margin ratios), there should be 16 variables for receiving these values. Therefore, it would be more convenient to create the structure consisting of two nested structures: in the first structure, two double variables are defined for storing the ratios of charging initial and maintenance margins, while the second one contains the first declared structures for storing data by order types the ratios should be obtained for.
Let's declare these structures and the class member variable with the second structure type in the CSymbol class private section of the Symbol.mqh symbol class file:
//+------------------------------------------------------------------+ //| Abstract symbol class | //+------------------------------------------------------------------+ class CSymbol : public CObject { private: struct SMarginRate { double Initial; // initial margin rate double Maintenance; // maintenance margin rate }; struct SMarginRateMode { SMarginRate Long; // MarginRate of long positions SMarginRate Short; // MarginRate of short positions SMarginRate BuyStop; // MarginRate of BuyStop orders SMarginRate BuyLimit; // MarginRate of BuyLimit orders SMarginRate BuyStopLimit; // MarginRate of BuyStopLimit orders SMarginRate SellStop; // MarginRate of SellStop orders SMarginRate SellLimit; // MarginRate of SellLimit orders SMarginRate SellStopLimit; // MarginRate of SellStopLimit orders }; SMarginRateMode m_margin_rate; // Margin ratio structure
Let's complement the class private section with the method
filling in all symbol properties for each margin ratio, the method
initializing the variables of structures storing all margin ratios. Also, let's add two auxiliary methods for
receiving the current day of week and the number of decimal places in a
'double' value:
SMarginRateMode m_margin_rate; // Margin ratio structure MqlTick m_tick; // Symbol tick structure MqlBookInfo m_book_info_array[]; // Array of the market depth data structures string m_symbol_name; // Symbol name long m_long_prop[SYMBOL_PROP_INTEGER_TOTAL]; // Integer properties double m_double_prop[SYMBOL_PROP_DOUBLE_TOTAL]; // Real properties string m_string_prop[SYMBOL_PROP_STRING_TOTAL]; // String properties int m_digits_currency; // Number of decimal places in an account currency int m_global_error; // Global error code //--- Return the index of the array the symbol's (1) double and (2) string properties are located at int IndexProp(ENUM_SYMBOL_PROP_DOUBLE property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_SYMBOL_PROP_STRING property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_DOUBLE_TOTAL; } //--- (1) Fill in all the "margin ratio" symbol properties, (2) initialize the ratios bool MarginRates(void); void InitMarginRates(void); //--- Reset all symbol object data void Reset(void); //--- Return the current day of the week ENUM_DAY_OF_WEEK CurrentDayOfWeek(void) const; //--- Returns the number of decimal places in the 'double' value int GetDigits(const double value) const; public:
In the same private section of the class, declare the methods returning data on margin ratios for each order type:
//--- Get and return real properties of a selected symbol from its parameters double SymbolBidHigh(void) const; double SymbolBidLow(void) const; double SymbolVolumeReal(void) const; double SymbolVolumeHighReal(void) const; double SymbolVolumeLowReal(void) const; double SymbolOptionStrike(void) const; double SymbolTradeAccruedInterest(void) const; double SymbolTradeFaceValue(void) const; double SymbolTradeLiquidityRate(void) const; double SymbolMarginHedged(void) const; bool SymbolMarginLong(void); bool SymbolMarginShort(void); bool SymbolMarginBuyStop(void); bool SymbolMarginBuyLimit(void); bool SymbolMarginBuyStopLimit(void); bool SymbolMarginSellStop(void); bool SymbolMarginSellLimit(void); bool SymbolMarginSellStopLimit(void); //--- Get and return string properties of a selected symbol from its parameters
Sometimes, a program needs to know if a symbol exists on the server. This can be done by a symbol name. We already have the Exist() method returning such data by class symbol. Overload the method so that it can return data by the passed symbol name. To do this, declare yet another method call form in the private section of the class:
//--- Search for a symbol and return the flag indicating its presence on the server bool Exist(void) const; bool Exist(const string name) const;
and declare the overloaded method in the protected section of the class. The method returns the symbol value by its name depending on the MQL5 or MQL4 program type:
protected: //--- Protected parametric constructor CSymbol(ENUM_SYMBOL_STATUS symbol_status,const string name); //--- Get and return integer properties of a selected symbol from its parameters bool SymbolExists(const string name) const; long SymbolExists(void) const;
Declare the virtual method for displaying a short symbol description
in the section for the property description methods of the class' public section.
Let's implement this virtual method in the class descendants, in which the clarifying data on the symbol object is set.
//+------------------------------------------------------------------+ //| Description of symbol object properties | //+------------------------------------------------------------------+ //--- Get description of a symbol (1) integer, (2) real and (3) string properties string GetPropertyDescription(ENUM_SYMBOL_PROP_INTEGER property); string GetPropertyDescription(ENUM_SYMBOL_PROP_DOUBLE property); string GetPropertyDescription(ENUM_SYMBOL_PROP_STRING property); //--- Send description of symbol properties to the journal (full_prop=true - all properties, false - only supported ones) void Print(const bool full_prop=false); //--- Display a short symbol description in the journal (implementation in the descendants) virtual void PrintShort(void) {;} //--- Compare CSymbol objects by all possible properties (for sorting lists by a specified symbol object property)
In the previous article, we added a few service methods when implementing a symbol object.
Let's add a few more
methods to return the start and end times of
quote and trading
sessions, as well as the private methods returning an integer number of hours,
minutes and seconds in a session and the method returning a description of
the session duration in the "HH:MM:SS" format :
//--- (1) Add, (2) remove a symbol from the Market Watch window, (3) return the data synchronization flag by a symbol bool SetToMarketWatch(void) const { return ::SymbolSelect(this.m_symbol_name,true); } bool RemoveFromMarketWatch(void) const { return ::SymbolSelect(this.m_symbol_name,false); } bool IsSynchronized(void) const { return ::SymbolIsSynchronized(this.m_symbol_name); } //--- Return the (1) start and (2) end time of the week day's quote session, (3) the start and end time of the required quote session long SessionQuoteTimeFrom(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const; long SessionQuoteTimeTo(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const; bool GetSessionQuote(const uint session_index,ENUM_DAY_OF_WEEK day_of_week,datetime &from,datetime &to); //--- Return the (1) start and (2) end time of the week day's trading session, (3) the start and end time of the required trading session long SessionTradeTimeFrom(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const; long SessionTradeTimeTo(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const; bool GetSessionTrade(const uint session_index,ENUM_DAY_OF_WEEK day_of_week,datetime &from,datetime &to); //--- (1) Arrange a (1) subscription to the market depth, (2) close the market depth, (3) fill in the market depth data to the structure array bool BookAdd(void) const; bool BookClose(void) const; //--- Return (1) a session duration description in the hh:mm:ss format, number of (1) hours, (2) minutes and (3) seconds in the session duration time string SessionDurationDescription(const ulong duration_sec) const; private: int SessionHours(const ulong duration_sec) const; int SessionMinutes(const ulong duration_sec) const; int SessionSeconds(const ulong duration_sec) const; public: //+------------------------------------------------------------------+
In the public section's division of the methods for a simplified access to symbol object properties, add
the second form of calling the method returning the flag of a symbol presence on the server (previously, we declared the private
overloaded method looking for a symbol on the server by its name and returning the flag with the search result)
//+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Integer properties long Status(void) const { return this.GetProperty(SYMBOL_PROP_STATUS); } bool IsCustom(void) const { return (bool)this.GetProperty(SYMBOL_PROP_CUSTOM); } color ColorBackground(void) const { return (color)this.GetProperty(SYMBOL_PROP_BACKGROUND_COLOR); } ENUM_SYMBOL_CHART_MODE ChartMode(void) const { return (ENUM_SYMBOL_CHART_MODE)this.GetProperty(SYMBOL_PROP_CHART_MODE); } bool IsExist(void) const { return (bool)this.GetProperty(SYMBOL_PROP_EXIST); } bool IsExist(const string name) const { return this.SymbolExists(name); } bool IsSelect(void) const { return (bool)this.GetProperty(SYMBOL_PROP_SELECT); } bool IsVisible(void) const { return (bool)this.GetProperty(SYMBOL_PROP_VISIBLE); } long SessionDeals(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_DEALS); }
In the public section's division of the methods for a simplified access to symbol real properties, add the methods returning all margin
ratios:
//--- Real properties double Bid(void) const { return this.GetProperty(SYMBOL_PROP_BID); } double BidHigh(void) const { return this.GetProperty(SYMBOL_PROP_BIDHIGH); } double BidLow(void) const { return this.GetProperty(SYMBOL_PROP_BIDLOW); } double Ask(void) const { return this.GetProperty(SYMBOL_PROP_ASK); } double AskHigh(void) const { return this.GetProperty(SYMBOL_PROP_ASKHIGH); } double AskLow(void) const { return this.GetProperty(SYMBOL_PROP_ASKLOW); } double Last(void) const { return this.GetProperty(SYMBOL_PROP_LAST); } double LastHigh(void) const { return this.GetProperty(SYMBOL_PROP_LASTHIGH); } double LastLow(void) const { return this.GetProperty(SYMBOL_PROP_LASTLOW); } double VolumeReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_REAL); } double VolumeHighReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMEHIGH_REAL); } double VolumeLowReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMELOW_REAL); } double OptionStrike(void) const { return this.GetProperty(SYMBOL_PROP_OPTION_STRIKE); } double Point(void) const { return this.GetProperty(SYMBOL_PROP_POINT); } double TradeTickValue(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE); } double TradeTickValueProfit(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT); } double TradeTickValueLoss(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS); } double TradeTickSize(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_SIZE); } double TradeContractSize(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_CONTRACT_SIZE); } double TradeAccuredInterest(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_ACCRUED_INTEREST); } double TradeFaceValue(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_FACE_VALUE); } double TradeLiquidityRate(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_LIQUIDITY_RATE); } double LotsMin(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_MIN); } double LotsMax(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_MAX); } double LotsStep(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_STEP); } double VolumeLimit(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_LIMIT); } double SwapLong(void) const { return this.GetProperty(SYMBOL_PROP_SWAP_LONG); } double SwapShort(void) const { return this.GetProperty(SYMBOL_PROP_SWAP_SHORT); } double MarginInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_INITIAL); } double MarginMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_MAINTENANCE); } double MarginLongInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_LONG_INITIAL); } double MarginBuyStopInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL); } double MarginBuyLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL); } double MarginBuyStopLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL); } double MarginLongMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE); } double MarginBuyStopMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE); } double MarginBuyLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE); } double MarginBuyStopLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE); } double MarginShortInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SHORT_INITIAL); } double MarginSellStopInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL); } double MarginSellLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL); } double MarginSellStopLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL); } double MarginShortMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE); } double MarginSellStopMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE); } double MarginSellLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE); } double MarginSellStopLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE); } double SessionVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_VOLUME); } double SessionTurnover(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_TURNOVER); } double SessionInterest(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_INTEREST); } double SessionBuyOrdersVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME); } double SessionSellOrdersVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME); } double SessionOpen(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_OPEN); } double SessionClose(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_CLOSE); } double SessionAW(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_AW); } double SessionPriceSettlement(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT); } double SessionPriceLimitMin(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN); } double SessionPriceLimitMax(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX); } double MarginHedged(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_HEDGED); } double NormalizedPrice(const double price) const; //--- String properties
To obtain data on symbol properties, make sure the symbol is selected in the Market Watch window. There may be cases when a symbol is not selected in the window but its properties are still needed. For such cases, we need to create the flag indicating whether a symbol was selected in the Market Watch window before we access its properties. Next, proceed as follows: if a symbol is not selected, select it, get the properties and hide from the Market Watch window. If a symbol is already selected, simply get its properties.
Also, we need to initialize margin ratio data and fill
them in for MQL5 in the class constructor. There is no such data for MQL4 and their values remain zero after initialization.
Also,
add calling the methods for saving these properties in the class property fields.
