Library for easy and quick development of MetaTrader programs (part XXIV): Base trading class - auto correction of invalid parameters
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Contents
- Concept
- Correcting trading event definitions
- Handler of trade request parameter errors
- Testing
- What's next?
In the previous article, we added control over invalid parameters to the trading class. The validity of values passed to the trading methods is checked. If any of the parameters turns out to be invalid, the return from the trading method is performed accompanied by the error message. This behavior does not allow the EA to overload a trade server with deliberately invalid orders. On the other hand, it does not give full control over the EA behavior. Instead, we may check if invalid values can be corrected. If yes, then it would be reasonable to correct them and send the adjusted trading order to the server.
Generally, the EA should be able to act according to the circumstances while following the user-defined logic of handling errors in trading orders. Thus, we may give the following instructions to the EA when a trading order error is detected:
- Simply exit the trading method letting the user create the handler of invalid parameters of an erroneous order on their own.
- If an invalid value of a trading order can be fixed, do that right away and send it to the server,
- If a situation and an error are appropriate, repeat a trading request after a pause or simply repeat the request with the same parameters.
Handling errors in trading order parameters may lead to one of several outcomes:
- Inability to continue trading using the EA before an error source is eliminated by the user.
- Inability to send a trading order — exit from the trading method.
- Correcting invalid values and sending a fixed trading order.
- Immediate sending of a trading order with the initial parameters (here the assumption is made that trading conditions have improved).
- Waiting, updating quote data and sending a trading order with the initial parameters.
In this article, we are going to develop the trading order error handler that will check errors and their sources, as well as return the error handling method:
- disabling trading operations,
- interrupting a trading operation,
- correcting invalid parameters,
- trading request with initial parameters,
- trading request after waiting (temporary solution),
- creating a pending trading request (in subsequent articles)
Concept
Disabling trading operations is necessary when trading is disabled on the server either completely, or for EAs only making trading requests useless. In this case, the EA can only be used as an analytical assistant. To achieve this, we need to have the global flag that is to set during the first trading attempt and determining the impossibility of trading.
Interrupting a trading operation: In case of any error, exit the trading method providing the user the ability to continue trading attempts with the same parameters.
Correcting invalid parameters works as follows: when checking the trading request validity, we compile a list of all detected errors. The method of checking parameters looks through all errors from the list and returns the trading method behavior code. If an error makes further trading impossible, the method returns the code of exiting the trading method since sending a trading order will still yield no positive result. If the error can be fixed, the methods of correcting the appropriate trading order values are called and the result of the successful verification is returned. Besides, the method returns the "Wait and repeat", "Update data and repeat" and "Create a pending request" trading method behavior codes.
What does this mean?The "Wait and repeat" behavior may be necessary when the market is close to one of the order stop levels or its activation price, while we try to
change stop levels or remove an order/close a position. If the stop level activation price is within the trading operations freeze area, the
server returns the ban on changing the order values. In this case, there is only one solution — simply wait a while hoping that the price leaves
the area. After that, send a trading request to change order/position parameters or remove an order after waiting.
The "Update data and
repeat" behavior may be necessary if the prices have become outdated and we have received a requote during the processing of a trading order.
"Create a pending request" behavior. What does this mean?
If we have a close a look at the previous two handling methods, it
becomes clear that, while waiting, we simply wait in the trading method till the waiting time is over. Such a behavior is justified if we do not
have to analyze the trading environment while waiting. To free the program from the necessity to "stand" inside the trading method, we
simply create a pending trading request containing the necessary parameters and waiting time with the number of repeats.
Before we start, I want to remind you that we started making changes in the trading event definition in the previous article:
I have received several user reports on the error detected when receiving the last trading event. The test EA, that relates to the articles describing how to receive trading events, obtains data on the occurred trading event by comparing the previous event value with the current one. This would be sufficient for the purpose of testing the tracking of trading events by the library since I did not intend to use the unfinished library version in custom applications when writing articles on trading events. But it turned out that obtaining info on trading events is in high demand and it is important to know the exact last event that occurred.
The implemented method of obtaining a trading event may skip some events. For example, if you set a pending order two times in a row, the second one is not tracked in the program (the library tracks all events) since it matches the penultimate one ("placing a pending order") though the orders themselves may actually differ.
Therefore, we will fix this behavior. Today we will implement a simple flag informing the program of an event, so that we are able to view data on the event in the program. In the next article, we will complete obtaining trading events in the program by creating a full list of all events occurred simultaneously and sending it to the program. Thus, we will be able not only to find out about an occurred trading event but also view all events occurred simultaneously as it is done for account and symbol collection events.
So, let's complete the work on changing this functionality before resuming our work on the trading class.
Correcting trading event definitions
Since all our objects are actually based on the base object of all
library objects featuring the list of events and the method returning the object's occurred event flag, we add all trading events to the
base object event list, while the event flag can be obtained from the class using the IsEvent() method. Event flags are
automatically set by the class. However, we should be able to set the flag of an occurred trading event from other classes and their event
handlers.
To do this, add
the method of setting the base object event flag to the CEventBaseObj class in the BaseObj.mqh file:
//--- Set/return the occurred event flag to the object data void SetEvent(const bool flag) { this.m_is_event=flag; } bool IsEvent(void) const { return this.m_is_event; }
Now when a new event appears in the CEventsCollection trading event collection class, we need to create the event description, place it to the list of new events of the base class of all objects and set the new event flag.
Thus, descriptions of all newly occurred events are placed to the list of symbol collection's base class trading events. From that list, we can easily read the list in the program and handle each event in it.
Let's make all the necessary improvements to the EventsCollection.mqh trading events class file.
Add the definition of the two new methods to the public section of the class —
the method of receiving the base event object by its index in the list and
the
method returning the number of new events:
//--- Return (1) the last trading event on an account, (2) base event object by index and (3) number of new events ENUM_TRADE_EVENT GetLastTradeEvent(void) const { return this.m_trade_event; } CEventBaseObj *GetTradeEventByIndex(const int index) { return this.GetEvent(index,false); } int GetTradeEventsTotal(void) const { return this.m_list_events.Total(); } //--- Reset the last trading event
The method, returning the base event object by index, calls the GetEvent() base object method featuring the
required event index and the reset flag (false)
checking the index going beyond the event list in order not to correct the returned event if the index goes beyond the event list. In other words, if we
pass a non-existent index, the method returns NULL. If we passed true
to the flag value, the method would return the last event we do not need here.
The method returning the number of new events simply returns
the size of the base object list.
Since the lists of historical and market orders and positions are constantly viewed in the timer's trading event collection class, we need to clear the list of base trading events and set the sorted list flag in the Refresh() method:
//+------------------------------------------------------------------+ //| Update the event list | //+------------------------------------------------------------------+ void CEventsCollection::Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume) { //--- Exit if the lists are empty if(list_history==NULL || list_market==NULL) return; //--- this.m_is_event=false; this.m_list_events.Clear(); this.m_list_events.Sort(); //--- If the event is in the market environment if(is_market_event) {
After the event sending string in all methods of creating the new CreateNewEvent() event, we need to add the event to the list of base events:
event.SendEvent(); CBaseObj::EventAdd(this.m_trade_event,order.Ticket(),order.Price(),order.Symbol());
This has already been set in the method listings, so there is no point in dwelling on it here to save the article space. All can be found in the attached files.
Now, in the public section of the class of the CEngine library base object, add the method
returning the base event object by its index in the list and the method
returning the number of new events:
//--- Return (1) the list of order, deal and position events, (2) base trading event object by index and the (3) number of new trading events CArrayObj *GetListAllOrdersEvents(void) { return this.m_events.GetList(); } CEventBaseObj *GetTradeEventByIndex(const int index) { return this.m_events.GetTradeEventByIndex(index); } int GetTradeEventsTotal(void) const { return this.m_events.GetTradeEventsTotal(); } //--- Reset the last trading event
These methods simply call same-name trading events collection class methods described above.
These are all the necessary changes allowing you to track any events occurred simultaneously and sent to the program in one bundle. This will be
seen later — when testing the functionality described in the article.
Now we can start further refinement of the trading class.
Handler of trade request parameter errors
First, add the indices of necessary messages to the Datas.mqh file:
MSG_LIB_TEXT_REQUEST_REJECTED_DUE, // Request was rejected before sending to the server due to: MSG_LIB_TEXT_INVALID_REQUEST, // Invalid request: MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR, // Insufficient funds for performing a trade MSG_LIB_TEXT_UNSUPPORTED_PRICE_TYPE_IN_REQ, // Unsupported price parameter type in a request MSG_LIB_TEXT_TRADING_DISABLE, // Trading disabled for the EA until the reason is eliminated MSG_LIB_TEXT_TRADING_OPERATION_ABORTED, // Trading operation is interrupted MSG_LIB_TEXT_CORRECTED_TRADE_REQUEST, // Correcting trading request parameters MSG_LIB_TEXT_CREATE_PENDING_REQUEST, // Creating a pending request MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT, // Unable to correct a lot };
and the texts corresponding to the indices:
{"Запрос отклонён до отправки на сервер по причине:","Request rejected before being sent to server due to:"},
{"Ошибочный запрос:","Invalid request:"},
{"Недостаточно средств для совершения торговой операции","Not enough money to perform trading operation"},
{"Неподдерживаемый тип параметра цены в запросе","Unsupported price parameter type in request"},
{"Торговля отключена для эксперта до устранения причины запрета","Trading for the expert is disabled until this ban is eliminated"},
{"Торговая операция прервана","Trading operation aborted"},
{"Корректировка параметров торгового запроса ...","Correction of trade request parameters ..."},
{"Создание отложенного запроса","Create pending request"},
{"Нет возможности скорректировать лот","Unable to correct the lot"},
};
In the Defines.mqh file, add enumerations we need to define and return the ways of handling errors in trading requests and errors returned by the trade server.