To achieve this, add the necessary code in the class constructor:
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ CSymbol::CSymbol(ENUM_SYMBOL_STATUS symbol_status,const string name) : m_global_error(ERR_SUCCESS) { this.m_symbol_name=name; if(!this.Exist()) { ::Print(DFUN_ERR_LINE,"\"",this.m_symbol_name,"\"",": ",TextByLanguage("Ошибка. Такого символа нет на сервере","Error. There is no such symbol on the server")); this.m_global_error=ERR_MARKET_UNKNOWN_SYMBOL; } bool select=::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SELECT); ::ResetLastError(); if(!select) { if(!this.SetToMarketWatch()) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,"\"",this.m_symbol_name,"\": ",TextByLanguage("Не удалось поместить в обзор рынка. Ошибка: ","Failed to put in the market watch. Error: "),this.m_global_error); } } ::ResetLastError(); if(!::SymbolInfoTick(this.m_symbol_name,this.m_tick)) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,"\"",this.m_symbol_name,"\": ",TextByLanguage("Не удалось получить текущие цены. Ошибка: ","Could not get current prices. Error: "),this.m_global_error); } //--- Initialize data ::ZeroMemory(this.m_tick); this.Reset(); this.m_digits_currency=(#ifdef __MQL5__ (int)::AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS) #else 2 #endif); this.InitMarginRates(); ::ResetLastError(); #ifdef __MQL5__ if(!this.MarginRates()) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,this.Name(),": ",TextByLanguage("Не удалось получить коэффициенты взимания маржи. Ошибка: ","Failed to get margin rates. Error: "),this.m_global_error); return; } #endif //--- Save integer properties this.m_long_prop[SYMBOL_PROP_STATUS] = symbol_status; this.m_long_prop[SYMBOL_PROP_VOLUME] = (long)this.m_tick.volume; this.m_long_prop[SYMBOL_PROP_TIME] = #ifdef __MQL5__ this.m_tick.time_msc #else this.m_tick.time*1000 #endif ; this.m_long_prop[SYMBOL_PROP_SELECT] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SELECT); this.m_long_prop[SYMBOL_PROP_VISIBLE] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VISIBLE); this.m_long_prop[SYMBOL_PROP_SESSION_DEALS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_DEALS); this.m_long_prop[SYMBOL_PROP_SESSION_BUY_ORDERS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_BUY_ORDERS); this.m_long_prop[SYMBOL_PROP_SESSION_SELL_ORDERS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_SELL_ORDERS); this.m_long_prop[SYMBOL_PROP_VOLUMEHIGH] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VOLUMEHIGH); this.m_long_prop[SYMBOL_PROP_VOLUMELOW] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VOLUMELOW); this.m_long_prop[SYMBOL_PROP_DIGITS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_DIGITS); this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_SPREAD_FLOAT] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SPREAD_FLOAT); this.m_long_prop[SYMBOL_PROP_TICKS_BOOKDEPTH] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TICKS_BOOKDEPTH); this.m_long_prop[SYMBOL_PROP_TRADE_MODE] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_MODE); this.m_long_prop[SYMBOL_PROP_START_TIME] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_START_TIME); this.m_long_prop[SYMBOL_PROP_EXPIRATION_TIME] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_EXPIRATION_TIME); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_FREEZE_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_EXEMODE] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_EXEMODE); this.m_long_prop[SYMBOL_PROP_SWAP_ROLLOVER3DAYS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SWAP_ROLLOVER3DAYS); this.m_long_prop[SYMBOL_PROP_EXIST] = this.SymbolExists(); this.m_long_prop[SYMBOL_PROP_CUSTOM] = this.SymbolCustom(); this.m_long_prop[SYMBOL_PROP_MARGIN_HEDGED_USE_LEG] = this.SymbolMarginHedgedUseLEG(); this.m_long_prop[SYMBOL_PROP_ORDER_MODE] = this.SymbolOrderMode(); this.m_long_prop[SYMBOL_PROP_FILLING_MODE] = this.SymbolOrderFillingMode(); this.m_long_prop[SYMBOL_PROP_EXPIRATION_MODE] = this.SymbolExpirationMode(); this.m_long_prop[SYMBOL_PROP_ORDER_GTC_MODE] = this.SymbolOrderGTCMode(); this.m_long_prop[SYMBOL_PROP_OPTION_MODE] = this.SymbolOptionMode(); this.m_long_prop[SYMBOL_PROP_OPTION_RIGHT] = this.SymbolOptionRight(); this.m_long_prop[SYMBOL_PROP_BACKGROUND_COLOR] = this.SymbolBackgroundColor(); this.m_long_prop[SYMBOL_PROP_CHART_MODE] = this.SymbolChartMode(); this.m_long_prop[SYMBOL_PROP_TRADE_CALC_MODE] = this.SymbolCalcMode(); this.m_long_prop[SYMBOL_PROP_SWAP_MODE] = this.SymbolSwapMode(); //--- Save real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_POINT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_POINT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_SIZE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_CONTRACT_SIZE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_CONTRACT_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MIN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MAX)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_STEP)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_STEP); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_LIMIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_LIMIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_LONG)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SWAP_LONG); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_SHORT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SWAP_SHORT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_INITIAL)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_MARGIN_INITIAL); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_MAINTENANCE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_MARGIN_MAINTENANCE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_TURNOVER)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_TURNOVER); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_INTEREST)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_INTEREST); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_BUY_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_SELL_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_OPEN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_OPEN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_CLOSE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_CLOSE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_AW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_AW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_SETTLEMENT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_LIMIT_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_LIMIT_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BID)] = this.m_tick.bid; this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASK)] = this.m_tick.ask; this.m_double_prop[this.IndexProp(SYMBOL_PROP_LAST)] = this.m_tick.last; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDHIGH)] = this.SymbolBidHigh(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDLOW)] = this.SymbolBidLow(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMEHIGH_REAL)] = this.SymbolVolumeHighReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMELOW_REAL)] = this.SymbolVolumeLowReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_ACCRUED_INTEREST)] = this.SymbolTradeAccruedInterest(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_FACE_VALUE)] = this.SymbolTradeFaceValue(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_LIQUIDITY_RATE)] = this.SymbolTradeLiquidityRate(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_HEDGED)] = this.SymbolMarginHedged(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_INITIAL)] = this.m_margin_rate.Long.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL)] = this.m_margin_rate.BuyStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL)] = this.m_margin_rate.BuyLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL)] = this.m_margin_rate.BuyStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE)] = this.m_margin_rate.Long.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE)] = this.m_margin_rate.BuyStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE)] = this.m_margin_rate.BuyLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE)] = this.m_margin_rate.BuyStopLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_INITIAL)] = this.m_margin_rate.Short.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL)] = this.m_margin_rate.SellStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL)] = this.m_margin_rate.SellLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL)] = this.m_margin_rate.SellStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE)] = this.m_margin_rate.Short.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE)] = this.m_margin_rate.SellStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE)] = this.m_margin_rate.SellLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE)]= this.m_margin_rate.SellStopLimit.Maintenance; //--- Save string properties this.m_string_prop[this.IndexProp(SYMBOL_PROP_NAME)] = this.m_symbol_name; this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_BASE)] = ::SymbolInfoString(this.m_symbol_name,SYMBOL_CURRENCY_BASE); this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_PROFIT)] = ::SymbolInfoString(this.m_symbol_name,SYMBOL_CURRENCY_PROFIT); this.m_string_prop[this.IndexProp(SYMBOL_PROP_CURRENCY_MARGIN)] = ::SymbolInfoString(this.m_symbol_name,SYMBOL_CURRENCY_MARGIN); this.m_string_prop[this.IndexProp(SYMBOL_PROP_DESCRIPTION)] = ::SymbolInfoString(this.m_symbol_name,SYMBOL_DESCRIPTION); this.m_string_prop[this.IndexProp(SYMBOL_PROP_PATH)] = ::SymbolInfoString(this.m_symbol_name,SYMBOL_PATH); this.m_string_prop[this.IndexProp(SYMBOL_PROP_BASIS)] = this.SymbolBasis(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_BANK)] = this.SymbolBank(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_ISIN)] = this.SymbolISIN(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_FORMULA)] = this.SymbolFormula(); this.m_string_prop[this.IndexProp(SYMBOL_PROP_PAGE)] = this.SymbolPage(); //--- Save additional integer properties this.m_long_prop[SYMBOL_PROP_DIGITS_LOTS] = this.SymbolDigitsLot(); //--- if(!select) this.RemoveFromMarketWatch(); } //+------------------------------------------------------------------+
Now we need to write implementations of all declared methods.
Implement the method filling in all the variables storing the margin ratios beyond the class body:
//+------------------------------------------------------------------+ //| Fill in the margin ratio variables | //+------------------------------------------------------------------+ bool CSymbol::MarginRates(void) { bool res=true; #ifdef __MQL5__ res &=this.SymbolMarginLong(); res &=this.SymbolMarginBuyStop(); res &=this.SymbolMarginBuyLimit(); res &=this.SymbolMarginBuyStopLimit(); res &=this.SymbolMarginShort(); res &=this.SymbolMarginSellStop(); res &=this.SymbolMarginSellLimit(); res &=this.SymbolMarginSellStopLimit(); #else this.InitMarginRates(); res=false; #endif return res; } //+------------------------------------------------------------------+
The MQL5 method simply calls the methods reading the ratio data from
the symbol properties and writing it to the appropriate structure variables. The result of returning all the methods is summed and returned
to the calling program. The methods are to be discussed below.
For MQL4, all structure fields are simply set to zero.
The method of initializing the fields of the margin ratios property structures:
//+------------------------------------------------------------------+ //| Initialize margin ratios | //+------------------------------------------------------------------+ void CSymbol::InitMarginRates(void) { this.m_margin_rate.Long.Initial=0; this.m_margin_rate.Long.Maintenance=0; this.m_margin_rate.BuyStop.Initial=0; this.m_margin_rate.BuyStop.Maintenance=0; this.m_margin_rate.BuyLimit.Initial=0; this.m_margin_rate.BuyLimit.Maintenance=0; this.m_margin_rate.BuyStopLimit.Initial=0; this.m_margin_rate.BuyStopLimit.Maintenance=0; this.m_margin_rate.Short.Initial=0; this.m_margin_rate.Short.Maintenance=0; this.m_margin_rate.SellStop.Initial=0; this.m_margin_rate.SellStop.Maintenance=0; this.m_margin_rate.SellLimit.Initial=0; this.m_margin_rate.SellLimit.Maintenance=0; this.m_margin_rate.SellStopLimit.Initial=0; this.m_margin_rate.SellStopLimit.Maintenance=0; } //+------------------------------------------------------------------+
All fields of the m_margin_rate structure are simply reset here.
Implementing the second form of calling the method returning the flag of the symbol presence on the server:
//+------------------------------------------------------------------+ //| Return the symbol existence flag | //+------------------------------------------------------------------+ long CSymbol::SymbolExists(void) const { return(#ifdef __MQL5__ ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_EXIST) #else this.Exist() #endif); } //+------------------------------------------------------------------+ bool CSymbol::SymbolExists(const string name) const { return(#ifdef __MQL5__ (bool)::SymbolInfoInteger(name,SYMBOL_EXIST) #else this.Exist(name) #endif); } //+------------------------------------------------------------------+
Here the SYMBOL_EXIST symbol property is returned for MQL5, while the search for a symbol on the server using the second form of calling the Exist(const string name) method is performed for MQL4.
Implementing the methods filling in the margin ratios for all order types in the structure:
//+------------------------------------------------------------------+ //| Fill in the margin ratios for long positions | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginLong(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_BUY,this.m_margin_rate.Long.Initial,this.m_margin_rate.Long.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for short positions | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginShort(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_SELL,this.m_margin_rate.Short.Initial,this.m_margin_rate.Short.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for BuyStop orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginBuyStop(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_BUY_STOP,this.m_margin_rate.BuyStop.Initial,this.m_margin_rate.BuyStop.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for BuyLimit orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginBuyLimit(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_BUY_LIMIT,this.m_margin_rate.BuyLimit.Initial,this.m_margin_rate.BuyLimit.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for BuyStopLimit orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginBuyStopLimit(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_BUY_STOP_LIMIT,this.m_margin_rate.BuyStopLimit.Initial,this.m_margin_rate.BuyStopLimit.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for SellStop orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginSellStop(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_SELL_STOP,this.m_margin_rate.SellStop.Initial,this.m_margin_rate.SellStop.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for SellLimit orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginSellLimit(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_SELL_LIMIT,this.m_margin_rate.SellLimit.Initial,this.m_margin_rate.SellLimit.Maintenance) #else false #endif); } //+------------------------------------------------------------------+ //| Fill in the margin ratios for SellStopLimit orders | //+------------------------------------------------------------------+ bool CSymbol::SymbolMarginSellStopLimit(void) { return(#ifdef __MQL5__ ::SymbolInfoMarginRate(this.m_symbol_name,ORDER_TYPE_SELL_STOP_LIMIT,this.m_margin_rate.SellStopLimit.Initial,this.m_margin_rate.SellStopLimit.Maintenance) #else false #endif); } //+------------------------------------------------------------------+
Here for MQL5, the SymbolInfoMarginRate()
function is called, in which the required properties stored in the m_margin_rate structure are filled in, and the
function operation result is returned.
For MQL4, return false.
Make the changes in the method returning the description of symbol properties in the block returning a description of a symbol background in the Market Watch window:
property==SYMBOL_PROP_BACKGROUND_COLOR ? TextByLanguage("Цвет фона символа в Market Watch","Background color of symbol in Market Watch")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : #ifdef __MQL5__ (this.GetProperty(property)==CLR_DEFAULT || this.GetProperty(property)==CLR_NONE ? TextByLanguage(": (Отсутствует)",": (Not set)") : ": "+::ColorToString((color)this.GetProperty(property),true)) #else TextByLanguage(": Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) :
Previously, we compared the color with white (clrWhite), and if the color value exceeds the "white" color value, the color was considered not set. We have already discussed the drawbacks of this comparison method. Therefore, compare the color with the "default one" or with a "missing color" to define the absence of a specified background color for a symbol in the Market Watch window.
Add display of all margin ratio descriptions to the method returning descriptions of the GetPropertyDescription(ENUM_SYMBOL_PROP_DOUBLE property) real properties of a symbol:
//--- Initial margin requirement of a Long position property==SYMBOL_PROP_MARGIN_LONG_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по длинным позициям","Coefficient of margin initial charging for long positions")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Initial margin requirement of a Short position property==SYMBOL_PROP_MARGIN_SHORT_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по коротким позициям","Coefficient of margin initial charging for short positions")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Maintenance margin requirement of a Long position property==SYMBOL_PROP_MARGIN_LONG_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по длинным позициям","Coefficient of margin maintenance charging for long positions")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Maintenance margin requirement of a Short position property==SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по коротким позициям","Coefficient of margin maintenance charging for short positions")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Initial margin requirements of Long orders property==SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по BuyStop ордерам","Coefficient of margin initial charging for BuyStop orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по BuyLimit ордерам","Coefficient of margin initial charging for BuyLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по BuyStopLimit ордерам","Coefficient of margin initial charging for BuyStopLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Initial margin requirements of Short orders property==SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по SellStop ордерам","Coefficient of margin initial charging for SellStop orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по SellLimit ордерам","Coefficient of margin initial charging for SellLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL ? TextByLanguage("Коэффициент взимания начальной маржи по SellStopLimit ордерам","Coefficient of margin initial charging for SellStopLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Maintenance margin requirements of Long orders property==SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по BuyStop ордерам","Coefficient of margin maintenance charging for BuyStop orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по BuyLimit ордерам","Coefficient of margin maintenance charging for BuyLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по BuyStopLimit ордерам","Coefficient of margin maintenance charging for BuyStopLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //--- Maintenance margin requirements of Short orders property==SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по SellStop ордерам","Coefficient of margin maintenance charging for SellStop orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по SellLimit ордерам","Coefficient of margin maintenance charging for SellLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : property==SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE ? TextByLanguage("Коэффициент взимания поддерживающей маржи по SellStopLimit ордерам","Coefficient of margin maintenance charging for SellStopLimit orders")+ (!this.SupportProperty(property) ? TextByLanguage(": Свойство не поддерживается",": Property not supported") : ": "+ #ifdef __MQL5__ (this.GetProperty(property)==0 ? TextByLanguage(": (Не задан)",": (Not set)") : (::DoubleToString(this.GetProperty(property),8))) #else TextByLanguage("Свойство не поддерживается в MQL4","Property not supported in MQL4") #endif ) : //---
Implementing the second form of calling the method searching for a symbol by its name on the server and returning the symbol presence flag:
//+-------------------------------------------------------------------------------+ //| Search for a symbol and return the flag indicating its presence on the server | //+-------------------------------------------------------------------------------+ bool CSymbol::Exist(void) const { int total=::SymbolsTotal(false); for(int i=0;i<total;i++) if(::SymbolName(i,false)==this.m_symbol_name) return true; return false; } //+------------------------------------------------------------------+ bool CSymbol::Exist(const string name) const { int total=::SymbolsTotal(false); for(int i=0;i<total;i++) if(::SymbolName(i,false)==name) return true; return false; } //+------------------------------------------------------------------+
Implement the method calculating and returning the number of digits in a 'double' value:
//+------------------------------------------------------------------+ //| Return the number of decimal places in the 'double' value | //+------------------------------------------------------------------+ int CSymbol::GetDigits(const double value) const { string val_str=(string)value; int len=::StringLen(val_str); int n=len-::StringFind(val_str,".",0)-1; if(::StringSubstr(val_str,len-1,1)=="0") n--; return n; } //+------------------------------------------------------------------+
We discussed this method in the previous article. Here it is simply implemented in a separate method since a repeated calculation for several values is required — for a minimum lot and a lot step.
Implementing the methods returning the start time of a quote session from the beginning of a day, the end time of a quote session from the beginning of a
day and the quote session start and end time:
//+------------------------------------------------------------------+ //| Return the quote session start time | //| in seconds from the beginning of a day | //+------------------------------------------------------------------+ long CSymbol::SessionQuoteTimeFrom(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const { MqlDateTime time={0}; datetime from=0,to=0; ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return(::SymbolInfoSessionQuote(this.m_symbol_name,day,session_index,from,to) ? from : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Return the time in seconds since the day start | //| up to the end of a quote session | //+------------------------------------------------------------------+ long CSymbol::SessionQuoteTimeTo(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const { MqlDateTime time={0}; datetime from=0,to=0; ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return(::SymbolInfoSessionQuote(this.m_symbol_name,day,session_index,from,to) ? to : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Return the start and end time of a required quote session | //+------------------------------------------------------------------+ bool CSymbol::GetSessionQuote(const uint session_index,ENUM_DAY_OF_WEEK day_of_week,datetime &from,datetime &to) { ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return ::SymbolInfoSessionQuote(this.m_symbol_name,day,session_index,from,to); } //+------------------------------------------------------------------+
The session index and week day are passed to the very first two methods, while the third one additionally receives 'datetime' type variables that are to store data on the beginning and end of the required session received using the SymbolInfoSessionQuote() function.
For more convenience, if -1 is selected as a week day, the session data is taken for the current week day. The session index should start from
zero. The time is returned as a number of seconds from the beginning of the day defined by the
day_of_week parameter. Thus, you can always find out the actual requested time by adding the number of seconds received from the
method to the time of the beginning of a day.
The methods of receiving trade session times are implemented in the same way:
//+------------------------------------------------------------------+ //| Return the trading session start time | //| in seconds from the beginning of a day | //+------------------------------------------------------------------+ long CSymbol::SessionTradeTimeFrom(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const { MqlDateTime time={0}; datetime from=0,to=0; ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return(::SymbolInfoSessionTrade(this.m_symbol_name,day,session_index,from,to) ? from : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Return the time in seconds since the day start | //| up to the end of a trading session | //+------------------------------------------------------------------+ long CSymbol::SessionTradeTimeTo(const uint session_index,ENUM_DAY_OF_WEEK day_of_week=WRONG_VALUE) const { MqlDateTime time={0}; datetime from=0,to=0; ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return(::SymbolInfoSessionTrade(this.m_symbol_name,day,session_index,from,to) ? to : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Return the start and end time of a required trading session | //+------------------------------------------------------------------+ bool CSymbol::GetSessionTrade(const uint session_index,ENUM_DAY_OF_WEEK day_of_week,datetime &from,datetime &to) { ENUM_DAY_OF_WEEK day=(day_of_week<0 || day_of_week>SATURDAY ? this.CurrentDayOfWeek() : day_of_week); return ::SymbolInfoSessionTrade(this.m_symbol_name,day,session_index,from,to); } //+------------------------------------------------------------------+
These methods are similar to the ones described above except that the SymbolInfoSessionTrade()
function is used here to receive the necessary data.
Implementing the method returning the current week day as the ENUM_DAY_OF_WEEK enumeration value:
//+------------------------------------------------------------------+ //| Return the current day of the week | //+------------------------------------------------------------------+ ENUM_DAY_OF_WEEK CSymbol::CurrentDayOfWeek(void) const { MqlDateTime time={0}; ::TimeCurrent(time); return(ENUM_DAY_OF_WEEK)time.day_of_week; } //+------------------------------------------------------------------+
Here all is simple: declare the date and time structure,
access the
TimeCurrent() function whose second call form fills in the date
and time structure passed to the function and finally return
a week day from the filled
structure.
Implementing the method returning the number of seconds in duration time of a specified session:
//+------------------------------------------------------------------+ //| Return the number of seconds in a session duration time | //+------------------------------------------------------------------+ int CSymbol::SessionSeconds(const ulong duration_sec) const { return int(duration_sec % 60); } //+------------------------------------------------------------------+
The method receives the number of seconds and returns the residue of dividing by the number of minutes in this time span.
Implementing the method returning the number of minutes in duration time of a specified session:
//+------------------------------------------------------------------+ //| Return the number of minutes in a session duration time | //+------------------------------------------------------------------+ int CSymbol::SessionMinutes(const ulong duration_sec) const { return int((duration_sec-this.SessionSeconds(duration_sec)) % 3600)/60; } //+------------------------------------------------------------------+
The method receives the number of seconds and returns the calculated number of minutes in the time span except the number of seconds not multiple of one minute.
Implementing the method returning the number of hours in duration time of a specified session:
//+------------------------------------------------------------------+ //| Return the number of hours in a session duration time | //+------------------------------------------------------------------+ int CSymbol::SessionHours(const ulong duration_sec) const { return int(duration_sec-this.SessionSeconds(duration_sec)-this.SessionMinutes(duration_sec))/3600; } //+------------------------------------------------------------------+
The method receives the number of seconds and returns the
number of hours in the time span
except the number of seconds not multiple of one minute and the
number of minutes not multiple of one hour.
Implementing the method returning the description of a session duration in the "HH:MM:SS" format:
//+---------------------------------------------------------------------+ //| Return the description of a session duration in the hh:mm:ss format | //+---------------------------------------------------------------------+ string CSymbol::SessionDurationDescription(const ulong duration_sec) const { int sec=this.SessionSeconds(duration_sec); int min=this.SessionMinutes(duration_sec); int hour=this.SessionHours(duration_sec); return ::IntegerToString(hour,2,'0')+":"+::IntegerToString(min,2,'0')+":"+::IntegerToString(sec,2,'0'); } //+------------------------------------------------------------------+
Here we simply get a session duration in seconds, as
well as a calculated session duration in seconds, minutes and hours,
and display a formatted message in the Hours:Minutes:Seconds format using the
IntegerToString() function with
the string size for hours, minutes and seconds equal to two digits,
and the
"0" filler in case there is a single digit in the hours, minutes or seconds
values.
For example, if we received 2 hours, it is shown as 02.
Since we slightly reworked the states of symbol objects, correct the method displaying a description of a symbol object status:
//+------------------------------------------------------------------+ //| Return the status description | //+------------------------------------------------------------------+ string CSymbol::GetStatusDescription() const { return ( this.Status()==SYMBOL_STATUS_FX ? TextByLanguage("Форекс символ","Forex symbol") : this.Status()==SYMBOL_STATUS_FX_MAJOR ? TextByLanguage("Форекс символ-мажор","Forex major symbol") : this.Status()==SYMBOL_STATUS_FX_MINOR ? TextByLanguage("Форекс символ-минор","Forex minor symbol") : this.Status()==SYMBOL_STATUS_FX_EXOTIC ? TextByLanguage("Форекс символ-экзотик","Forex Exotic Symbol") : this.Status()==SYMBOL_STATUS_FX_RUB ? TextByLanguage("Форекс символ/рубль","Forex symbol RUB") : this.Status()==SYMBOL_STATUS_METAL ? TextByLanguage("Металл","Metal") : this.Status()==SYMBOL_STATUS_INDEX ? TextByLanguage("Индекс","Index") : this.Status()==SYMBOL_STATUS_INDICATIVE ? TextByLanguage("Индикатив","Indicative") : this.Status()==SYMBOL_STATUS_CRYPTO ? TextByLanguage("Криптовалютный символ","Crypto symbol") : this.Status()==SYMBOL_STATUS_COMMODITY ? TextByLanguage("Товарный символ","Commodity symbol") : this.Status()==SYMBOL_STATUS_EXCHANGE ? TextByLanguage("Биржевой символ","Exchange symbol") : this.Status()==SYMBOL_STATUS_FUTURES ? TextByLanguage("Фьючерс","Futures") : this.Status()==SYMBOL_STATUS_CFD ? TextByLanguage("Контракт на разницу","Contract For Difference") : this.Status()==SYMBOL_STATUS_STOCKS ? TextByLanguage("Ценная бумага","Stocks") : this.Status()==SYMBOL_STATUS_BONDS ? TextByLanguage("Облигация","Bonds") : this.Status()==SYMBOL_STATUS_OPTION ? TextByLanguage("Опцион","Option") : this.Status()==SYMBOL_STATUS_COLLATERAL ? TextByLanguage("Неторгуемый актив","Collateral") : this.Status()==SYMBOL_STATUS_CUSTOM ? TextByLanguage("Пользовательский символ","Custom symbol") : this.Status()==SYMBOL_STATUS_COMMON ? TextByLanguage("Символ общей группы","Common group symbol") : ::EnumToString((ENUM_SYMBOL_STATUS)this.Status()) ); } //+------------------------------------------------------------------+
In the method of updating all symbol data, add receiving margin
ratios for MQL5 for all order and position types.
In case of MQL4, their values remain zero after the starting
initialization in the class constructor since they are not used in MQL4:
//+------------------------------------------------------------------+ //| Update all symbol data that can change | //+------------------------------------------------------------------+ void CSymbol::Refresh(void) { ::ResetLastError(); if(!::SymbolInfoTick(this.m_symbol_name,this.m_tick)) { this.m_global_error=::GetLastError(); return; } #ifdef __MQL5__ ::ResetLastError(); if(!this.MarginRates()) { this.m_global_error=::GetLastError(); return; } #endif //--- Update integer properties this.m_long_prop[SYMBOL_PROP_VOLUME] = (long)this.m_tick.volume; this.m_long_prop[SYMBOL_PROP_TIME] = #ifdef __MQL5__ this.m_tick.time_msc #else this.m_tick.time*1000 #endif ; this.m_long_prop[SYMBOL_PROP_SELECT] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SELECT); this.m_long_prop[SYMBOL_PROP_VISIBLE] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VISIBLE); this.m_long_prop[SYMBOL_PROP_SESSION_DEALS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_DEALS); this.m_long_prop[SYMBOL_PROP_SESSION_BUY_ORDERS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_BUY_ORDERS); this.m_long_prop[SYMBOL_PROP_SESSION_SELL_ORDERS] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SESSION_SELL_ORDERS); this.m_long_prop[SYMBOL_PROP_VOLUMEHIGH] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VOLUMEHIGH); this.m_long_prop[SYMBOL_PROP_VOLUMELOW] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_VOLUMELOW); this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_TICKS_BOOKDEPTH] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TICKS_BOOKDEPTH); this.m_long_prop[SYMBOL_PROP_START_TIME] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_START_TIME); this.m_long_prop[SYMBOL_PROP_EXPIRATION_TIME] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_EXPIRATION_TIME); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_FREEZE_LEVEL); this.m_long_prop[SYMBOL_PROP_BACKGROUND_COLOR] = this.SymbolBackgroundColor(); //--- Update real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_SIZE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_CONTRACT_SIZE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_CONTRACT_SIZE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MIN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_MAX)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_STEP)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_STEP); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_LIMIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_VOLUME_LIMIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_LONG)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SWAP_LONG); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SWAP_SHORT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SWAP_SHORT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_INITIAL)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_MARGIN_INITIAL); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_MAINTENANCE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_MARGIN_MAINTENANCE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_TURNOVER)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_TURNOVER); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_INTEREST)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_INTEREST); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_BUY_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_SELL_ORDERS_VOLUME); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_OPEN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_OPEN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_CLOSE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_CLOSE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_AW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_AW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_SETTLEMENT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_LIMIT_MIN); this.m_double_prop[this.IndexProp(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_SESSION_PRICE_LIMIT_MAX); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASK)] = this.m_tick.ask; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BID)] = this.m_tick.bid; this.m_double_prop[this.IndexProp(SYMBOL_PROP_LAST)] = this.m_tick.last; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDHIGH)] = this.SymbolBidHigh(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDLOW)] = this.SymbolBidLow(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMEHIGH_REAL)] = this.SymbolVolumeHighReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUMELOW_REAL)] = this.SymbolVolumeLowReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_ACCRUED_INTEREST)] = this.SymbolTradeAccruedInterest(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_FACE_VALUE)] = this.SymbolTradeFaceValue(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_LIQUIDITY_RATE)] = this.SymbolTradeLiquidityRate(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_HEDGED)] = this.SymbolMarginHedged(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_INITIAL)] = this.m_margin_rate.Long.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL)] = this.m_margin_rate.BuyStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL)] = this.m_margin_rate.BuyLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL)] = this.m_margin_rate.BuyStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE)] = this.m_margin_rate.Long.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE)] = this.m_margin_rate.BuyStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE)] = this.m_margin_rate.BuyLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE)] = this.m_margin_rate.BuyStopLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_INITIAL)] = this.m_margin_rate.Short.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL)] = this.m_margin_rate.SellStop.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL)] = this.m_margin_rate.SellLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL)] = this.m_margin_rate.SellStopLimit.Initial; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE)] = this.m_margin_rate.Short.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE)] = this.m_margin_rate.SellStop.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE)] = this.m_margin_rate.SellLimit.Maintenance; this.m_double_prop[this.IndexProp(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE)]= this.m_margin_rate.SellStopLimit.Maintenance; } //+------------------------------------------------------------------+
Here for MQL5, we call the method of receiving data on the
MarginRates() margin ratios. If at least one of the ratios is not received (the method returned
false), simply write the error
code to the variable storing the class error code and exit the method without a message.
An error message is not
displayed in the journal since the method works in the timer. In case of an erroneous data receipt, the journal is quickly filled with garbage
messages about the same error. Since this error code can always be received in the CEngine class, let's leave it responsible for receiving
and handling it.
At the very end of the method, all obtained ratio data is written in the
fields of the appropriate symbol object properties.