To set a behavior activated when receiving an error directly for the EA, add the enumeration describing the possible EA behavior when detecting an error in the trading request or when an error is returned by the trade server:
//+------------------------------------------------------------------+ //| EA behavior when handling errors | //+------------------------------------------------------------------+ enum ENUM_ERROR_HANDLING_BEHAVIOR { ERROR_HANDLING_BEHAVIOR_BREAK, // Abort trading attempt ERROR_HANDLING_BEHAVIOR_CORRECT, // Correct invalid parameters ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST, // Create a pending request }; //+------------------------------------------------------------------+
It will be possible to set the EA preferable behavior when handling errors in the EA settings by specifying one of the enumeration parameters.
Various error handling methods are possible when checking the trading request parameter values. To find out what errors are detected when
checking trading order parameters and what trading conditions affect these errors, add the enumeration with flags of possible error
handling methods:
//+------------------------------------------------------------------+ //| Flags indicating the trading request error handling methods | //+------------------------------------------------------------------+ enum ENUM_TRADE_REQUEST_ERR_FLAGS { TRADE_REQUEST_ERR_FLAG_NO_ERROR = 0, // No error TRADE_REQUEST_ERR_FLAG_FATAL_ERROR = 1, // Disable trading for an EA (critical error) - exit TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR = 2, // Library internal error - exit TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST = 4, // Error in the list - handle (ENUM_ERROR_CODE_PROCESSING_METHOD) }; //+------------------------------------------------------------------+
If we check trading order parameters and the ability to execute it, we add the error handling behavior flags:
- 0 — no error, the trading order can be sent,
- 1 — critical error — there is no point in trading attempts, the EA should be switched to the non-trading analytical assistant mode,
- 2 — something went wrong, and there was a failure in the library - just interrupt further execution of the trading method to avoid the malfunctioning of the trading class,
- 4 — the error can be fixed, and it is written to the error list to call the method for fixing them.
The error-checking method will return the ways to correctly handle detected errors.
To do this, add the
enumeration of possible methods of handling trading order errors, as well as the ones returned by the trade server:
//+------------------------------------------------------------------+ //| The methods of handling errors and server return codes | //+------------------------------------------------------------------+ enum ENUM_ERROR_CODE_PROCESSING_METHOD { ERROR_CODE_PROCESSING_METHOD_OK, // No errors ERROR_CODE_PROCESSING_METHOD_DISABLE, // Disable trading for the EA ERROR_CODE_PROCESSING_METHOD_EXIT, // Exit the trading method ERROR_CODE_PROCESSING_METHOD_REFRESH, // Update data and repeat ERROR_CODE_PROCESSING_METHOD_WAIT, // Wait and repeat ERROR_CODE_PROCESSING_METHOD_PENDING, // Create a pending request }; //+------------------------------------------------------------------+
The methods of handling errors can be comprehended from the descriptions of the enumeration constants.
Also, improve the base trading object.
Depending on the method of constructing bars on the chart, trading is performed either by Ask and Bid prices or by Ask and Last ones. Currently, only trading by Ask and Bid prices is arranged in the base trading class. Let's add the ability to check the prices used to construct the chart. Also, adjust the prices we are going to use to trade. Besides, MQL5 features the structure of the MqlTradeResult trading request result, as well as 'retcode' and 'comment' fields containing the error code and the error code description, respectively. This allows checking the codes returned by the trade server after sending a trading order to the server. MQL4 has no such feature, so the error code should be read by the GetLastError() function returning the last error code. Since our library is a multi-platform one, in case of MQL4 we need to fill in the fields of the trade request structure after sending it to the server.
When checking the stop order distance relative to the price, we also consider the distances of minimum acceptable stop levels (StopLevel) set for a symbol. If StopLevel value returned by the SymbolInfoInteger() function with the SYMBOL_TRADE_STOPS_LEVEL property ID is equal to zero, this does not mean the absence of the minimum shift in points of the price for stop orders. It only means the level is floating. Thus, in order to correct the value of the stop level shift from the price, we need to select the level "in situ" or use the current spread multiplied by a certain value as the shift value. The double spread is usually used for a smooth stop levels adjustment. Add the multiplier, as well as its return and setting methods, to the trading object to be able to set the multiplier to each symbol's trading object.Add the necessary changes to the CTradeObj trading object base class in the TradeObj.mqh file.
In the private section of the class, declare two class member variables to
store the price type for constructing bars and the spread
multiplier to adjust stop order levels:
SActions m_datas; MqlTick m_tick; // Tick structure for receiving prices MqlTradeRequest m_request; // Trade request structure MqlTradeResult m_result; // trade request execution result ENUM_SYMBOL_CHART_MODE m_chart_mode; // Price type for constructing bars ENUM_ACCOUNT_MARGIN_MODE m_margin_mode; // Margin calculation mode ENUM_ORDER_TYPE_FILLING m_type_filling; // Filling policy ENUM_ORDER_TYPE_TIME m_type_expiration; // Order expiration type int m_symbol_expiration_flags; // Flags of order expiration modes for a trading object symbol ulong m_magic; // Magic number string m_symbol; // Symbol string m_comment; // Comment ulong m_deviation; // Slippage in points double m_volume; // Volume datetime m_expiration; // Order expiration time (for ORDER_TIME_SPECIFIED type order) bool m_async_mode; // Flag of asynchronous sending of a trade request ENUM_LOG_LEVEL m_log_level; // Logging level int m_stop_limit; // Distance of placing a StopLimit order in points bool m_use_sound; // The flag of using sounds of the object trading events uint m_multiplier; // The spread multiplier to adjust levels relative to StopLevel
In the public section of the class, add the method setting the spread
multiplier and the method returning the multiplier value:
public: //--- Constructor CTradeObj(); //--- Set/return the spread multiplier void SetSpreadMultiplier(const uint value) { this.m_multiplier=(value==0 ? 1 : value); } uint SpreadMultiplier(void) const { return this.m_multiplier; } //--- Set default values
When setting the spread multiplier, check if the value passed to the method is equal to zero. If yes, assign the value of 1.
Also, in the public section of the class, add two methods — the
one setting the trading request error code and the one setting the
trading request error code description:
//--- Set the error code in the last request result void SetResultRetcode(const uint retcode) { this.m_result.retcode=retcode; } void SetResultComment(const string comment) { this.m_result.comment=comment; } //--- Data on the last request result:
In the class constructor, assign the default value of 1 to the spread multiplier:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTradeObj::CTradeObj(void) : m_magic(0), m_deviation(5), m_stop_limit(0), m_expiration(0), m_async_mode(false), m_type_filling(ORDER_FILLING_FOK), m_type_expiration(ORDER_TIME_GTC), m_comment(::MQLInfoString(MQL_PROGRAM_NAME)+" by DoEasy"), m_log_level(LOG_LEVEL_ERROR_MSG) { //--- Margin calculation mode this.m_margin_mode= ( #ifdef __MQL5__ (ENUM_ACCOUNT_MARGIN_MODE)::AccountInfoInteger(ACCOUNT_MARGIN_MODE) #else /* MQL4 */ ACCOUNT_MARGIN_MODE_RETAIL_HEDGING #endif ); //--- Spread multiplier this.m_multiplier=1; //--- Set default sounds and flags of using sounds this.m_use_sound=false; this.InitSounds(); } //+------------------------------------------------------------------+
In the Init() method defining the default values of the trading object parameters, set the m_chart_mode variable
value storing the bar construction prices:
//+------------------------------------------------------------------+ //| Set default values | //+------------------------------------------------------------------+ void CTradeObj::Init(const string symbol, const ulong magic, const double volume, const ulong deviation, const int stoplimit, const datetime expiration, const bool async_mode, const ENUM_ORDER_TYPE_FILLING type_filling, const ENUM_ORDER_TYPE_TIME type_expiration, ENUM_LOG_LEVEL log_level) { this.SetSymbol(symbol); this.SetMagic(magic); this.SetDeviation(deviation); this.SetVolume(volume); this.SetExpiration(expiration); this.SetTypeFilling(type_filling); this.SetTypeExpiration(type_expiration); this.SetAsyncMode(async_mode); this.SetLogLevel(log_level); this.m_symbol_expiration_flags=(int)::SymbolInfoInteger(this.m_symbol,SYMBOL_EXPIRATION_MODE); this.m_volume=::SymbolInfoDouble(this.m_symbol,SYMBOL_VOLUME_MIN); this.m_chart_mode=#ifdef __MQL5__ (ENUM_SYMBOL_CHART_MODE)::SymbolInfoInteger(this.m_symbol,SYMBOL_CHART_MODE) #else SYMBOL_CHART_MODE_BID #endif ; } //+------------------------------------------------------------------+
Here for MQL5, we
obtain data using the SymbolInfoInteger() function with the SYMBOL_CHART_MODE
ID, while in case of MQL4, write
that the bars are constructed by Bid price.