For the same reason, remove the string displaying an error message in the
journal from the quote data update method:
//+------------------------------------------------------------------+ //| Update quote data by a symbol | //+------------------------------------------------------------------+ void CSymbol::RefreshRates(void) { ::ResetLastError(); if(!::SymbolInfoTick(this.m_symbol_name,this.m_tick)) { this.m_global_error=::GetLastError(); ::Print(DFUN_ERR_LINE,this.Name(),": ",TextByLanguage("Не удалось получить текущие цены. Ошибка: ","Could not get current prices. Error: "),this.m_global_error); return; } //--- Update integer properties this.m_long_prop[SYMBOL_PROP_VOLUME] = (long)this.m_tick.volume; this.m_long_prop[SYMBOL_PROP_TIME] = #ifdef __MQL5__ this.m_tick.time_msc #else this.m_tick.time*1000 #endif ; this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_FREEZE_LEVEL); //--- Update real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASK)] = this.m_tick.ask; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BID)] = this.m_tick.bid; this.m_double_prop[this.IndexProp(SYMBOL_PROP_LAST)] = this.m_tick.last; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDHIGH)] = this.SymbolBidHigh(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDLOW)] = this.SymbolBidLow(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); } //+------------------------------------------------------------------+
Now the method will look like as follows:
//+------------------------------------------------------------------+ //| Update quote data by a symbol | //+------------------------------------------------------------------+ void CSymbol::RefreshRates(void) { ::ResetLastError(); if(!::SymbolInfoTick(this.m_symbol_name,this.m_tick)) { this.m_global_error=::GetLastError(); return; } //--- Update integer properties this.m_long_prop[SYMBOL_PROP_VOLUME] = (long)this.m_tick.volume; this.m_long_prop[SYMBOL_PROP_TIME] = #ifdef __MQL5__ this.m_tick.time_msc #else this.m_tick.time*1000 #endif ; this.m_long_prop[SYMBOL_PROP_SPREAD] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_SPREAD); this.m_long_prop[SYMBOL_PROP_TRADE_STOPS_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_STOPS_LEVEL); this.m_long_prop[SYMBOL_PROP_TRADE_FREEZE_LEVEL] = ::SymbolInfoInteger(this.m_symbol_name,SYMBOL_TRADE_FREEZE_LEVEL); //--- Update real properties this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASKLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_ASKLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTHIGH)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTHIGH); this.m_double_prop[this.IndexProp(SYMBOL_PROP_LASTLOW)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_LASTLOW); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_PROFIT); this.m_double_prop[this.IndexProp(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS)] = ::SymbolInfoDouble(this.m_symbol_name,SYMBOL_TRADE_TICK_VALUE_LOSS); this.m_double_prop[this.IndexProp(SYMBOL_PROP_ASK)] = this.m_tick.ask; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BID)] = this.m_tick.bid; this.m_double_prop[this.IndexProp(SYMBOL_PROP_LAST)] = this.m_tick.last; this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDHIGH)] = this.SymbolBidHigh(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_BIDLOW)] = this.SymbolBidLow(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_VOLUME_REAL)] = this.SymbolVolumeReal(); this.m_double_prop[this.IndexProp(SYMBOL_PROP_OPTION_STRIKE)] = this.SymbolOptionStrike(); } //+------------------------------------------------------------------+
This completes the improvement of the abstract CSymbol symbol class.
We have examined the important and most significant changes to the class methods, with the exception of minor corrections that have been made but not described here because these are just some spelling and “semantic” errors basically in the property description methods. You can find them in the attached files.
Now we need to create descendant objects of the abstract symbol base class, divide them by categories and place them to the symbol object
collection.
Descendant objects of the "symbol" basic abstract object
Let's go back a bit and look at the mentioned symbol categories. Besides, we are going to set the names of the corresponding descendant classes of the CSymbol base class:
- Forex symbol — CSymbolFX class
- Major Forex symbol — CSymbolFXMajor class
- Minor Forex symbol — CSymbolFXMinor class
- Exotic Forex symbol — CSymbolFXExotic class
- Forex symbol/RUB — CSymbolFXRub class
- Metal — CSymbolMetall class
- Index — CSymbolIndex class
- Indicative — CSymbolIndicative class
- Cryptocurrency symbol — CSymbolCrypto class
- Commodity symbol — CSymbolCommodity class
- Exchange symbol — CSymbolExchange class
- Futures — CSymbolFutures class
- CFD — CSymbolCFD class
- Stock — CSymbolStocks class
- Bond — CSymbolBonds class
- Option — CSymbolOption class
- Non-tradable asset — CSymbolCollateral class
- Custom symbol — CSymbolCustom class
- General category — CSymbolCommon class
In the \MQL5\Include\DoEasy\Objects\Symbols\ library folder, create the new class CSymbolFX with the file
named
SymbolFX.mqh. The CSymbol abstract symbol class is to be used
as a base class for it.
Declare all the methods necessary for the class operation:
//+------------------------------------------------------------------+ //| SymbolFX.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Symbol.mqh" //+------------------------------------------------------------------+ //| Forex symbol | //+------------------------------------------------------------------+ class CSymbolFX : public CSymbol { public: //--- Constructor CSymbolFX(const string name) : CSymbol(SYMBOL_STATUS_FX,name) {} //--- Supported integer properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_INTEGER property); //--- Supported real properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_DOUBLE property); //--- Supported string properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_STRING property); //--- Display a short symbol description in the journal virtual void PrintShort(void); }; //+------------------------------------------------------------------+
The class constructor is to receive a symbol
name, while the initialization list of the class constructor is used to send
a "Forex symbol" category (its status) to the basic class together with a symbol
name passed to the CSymbolFX class constructor when it is created.
The virtual methods of supporting integer, real
and string properties by an object were declared in the base class,
while their implementation is performed in the descendant classes. The virtual
PrintShort() method, which is also declared in the base class and
implemented in the descendant class, displays brief symbol data in the journal.
Almost all descendant class methods are similar and can be implemented in the base class without the need for descendant classes. However, in this case, we lose the flexibility of making possible changes of these methods for each symbol group. Therefore, I decided to make a division by categories via descendant classes to be able to change each descendant class separately, which is much simpler and faster.
Implementing the method returning the flag of supporting an integer property by a symbol object:
//+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| integer property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolFX::SupportProperty(ENUM_SYMBOL_PROP_INTEGER property) { if(property==SYMBOL_PROP_EXIST #ifdef __MQL4__ || property==SYMBOL_PROP_CUSTOM || property==SYMBOL_PROP_SESSION_DEALS || property==SYMBOL_PROP_SESSION_BUY_ORDERS || property==SYMBOL_PROP_SESSION_SELL_ORDERS || property==SYMBOL_PROP_VOLUME || property==SYMBOL_PROP_VOLUMEHIGH || property==SYMBOL_PROP_VOLUMELOW || property==SYMBOL_PROP_TICKS_BOOKDEPTH || property==SYMBOL_PROP_OPTION_MODE || property==SYMBOL_PROP_OPTION_RIGHT || property==SYMBOL_PROP_BACKGROUND_COLOR #endif ) return false; return true; } //+------------------------------------------------------------------+
A checked integer property is passed to the method. If
the passed property is "Symbol existence", return false — if a symbol is
created, it exists, and we do not need that property neither to be displayed in the journal, nor for searching and sorting. All other checks
are applied
only to MQL4. False
is returned if a knowingly unsupported symbol property is passed to the method in MQL4.
If a passed property was not present among enumerated ones when checking the properties, it is not supported. Return true.
Implementing the method returning the flag of supporting a real property by a symbol object:
//+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| real property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolFX::SupportProperty(ENUM_SYMBOL_PROP_DOUBLE property) { if( #ifdef __MQL5__ (this.ChartMode()==SYMBOL_CHART_MODE_BID && ( property==SYMBOL_PROP_LAST || property==SYMBOL_PROP_LASTHIGH || property==SYMBOL_PROP_LASTLOW ) ) || (this.ChartMode()==SYMBOL_CHART_MODE_LAST && ( property==SYMBOL_PROP_BID || property==SYMBOL_PROP_BIDHIGH || property==SYMBOL_PROP_BIDLOW || property==SYMBOL_PROP_ASK || property==SYMBOL_PROP_ASKHIGH || property==SYMBOL_PROP_ASKLOW ) ) //--- __MQL4__ #else property==SYMBOL_PROP_ASKHIGH || property==SYMBOL_PROP_ASKLOW || property==SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT || property==SYMBOL_PROP_TRADE_TICK_VALUE_LOSS || property==SYMBOL_PROP_LAST || property==SYMBOL_PROP_LASTHIGH || property==SYMBOL_PROP_LASTLOW || property==SYMBOL_PROP_VOLUME_LIMIT || property==SYMBOL_PROP_MARGIN_LONG_INITIAL || property==SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL || property==SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL || property==SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL || property==SYMBOL_PROP_MARGIN_LONG_MAINTENANCE || property==SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE || property==SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE || property==SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE || property==SYMBOL_PROP_MARGIN_SHORT_INITIAL || property==SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL || property==SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL || property==SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL || property==SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE || property==SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE || property==SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE || property==SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE || property==SYMBOL_PROP_SESSION_VOLUME || property==SYMBOL_PROP_SESSION_TURNOVER || property==SYMBOL_PROP_SESSION_INTEREST || property==SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME || property==SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME || property==SYMBOL_PROP_SESSION_OPEN || property==SYMBOL_PROP_SESSION_CLOSE || property==SYMBOL_PROP_SESSION_AW || property==SYMBOL_PROP_SESSION_PRICE_SETTLEMENT || property==SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN || property==SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX || property==SYMBOL_PROP_VOLUME_REAL || property==SYMBOL_PROP_VOLUMEHIGH_REAL || property==SYMBOL_PROP_VOLUMELOW_REAL || property==SYMBOL_PROP_OPTION_STRIKE || property==SYMBOL_PROP_TRADE_ACCRUED_INTEREST || property==SYMBOL_PROP_TRADE_FACE_VALUE || property==SYMBOL_PROP_TRADE_LIQUIDITY_RATE #endif ) return false; return true; } //+------------------------------------------------------------------+
The logic here is the same as in the previous method. But first, check the obtained property for MQL5.
If it is one of the last deal price properties (Last), while
the chart is based on Bid prices, all these properties are equal to
zero and are not supported in this case.
The same is done with Bid price properties in case the chart is based
on Last prices — all Bid price properties are not supported.
In
case of MQL4, do exactly as in the previous method — when passing a knowingly unsupported symbol property to the method, return false.
Implementing the method returning the flag of supporting a string property by a symbol object:
//+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| string property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolFX::SupportProperty(ENUM_SYMBOL_PROP_STRING property) { if( #ifdef __MQL5__ property==SYMBOL_PROP_FORMULA && !this.IsCustom() #else property==SYMBOL_PROP_BASIS || property==SYMBOL_PROP_BANK || property==SYMBOL_PROP_ISIN || property==SYMBOL_PROP_FORMULA || property==SYMBOL_PROP_PAGE #endif ) return false; return true; } //+------------------------------------------------------------------+
Here all is similar: in case of MQL5 — if
the passed property is "Equation for custom symbol calculation", while
a symbol is not custom, return false — the property is not supported. Next, we
check the knowingly unsupported symbol properties
for MQL4 and return false
if a property not supported in MQL4 is passed.
Method of displaying a brief symbol description to the journal:
//+------------------------------------------------------------------+ //| Display a short symbol description in the journal | //+------------------------------------------------------------------+ void CSymbolFX::PrintShort(void) { ::Print(this.GetStatusDescription()+" "+this.Name()); } //+------------------------------------------------------------------+
The method simply displays a line consisting of a symbol status string description and its name.
The remaining descendant classes are constructed in the same way and have the same methods with the same implementation.
The difference
is in the
custom symbol class — such symbol type is not present in MQL4, therefore all the checks are applied only to MQL5:
//+------------------------------------------------------------------+ //| SymbolCustom.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Symbol.mqh" //+------------------------------------------------------------------+ //| Custom symbol | //+------------------------------------------------------------------+ class CSymbolCustom : public CSymbol { public: //--- Constructor CSymbolCustom(const string name) : CSymbol(SYMBOL_STATUS_CUSTOM,name) {} //--- Supported integer properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_INTEGER property); //--- Supported real properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_DOUBLE property); //--- Supported string properties of a symbol virtual bool SupportProperty(ENUM_SYMBOL_PROP_STRING property); //--- Display a short symbol description in the journal virtual void PrintShort(void); }; //+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| integer property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolCustom::SupportProperty(ENUM_SYMBOL_PROP_INTEGER property) { if(property==SYMBOL_PROP_EXIST) return false; return true; } //+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| real property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolCustom::SupportProperty(ENUM_SYMBOL_PROP_DOUBLE property) { if( (this.ChartMode()==SYMBOL_CHART_MODE_BID && ( property==SYMBOL_PROP_LAST || property==SYMBOL_PROP_LASTHIGH || property==SYMBOL_PROP_LASTLOW ) ) || (this.ChartMode()==SYMBOL_CHART_MODE_LAST && ( property==SYMBOL_PROP_BID || property==SYMBOL_PROP_BIDHIGH || property==SYMBOL_PROP_BIDLOW || property==SYMBOL_PROP_ASK || property==SYMBOL_PROP_ASKHIGH || property==SYMBOL_PROP_ASKLOW ) ) ) return false; return true; } //+------------------------------------------------------------------+ //| Return 'true' if a symbol supports a passed | //| string property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CSymbolCustom::SupportProperty(ENUM_SYMBOL_PROP_STRING property) { return true; } //+------------------------------------------------------------------+ //| Display a short symbol description in the journal | //+------------------------------------------------------------------+ void CSymbolCustom::PrintShort(void) { ::Print(this.GetStatusDescription()+" "+this.Name()); } //+------------------------------------------------------------------+
This concludes the development of the CSymbol descendant classes.
The implementation of the remaining
descendant classes can be found at the end of the article and in the attached files.
Since we need to search and sort the symbol collection, we should create all the necessary functionality for that. Open the Select.mqh
file located in the
\MQL5\Include\DoEasy\Services\ library folder and make additions to it.
First, include
the abstract symbol class:
//+------------------------------------------------------------------+ //| Select.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include <Arrays\ArrayObj.mqh> #include "..\Objects\Orders\Order.mqh" #include "..\Objects\Events\Event.mqh" #include "..\Objects\Accounts\Account.mqh" #include "..\Objects\Symbols\Symbol.mqh" //+------------------------------------------------------------------+
Declare all the necessary methods for searching and sorting
in the public section of the class:
//+------------------------------------------------------------------+ //| Class for sorting objects meeting the criterion | //+------------------------------------------------------------------+ class CSelect { private: //--- Method for comparing two values template<typename T> static bool CompareValues(T value1,T value2,ENUM_COMPARER_TYPE mode); public: //+------------------------------------------------------------------+ //| Methods of working with orders | //+------------------------------------------------------------------+ //--- Return the list of orders with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the order index with the maximum value of the order's (1) integer, (2) real and (3) string properties static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property); static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property); static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property); //--- Return the order index with the minimum value of the order's (1) integer, (2) real and (3) string properties static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property); static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property); static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with events | //+------------------------------------------------------------------+ //--- Return the list of events with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the event index with the maximum value of the event's (1) integer, (2) real and (3) string properties static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property); static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property); static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property); //--- Return the event index with the minimum value of the event's (1) integer, (2) real and (3) string properties static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property); static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property); static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with accounts | //+------------------------------------------------------------------+ //--- Return the list of accounts with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the event index with the maximum value of the event's (1) integer, (2) real and (3) string properties static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property); static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property); static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property); //--- Return the event index with the minimum value of the event's (1) integer, (2) real and (3) string properties static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property); static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property); static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with symbols | //+------------------------------------------------------------------+ //--- Return the list of symbols with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the symbol index with the maximum value of the order's (1) integer, (2) real and (3) string properties static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property); static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property); static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property); //--- Return the symbol index with the minimum value of the order's (1) integer, (2) real and (3) string properties static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property); static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property); static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property); //--- }; //+------------------------------------------------------------------+
Let's write their implementation outside the class:
//+------------------------------------------------------------------+ //| Methods of working with symbol lists | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Return the list of symbols with one integer | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); int total=list_source.Total(); for(int i=0; i<total; i++) { CSymbol *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; long obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the list of symbols with one real | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); for(int i=0; i<list_source.Total(); i++) { CSymbol *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; double obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the list of symbols with one string | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); for(int i=0; i<list_source.Total(); i++) { CSymbol *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; string obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the maximum integer property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CSymbol *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CSymbol *obj=list_source.At(i); long obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); long obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the maximum real property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CSymbol *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CSymbol *obj=list_source.At(i); double obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); double obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the maximum string property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CSymbol *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CSymbol *obj=list_source.At(i); string obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); string obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the minimum integer property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMin(CArrayObj* list_source,ENUM_SYMBOL_PROP_INTEGER property) { int index=0; CSymbol *min_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++){ CSymbol *obj=list_source.At(i); long obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); long obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the minimum real property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMin(CArrayObj* list_source,ENUM_SYMBOL_PROP_DOUBLE property) { int index=0; CSymbol *min_obj=NULL; int total=list_source.Total(); if(total== 0) return WRONG_VALUE; for(int i=1; i<total; i++){ CSymbol *obj=list_source.At(i); double obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); double obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed symbol index | //| with the minimum string property value | //+------------------------------------------------------------------+ int CSelect::FindSymbolMin(CArrayObj* list_source,ENUM_SYMBOL_PROP_STRING property) { int index=0; CSymbol *min_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++){ CSymbol *obj=list_source.At(i); string obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); string obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+
We have similar methods for each of the collection class. They have been considered in the third
part of the library description when creating the CSelect class. Therefore, we will not dwell on them here.
Now everything is ready for creating the symbol collection class.
The four modes can be used for working with the
symbol collection from the program:
- Working with a single symbol only,
- Working with a list of symbols,
- Working with the Market Watch window,
- Working with a complete list of symbols available on the server.
In order for the character collection class to “know” what to work with, we will use the following scheme:
Set the operation of methods for working with symbols in the program settings. This may be one of the four announced operation modes.
The program should also have the string array to be filled with the library function following the same principle:
- if working with a single symbol, the array contains only the current symbol,
- if working with a custom symbol list that may also be located in the program settings with the necessary comma-separated symbols
defined, the array is filled with symbols from the string; if only one current symbol is set in the string or the list is empty, then
the current symbol is used for work
- if working with the market watch, "MARKET_WATCH" instead of a symbol name is set in the only array cell
- if working with a complete list of symbols on the server, "ALL" instead of a symbol name is set in the array
All this is done automatically. A user only needs to arrange selection of the necessary mode for working with a symbol collection and create at least one string array or a string array and a string of pre-defined symbols in the settings.
Symbol collection class
In the \MQL5\Include\DoEasy\Collections\ library folder, create the new class CSymbolsCollection in the SymbolsCollection.mqh
file.
The CObject
standard library object class is to be used as a base class for it.
Include all the necessary class files to a newly created file:
//+------------------------------------------------------------------+ //| SymbolsCollection.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "ListObj.mqh" #include "..\Services\Select.mqh" #include "..\Objects\Symbols\Symbol.mqh" #include "..\Objects\Symbols\SymbolFX.mqh" #include "..\Objects\Symbols\SymbolFXMajor.mqh" #include "..\Objects\Symbols\SymbolFXMinor.mqh" #include "..\Objects\Symbols\SymbolFXExotic.mqh" #include "..\Objects\Symbols\SymbolFXRub.mqh" #include "..\Objects\Symbols\SymbolMetall.mqh" #include "..\Objects\Symbols\SymbolIndex.mqh" #include "..\Objects\Symbols\SymbolIndicative.mqh" #include "..\Objects\Symbols\SymbolCrypto.mqh" #include "..\Objects\Symbols\SymbolCommodity.mqh" #include "..\Objects\Symbols\SymbolExchange.mqh" #include "..\Objects\Symbols\SymbolFutures.mqh" #include "..\Objects\Symbols\SymbolCFD.mqh" #include "..\Objects\Symbols\SymbolStocks.mqh" #include "..\Objects\Symbols\SymbolBonds.mqh" #include "..\Objects\Symbols\SymbolOption.mqh" #include "..\Objects\Symbols\SymbolCollateral.mqh" #include "..\Objects\Symbols\SymbolCustom.mqh" #include "..\Objects\Symbols\SymbolCommon.mqh" //+------------------------------------------------------------------+ //| Collection of historical orders and deals | //+------------------------------------------------------------------+ class CSymbolsCollection : public CObject { private: public: //--- Constructor CSymbolsCollection(); }; //+------------------------------------------------------------------+
Add class member values and methods that have already become standard for the library collection classes:
//+------------------------------------------------------------------+ //| SymbolsCollection.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "ListObj.mqh" #include "..\Services\Select.mqh" #include "..\Objects\Symbols\Symbol.mqh" #include "..\Objects\Symbols\SymbolFX.mqh" #include "..\Objects\Symbols\SymbolFXMajor.mqh" #include "..\Objects\Symbols\SymbolFXMinor.mqh" #include "..\Objects\Symbols\SymbolFXExotic.mqh" #include "..\Objects\Symbols\SymbolFXRub.mqh" #include "..\Objects\Symbols\SymbolMetall.mqh" #include "..\Objects\Symbols\SymbolIndex.mqh" #include "..\Objects\Symbols\SymbolIndicative.mqh" #include "..\Objects\Symbols\SymbolCrypto.mqh" #include "..\Objects\Symbols\SymbolCommodity.mqh" #include "..\Objects\Symbols\SymbolExchange.mqh" #include "..\Objects\Symbols\SymbolFutures.mqh" #include "..\Objects\Symbols\SymbolCFD.mqh" #include "..\Objects\Symbols\SymbolStocks.mqh" #include "..\Objects\Symbols\SymbolBonds.mqh" #include "..\Objects\Symbols\SymbolOption.mqh" #include "..\Objects\Symbols\SymbolCollateral.mqh" #include "..\Objects\Symbols\SymbolCustom.mqh" #include "..\Objects\Symbols\SymbolCommon.mqh" //+------------------------------------------------------------------+ //| Collection of historical orders and deals | //+------------------------------------------------------------------+ class CSymbolsCollection : public CObject { private: CListObj m_list_all_symbols; // The list of all symbol objects public: //--- Return the full collection list 'as is' CArrayObj *GetList(void) { return &this.m_list_all_symbols; } //--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion CArrayObj *GetList(ENUM_SYMBOL_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_SYMBOL_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_SYMBOL_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } //--- Constructor CSymbolsCollection(); }; //+------------------------------------------------------------------+
We have already considered all these variables and methods when creating previous collections. There is no need to discuss them here.
Add the remaining variables and methods for working with the symbol collection class:
//+------------------------------------------------------------------+ //| SymbolsCollection.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "ListObj.mqh" #include "..\Services\Select.mqh" #include "..\Objects\Symbols\Symbol.mqh" #include "..\Objects\Symbols\SymbolFX.mqh" #include "..\Objects\Symbols\SymbolFXMajor.mqh" #include "..\Objects\Symbols\SymbolFXMinor.mqh" #include "..\Objects\Symbols\SymbolFXExotic.mqh" #include "..\Objects\Symbols\SymbolFXRub.mqh" #include "..\Objects\Symbols\SymbolMetall.mqh" #include "..\Objects\Symbols\SymbolIndex.mqh" #include "..\Objects\Symbols\SymbolIndicative.mqh" #include "..\Objects\Symbols\SymbolCrypto.mqh" #include "..\Objects\Symbols\SymbolCommodity.mqh" #include "..\Objects\Symbols\SymbolExchange.mqh" #include "..\Objects\Symbols\SymbolFutures.mqh" #include "..\Objects\Symbols\SymbolCFD.mqh" #include "..\Objects\Symbols\SymbolStocks.mqh" #include "..\Objects\Symbols\SymbolBonds.mqh" #include "..\Objects\Symbols\SymbolOption.mqh" #include "..\Objects\Symbols\SymbolCollateral.mqh" #include "..\Objects\Symbols\SymbolCustom.mqh" #include "..\Objects\Symbols\SymbolCommon.mqh" //+------------------------------------------------------------------+ //| Collection of historical orders and deals | //+------------------------------------------------------------------+ class CSymbolsCollection : public CObject { private: CListObj m_list_all_symbols; // The list of all symbol objects ENUM_SYMBOLS_MODE m_mode_list; // Mode of working with symbol lists int m_delta_symbol; // Difference in the number of symbols compared to the previous check int m_last_num_symbol; // Number of symbols in the Market Watch window during the previous check int m_global_error; // Global error code //--- Return the flag of a symbol object presence by its name in the list of all symbols bool IsPresentSymbolInList(const string symbol_name); //--- Create the symbol object and place it to the list bool CreateNewSymbol(const ENUM_SYMBOL_STATUS symbol_status,const string name); //--- Return the type of a used symbol list (Market watch/Server) ENUM_SYMBOLS_MODE TypeSymbolsList(const string &symbol_used_array[]); //--- Define a symbol affiliation with a group by name and return it ENUM_SYMBOL_STATUS SymbolStatus(const string symbol_name) const; //--- Return a symbol affiliation with a category by custom criteria ENUM_SYMBOL_STATUS StatusByCustomPredefined(const string symbol_name) const; //--- Return a symbol affiliation with categories by margin calculation ENUM_SYMBOL_STATUS StatusByCalcMode(const string symbol_name) const; //--- Return a symbol affiliation with pre-defined (1) majors, (2) minors, (3) exotics, (4) RUB, //--- (5) indicatives, (6) metals, (7) commodities, (8) indices, (9) cryptocurrency, (10) options bool IsPredefinedFXMajor(const string name) const; bool IsPredefinedFXMinor(const string name) const; bool IsPredefinedFXExotic(const string name) const; bool IsPredefinedFXRUB(const string name) const; bool IsPredefinedIndicative(const string name) const; bool IsPredefinedMetall(const string name) const; bool IsPredefinedCommodity(const string name) const; bool IsPredefinedIndex(const string name) const; bool IsPredefinedCrypto(const string name) const; bool IsPredefinedOption(const string name) const; //--- Search for a symbol and return the flag indicating its presence on the server bool Exist(const string name) const; public: //--- Return the full collection list 'as is' CArrayObj *GetList(void) { return &this.m_list_all_symbols; } //--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion CArrayObj *GetList(ENUM_SYMBOL_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_SYMBOL_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_SYMBOL_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::BySymbolProperty(this.GetList(),property,value,mode); } //--- Return the number of new symbols in the Market Watch window int NewSymbols(void) const { return this.m_delta_symbol; } //--- Return the mode of working with symbol lists ENUM_SYMBOLS_MODE ModeSymbolsList(void) const { return this.m_mode_list; } //--- Constructor CSymbolsCollection(); //--- Set the list of used symbols bool SetUsedSymbol(const string &symbol_used_array[]); //--- Update (1) all, (2) quote data of the collection symbols void Refresh(void); void RefreshRates(void); }; //+------------------------------------------------------------------+
The class should know what symbol class to work with: the current symbol, a specified symbol set, a symbol list located in the Market Watch
window or the complete list of all symbols on the server. The
m_mode_list class member variable stores one of the listed
modes of working with symbols.
When working with a list of Market Watch symbols, we need to constantly track this list (to be implemented in the next article), know the number
of symbols during the last check and correspondingly be aware of how
much this number has changed when adding/deleting a symbol(s) from the market watch list in order to re-arrange the m_list_all_symbols
symbol collection list in time and continue to accurately work with symbols.
Like in the previous collections, we
have introduced a new class member variable storing the
error code you can see and handle in the CEngine library base class.
When creating a new symbol object and adding it to the collection, we need to make sure there is no such symbol in the list. This is done by the
IsPresentSymbolInList() method.
The CreateNewSymbol()
method is used to create a new symbol and add it to the collection.
Since working in four symbol list modes is arranged in the
symbol collection, the
TypeSymbolsList() method is used to define the mode to work with.
Before creating a new symbol, we first need to define and set a group to assign it to (or a group a user assigns it to). The
SymbolStatus() method is used to define a symbol group (its status).
When defining a symbol status, its name is first searched in specified custom arrays using the
StatusByCustomPredefined() method.
If the method returns
"general" status, a symbol status is defined by the type of margin calculation by the
StatusByCalcMode() method.
The
additional methods are used to conduct a search by user arrays and defining what custom category a symbol belongs to. These methods return
flags indicating whether a symbol belongs to majors, minors, indices and other groups.
The Exist()
method returns the flag of a symbol existence on the server.
The NewSymbols()
method returns the number of new symbols added or removed from the Market Watch window, while the ModeSymbolsList()
method returns the mode of working with one of the four lists (the current symbol, a pre-defined symbol set, market watch list and the full number of
symbols on the server) to the calling program.
The SetUsedSymbol() method accepts a symbol array or
description of an operation mode with a list of symbols within a passed array and creates a symbol collection list.
The Refresh() method updates all data of all collection symbols
that can change, while the
RefreshRates() method updates only quote data of all collection
symbols. Both methods are called from the CEngine library main object timer.
We have defined all the methods necessary for working with the symbol collection class at this stage. Let's have a look at their structure.
Implementing the class constructor:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSymbolsCollection::CSymbolsCollection(void) : m_last_num_symbol(0),m_delta_symbol(0),m_mode_list(SYMBOLS_MODE_CURRENT) { this.m_list_all_symbols.Sort(SORT_BY_SYMBOL_NAME); this.m_list_all_symbols.Clear(); this.m_list_all_symbols.Type(COLLECTION_SYMBOLS_ID); } //+------------------------------------------------------------------+
In the constructor initialization list, initialize the number of symbols
during the last check and the difference between the current and
previous number of symbols, as well as set the mode of working with a
symbol list as "working with the current symbol".
In the class body, set
sorting the symbol collection list by name, clear the list
and
assign the "symbol collection list" ID to it.
The method of updating all data of all collection symbols:
//+------------------------------------------------------------------+ //| Update all collection symbol data | //+------------------------------------------------------------------+ void CSymbolsCollection::Refresh(void) { int total=this.m_list_all_symbols.Total(); if(total==0) return; for(int i=0;i<total;i++) { CSymbol *symbol=this.m_list_all_symbols.At(i); if(symbol==NULL) continue; symbol.Refresh(); } } //+------------------------------------------------------------------+
In the loop by the number of all collection symbols, get the next symbol from the collection list and update its data using the Refresh() method of the CSymbol class considered in the previous article.
The method of updating quote data of all collection symbols:
//+------------------------------------------------------------------+ //| Update quote data of the collection symbols | //+------------------------------------------------------------------+ void CSymbolsCollection::RefreshRates(void) { int total=this.m_list_all_symbols.Total(); if(total==0) return; for(int i=0;i<total;i++) { CSymbol *symbol=this.m_list_all_symbols.At(i); if(symbol==NULL) continue; symbol.RefreshRates(); } } //+------------------------------------------------------------------+
In the loop by the number of all collection symbols, get the next symbol from the collection list and update its data using the RefreshRates() method of the CSymbol class.