Now we should add filling the trade server return structure to each trading method.
Let's use the position opening
method as an example:
//+------------------------------------------------------------------+ //| Open a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const ulong deviation=ULONG_MAX) { ::ResetLastError(); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = OrderTypeByPositionType(type); this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : (this.m_chart_mode==SYMBOL_CHART_MODE_BID ? this.m_tick.bid : this.m_tick.last)); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server #ifdef __MQL5__ return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result)); #else ::ResetLastError(); int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE); if(ticket!=WRONG_VALUE) { ::SymbolInfoTick(this.m_symbol,this.m_tick); this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.deal=ticket; this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price); this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume); this.m_result.comment=CMessage::Text(this.m_result.retcode); return true; } else { ::SymbolInfoTick(this.m_symbol,this.m_tick); this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.comment=CMessage::Text(this.m_result.retcode); return false; } #endif } //+------------------------------------------------------------------+
Here for MQL5, we return
the result of the OrderSend() function operation as before,
while in case of MQL4, we check the ticket
number returned by the MQL4
order sending function. If a trading request is executed successfully, the function returns the open order ticket. The error
brings WRONG_VALUE. Therefore, make sure the function returns the value other than
-1. If yes, update symbol quotes, fill in the trading request result structure using the appropriate data and return true
— the function is executed successfully.
If the order
sending function returns -1, write the last error code, the
current prices and the last error code definition to the
trading request result structure. The remaining structure fields are left equal to zero.
As a result, return false —
trading order sending error.
Thanks to this refinement, we can see the request result using the class methods regardless of the outcome of sending the trading order:
//--- Data on the last request result: //--- Return (1) operation result code, (2) performed deal ticket, (3) placed order ticket, //--- (4) deal volume confirmed by a broker, (5) deal price confirmed by a broker, //--- (6) current market Bid (requote) price, (7) current market Ask (requote) price //--- (8) broker comment to operation (by default, it is filled by the trade server return code description), //--- (9) request ID set by the terminal when sending, (10) external trading system return code uint GetResultRetcode(void) const { return this.m_result.retcode; } ulong GetResultDeal(void) const { return this.m_result.deal; } ulong GetResultOrder(void) const { return this.m_result.order; } double GetResultVolume(void) const { return this.m_result.volume; } double GetResultPrice(void) const { return this.m_result.price; } double GetResultBid(void) const { return this.m_result.bid; } double GetResultAsk(void) const { return this.m_result.ask; } string GetResultComment(void) const { return this.m_result.comment; } uint GetResultRequestID(void) const { return this.m_result.request_id; } uint GetResultRetcodeEXT(void) const { return this.m_result.retcode_external;}
The rest of the trading methods are finalized in a similar way, and there is no point in considering them here. You can find all you need in the files attached below.
In the CAccount account object class of the Account.mqh file, improve the method returning the margin required for opening a position or setting a pending order:
//+------------------------------------------------------------------+ //| Return the margin required for opening a position | //| or placing a pending order | //+------------------------------------------------------------------+ double CAccount::MarginForAction(const ENUM_ORDER_TYPE action,const string symbol,const double volume,const double price) const { double margin=EMPTY_VALUE; #ifdef __MQL5__ return(!::OrderCalcMargin(ENUM_ORDER_TYPE(action%2),symbol,volume,price,margin) ? EMPTY_VALUE : margin); #else return this.MarginFree()-::AccountFreeMarginCheck(symbol,ENUM_ORDER_TYPE(action%2),volume); #endif } //+------------------------------------------------------------------+
All we need to add here is a conversion of the order type passed to the method into two possible values — ORDER_TYPE_BUY or ORDER_TYPE_SELL,
since MQL5 and MQL4 functions the method works with require only this type of order.
As you may remember, the
remainder of dividing the order type constant by 2 always returns one of the two values:
- either 0 (ORDER_TYPE_BUY),
- or 1 (ORDER_TYPE_SELL).
This is exactly what we need to make a conversion into the correct order type.
We have already created the custom structure for filling in the trading order price parameters in the CTrading class of the Trading.mqh file:
struct SDataPrices { double open; // Open price double limit; // Limit order price double sl; // StopLoss price double tp; // TakeProfit price }; SDataPrices m_req_price; // Trade request prices
However, MQL features the MqlTradeRequest
structure. So, to avoid the redundant structure,
replace the custom
structure with the standard one in the private section of the class, as well as
declare
the class member variable for storing error source flags in the trading request and
the variable for storing the EA behavior in case of errors occurring when sending trading orders:
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading { private: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CArrayInt m_list_errors; // Error list bool m_is_trade_disable; // Flag disabling trading bool m_use_sound; // The flag of using sounds of the object trading events ENUM_LOG_LEVEL m_log_level; // Logging level MqlTradeRequest m_request; // Trade request prices ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags; // Flags of error source in a trading method ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error //--- Add the error code to the list bool AddErrorCodeToList(const int error_code);
Also, in the private class section, write the method returning the flag
within the variable storing error sources flags,
the method
returning the error code presence in the error list, as well as
the
methods of placing and returning actions when handling errors:
//--- Return the flag presence in the trading event error reason bool IsPresentErrorFlag(const int code) const { return (this.m_error_reason_flags & code)==code; } //--- Return the error code in the list bool IsPresentErorCode(const int code) { this.m_list_errors.Sort(); return this.m_list_errors.Search(code)>WRONG_VALUE; } //--- Set/return the error handling action void SetErrorHandlingBehavior(const ENUM_ERROR_HANDLING_BEHAVIOR behavior) { this.m_err_handling_behavior=behavior; } ENUM_ERROR_HANDLING_BEHAVIOR ErrorHandlingBehavior(void) const { return this.m_err_handling_behavior; } //--- Check trading limitations
Remove the code for displaying the funds insufficiency message in the journal from the method checking the funds sufficiency:
if(money_free<=0 #ifdef __MQL4__ || ::GetLastError()==134 #endif ) { if(this.m_log_level>LOG_LEVEL_NO_MSG) { //--- create a message text string message= ( symbol_obj.Name()+" "+::DoubleToString(volume,symbol_obj.DigitsLot())+" "+ ( order_type>ORDER_TYPE_SELL ? OrderTypeDescription(order_type,false,false) : PositionTypeDescription(PositionTypeByOrderType(order_type)) )+" ("+::DoubleToString(money_free,(int)this.m_account.CurrencyDigits())+")" ); //--- display a journal message if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR),": ",message); this.AddErrorCodeToList(MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR); } return false; }
Now the funds insufficiency message will be displayed from another method.
In the current method, simply add
the flag instructing to search for the error in the error list and add the
error code to the error list:
//+------------------------------------------------------------------+ //| Check if the funds are sufficient | //+------------------------------------------------------------------+ bool CTrading::CheckMoneyFree(const double volume, const double price, const ENUM_ORDER_TYPE order_type, const CSymbol *symbol_obj, const string source_method, const bool mess=true) { ::ResetLastError(); //--- Get the type of a market order by a trading operation type ENUM_ORDER_TYPE action=this.DirectionByActionType((ENUM_ACTION_TYPE)order_type); //--- Get the value of free funds to be left after conducting a trading operation double money_free= ( //--- For MQL5, calculate the difference between free funds and the funds required to conduct a trading operation #ifdef __MQL5__ this.m_account.MarginFree()-this.m_account.MarginForAction(action,symbol_obj.Name(),volume,price) //--- For MQL4, use the operation result of the standard function returning the amount of funds left #else/*__MQL4__*/::AccountFreeMarginCheck(symbol_obj.Name(),action,volume) #endif ); //--- If no free funds are left, inform of that and return 'false' if(money_free<=0 #ifdef __MQL4__ || ::GetLastError()==134 #endif ) { this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR); return false; } //--- Verification successful return true; } //+------------------------------------------------------------------+
Declare the methods correcting the stop and pending order prices, the method correcting the volume in the trading order, the method specifying how to handle the error and the method correcting trading order errors:
//--- Return the correct (1) StopLoss, (2) TakeProfit and (3) order placement price double CorrectStopLoss(const ENUM_ORDER_TYPE order_type, const double price_set, const double stop_loss, const CSymbol *symbol_obj, const uint spread_multiplier=1); double CorrectTakeProfit(const ENUM_ORDER_TYPE order_type, const double price_set, const double take_profit, const CSymbol *symbol_obj, const uint spread_multiplier=1); double CorrectPricePending(const ENUM_ORDER_TYPE order_type, const double price_set, const double price, const CSymbol *symbol_obj, const uint spread_multiplier=1); //--- Return the volume, at which it is possible to open a position double CorrectVolume(const double price, const ENUM_ORDER_TYPE order_type, const CSymbol *symbol_obj, const string source_method); //--- Return the error handling method ENUM_ERROR_CODE_PROCESSING_METHOD ResultProccessingMethod(void); //--- Correct errors ENUM_ERROR_CODE_PROCESSING_METHOD RequestErrorsCorrecting(MqlTradeRequest &request,const ENUM_ORDER_TYPE order_type,const uint spread_multiplier,CSymbol *symbol_obj); public:
Complement the specification of the method for checking
limitations and errors, and replace the returned type from 'bool' to ENUM_ERROR_CODE_PROCESSING_METHOD:
//--- Check limitations and errors ENUM_ERROR_CODE_PROCESSING_METHOD CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, const CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0);
The method has now become more complete — it immediately checks for possible methods for correcting errors in a trading order, and now the
method returns the way to handle detected errors. Previously, it simply returned the check success flag.
Declare the method of setting the spread multiplier:
//--- Set the following for symbol trading objects: //--- (1) correct filling policy, (2) filling policy, //--- (3) correct order expiration type, (4) order expiration type, //--- (5) magic number, (6) comment, (7) slippage, (8) volume, (9) order expiration date, //--- (10) the flag of asynchronous sending of a trading request, (11) logging level, (12) spread multiplier void SetCorrectTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol=NULL); void SetTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol=NULL); void SetCorrectTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol=NULL); void SetTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol=NULL); void SetMagic(const ulong magic,const string symbol=NULL); void SetComment(const string comment,const string symbol=NULL); void SetDeviation(const ulong deviation,const string symbol=NULL); void SetVolume(const double volume=0,const string symbol=NULL); void SetExpiration(const datetime expiration=0,const string symbol=NULL); void SetAsyncMode(const bool mode=false,const string symbol=NULL); void SetLogLevel(const ENUM_LOG_LEVEL log_level=LOG_LEVEL_ERROR_MSG,const string symbol=NULL); void SetSpreadMultiplier(const uint value=1,const string symbol=NULL);
Add the methods of setting and returning
the flag enabling trading for an EA:
//--- Set/return the flag enabling sounds void SetUseSounds(const bool flag); bool IsUseSounds(void) const { return this.m_use_sound; } //--- Set/return the flag enabling trading void SetTradingDisableFlag(const bool flag) { this.m_is_trade_disable=flag; } bool IsTradingDisable(void) const { return this.m_is_trade_disable;} //--- Open (1) Buy, (2) Sell position
There may be errors preventing further trading upon their detection, for example, complete ban on trading for an account. This flag is set when
such errors are detected preventing from sending any further useless trading orders.
In the class constructor, reset the flag disabling trading and set the default EA behavior in case of trading requests as "correct parameters":
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTrading::CTrading() { this.m_list_errors.Clear(); this.m_list_errors.Sort(); this.m_log_level=LOG_LEVEL_ALL_MSG; this.m_is_trade_disable=false; this.m_err_handling_behavior=ERROR_HANDLING_BEHAVIOR_CORRECT; ::ZeroMemory(this.m_request); } //+------------------------------------------------------------------+
The EA behavior during errors in trading methods can then be set from the EA settings. However, we will use the method of auto correction till
all handlers are ready.
The current implementation of the methods handling trade server return codes returns only the success flag:
//+------------------------------------------------------------------+ //| Return the error handling method | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::ResultProccessingMethod(void) { return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
Why? We do not consider this method in the current article as we will implement handling trade server return codes in the next article. However,
the method has already been described and implemented, albeit in its lite form.
Implementing the method of correcting errors in a trading order:
//+------------------------------------------------------------------+ //| Correct errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::RequestErrorsCorrecting(MqlTradeRequest &request, const ENUM_ORDER_TYPE order_type, const uint spread_multiplier, CSymbol *symbol_obj) { //--- The empty error list means no errors are detected, return success int total=this.m_list_errors.Total(); if(total==0) return ERROR_CODE_PROCESSING_METHOD_OK; //--- In the current implementation, all these codes are temporarily handled by interrupting a trading request if( this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED) || // Trading is disabled for the current account this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED) || // Trading on the trading server side is disabled for EAs on the current account this.IsPresentErorCode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED) || // Trading operations are disabled in the terminal this.IsPresentErorCode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) || // Trading operations are disabled for the EA this.IsPresentErorCode(MSG_SYM_TRADE_MODE_DISABLED) || // Trading on a symbol is disabled this.IsPresentErorCode(MSG_SYM_TRADE_MODE_CLOSEONLY) || // Close only this.IsPresentErorCode(MSG_SYM_MARKET_ORDER_DISABLED) || // Market orders disabled this.IsPresentErorCode(MSG_SYM_LIMIT_ORDER_DISABLED) || // Limit orders are disabled this.IsPresentErorCode(MSG_SYM_STOP_ORDER_DISABLED) || // Stop orders are disabled this.IsPresentErorCode(MSG_SYM_STOP_LIMIT_ORDER_DISABLED) || // StopLimit orders are disabled this.IsPresentErorCode(MSG_SYM_TRADE_MODE_SHORTONLY) || // Only short positions are allowed this.IsPresentErorCode(MSG_SYM_TRADE_MODE_LONGONLY) || // Only long positions are allowed this.IsPresentErorCode(MSG_SYM_CLOSE_BY_ORDER_DISABLED) || // CloseBy orders are disabled this.IsPresentErorCode(MSG_LIB_TEXT_MAX_VOLUME_LIMIT_EXCEEDED) || // Exceeded maximum allowed aggregate volume of orders and positions in one direction this.IsPresentErorCode(MSG_LIB_TEXT_CLOSE_BY_ORDERS_DISABLED) || // Close by is disabled this.IsPresentErorCode(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL) || // Symbols of opposite positions are not equal this.IsPresentErorCode(MSG_LIB_TEXT_UNSUPPORTED_PRICE_TYPE_IN_REQ) || // Unsupported price parameter type in a request this.IsPresentErorCode(MSG_LIB_TEXT_TRADING_DISABLE) || // Trading disabled for the EA until the reason is eliminated this.IsPresentErorCode(10006) || // Request rejected this.IsPresentErorCode(10011) || // Request handling error this.IsPresentErorCode(10012) || // Request rejected due to expiration this.IsPresentErorCode(10013) || // Invalid request this.IsPresentErorCode(10017) || // Trading disabled this.IsPresentErorCode(10018) || // Market closed this.IsPresentErorCode(10023) || // Order status changed this.IsPresentErorCode(10025) || // No changes in the request this.IsPresentErorCode(10026) || // Auto trading disabled by server this.IsPresentErorCode(10027) || // Auto trading disabled by client terminal this.IsPresentErorCode(10032) || // Transaction is allowed for live accounts only this.IsPresentErorCode(10033) || // The maximum number of pending orders is reached this.IsPresentErorCode(10034) // You have reached the maximum order and position volume for this symbol ) return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- View the full list of errors and correct trading request parameters for(int i=0;i<total;i++) { int err=this.m_list_errors.At(i); if(err==NULL) continue; switch(err) { //--- Correct an invalid volume and stop levels in a trading request case MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME : case MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME : case MSG_LIB_TEXT_INVALID_VOLUME_STEP : request.volume=symbol_obj.NormalizedLot(request.volume); break; case MSG_SYM_SL_ORDER_DISABLED : request.sl=0; break; case MSG_SYM_TP_ORDER_DISABLED : request.tp=0; break; case MSG_LIB_TEXT_PR_LESS_STOP_LEVEL : request.price=this.CorrectPricePending(order_type,request.price,0,symbol_obj,spread_multiplier); break; case MSG_LIB_TEXT_SL_LESS_STOP_LEVEL : request.sl=this.CorrectStopLoss(order_type,request.price,request.sl,symbol_obj,spread_multiplier); break; case MSG_LIB_TEXT_TP_LESS_STOP_LEVEL : request.tp=this.CorrectTakeProfit(order_type,request.price,request.tp,symbol_obj,spread_multiplier); break; //--- If unable to select the position lot, return "abort trading attempt" since the funds are insufficient even for the minimum lot case MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR : request.volume=this.CorrectVolume(request.volume,request.price,order_type,symbol_obj,DFUN); if(request.volume==0) return ERROR_CODE_PROCESSING_METHOD_EXIT; break; //--- Proximity to the order activation level is handled by five-second waiting - during this time, the price may go beyond the freeze level case MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds default: break; } } return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
The method logic is described in the code comments. In short: when detecting error codes that cannot be handled yet, we return the "abort trading attempt" handling method. In case of errors that can be corrected, correct the parameter values and return ОК.
Improving the method checking trading limitations and trading request errors:
//+------------------------------------------------------------------+ //| Check limitations and errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, const CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0) { //--- Check the previously set flag disabling trading for an EA if(this.IsTradingDisable()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_FATAL_ERROR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return ERROR_CODE_PROCESSING_METHOD_DISABLE; } //--- result of all checks and error flags this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; bool res=true; //--- Clear the error list this.m_list_errors.Clear(); this.m_list_errors.Sort(); //--- Check trading limitations res &=this.CheckTradeConstraints(volume,action,symbol_obj,source_method,sl,tp); //--- Check the funds sufficiency for opening positions/placing orders if(action<ACTION_TYPE_CLOSE_BY) res &=this.CheckMoneyFree(volume,price,order_type,symbol_obj,source_method); //--- Check parameter values by StopLevel and FreezeLevel res &=this.CheckLevels(action,order_type,price,limit,sl,tp,symbol_obj,source_method); //--- If there are limitations, display the header and the error list if(!res) { //--- Request was rejected before sending to the server due to: int total=this.m_list_errors.Total(); if(this.m_log_level>LOG_LEVEL_NO_MSG) { //--- For MQL5, first display the list header followed by the error list #ifdef __MQL5__ ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); for(int i=0;i<total;i++) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); //--- For MQL4, the journal messages are displayed in the reverse order: the error list in the reverse loop is followed by the list header #else for(int i=total-1;i>WRONG_VALUE;i--) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); #endif } //--- If the action is performed at the "abort trading operation" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- If the action is performed at the "create a pending request" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST) return ERROR_CODE_PROCESSING_METHOD_PENDING; //--- If the action is performed at the "correct parameters" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_CORRECT) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_CORRECTED_TRADE_REQUEST)); //--- Return the result of an attempt to correct the request parameters return this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj); } } //--- No limitations return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
The complemented code is marked in yellow. Now, the flag disabling trading is first checked in the method. If it is set, the "disable trading for EA" error handling type is returned. Next, depending on the specified EA behavior during errors and according to the error code, the required error handling method is returned. If there are no errors, the code that requires no error handling is returned.