The method for creating a new symbol object and placing it in the symbol collection list:
//+------------------------------------------------------------------+ //| Create a symbol object and place it to the list | //+------------------------------------------------------------------+ bool CSymbolsCollection::CreateNewSymbol(const ENUM_SYMBOL_STATUS symbol_status,const string name) { if(this.IsPresentSymbolInList(name)) { return true; } if(#ifdef __MQL5__ !::SymbolInfoInteger(name,SYMBOL_EXIST) #else !this.Exist(name) #endif ) { string t1=TextByLanguage("Ошибка входных данных: нет символа ","Input error: no "); string t2=TextByLanguage(" на сервере"," symbol on the server"); ::Print(DFUN,t1,name,t2); this.m_global_error=ERR_MARKET_UNKNOWN_SYMBOL; return false; } CSymbol *symbol=NULL; switch(symbol_status) { case SYMBOL_STATUS_FX : symbol=new CSymbolFX(name); break; // Forex symbol case SYMBOL_STATUS_FX_MAJOR : symbol=new CSymbolFXMajor(name); break; // Major Forex symbol case SYMBOL_STATUS_FX_MINOR : symbol=new CSymbolFXMinor(name); break; // Minor Forex symbol case SYMBOL_STATUS_FX_EXOTIC : symbol=new CSymbolFXExotic(name); break; // Exotic Forex symbol case SYMBOL_STATUS_FX_RUB : symbol=new CSymbolFXRub(name); break; // Forex symbol/RUR case SYMBOL_STATUS_METAL : symbol=new CSymbolMetall(name); break; // Metal case SYMBOL_STATUS_INDEX : symbol=new CSymbolIndex(name); break; // Index case SYMBOL_STATUS_INDICATIVE : symbol=new CSymbolIndicative(name); break; // Indicative case SYMBOL_STATUS_CRYPTO : symbol=new CSymbolCrypto(name); break; // Cryptocurrency symbol case SYMBOL_STATUS_COMMODITY : symbol=new CSymbolCommodity(name); break; // Commodity case SYMBOL_STATUS_EXCHANGE : symbol=new CSymbolExchange(name); break; // Exchange symbol case SYMBOL_STATUS_FUTURES : symbol=new CSymbolFutures(name); break; // Futures case SYMBOL_STATUS_CFD : symbol=new CSymbolCFD(name); break; // CFD case SYMBOL_STATUS_STOCKS : symbol=new CSymbolStocks(name); break; // Stock case SYMBOL_STATUS_BONDS : symbol=new CSymbolBonds(name); break; // Bond case SYMBOL_STATUS_OPTION : symbol=new CSymbolOption(name); break; // Option case SYMBOL_STATUS_COLLATERAL : symbol=new CSymbolCollateral(name); break; // Non-tradable asset case SYMBOL_STATUS_CUSTOM : symbol=new CSymbolCustom(name); break; // Custom symbol default : symbol=new CSymbolCommon(name); break; // The rest } if(symbol==NULL) { ::Print(DFUN,TextByLanguage("Не удалось создать объект-символ ","Failed to create symbol object "),name); return false; } if(!this.m_list_all_symbols.Add(symbol)) { string t1=TextByLanguage("Не удалось добавить символ ","Failed to add "); string t2=TextByLanguage(" в список"," symbol to the list"); ::Print(DFUN,t1,name,t2); delete symbol; return false; } return true; } //+------------------------------------------------------------------+
The method passes the symbol status and name.
If such a symbol is already present in the symbol collection list,
return true
"silently" — there is no error, but there is no need to add a symbol since one already exists.
Next, check
if a symbol exists on the server by its name. If there is no such symbol, display the symbol absence message, assign
the "unknown symbol" value to the error code and return false.
If the symbol exists, create a new symbol object
depending on the status passed to the method. To create a symbol
object, use descendant classes of the abstract symbol that correspond to the passed status.
In case of an object creation error, display the appropriate
message and
return false.
If a new symbol object is created successfully,
add it to the symbol collection list and return
true in case of successful
adding, or display an error message and
return false
if unsuccessful.
Implementing the method returning the symbol presence flag in the collection list:
//+------------------------------------------------------------------+ //| Return the symbol object presence flag | //| by its name in the list of all symbols | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPresentSymbolInList(const string symbol_name) { CArrayObj *list=dynamic_cast<CListObj*>(&this.m_list_all_symbols); list.Sort(SORT_BY_SYMBOL_NAME); list=CSelect::BySymbolProperty(list,SYMBOL_PROP_NAME,symbol_name,EQUAL); return(list==NULL || list.Total()==0 ? false : true); } //+------------------------------------------------------------------+
The name of a necessary symbol is passed to the method, then the list is sorted by a symbol name and a passed name. If the list is not empty, the symbol with such a name has been found — return true. Otherwise, return false — no symbol is present in the list.
Implementing the method setting the list of collection symbols:
//+------------------------------------------------------------------+ //| Set the list of used symbols | //+------------------------------------------------------------------+ bool CSymbolsCollection::SetUsedSymbol(const string &symbol_used_array[]) { this.m_mode_list=this.TypeSymbolsList(symbol_used_array); this.m_list_all_symbols.Clear(); this.m_list_all_symbols.Sort(SORT_BY_SYMBOL_NAME); //--- Use only the current symbol if(this.m_mode_list==SYMBOLS_MODE_CURRENT) { string name=::Symbol(); ENUM_SYMBOL_STATUS status=this.SymbolStatus(name); return this.CreateNewSymbol(status,name); } else { bool res=true; //--- Use the pre-defined symbol list if(this.m_mode_list==SYMBOLS_MODE_DEFINES) { int total=::ArraySize(symbol_used_array); for(int i=0;i<total;i++) { string name=symbol_used_array[i]; ENUM_SYMBOL_STATUS status=this.SymbolStatus(name); bool add=this.CreateNewSymbol(status,name); res &=add; if(!add) continue; } return res; } //--- Use the full list of the server symbols else if(this.m_mode_list==SYMBOLS_MODE_ALL) { int total=::SymbolsTotal(false); for(int i=0;i<total;i++) { string name=::SymbolName(i,false); ENUM_SYMBOL_STATUS status=this.SymbolStatus(name); bool add=this.CreateNewSymbol(status,name); res &=add; if(!add) continue; } return res; } //--- Use the symbol list from the Market Watch window else if(this.m_mode_list==SYMBOLS_MODE_MARKET_WATCH) { int total=::SymbolsTotal(true); for(int i=0;i<total;i++) { string name=::SymbolName(i,true); ENUM_SYMBOL_STATUS status=this.SymbolStatus(name); bool add=this.CreateNewSymbol(status,name); res &=add; if(!add) continue; } return res; } } return false; } //+------------------------------------------------------------------+
The method creates the symbol collection list depending on the content of the symbol
array passed to it. First, define the method of working with a symbol list
(one symbol/custom set of symbols/market watch/full list), then the list
is cleared and sorted by name.
If only
the current symbol is used,
- define the symbol status by its name and
- return the result of creating a new symbol object and adding it to the symbol collection list.
If a pre-defined symbol list is used,
- get a symbol name from the array in a loop by a symbol name array passed to the method
- define the symbol status by its name
- add the result of creating and adding a symbol object to the symbol collection list to the returned variable
- if failed to create a symbol or add it to the list, move to the next one
- upon completion of the loop, return the status of the variable the results of
the collection symbols creation were written to
The remaining two modes are handled similar to the mode of working with a pre-defined list. However, instead of the array passed to the method, the symbols are taken either from the market watch, or from the full list of symbols on the server.
Implementing the method returning the mode of working with symbol lists:
//+------------------------------------------------------------------+ //|Return the type of a used symbol list (Market watch/Server) | //+------------------------------------------------------------------+ ENUM_SYMBOLS_MODE CSymbolsCollection::TypeSymbolsList(const string &symbol_used_array[]) { int total=::ArraySize(symbol_used_array); if(total<1) return SYMBOLS_MODE_CURRENT; string type=::StringSubstr(symbol_used_array[0],13); return ( type=="MARKET_WATCH" ? SYMBOLS_MODE_MARKET_WATCH : type=="ALL" ? SYMBOLS_MODE_ALL : (total==1 && symbol_used_array[0]==::Symbol() ? SYMBOLS_MODE_CURRENT : SYMBOLS_MODE_DEFINES) ); } //+------------------------------------------------------------------+
The method receives the array with symbol names or with a
description of modes of working with lists.
If an empty array is passed, return the operation mode only with the current
symbol.
Next, receive the array contents from its zero cell and,
- if starting from the index 13 of the sub-string, there is the "MARKET_WATCH" entry, return the mode of working with the Market Watch window.
- If there is the "ALL" string there, return the mode of working with the full list of symbols.
- Otherwise,
- if the array contains a single entry containing
the current symbol name, return the mode of working with the current symbol only.
- in the last of the possible options, return the operation mode
with a pre-defined list.
Implementing the method returning a symbol affiliation with a group by its name:
//+------------------------------------------------------------------+ //| Define a symbol affiliation with a group by name and return it | //+------------------------------------------------------------------+ ENUM_SYMBOL_STATUS CSymbolsCollection::SymbolStatus(const string symbol_name) const { ENUM_SYMBOL_STATUS status=this.StatusByCustomPredefined(symbol_name); return(status==SYMBOL_STATUS_COMMON ? this.StatusByCalcMode(symbol_name) : status); } //+------------------------------------------------------------------+
A symbol name is passed to the method. Next, its
affiliation with specified custom groups is checked. If the "general
group" status is returned, search for a group by the "margin calculation
mode" symbol property. As a result, return the obtained status.
By the way, it may be equated to one of the groups according to the profit and margin calculation mode, or it may remain in the general group of
symbols.
As a result, the symbol has a custom group status. If it is not present in the custom groups, a group by a
margin calculation method may be assigned to it. If failed to define it within that group, it remains in the general group.
Implementing the methods returning the flag of the symbol affiliation with certain custom groups:
//+------------------------------------------------------------------+ //| Return a symbol affiliation with majors | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedFXMajor(const string name) const { int total=::ArraySize(DataSymbolsFXMajors); for(int i=0;i<total;i++) if(name==DataSymbolsFXMajors[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with minors | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedFXMinor(const string name) const { int total=::ArraySize(DataSymbolsFXMinors); for(int i=0;i<total;i++) if(name==DataSymbolsFXMinors[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with exotic symbols | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedFXExotic(const string name) const { int total=::ArraySize(DataSymbolsFXExotics); for(int i=0;i<total;i++) if(name==DataSymbolsFXExotics[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with RUB symbols | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedFXRUB(const string name) const { int total=::ArraySize(DataSymbolsFXRub); for(int i=0;i<total;i++) if(name==DataSymbolsFXRub[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with indicative symbols | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedIndicative(const string name) const { int total=::ArraySize(DataSymbolsFXIndicatives); for(int i=0;i<total;i++) if(name==DataSymbolsFXIndicatives[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with metals | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedMetall(const string name) const { int total=::ArraySize(DataSymbolsMetalls); for(int i=0;i<total;i++) if(name==DataSymbolsMetalls[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with commodities | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedCommodity(const string name) const { int total=::ArraySize(DataSymbolsCommodities); for(int i=0;i<total;i++) if(name==DataSymbolsCommodities[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with indices | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedIndex(const string name) const { int total=::ArraySize(DataSymbolsIndexes); for(int i=0;i<total;i++) if(name==DataSymbolsIndexes[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with a cryptocurrency | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedCrypto(const string name) const { int total=::ArraySize(DataSymbolsCrypto); for(int i=0;i<total;i++) if(name==DataSymbolsCrypto[i]) return true; return false; } //+------------------------------------------------------------------+ //| Return a symbol affiliation with options | //+------------------------------------------------------------------+ bool CSymbolsCollection::IsPredefinedOption(const string name) const { int total=::ArraySize(DataSymbolsOptions); for(int i=0;i<total;i++) if(name==DataSymbolsOptions[i]) return true; return false; } //+------------------------------------------------------------------+
Depending on a method name (of a checked custom group), the search for a symbol whose name has been passed to the method is performed in the custom array
corresponding to its group.
If such a symbol is found in the array, true
is returned. Otherwise — false.
The method returning a symbol status by its presence in the custom groups:
//+------------------------------------------------------------------+ //| Return a category by custom criteria | //+------------------------------------------------------------------+ ENUM_SYMBOL_STATUS CSymbolsCollection::StatusByCustomPredefined(const string symbol_name) const { return ( this.IsPredefinedFXMajor(symbol_name) ? SYMBOL_STATUS_FX_MAJOR : this.IsPredefinedFXMinor(symbol_name) ? SYMBOL_STATUS_FX_MINOR : this.IsPredefinedFXExotic(symbol_name) ? SYMBOL_STATUS_FX_EXOTIC : this.IsPredefinedFXRUB(symbol_name) ? SYMBOL_STATUS_FX_RUB : this.IsPredefinedOption(symbol_name) ? SYMBOL_STATUS_OPTION : this.IsPredefinedCommodity(symbol_name) ? SYMBOL_STATUS_COMMODITY : this.IsPredefinedCrypto(symbol_name) ? SYMBOL_STATUS_CRYPTO : this.IsPredefinedMetall(symbol_name) ? SYMBOL_STATUS_METAL : this.IsPredefinedIndex(symbol_name) ? SYMBOL_STATUS_INDEX : this.IsPredefinedIndicative(symbol_name) ? SYMBOL_STATUS_INDICATIVE : SYMBOL_STATUS_COMMON ); } //+------------------------------------------------------------------+
A symbol name is passed to the method and its
presence in each of the custom groups is checked one by one using the above methods. As soon as a symbol appears in any of the groups, a
status corresponding to the group where it has been found is returned.
If the symbol is not found in any of the groups, the "general symbol group" status is
returned.