The method of checking trading limitations has undergone multiple similar changes related to adding the necessary flags indicating the
presence of various error types and ways to handle them.
All actions performed in the method, as well as their logic, are described in the
code comments in great details. Therefore, let's have a look at the finalized method:
//+------------------------------------------------------------------+ //| Check trading limitations | //+------------------------------------------------------------------+ bool CTrading::CheckTradeConstraints(const double volume, const ENUM_ACTION_TYPE action_type, const CSymbol *symbol_obj, const string source_method, double sl=0, double tp=0) { //--- the result of conducting all checks bool res=true; //--- Check connection with the trade server (not in the test mode) if(!::TerminalInfoInteger(TERMINAL_CONNECTED)) { if(!::MQLInfoInteger(MQL_TESTER)) { //--- Write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(10031); return false; } } //--- Check if trading is enabled for an account (if there is a connection with the trade server) else if(!this.m_account.TradeAllowed()) { //--- Write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED); return false; } //--- Check if trading is allowed for any EAs/scripts for the current account if(!this.m_account.TradeExpert()) { //--- Write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED); return false; } //--- Check if auto trading is allowed in the terminal. //--- AutoTrading button (Options --> Expert Advisors --> "Allowed automated trading") if(!::TerminalInfoInteger(TERMINAL_TRADE_ALLOWED)) { //--- Write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED); return false; } //--- Check if auto trading is allowed for the current EA. //--- (F7 --> Common --> Allow Automated Trading) if(!::MQLInfoInteger(MQL_TRADE_ALLOWED)) { //--- Write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED); return false; } //--- Check if trading is enabled on a symbol. //--- If trading is disabled, write the error code to the list and return 'false' - there is no point in further checks if(symbol_obj.TradeMode()==SYMBOL_TRADE_MODE_DISABLED) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_TRADE_MODE_DISABLED); return false; } //--- If not closing/removal/modification if(action_type<ACTION_TYPE_CLOSE_BY) { //--- In case of close-only, write the error code to the list and return 'false' - there is no point in further checks if(symbol_obj.TradeMode()==SYMBOL_TRADE_MODE_CLOSEONLY) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_TRADE_MODE_CLOSEONLY); return false; } //--- Check the minimum volume if(volume<symbol_obj.LotsMin()) { //--- The volume in a request is less than the minimum allowed one. //--- add the error code to the list this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME); //--- If the EA behavior during the trading error is set to "abort trading operation", //--- return 'false' - there is no point in further checks if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return false; //--- If the EA behavior during a trading error is set to //--- "correct parameters" or "create a pending request", //--- write 'false' to the result else res &=false; } //--- Check the maximum volume else if(volume>symbol_obj.LotsMax()) { //--- The volume in the request exceeds the maximum acceptable one. //--- add the error code to the list this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME); //--- If the EA behavior during the trading error is set to "abort trading operation", //--- return 'false' - there is no point in further checks if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return false; //--- If the EA behavior during a trading error is set to //--- "correct parameters" or "create a pending request", //--- write 'false' to the result else res &=false; } //--- Check the minimum volume gradation double step=symbol_obj.LotsStep(); if(fabs((int)round(volume/step)*step-volume)>0.0000001) { //--- The volume in the request is not a multiple of the minimum gradation of the lot change step //--- add the error code to the list this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_INVALID_VOLUME_STEP); //--- If the EA behavior during the trading error is set to "abort trading operation", //--- return 'false' - there is no point in further checks if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return false; //--- If the EA behavior during a trading error is set to //--- "correct parameters" or "create a pending request", //--- write 'false' to the result else res &=false; } } //--- When opening a position if(action_type<ACTION_TYPE_BUY_LIMIT) { //--- Check if sending market orders is allowed on a symbol. //--- If using market orders is disabled, write the error code to the list and return 'false' - there is no point in further checks if(!symbol_obj.IsMarketOrdersAllowed()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_MARKET_ORDER_DISABLED); return false; } } //--- When placing a pending order else if(action_type>ACTION_TYPE_SELL && action_type<ACTION_TYPE_CLOSE_BY) { //--- If there is a limitation on the number of pending orders on an account and placing a new order exceeds it if(this.m_account.LimitOrders()>0 && this.OrdersTotalAll()+1 > this.m_account.LimitOrders()) { //--- The limit on the number of pending orders is reached - write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(10033); return false; } //--- Check if placing limit orders is allowed on a symbol. if(action_type==ACTION_TYPE_BUY_LIMIT || action_type==ACTION_TYPE_SELL_LIMIT) { //--- If setting limit orders is disabled, write the error code to the list and return 'false' - there is no point in further checks if(!symbol_obj.IsLimitOrdersAllowed()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_LIMIT_ORDER_DISABLED); return false; } } //--- Check if placing stop orders is allowed on a symbol. else if(action_type==ACTION_TYPE_BUY_STOP || action_type==ACTION_TYPE_SELL_STOP) { //--- If setting stop orders is disabled, write the error code to the list and return 'false' - there is no point in further checks if(!symbol_obj.IsStopOrdersAllowed()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_STOP_ORDER_DISABLED); return false; } } //--- For MQL5, check if placing stop limit orders is allowed on a symbol. #ifdef __MQL5__ else if(action_type==ACTION_TYPE_BUY_STOP_LIMIT || action_type==ACTION_TYPE_SELL_STOP_LIMIT) { //--- If setting stop limit orders is disabled, write the error code to the list and return 'false' - there is no point in further checks if(!symbol_obj.IsStopLimitOrdersAllowed()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_STOP_LIMIT_ORDER_DISABLED); return false; } } #endif } //--- In case of opening/placing/modification if(action_type!=ACTION_TYPE_CLOSE_BY) { //--- If not modification if(action_type!=ACTION_TYPE_MODIFY) { //--- When buying, check if long trading is enabled on a symbol if(this.DirectionByActionType(action_type)==ORDER_TYPE_BUY) { //--- If only short positions are enabled, write the error code to the list and return 'false' - there is no point in further checks if(symbol_obj.TradeMode()==SYMBOL_TRADE_MODE_SHORTONLY) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_TRADE_MODE_SHORTONLY); return false; } //--- If a symbol has the limitation on the total volume of an open position and pending orders in the same direction if(symbol_obj.VolumeLimit()>0) { //--- (If the total volume of placed long orders and open long positions)+open volume exceed the maximum one if(this.OrdersTotalVolumeLong()+this.PositionsTotalVolumeLong()+volume > symbol_obj.VolumeLimit()) { //--- Exceeded maximum allowed aggregate volume of orders and positions in one direction //--- write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_MAX_VOLUME_LIMIT_EXCEEDED); return false; } } } //--- When selling, check if short trading is enabled on a symbol else if(this.DirectionByActionType(action_type)==ORDER_TYPE_SELL) { //--- If only long positions are enabled, write the error code to the list and return 'false' - there is no point in further checks if(symbol_obj.TradeMode()==SYMBOL_TRADE_MODE_LONGONLY) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_TRADE_MODE_LONGONLY); return false; } //--- If a symbol has the limitation on the total volume of an open position and pending orders in the same direction if(symbol_obj.VolumeLimit()>0) { //--- (If the total volume of placed short orders and open short positions)+open volume exceed the maximum one if(this.OrdersTotalVolumeShort()+this.PositionsTotalVolumeShort()+volume > symbol_obj.VolumeLimit()) { //--- Exceeded maximum allowed aggregate volume of orders and positions in one direction //--- write the error code to the list and return 'false' - there is no point in further checks this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_MAX_VOLUME_LIMIT_EXCEEDED); return false; } } } } //--- If the request features StopLoss and its placing is not allowed if(sl>0 && !symbol_obj.IsStopLossOrdersAllowed()) { //--- add the error code to the list this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_SL_ORDER_DISABLED); //--- If the EA behavior during the trading error is set to "abort trading operation", //--- return 'false' - there is no point in further checks if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return false; //--- If the EA behavior during a trading error is set to //--- "correct parameters" or "create a pending request", //--- write 'false' to the result else res &=false; } //--- If the request features TakeProfit and its placing is not allowed if(tp>0 && !symbol_obj.IsTakeProfitOrdersAllowed()) { //--- add the error code to the list this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_SYM_TP_ORDER_DISABLED); //--- If the EA behavior during the trading error is set to "abort trading operation", //--- return 'false' - there is no point in further checks if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return false; //--- If the EA behavior during a trading error is set to //--- "correct parameters" or "create a pending request", //--- write 'false' to the result else res &=false; } } //--- When closing by an opposite position else if(action_type==ACTION_TYPE_CLOSE_BY) { //--- When closing by an opposite position is disabled if(!symbol_obj.IsCloseByOrdersAllowed()) { //--- write the error code to the list and return 'false' this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_CLOSE_BY_ORDERS_DISABLED); return false; } } return res; } //+------------------------------------------------------------------+
In the method returning the parameter values by StopLevel and FreezeLevel, add the flag indicating that an error should be viewed in the error list to each detected error:
//+------------------------------------------------------------------+ //| Check parameter values by StopLevel and FreezeLevel | //+------------------------------------------------------------------+ bool CTrading::CheckLevels(const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, double price, double limit, double sl, double tp, const CSymbol *symbol_obj, const string source_method) { //--- the result of conducting all checks bool res=true; //--- StopLevel //--- If this is not a position closure/order removal if(action!=ACTION_TYPE_CLOSE && action!=ACTION_TYPE_CLOSE_BY) { //--- When placing a pending order if(action>ACTION_TYPE_SELL) { //--- If the placement distance in points is less than StopLevel if(!this.CheckPriceByStopLevel(order_type,price,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_PR_LESS_STOP_LEVEL); res &=false; } } //--- If StopLoss is present if(sl>0) { //--- If StopLoss distance in points from the open price is less than StopLevel double price_open=(action==ACTION_TYPE_BUY_STOP_LIMIT || action==ACTION_TYPE_SELL_STOP_LIMIT ? limit : price); if(!this.CheckStopLossByStopLevel(order_type,price_open,sl,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_SL_LESS_STOP_LEVEL); res &=false; } } //--- If TakeProfit is present if(tp>0) { double price_open=(action==ACTION_TYPE_BUY_STOP_LIMIT || action==ACTION_TYPE_SELL_STOP_LIMIT ? limit : price); //--- If TakeProfit distance in points from the open price is less than StopLevel if(!this.CheckTakeProfitByStopLevel(order_type,price_open,tp,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_TP_LESS_STOP_LEVEL); res &=false; } } } //--- FreezeLevel //--- If this is a position closure/order removal/modification if(action>ACTION_TYPE_SELL_STOP_LIMIT) { //--- If this is a position if(order_type<ORDER_TYPE_BUY_LIMIT) { //--- StopLoss modification if(sl>0) { //--- If the distance from the price to StopLoss is less than FreezeLevel if(!this.CheckStopLossByFreezeLevel(order_type,sl,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL); res &=false; } } //--- TakeProfit modification if(tp>0) { //--- If the distance from the price to StopLoss is less than FreezeLevel if(!this.CheckTakeProfitByFreezeLevel(order_type,tp,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL); res &=false; } } } //--- If this is a pending order else { //--- Placement price modification if(price>0) { //--- If the distance from the price to the order activation price is less than FreezeLevel if(!this.CheckPriceByFreezeLevel(order_type,price,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.m_error_reason_flags &=TRADE_REQUEST_ERR_FLAG_ERROR_IN_LIST; this.AddErrorCodeToList(MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL); res &=false; } } } } return res; } //+------------------------------------------------------------------+
In the method of setting trading request prices, add updating the
prices and exiting in case of an update error with the appropriate error code:
//+------------------------------------------------------------------+ //| Set trading request prices | //+------------------------------------------------------------------+ template <typename PR,typename SL,typename TP,typename PL> bool CTrading::SetPrices(const ENUM_ORDER_TYPE action,const PR price,const SL sl,const TP tp,const PL limit,const string source_method,CSymbol *symbol_obj) { //--- Reset prices ::ZeroMemory(this.m_request); //--- Update all data by symbol if(!symbol_obj.RefreshRates()) { this.AddErrorCodeToList(10021); return false; } //--- Open/close price
Also, price calculation in the method of setting trading request prices has also been changed:
//--- Calculate the order price switch((int)action) { //--- Pending order case ORDER_TYPE_BUY_LIMIT : this.m_request.price=::NormalizeDouble(symbol_obj.Ask()-price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_BUY_STOP : case ORDER_TYPE_BUY_STOP_LIMIT : this.m_request.price=::NormalizeDouble(symbol_obj.Ask()+price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_SELL_LIMIT : this.m_request.price=::NormalizeDouble(symbol_obj.BidLast()+price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_SELL_STOP : case ORDER_TYPE_SELL_STOP_LIMIT : this.m_request.price=::NormalizeDouble(symbol_obj.BidLast()-price*symbol_obj.Point(),symbol_obj.Digits()); break; //--- Default - current position open prices default : this.m_request.price= ( this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY ? ::NormalizeDouble(symbol_obj.Ask(),symbol_obj.Digits()) : ::NormalizeDouble(symbol_obj.BidLast(),symbol_obj.Digits()) ); break; }
The method of the Bid() symbol object class has been replaced with the BidLast() method returning either Bid or Last price depending on the chart construction mode.
The method setting the spread multiplier for trading objects of all symbols:
//+------------------------------------------------------------------+ //| Set the spread multiplier | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CTrading::SetSpreadMultiplier(const uint value=1,const string symbol=NULL) { CSymbol *symbol_obj=NULL; if(symbol==NULL) { CArrayObj *list=this.m_symbols.GetList(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol_obj=list.At(i); if(symbol_obj==NULL) continue; CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) continue; trade_obj.SetSpreadMultiplier(value); } } else { CTradeObj *trade_obj=this.GetTradeObjBySymbol(symbol,DFUN); if(trade_obj==NULL) return; trade_obj.SetSpreadMultiplier(value); } } //+------------------------------------------------------------------+
The method receives the multiplier value (default is 1) and a symbol name (default is NULL).
If NULL is passed as a symbol, the multiplier is set for trading objects of all symbols
of the existing symbol collection.
Otherwise, the value is assigned to a trading object of a symbol whose name has been passed to the
method.
Due to the new error handling, all trading methods have been refined.
Let's consider the code of the Buy position opening
method:
//+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::OpenBuy(const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX) { //--- Set the trading request result as 'true' and the error flag as "no errors" bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_BUY; ENUM_ORDER_TYPE order_type=ORDER_TYPE_BUY; //--- Get a symbol object by a symbol name. If failed to get CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,sl,tp,0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- Write the volume to the request structure this.m_request.volume=volume; //--- Get the method of handling errors from the CheckErrors() method while checking for errors ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume,symbol_obj.Ask(),action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp); //--- In case of trading limitations, funds insufficiency, //--- if there are limitations by StopLevel or FreezeLevel ... if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is disabled completely, display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting", display the message in the journal if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_CREATE_PENDING_REQUEST)); //--- Instead of creating a pending request, we temporarily wait the required time period (the CheckErrors() method result is returned) ::Sleep(method); //--- after waiting, update all data symbol_obj.Refresh(); } //--- If the check result is "create a pending request", do nothing temporarily if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_CREATE_PENDING_REQUEST)); } } //--- Send the request res=trade_obj.OpenPosition(POSITION_TYPE_BUY,this.m_request.volume,this.m_request.sl,this.m_request.tp,magic,comment,deviation); //--- If the request is successful, play the success sound set for a symbol trading object for this type of trading operation if(res) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order_type); } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
All clarifications are made in details in the code comments. Other trading methods have been improved in a similar way. I hope, everything is
clear here. In any case, you are welcome to use the comments section.