The method returning a symbol affiliation with a group by the margin calculation method:
//+------------------------------------------------------------------+ //|Return affiliation with a margin calculation category | //+------------------------------------------------------------------+ ENUM_SYMBOL_STATUS CSymbolsCollection::StatusByCalcMode(const string symbol_name) const { ENUM_SYMBOL_CALC_MODE calc_mode=(ENUM_SYMBOL_CALC_MODE)::SymbolInfoInteger(symbol_name,SYMBOL_TRADE_CALC_MODE); return ( calc_mode==SYMBOL_CALC_MODE_EXCH_OPTIONS_MARGIN ? SYMBOL_STATUS_OPTION : calc_mode==SYMBOL_CALC_MODE_SERV_COLLATERAL ? SYMBOL_STATUS_COLLATERAL : calc_mode==SYMBOL_CALC_MODE_FUTURES ? SYMBOL_STATUS_FUTURES : calc_mode==SYMBOL_CALC_MODE_CFD || calc_mode==SYMBOL_CALC_MODE_CFDINDEX || calc_mode==SYMBOL_CALC_MODE_CFDLEVERAGE ? SYMBOL_STATUS_CFD : calc_mode==SYMBOL_CALC_MODE_FOREX || calc_mode==SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE ? SYMBOL_STATUS_FX : calc_mode==SYMBOL_CALC_MODE_EXCH_STOCKS || calc_mode==SYMBOL_CALC_MODE_EXCH_STOCKS_MOEX ? SYMBOL_STATUS_STOCKS : calc_mode==SYMBOL_CALC_MODE_EXCH_BONDS || calc_mode==SYMBOL_CALC_MODE_EXCH_BONDS_MOEX ? SYMBOL_STATUS_BONDS : calc_mode==SYMBOL_CALC_MODE_EXCH_FUTURES || calc_mode==SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS ? SYMBOL_STATUS_FUTURES : SYMBOL_STATUS_COMMON ); } //+------------------------------------------------------------------+
The method receives a symbol name, next we receive
the margin calculation method for the symbol and return the symbol status
depending on an obtained value. If none of the calculation methods has
been identified, return the "general symbol group" status.
The method looking for a symbol on the server and returning the flag of its presence:
//+---------------------------------------------------------------------------------+ //| Search for a symbol and return the flag indicating its presence on the server | //+---------------------------------------------------------------------------------+ bool CSymbolsCollection::Exist(const string name) const { int total=::SymbolsTotal(false); for(int i=0;i<total;i++) if(::SymbolName(i,false)==name) return true; return false; } //+------------------------------------------------------------------+
Symbol collection class is ready. Now we need to launch it. As usual, launching and handling are performed in the CEngine class. Let's make the necessary changes to it.
Include the symbol collection class file to the CEngine class file and declare a symbol collection object, as well as the necessary methods:
//+------------------------------------------------------------------+ //| Engine.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Services\TimerCounter.mqh" #include "Collections\HistoryCollection.mqh" #include "Collections\MarketCollection.mqh" #include "Collections\EventsCollection.mqh" #include "Collections\AccountsCollection.mqh" #include "Collections\SymbolsCollection.mqh" //+------------------------------------------------------------------+ //| Library basis class | //+------------------------------------------------------------------+ class CEngine : public CObject { private: CHistoryCollection m_history; // Collection of historical orders and deals CMarketCollection m_market; // Collection of market orders and deals CEventsCollection m_events; // Event collection CAccountsCollection m_accounts; // Account collection CSymbolsCollection m_symbols; // Symbol collection CArrayObj m_list_counters; // List of timer counters int m_global_error; // Global error code bool m_first_start; // First launch flag bool m_is_hedge; // Hedge account flag bool m_is_tester; // Flag of working in the tester bool m_is_market_trade_event; // Account trading event flag bool m_is_history_trade_event; // Account history trading event flag bool m_is_account_event; // Account change event flag ENUM_TRADE_EVENT m_last_trade_event; // Last account trading event ENUM_ACCOUNT_EVENT m_last_account_event; // Last event in the account properties //--- Return the counter index by id int CounterIndex(const int id) const; //--- Return the (1) first launch flag, (2) presence of the flag in the trading event bool IsFirstStart(void); //--- Work with (1) order, deal and position, (2) account events void TradeEventsControl(void); void AccountEventsControl(void); //--- (1) Working with a symbol collection and (2) symbol list events in the market watch window void SymbolEventsControl(void); void MarketWatchEventsControl(void); //--- Return the last (1) market pending order, (2) market order, (3) last position, (4) position by ticket COrder *GetLastMarketPending(void); COrder *GetLastMarketOrder(void); COrder *GetLastPosition(void); COrder *GetPosition(const ulong ticket); //--- Return the last (1) removed pending order, (2) historical market order, (3) historical order (market or pending one) by its ticket COrder *GetLastHistoryPending(void); COrder *GetLastHistoryOrder(void); COrder *GetHistoryOrder(const ulong ticket); //--- Return the (1) first and the (2) last historical market orders from the list of all position orders, (3) the last deal COrder *GetFirstOrderPosition(const ulong position_id); COrder *GetLastOrderPosition(const ulong position_id); COrder *GetLastDeal(void); public: //--- Return the list of market (1) positions, (2) pending orders and (3) market orders CArrayObj *GetListMarketPosition(void); CArrayObj *GetListMarketPendings(void); CArrayObj *GetListMarketOrders(void); //--- Return the list of historical (1) orders, (2) removed pending orders, (3) deals, (4) all position market orders by its id CArrayObj *GetListHistoryOrders(void); CArrayObj *GetListHistoryPendings(void); CArrayObj *GetListDeals(void); CArrayObj *GetListAllOrdersByPosID(const ulong position_id); //--- Return the list of (1) accounts, (2) account events, (3) account change event by its index in the list //--- (4) the current account, (5) event description CArrayObj *GetListAllAccounts(void) { return this.m_accounts.GetList(); } CArrayInt *GetListAccountEvents(void) { return this.m_accounts.GetListChanges(); } ENUM_ACCOUNT_EVENT GetAccountEventByIndex(const int index) { return this.m_accounts.GetEvent(index); } CAccount *GetAccountCurrent(void); string GetAccountEventDescription(ENUM_ACCOUNT_EVENT event); //--- Return the list of used symbols CArrayObj *GetListAllUsedSymbols(void) { return this.m_symbols.GetList(); } //--- Return the list of order, deal and position events CArrayObj *GetListAllOrdersEvents(void) { return this.m_events.GetList(); } //--- Reset the last trading event void ResetLastTradeEvent(void) { this.m_events.ResetLastTradeEvent(); } //--- Return the (1) last trading event, (2) the last event in the account properties, (3) hedging account flag, (4) flag of working in the tester ENUM_TRADE_EVENT LastTradeEvent(void) const { return this.m_last_trade_event; } ENUM_ACCOUNT_EVENT LastAccountEvent(void) const { return this.m_last_account_event; } bool IsHedge(void) const { return this.m_is_hedge; } bool IsTester(void) const { return this.m_is_tester; } bool IsAccountsEvent(void) const { return this.m_accounts.IsAccountEvent(); } //--- Return an account event code int GetAccountEventsCode(void) const { return this.m_accounts.GetEventCode(); } //--- Return CEngine global error code int GetError(void) const { return this.m_global_error; } //--- Create the timer counter void CreateCounter(const int id,const ulong frequency,const ulong pause); //--- Timer void OnTimer(void); //--- Set the list of used symbols bool SetUsedSymbols(const string &array_symbols[]) { return this.m_symbols.SetUsedSymbol(array_symbols); } //--- Constructor/destructor CEngine(); ~CEngine(); }; //+------------------------------------------------------------------+
The SymbolEventsControl() method is used to update quote data of
all collection symbols, while the
MarketWatchEventsControl() method is used to update the remaining
data of all collection symbols and track events in the Market Watch window (to be considered in the next article's symbol collection events
class).
The GetListAllUsedSymbols() method returns the full list of the
symbol collection using the GetList() method of the CSymbolsCollection class to the calling program.
The SetUsedSymbols() method calls the same-name
SetUsedSymbol() method of the CSymbolsCollection class, which in turn fills the collection list with symbol objects of all symbols used in
the program.
Let's consider the structure of these methods.
In the class constructor, create the counters of the first
and second symbol collection timers. In the first timer, we
will update quote data of all collection symbols, while in the second one, we will update the remaining symbol data and manage Market Watch
window events.
//+------------------------------------------------------------------+ //| CEngine constructor | //+------------------------------------------------------------------+ CEngine::CEngine() : m_first_start(true),m_last_trade_event(TRADE_EVENT_NO_EVENT),m_last_account_event(ACCOUNT_EVENT_NO_EVENT),m_global_error(ERR_SUCCESS) { this.m_is_hedge=#ifdef __MQL4__ true #else bool(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) #endif; this.m_is_tester=::MQLInfoInteger(MQL_TESTER); this.m_list_counters.Sort(); this.m_list_counters.Clear(); this.CreateCounter(COLLECTION_ORD_COUNTER_ID,COLLECTION_ORD_COUNTER_STEP,COLLECTION_ORD_PAUSE); this.CreateCounter(COLLECTION_ACC_COUNTER_ID,COLLECTION_ACC_COUNTER_STEP,COLLECTION_ACC_PAUSE); this.CreateCounter(COLLECTION_SYM_COUNTER_ID1,COLLECTION_SYM_COUNTER_STEP1,COLLECTION_SYM_PAUSE1); this.CreateCounter(COLLECTION_SYM_COUNTER_ID2,COLLECTION_SYM_COUNTER_STEP2,COLLECTION_SYM_PAUSE2); ::ResetLastError(); #ifdef __MQL5__ if(!::EventSetMillisecondTimer(TIMER_FREQUENCY)) { ::Print(DFUN_ERR_LINE,"Не удалось создать таймер. Ошибка: ","Could not create timer. Error: ",(string)::GetLastError()); this.m_global_error=::GetLastError(); } //---__MQL4__ #else if(!this.IsTester() && !::EventSetMillisecondTimer(TIMER_FREQUENCY)) { ::Print(DFUN_ERR_LINE,"Не удалось создать таймер. Ошибка: ","Could not create timer. Error: ",(string)::GetLastError()); this.m_global_error=::GetLastError(); } #endif } //+------------------------------------------------------------------+
Add strings for working with two symbol collection timers to the class OnTimer() handler:
//+------------------------------------------------------------------+ //| CEngine timer | //+------------------------------------------------------------------+ void CEngine::OnTimer(void) { //--- Timer of the collections of historical orders and deals, as well as of market orders and positions int index=this.CounterIndex(COLLECTION_ORD_COUNTER_ID); if(index>WRONG_VALUE) { CTimerCounter* counter=this.m_list_counters.At(index); if(counter!=NULL) { //--- If this is not a tester if(!this.IsTester()) { //--- If unpaused, work with the order, deal and position collections events if(counter.IsTimeDone()) this.TradeEventsControl(); } //--- If this is a tester, work with collection events by tick else this.TradeEventsControl(); } } //--- Account collection timer index=this.CounterIndex(COLLECTION_ACC_COUNTER_ID); if(index>WRONG_VALUE) { CTimerCounter* counter=this.m_list_counters.At(index); if(counter!=NULL) { //--- If this is not a tester if(!this.IsTester()) { //--- If unpaused, work with the account collection events if(counter.IsTimeDone()) this.AccountEventsControl(); } //--- If this is a tester, work with collection events by tick else this.AccountEventsControl(); } } //--- Timer 1 of the symbol collection (updating symbol quote data in the collection) index=this.CounterIndex(COLLECTION_SYM_COUNTER_ID1); if(index>WRONG_VALUE) { CTimerCounter* counter=this.m_list_counters.At(index); if(counter!=NULL) { //--- If this is not a tester if(!this.IsTester()) { //--- If the pause is over, update quote data of all symbols in the collection if(counter.IsTimeDone()) this.SymbolEventsControl(); } //--- In case of a tester, update quote data of all collection symbols by tick else this.SymbolEventsControl(); } } //--- Timer 2 of the symbol collection (updating all data of all symbols in the collection and track symbol search events in the market watch window) index=this.CounterIndex(COLLECTION_SYM_COUNTER_ID2); if(index>WRONG_VALUE) { CTimerCounter* counter=this.m_list_counters.At(index); if(counter!=NULL) { //--- If this is not a tester if(!this.IsTester()) { //--- If the pause is over if(counter.IsTimeDone()) { //--- update data of all symbols in the collection this.m_symbols.Refresh(); //--- When workign with the market watch list, check the market watch window events if(this.m_symbols.ModeSymbolsList()==SYMBOLS_MODE_MARKET_WATCH) this.MarketWatchEventsControl(); } } //--- In case of a tester, update data of all collection symbols by tick else this.m_symbols.Refresh(); } } } //+------------------------------------------------------------------+
The entire logic is provided in the code comments. There is no point in dwelling on it here.
In the current implementation, the method working with a symbol collection simply updates
quote data of all collection symbols using the RefreshRates method of the CSymbolsCollection class:
//+------------------------------------------------------------------+ //| Working with a symbol collection | //+------------------------------------------------------------------+ void CEngine::SymbolEventsControl(void) { this.m_symbols.RefreshRates(); } //+------------------------------------------------------------------+
In the current implementation, the method of working with the Market Watch window events only checks
that it has been called from the tester and exits if it works in the tester (there is no point in tracking market watch window events in
the tester):
//+------------------------------------------------------------------+ //| Working with symbol list events in the market watch window | //+------------------------------------------------------------------+ void CEngine::MarketWatchEventsControl(void) { if(this.IsTester()) return; //--- Tracking Market Watch window events //--- } //+------------------------------------------------------------------+
We will do all the work related to symbol collection events in the next article.
These are all the necessary changes to the CEngine class.
Since we need to pass the required mode of working with symbols to the symbol collection class, we need the function defining the operation mode and correctly fill in the symbol array to be passed to the main object of the CEngine library.