The methods returning calculated valid stop and pending order prices:
//+------------------------------------------------------------------+ //| Return correct StopLoss relative to StopLevel | //+------------------------------------------------------------------+ double CTrading::CorrectStopLoss(const ENUM_ORDER_TYPE order_type,const double price_set,const double stop_loss,const CSymbol *symbol_obj,const uint spread_multiplier=1) { if(stop_loss==0) return 0; uint lv=(symbol_obj.TradeStopLevel()==0 ? symbol_obj.Spread()*spread_multiplier : symbol_obj.TradeStopLevel()); double price=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : order_type==ORDER_TYPE_SELL ? symbol_obj.Ask() : price_set); return (this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? ::NormalizeDouble(fmin(price-lv*symbol_obj.Point(),stop_loss),symbol_obj.Digits()) : ::NormalizeDouble(fmax(price+lv*symbol_obj.Point(),stop_loss),symbol_obj.Digits()) ); } //+------------------------------------------------------------------+ //| Return correct TakeProfit relative to StopLevel | //+------------------------------------------------------------------+ double CTrading::CorrectTakeProfit(const ENUM_ORDER_TYPE order_type,const double price_set,const double take_profit,const CSymbol *symbol_obj,const uint spread_multiplier=1) { if(take_profit==0) return 0; uint lv=(symbol_obj.TradeStopLevel()==0 ? symbol_obj.Spread()*spread_multiplier : symbol_obj.TradeStopLevel()); double price=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : order_type==ORDER_TYPE_SELL ? symbol_obj.Ask() : price_set); return (this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? ::NormalizeDouble(fmax(price+lv*symbol_obj.Point(),take_profit),symbol_obj.Digits()) : ::NormalizeDouble(fmin(price-lv*symbol_obj.Point(),take_profit),symbol_obj.Digits()) ); } //+------------------------------------------------------------------+ //| Return the correct order placement price | //| relative to StopLevel | //+------------------------------------------------------------------+ double CTrading::CorrectPricePending(const ENUM_ORDER_TYPE order_type,const double price_set,const double price,const CSymbol *symbol_obj,const uint spread_multiplier=1) { uint lv=(symbol_obj.TradeStopLevel()==0 ? symbol_obj.Spread()*spread_multiplier : symbol_obj.TradeStopLevel()); double pp=0; switch((int)order_type) { case ORDER_TYPE_BUY_LIMIT : pp=(price==0 ? symbol_obj.Ask() : price); return ::NormalizeDouble(fmin(pp-lv*symbol_obj.Point(),price_set),symbol_obj.Digits()); case ORDER_TYPE_BUY_STOP : case ORDER_TYPE_BUY_STOP_LIMIT : pp=(price==0 ? symbol_obj.Ask() : price); return ::NormalizeDouble(fmax(pp+lv*symbol_obj.Point(),price_set),symbol_obj.Digits()); case ORDER_TYPE_SELL_LIMIT : pp=(price==0 ? symbol_obj.BidLast() : price); return ::NormalizeDouble(fmax(pp+lv*symbol_obj.Point(),price_set),symbol_obj.Digits()); case ORDER_TYPE_SELL_STOP : case ORDER_TYPE_SELL_STOP_LIMIT : pp=(price==0 ? symbol_obj.BidLast() : price); return ::NormalizeDouble(fmin(pp-lv*symbol_obj.Point(),price_set),symbol_obj.Digits()); default : if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_INVALID_ORDER_TYPE),::EnumToString(order_type)); return 0; } } //+------------------------------------------------------------------+
Here all should be clear even without code comments — the prices passed to the methods are compared to the price obtained as a StopLevel shift from the open price. The valid (higher/lower depending on an order type) price is returned to the calling program.
The method returning the volume, at which it is possible to open a position:
//+------------------------------------------------------------------+ //| Return the volume, at which it is possible to open a position | //+------------------------------------------------------------------+ double CTrading::CorrectVolume(const double price,const ENUM_ORDER_TYPE order_type,CSymbol *symbol_obj,const string source_method) { //--- If funds are insufficient for the minimum lot, inform of that and return zero if(!this.CheckMoneyFree(symbol_obj.LotsMin(),price,order_type,symbol_obj,source_method)) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT)); return 0; } //--- Update account and symbol data this.m_account.Refresh(); symbol_obj.RefreshRates(); //--- Calculate the lot, which is closest to the acceptable one double vol=symbol_obj.NormalizedLot(this.m_account.Equity()*this.m_account.Leverage()/symbol_obj.TradeContractSize()/(symbol_obj.CurrencyBase()=="USD" ? 1.0 : symbol_obj.BidLast())); //--- Calculate a sufficient lot double margin=this.m_account.MarginForAction(order_type,symbol_obj.Name(),1.0,price); if(margin!=EMPTY_VALUE) vol=symbol_obj.NormalizedLot(this.m_account.MarginFree()/margin); //--- If the calculated lot is invalid or the margin calculation returns an error if(!this.CheckMoneyFree(vol,price,order_type,symbol_obj,source_method)) { //--- In the do-while loop, while the calculated valid volume exceeds the minimum lot do { //--- Subtract the minimum lot from the valid lot value vol-=symbol_obj.LotsStep(); //--- If the calculated lot allows opening a position/setting an order, return the lot value if(this.CheckMoneyFree(symbol_obj.NormalizedLot(vol),price,order_type,symbol_obj,source_method)) return vol; } while(vol>symbol_obj.LotsMin() && !::IsStopped()); } //--- If the lot is calculated correctly, return the calculated lot else return vol; //--- If the current stage is reached, the funds are insufficient. Inform of that and return zero if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT)); return 0; } //+------------------------------------------------------------------+
The code is also commented here.
First, we check the ability to open by a
minimum lot. If this is impossible, further calculations are meaningless — return zero.
Next, we calculate
approximate allowable lot (in order not to "select" the required lot from its maximum value in case of its possible adjustment).
Next, calculate the maximum lot allowing to open a position using all available functions.
Why so? If the funds are insufficient for opening a position, this implies that the required volume was large, which means we need to
calculate the maximum possible volume.
In this calculation, we use the OrderCalcMargin() function that may return false in case of an error, while the MarginForAction() method of the CAccount class using this function returns EMPTY_VALUE corresponding to the DBL_MAX constant value (the maximum value that can be represented by the double type). If we receive this value, there has been an error and the lot has not been calculated.
In this case (not only in case of an error but also when checking the calculation
validity), we will use the "selection" of a required maximum lot by simply subtracting the lot step from the calculated maximum possible
volume in the trading order. This is where we need the previously calculated approximate
available volume. If we have been unable to calculate the exact volume, the lot decrease loop starts from its nearest lot (rather than
its maximum lot set for the symbol) greatly reducing the number of the loop iterations.
By the way, during the check, I have not received the OrderCalcMargin()
function errors when calculating the lot. However, the invalid calculations have still occurred (approximately, by one lot change step).
This concludes the trading class changes and improvements.
Testing
To perform the test, let's use the EA from the previous article and save it to \MQL5\Experts\TestDoEasy\ Part24\ under the name TestDoEasyPart24.mq5.
Add the flag of working in the strategy tester to the list of global variables:
//--- global variables CEngine engine; 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; int used_symbols_mode; string used_symbols; string array_used_symbols[]; bool testing; //+------------------------------------------------------------------+
In the OnInit() handler, set the value of the flag of working in the strategy tester:
//+------------------------------------------------------------------+ //| 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)+"_"; testing=engine.IsTester(); 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); }
In order to send events to the OnDoEasyEvent() library events handler while working in the tester, we need the special
function EventsHandling() .
It has undergone a minor
improvement:
//+------------------------------------------------------------------+ //| Working with events in the tester | //+------------------------------------------------------------------+ void EventsHandling(void) { //--- If a trading event is present if(engine.IsTradeEvent()) { //--- Number of trading events occurred simultaneously int total=engine.GetTradeEventsTotal(); for(int i=0;i<total;i++) { //--- Get the next event from the list of simultaneously occurred events by index CEventBaseObj *event=engine.GetTradeEventByIndex(i); if(event==NULL) continue; long lparam=i; double dparam=event.DParam(); string sparam=event.SParam(); OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } //--- If there is an account event if(engine.IsAccountsEvent()) { //--- Get the list of all account events occurred simultaneously CArrayObj* list=engine.GetListAccountEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } //--- If there is a symbol collection event if(engine.IsSymbolsEvent()) { //--- Get the list of all symbol events occurred simultaneously CArrayObj* list=engine.GetListSymbolsEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } } //+------------------------------------------------------------------+
The code comments are quite clear here.
Since we have now created the list of new trading events, we get each event from the list of all new trading events in the OnDoEasyEvent() library events handler by an event index and simply display descriptions of all events obtained from the list in the journal:
//+------------------------------------------------------------------+ //| Handling DoEasy library events | //+------------------------------------------------------------------+ void OnDoEasyEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { int idx=id-CHARTEVENT_CUSTOM; //--- Retrieve (1) event time milliseconds, (2) reason and (3) source from lparam, as well as (4) set the exact event time ushort msc=engine.EventMSC(lparam); ushort reason=engine.EventReason(lparam); ushort source=engine.EventSource(lparam); long time=TimeCurrent()*1000+msc; //--- Handling symbol events if(source==COLLECTION_SYMBOLS_ID) { CSymbol *symbol=engine.GetSymbolObjByName(sparam); if(symbol==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=(idx<SYMBOL_PROP_INTEGER_TOTAL ? 0 : symbol.Digits()); //--- Event text description string id_descr=(idx<SYMBOL_PROP_INTEGER_TOTAL ? symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_INTEGER)idx) : symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_DOUBLE)idx)); //--- Property change text value string value=DoubleToString(dparam,digits); //--- Check event reasons and display its description in the journal if(reason==BASE_EVENT_REASON_INC) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_DEC) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling account events else if(source==COLLECTION_ACCOUNT_ID) { CAccount *account=engine.GetAccountCurrent(); if(account==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=int(idx<ACCOUNT_PROP_INTEGER_TOTAL ? 0 : account.CurrencyDigits()); //--- Event text description string id_descr=(idx<ACCOUNT_PROP_INTEGER_TOTAL ? account.GetPropertyDescription((ENUM_ACCOUNT_PROP_INTEGER)idx) : account.GetPropertyDescription((ENUM_ACCOUNT_PROP_DOUBLE)idx)); //--- Property change text value string value=DoubleToString(dparam,digits); //--- Checking event reasons and handling the increase of funds by a specified value, //--- In case of a property value increase if(reason==BASE_EVENT_REASON_INC) { //--- Display an event in the journal Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); //--- if this is an equity increase if(idx==ACCOUNT_PROP_EQUITY) { //--- Get the list of all open positions CArrayObj* list_positions=engine.GetListMarketPosition(); //--- Select positions with the profit exceeding zero list_positions=CSelect::ByOrderProperty(list_positions,ORDER_PROP_PROFIT_FULL,0,MORE); if(list_positions!=NULL) { //--- Sort the list by profit considering commission and swap list_positions.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the position index with the highest profit int index=CSelect::FindOrderMax(list_positions,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { COrder* position=list_positions.At(index); if(position!=NULL) { //--- Get a ticket of a position with the highest profit and close the position by a ticket engine.ClosePosition(position.Ticket()); } } } } } //--- Other events are simply displayed in the journal if(reason==BASE_EVENT_REASON_DEC) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling market watch window events else if(idx>MARKET_WATCH_EVENT_NO_EVENT && idx<SYMBOL_EVENTS_NEXT_CODE) { //--- Market Watch window event string descr=engine.GetMWEventDescription((ENUM_MW_EVENT)idx); string name=(idx==MARKET_WATCH_EVENT_SYMBOL_SORT ? "" : ": "+sparam); Print(TimeMSCtoString(lparam)," ",descr,name); } //--- Handling trading events else if(idx>TRADE_EVENT_NO_EVENT && idx<TRADE_EVENTS_NEXT_CODE) { //--- Get the list of trading events CArrayObj *list=engine.GetListAllOrdersEvents(); if(list==NULL) return; //--- get the event index shift relative to the end of the list //--- in the tester, the shift is passed by the lparam parameter to the event handler //--- outside the tester, events are sent one by one and handled in OnChartEvent() int shift=(testing ? (int)lparam : 0); CEvent *event=list.At(list.Total()-1-shift); if(event==NULL) return; //--- Accrue the credit if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CREDIT) { Print(DFUN,event.TypeEventDescription()); } //--- Additional charges if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CHARGE) { Print(DFUN,event.TypeEventDescription()); } //--- Correction if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CORRECTION) { Print(DFUN,event.TypeEventDescription()); } //--- Enumerate bonuses if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BONUS) { Print(DFUN,event.TypeEventDescription()); } //--- Additional commissions if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION) { Print(DFUN,event.TypeEventDescription()); } //--- Daily commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_DAILY) { Print(DFUN,event.TypeEventDescription()); } //--- Monthly commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_MONTHLY) { Print(DFUN,event.TypeEventDescription()); } //--- Daily agent commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_AGENT_DAILY) { Print(DFUN,event.TypeEventDescription()); } //--- Monthly agent commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_AGENT_MONTHLY) { Print(DFUN,event.TypeEventDescription()); } //--- Interest rate if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_INTEREST) { Print(DFUN,event.TypeEventDescription()); } //--- Canceled buy deal if(event.TypeEvent()==TRADE_EVENT_BUY_CANCELLED) { Print(DFUN,event.TypeEventDescription()); } //--- Canceled sell deal if(event.TypeEvent()==TRADE_EVENT_SELL_CANCELLED) { Print(DFUN,event.TypeEventDescription()); } //--- Dividend operations if(event.TypeEvent()==TRADE_EVENT_DIVIDENT) { Print(DFUN,event.TypeEventDescription()); } //--- Accrual of franked dividend if(event.TypeEvent()==TRADE_EVENT_DIVIDENT_FRANKED) { Print(DFUN,event.TypeEventDescription()); } //--- Tax charges if(event.TypeEvent()==TRADE_EVENT_TAX) { Print(DFUN,event.TypeEventDescription()); } //--- Replenishing account balance if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BALANCE_REFILL) { Print(DFUN,event.TypeEventDescription()); } //--- Withdrawing funds from balance if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BALANCE_WITHDRAWAL) { Print(DFUN,event.TypeEventDescription()); } //--- Pending order placed if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_PLASED) { Print(DFUN,event.TypeEventDescription()); } //--- Pending order removed if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_REMOVED) { Print(DFUN,event.TypeEventDescription()); } //--- Pending order activated by price if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_ACTIVATED) { Print(DFUN,event.TypeEventDescription()); } //--- Pending order partially activated by price if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_ACTIVATED_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Position opened if(event.TypeEvent()==TRADE_EVENT_POSITION_OPENED) { Print(DFUN,event.TypeEventDescription()); } //--- Position opened partially if(event.TypeEvent()==TRADE_EVENT_POSITION_OPENED_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_POS) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed by StopLoss if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_SL) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed by TakeProfit if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_TP) { Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by a new deal (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_MARKET) { Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_PENDING) { Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by partial market order execution (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_MARKET_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_PENDING_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by a new deal (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET) { Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by partial execution of a market order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING) { Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by partial activation of a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL) { Print(DFUN,event.TypeEventDescription()); } //--- Position partially closed by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially by StopLoss if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_SL) { Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially by TakeProfit if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_TP) { Print(DFUN,event.TypeEventDescription()); } //--- StopLimit order activation if(event.TypeEvent()==TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order and StopLoss price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_STOP_LOSS) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order, StopLoss and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_STOP_LOSS_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order's StopLoss and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_STOP_LOSS_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order's StopLoss if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_STOP_LOSS) { Print(DFUN,event.TypeEventDescription()); } //--- Changing order's TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } //--- Changing position's StopLoss and TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } //--- Changing position StopLoss if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_STOP_LOSS) { Print(DFUN,event.TypeEventDescription()); } //--- Changing position TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_TAKE_PROFIT) { Print(DFUN,event.TypeEventDescription()); } } } //+------------------------------------------------------------------+
For more simplicity, we just receive an event from the list by its index (for the tester, the index is passed in the lparam parameter by the EventsHandling() function, while on a demo and real accounts, the index is always equal to zero since every event is sent to OnChartEvent() as an independent event rather than from the list) and display the description of an obtained event in the journal.
It is up to you to arrange their handling. You may implement the handling directly in the same code or declare the list of event flags setting the flags of occurred events here, while the actual handling is performed in separate functions.
These are all the changes and improvements necessary to control all trading events occurred simultaneously. The library already features all
the necessary things for auto correction of trading request parameter errors. No changes are required in the EA (for now). Further on, after
creating all ways of handling errors, we are going to introduce an additional input indicating the EA behavior during errors.
Compile the EA and launch it in the tester. Place several pending orders and remove all of them in a single loop:
The EA displays four events in the journal. These events occurred when removing four pending orders in a single loop after clicking "Delete pending".
Now let's set a bigger lot in the EA settings in the strategy tester (for example, 100.0) and try to set a pending order or open a position:
After trying to set a pending order and open a position with the volumes of 100.0 lots, we have obtained journal messages informing of funds
insufficiency and volume adjustment. The order was set and the position was opened after that.
What's next?
In the next article, we will implement handling errors returned by the trade server.
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
Part 15. Symbol object collection
Part 16. Symbol collection events
Part 17. Interactivity of library objects
Part 18. Interactivity of account and any other library objects
Part 19. Class of library messages
Part 20. Creating and storing program resources
Part 21. Trading classes - Base cross-platform trading object
Part 22. Trading classes - Base trading class, verification of limitations
Part 23. Trading classes - Base trading class, verification of valid parameters
Translated from Russian by MetaQuotes Ltd.
Original article: https://www.mql5.com/ru/articles/7326
Extending Strategy Builder Functionality
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
Library for easy and quick development of MetaTrader programs (part XXV): Handling errors returned by the trade server
Library for easy and quick development of MetaTrader programs (part XXIII): Base trading class - verification of valid parameters
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Hi Artyom -- in working closer with this code, I noticed this peculiarity of the 'shift' value implemented in EventsHandling() and OnDoEasyEvent() for correctly handling trade events when running in the tester... I understand, as you point out in the article, when running live trade events are delivered one by one from OnChartEvent() as they are triggered by the engine, whereas in testing mode they are grouped together and delivered as a list...
My question is: wouldn't it be better to implement a dedicated function parameter in the event-handler rather than sacrificing 'lparam' which can contain useful information for the event-handler? I also think it makes the code simpler / more readable; do you agree?
PS: Anyway, I am finding this library to be really powerful but also complex and difficult to wrap one's head around, however once mastered it should enable developing all sorts of EA-powered strategies very quickly... Beside the huge learning curve, I am also noticing the back-testing performance to be rather slow, so I hope you can address this point once you complete the feature-set you envisioned for DoEasy.
Hi Artyom -- in working closer with this code, I noticed this peculiarity of the ' shift ' value implemented in EventsHandling() and OnDoEasyEvent() for correctly handling trade events when running in the tester... I understand, as you point out in the article, when running live trade events are delivered one by one from OnChartEvent() as they are triggered by the engine, whereas in testing mode they are grouped together and delivered as a list...
My question is: wouldn't it be better to implement a dedicated function parameter in the event-handler rather than sacrificing ' lparam ' which can contain useful information for the event-handler? I also think it makes the code simpler / more readable; do you agree?
PS: Anyway, I am finding this library to be really powerful but also complex and difficult to wrap one's head around, however once mastered it should enable developing all sorts of EA-powered strategies very quickly... Beside the huge learning curve, I am also noticing the back-testing performance to be rather slow, so I hope you can address this point once you complete the feature-set you envisioned for DoEasy.
No. Here I did not plan to redo anything, and most likely I will not. All the necessary data is already delivered to event objects, and the rest of the data is already taken from those objects whose event was registered.
No. Here I did not plan to redo anything, and most likely I will not. All the necessary data is already delivered to event objects, and the rest of the data is already taken from those objects whose event was registered.
OK, fair enough... I agree that all necessary data is in the event objects.