Open the DELib.mqh service functions file from \MQL5\Include\DoEasy\Services\ and add the necessary function to it:
//+------------------------------------------------------------------+ //| Prepare the symbol array for a symbol collection | //+------------------------------------------------------------------+ bool CreateUsedSymbolsArray(const ENUM_SYMBOLS_MODE mode_used_symbols,string defined_used_symbols,string &used_symbols_array[]) { //--- When working with the current symbol if(mode_used_symbols==SYMBOLS_MODE_CURRENT) { //--- Write the name of the current symbol to the only array cell ArrayResize(used_symbols_array,1); used_symbols_array[0]=Symbol(); return true; } //--- If working with a predefined symbol set (from the defined_used_symbols string) else if(mode_used_symbols==SYMBOLS_MODE_DEFINES) { //--- Set a comma as a separator string separator=","; //--- Replace erroneous separators with correct ones if(StringFind(defined_used_symbols,";")>WRONG_VALUE) StringReplace(defined_used_symbols,";",separator); if(StringFind(defined_used_symbols,":")>WRONG_VALUE) StringReplace(defined_used_symbols,":",separator); if(StringFind(defined_used_symbols,"|")>WRONG_VALUE) StringReplace(defined_used_symbols,"|",separator); if(StringFind(defined_used_symbols,"/")>WRONG_VALUE) StringReplace(defined_used_symbols,"/",separator); if(StringFind(defined_used_symbols,"\\")>WRONG_VALUE) StringReplace(defined_used_symbols,"\\",separator); if(StringFind(defined_used_symbols,"'")>WRONG_VALUE) StringReplace(defined_used_symbols,"'",separator); if(StringFind(defined_used_symbols,"-")>WRONG_VALUE) StringReplace(defined_used_symbols,"-",separator); if(StringFind(defined_used_symbols,"`")>WRONG_VALUE) StringReplace(defined_used_symbols,"`",separator); //--- Delete as long as there are spaces while(StringFind(defined_used_symbols," ")>WRONG_VALUE && !IsStopped()) StringReplace(defined_used_symbols," ",""); //--- As soon as there are double separators (after removing spaces between them), replace them with a separator while(StringFind(defined_used_symbols,separator+separator)>WRONG_VALUE && !IsStopped()) StringReplace(defined_used_symbols,separator+separator,separator); //--- If a single separator remains before the first symbol in the string, replace it with a space if(StringFind(defined_used_symbols,separator)==0) StringSetCharacter(defined_used_symbols,0,32); //--- If a single separator remains after the last symbol in the string, replace it with a space if(StringFind(defined_used_symbols,separator)==StringLen(defined_used_symbols)-1) StringSetCharacter(defined_used_symbols,StringLen(defined_used_symbols)-1,32); //--- Remove all redundant things to the left and right #ifdef __MQL5__ StringTrimLeft(defined_used_symbols); StringTrimRight(defined_used_symbols); //--- __MQL4__ #else defined_used_symbols=StringTrimLeft(defined_used_symbols); defined_used_symbols=StringTrimRight(defined_used_symbols); #endif //--- Prepare the array ArrayResize(used_symbols_array,0); ResetLastError(); //--- divide the string by separators (comma) and add all found substrings to the array int n=StringSplit(defined_used_symbols,StringGetCharacter(separator,0),used_symbols_array); //--- if nothing is found, display the appropriate message (working with the current symbol is selected automatically) if(n<1) { string err= (n==0 ? DFUN_ERR_LINE+TextByLanguage("Ошибка. Строка предопределённых символов пустая, будет использоваться ","Error. String of predefined symbols empty, symbol will be used: ")+Symbol() : DFUN_ERR_LINE+TextByLanguage("Не удалось подготовить массив используемых символов. Ошибка ","Failed to create array of used characters. Error ")+(string)GetLastError() ); Print(err); return false; } } //--- If working with the Market Watch window or the full list else { //--- Add the (mode_used_symbols) working mode to the only array cell ArrayResize(used_symbols_array,1); used_symbols_array[0]=EnumToString(mode_used_symbols); } return true; } //+------------------------------------------------------------------+
The method receives the mode of working with the symbol collection,
which is either to be set in the program settings, or strictly defined (if no mode selection is required),
the comma-separated list of symbols you want to work with (or an
empty string) and the
array the symbol list is to be added to or the working mode
(for working with the market watch and the full list of server symbols), which is to be sent to the CEngine class for setting the library mode of
working with symbols.
All actions of the function directed at the list and the array are described in details directly in the listing. There is no point in
considering them separately.
This concludes the development of the symbol collection class. All is ready for testing.
Symbol collection test
To test the collection, we will use the EA from the previous article and save it in \MQL5\Experts\TestDoEasy\ under the name Part15\TestDoEasyPart15_1.mq5.
In the inputs, add selecting the mode of working with the symbol collection of the library and a string variable storing the list of custom symbols you should work with in case this mode is selected in the settings:
//--- input variables input ulong InpMagic = 123; // Magic number input double InpLots = 0.1; // Lots input uint InpStopLoss = 50; // StopLoss in points input uint InpTakeProfit = 50; // TakeProfit in points input uint InpDistance = 50; // Pending orders distance (points) input uint InpDistanceSL = 50; // StopLimit orders distance (points) input uint InpSlippage = 0; // Slippage in points input double InpWithdrawal = 10; // Withdrawal funds (in tester) input uint InpButtShiftX = 40; // Buttons X shift input uint InpButtShiftY = 10; // Buttons Y shift input uint InpTrailingStop = 50; // Trailing Stop (points) input uint InpTrailingStep = 20; // Trailing Step (points) input uint InpTrailingStart = 0; // Trailing Start (points) input uint InpStopLossModify = 20; // StopLoss for modification (points) input uint InpTakeProfitModify = 60; // TakeProfit for modification (points) input ENUM_SYMBOLS_MODE InpModeUsedSymbols = SYMBOLS_MODE_CURRENT; // Mode of used symbols list input string InpUsedSymbols = "EURUSD,AUDUSD,EURAUD,EURCAD,EURGBP,EURJPY,EURUSD,GBPUSD,NZDUSD,USDCAD,USDJPY"; // List of used symbols (comma - separator) //--- global variables
In the list of global variables, add the variable for storing a custom
symbol list and a string array for passing the list of symbols to the library:
//--- global variables CEngine engine; #ifdef __MQL5__ CTrade trade; #endif SDataButt butt_data[TOTAL_BUTT]; string prefix; double lot; double withdrawal=(InpWithdrawal<0.1 ? 0.1 : InpWithdrawal); ulong magic_number; uint stoploss; uint takeprofit; uint distance_pending; uint distance_stoplimit; uint slippage; bool trailing_on; double trailing_stop; double trailing_step; uint trailing_start; uint stoploss_to_modify; uint takeprofit_to_modify; string used_symbols; string array_used_symbols[]; //+------------------------------------------------------------------+
In the EA's OnInit() handler, assign the custom list to the variable for
storing it, fill in the array of used symbols and send
it to the library:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Calling the function displays the list of enumeration constants in the journal //--- (the list is set in the strings 22 and 25 of the DELib.mqh file) for checking the constants validity //EnumNumbersTest(); //--- Set EA global variables prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_"; for(int i=0;i<TOTAL_BUTT;i++) { butt_data[i].name=prefix+EnumToString((ENUM_BUTTONS)i); butt_data[i].text=EnumToButtText((ENUM_BUTTONS)i); } lot=NormalizeLot(Symbol(),fmax(InpLots,MinimumLots(Symbol())*2.0)); magic_number=InpMagic; stoploss=InpStopLoss; takeprofit=InpTakeProfit; distance_pending=InpDistance; distance_stoplimit=InpDistanceSL; slippage=InpSlippage; trailing_stop=InpTrailingStop*Point(); trailing_step=InpTrailingStep*Point(); trailing_start=InpTrailingStart; stoploss_to_modify=InpStopLossModify; takeprofit_to_modify=InpTakeProfitModify; //--- Fill in the array of used symbols used_symbols=InpUsedSymbols; CreateUsedSymbolsArray(InpModeUsedSymbols,used_symbols,array_used_symbols); //--- Set the type of the used symbol list in the symbol collection engine.SetUsedSymbols(array_used_symbols); //--- Check and remove remaining EA graphical objects
The SetUsedSymbols() function considered above creates the symbol array to be sent to the symbol collection class. Depending on the selected mode, the array features either the current symbol, or the custom symbol list, or a string description of the mode of working with the Market Watch window or with a complete symbol list on the server.
At the very end of the OnInit() handler, add the code for the fast check of the symbol lists created by the symbol collection class:
//--- Set CTrade trading class parameters #ifdef __MQL5__ trade.SetDeviationInPoints(slippage); trade.SetExpertMagicNumber(magic_number); trade.SetTypeFillingBySymbol(Symbol()); trade.SetMarginMode(); trade.LogLevel(LOG_LEVEL_NO); #endif //--- Fast check of the symbol object collection CArrayObj *list=engine.GetListAllUsedSymbols(); CSymbol *symbol=NULL; if(list!=NULL) { int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; symbol.Refresh(); symbol.RefreshRates(); symbol.PrintShort(); if(InpModeUsedSymbols<SYMBOLS_MODE_MARKET_WATCH) symbol.Print(); } } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
Here we obtain the complete list of all collection symbols. In the loop by the obtained list, get the next symbol from it, update all the data and print out the description of the symbol in the journal. At first, the brief one is displayed. Then, if the "Working with the market watch window" or "Working with the full list of symbols on the server" mode is not selected, display the full description of the symbol properties in the journal.
Launch the EA in the terminal window and select the "Working with symbols from the Market Watch window" mode in the settings. As a result, the list with brief descriptions of all collection symbols created by the symbol collection class is displayed in the journal:
2019.06.27 10:01:52.756 Stock ALNU 2019.06.27 10:01:52.756 Stock SU25075RMFS1 2019.06.27 10:01:52.756 Bond SU46022RMFS8 2019.06.27 10:01:52.756 Bond SU26214RMFS5 2019.06.27 10:01:52.756 Stock AESL 2019.06.27 10:01:52.756 Stock 123456.bin 2019.06.27 10:01:52.756 Stock ARMD 2019.06.27 10:01:52.757 Bond SU46018RMFS6 2019.06.27 10:01:52.757 Stock GAZP 2019.06.27 10:01:52.757 Metal XAUUSD 2019.06.27 10:01:52.757 Stock EURRUB_TOD 2019.06.27 10:01:52.757 Stock GBPRUB_TOM 2019.06.27 10:01:52.757 Futures Si-9.19 2019.06.27 10:01:52.757 Futures RTS-3.20 2019.06.27 10:01:52.758 Minor Forex symbol USDNOK 2019.06.27 10:01:52.758 Major Forex symbol USDJPY 2019.06.27 10:01:52.758 Major Forex symbol EURUSD 2019.06.27 10:01:52.758 Minor Forex symbol USDCZK 2019.06.27 10:01:52.758 Major Forex symbol USDCAD 2019.06.27 10:01:52.758 Minor Forex symbol USDZAR 2019.06.27 10:01:52.758 Minor Forex symbol USDSEK 2019.06.27 10:01:52.758 Major Forex symbol AUDUSD 2019.06.27 10:01:52.758 Minor Forex symbol USDDKK 2019.06.27 10:01:52.758 Major Forex symbol NZDUSD 2019.06.27 10:01:52.759 Minor Forex symbol USDPLN 2019.06.27 10:01:52.759 Major Forex symbol GBPUSD 2019.06.27 10:01:52.759 Forex symbol USDRUR 2019.06.27 10:01:52.759 Exotic Forex symbol USDMXN 2019.06.27 10:01:52.759 Forex symbol USDHUF 2019.06.27 10:01:52.759 Minor Forex symbol USDTRY 2019.06.27 10:01:52.759 Minor Forex symbol USDHKD 2019.06.27 10:01:52.760 Major Forex symbol USDCHF 2019.06.27 10:01:52.760 Minor Forex symbol USDSGD
Now let's check the search for specified values in the symbol collection.
Re-name the EA and save it in
\MQL5\Experts\TestDoEasy\ under the name
Part15\TestDoEasyPart15_2.mq5.
Change the code of the fast check of the collection symbol list in the OnInit() handler. Move the list of symbols to the journal leaving only the update of the collection symbol data and add the strings for receiving the maximum and minimum swaps of a long and short positions, as well as the maximum and minimum spreads of the collection symbols. Enter the obtained data to the journal:
//--- Set CTrade trading class parameters #ifdef __MQL5__ trade.SetDeviationInPoints(slippage); trade.SetExpertMagicNumber(magic_number); trade.SetTypeFillingBySymbol(Symbol()); trade.SetMarginMode(); trade.LogLevel(LOG_LEVEL_NO); #endif //--- Fast check of the symbol object collection CArrayObj *list=engine.GetListAllUsedSymbols(); CSymbol *symbol=NULL; if(list!=NULL) { int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; symbol.Refresh(); symbol.RefreshRates(); } } //--- Get the minimum and maximum values //--- get the current account properties (we need the number of decimal places for the account currency) CAccount *account=engine.GetAccountCurrent(); if(account!=NULL) { int index_min=0, index_max=0, dgc=(int)account.CurrencyDigits(); //--- If working with the Market Watch window, leave only visible symbols in the list if(InpModeUsedSymbols==SYMBOLS_MODE_MARKET_WATCH) list=CSelect::BySymbolProperty(list,SYMBOL_PROP_VISIBLE,true,EQUAL); //--- min/max swap long index_min=CSelect::FindSymbolMin(list,SYMBOL_PROP_SWAP_LONG); // symbol index in the collection list with the minimum swap long index_max=CSelect::FindSymbolMax(list,SYMBOL_PROP_SWAP_LONG); // symbol index in the collection list with the maximum swap long if(index_max!=WRONG_VALUE && index_min!=WRONG_VALUE) { symbol=list.At(index_min); if(symbol!=NULL) Print("Minimum swap long for a symbol ",symbol.Name()," = ",NormalizeDouble(symbol.SwapLong(),dgc)); symbol=list.At(index_max); if(symbol!=NULL) Print("Maximum swap long for a symbol ",symbol.Name()," = ",NormalizeDouble(symbol.SwapLong(),dgc)); } //--- min/max swap short index_min=CSelect::FindSymbolMin(list,SYMBOL_PROP_SWAP_SHORT); // symbol index in the collection list with the minimum swap short index_max=CSelect::FindSymbolMax(list,SYMBOL_PROP_SWAP_SHORT); // symbol index in the collection list with the maximum swap short if(index_max!=WRONG_VALUE && index_min!=WRONG_VALUE) { symbol=list.At(index_min); if(symbol!=NULL) Print("Minimum swap short for a symbol ",symbol.Name()," = ",NormalizeDouble(symbol.SwapShort(),dgc)); symbol=list.At(index_max); if(symbol!=NULL) Print("Maximum swap short for a symbol ",symbol.Name()," = ",NormalizeDouble(symbol.SwapShort(),dgc)); } //--- min/max spread index_min=CSelect::FindSymbolMin(list,SYMBOL_PROP_SPREAD); // symbol index in the collection list with the minimum spread index_max=CSelect::FindSymbolMax(list,SYMBOL_PROP_SPREAD); // symbol index in the collection list with the maximum spread if(index_max!=WRONG_VALUE && index_min!=WRONG_VALUE) { symbol=list.At(index_min); if(symbol!=NULL) Print("Minimum symbol spread ",symbol.Name()," = ",symbol.Spread()); symbol=list.At(index_max); if(symbol!=NULL) Print("Maximum symbol spread ",symbol.Name()," = ",symbol.Spread()); } } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
Compile and launch the EA on the terminal chart. Select working with the complete list of symbols on the server in the settings. After creating the collection list of all symbols on the server (which takes some time), data on the maximum and minimum long/short swaps, as well as the maximum and minimum spreads of all the symbols in the symbol collection list is displayed in the journal:
2019.06.27 10:36:28.885 Minimum long position swap for USDZAR = -192.9 2019.06.27 10:36:28.885 Maximum long position swap for USDMXN = 432.7 2019.06.27 10:36:28.886 Minimum short position swap for XAUUSD = -17.8 2019.06.27 10:36:28.886 Maximum short position swap for USDMXN = 200.0 2019.06.27 10:36:28.886 Minimum spread for SU52001RMFS3 = 0 2019.06.27 10:36:28.886 Maximum spread for GBPRUB_TOM = 3975
What's next?
In the next article, we will develop the class of symbol collection 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 managementPart 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
Part 11. Compatibility with MQL4 - Position closure events
Part 12. Account object class and account object collection
Part 13. Account object events
Part 14. Symbol object