Library for easy and quick development of MetaTrader programs (part XXX): Pending trading requests - managing request objects
MetaTrader 5
—
Examples
| 20 March 2020, 16:21
31 541
0
Contents
- Concept
- Pause object
- A bit of code optimization
- The class for managing pending request objects
- Testing
- What's next?
Concept
Starting from the article 26, we gradually developed and tested the concept of working with pending trading requests. In the previous article, we have created the classes of pending request objects corresponding to the general concept of library objects. This time, we are going to deal with the class allowing the management of pending request objects.
Initially, I wanted to make an independent class for managing pending requests featuring all the necessary methods. But it turned out that the main CTrading class of the library and the created new class of managing pending requests are so interrelated that it would be much easier to let the new class for managing pending request objects be the descendant of the main trading class.
The entire management of pending request objects is performed in the class timer, therefore we make the base trading class timer virtual,
which means the timer of the pending request management class is to be virtual as well. Then everything that relates to the base trading class
timer is set in the class timer, while everything that should work in the class for managing pending request objects is set in the timer of that
class.
Apart from the class for managing pending request objects, we are going to create a small class to arrange a pause to avoid using the Sleep() function which stops the program execution for a delay time. With the pause object, we will no longer depend on ticks which means we will be able to test a code requiring waiting on weekends. The pause is to be controlled in the timer.
While arranging storing some data in the "Magic number" order property, I had to set identical methods returning IDs of the magic and groups, specified in the order magic value, in different classes requiring that data. However, I missed the fact that I had already created the base object of all library objects we need to inherit the newly created objects from. In this case, the objects obtain the event functionality of the base object, as well as some methods that are similar in their principles and objectives repeating from class to class. Therefore, this is the object that is to contain writing and obtaining data to the magic number, as well as managing displaying messages to the journal — the flag specifying the logging level of each class containing the display of various messages. It would be reasonable to inherit all these classes from the base object and obtain the necessary methods, rather than to set the same thing in each new class all over again.
Considering the above, we need to implement the pause object class (to be used in subsequent articles), conduct some optimization of the ready-made code for transferring repeating methods of different classes to the base object class and create the class for managing pending requests. Besides, we are going to improve pending request object classes by adding some new properties allowing us to compare the states of two interconnected objects — the current status of order properties and the status of the corresponding request object properties. This is necessary to register the fact of the pending request operation completion to timely remove it from the list of active requests, while waiting to send the request to the server.
As usual, first of all, we add new message indices in the Datas.mqh file:
MSG_LIB_TEXT_PEND_REQUEST_STATUS_REMOVE, // Pending request to delete a pending order MSG_LIB_TEXT_PEND_REQUEST_STATUS_MODIFY, // Pending request to modify pending order parameters MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_VOLUME, // Actual volume MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_PRICE, // Actual order price MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_STOPLIMIT, // Actual StopLimit order price MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_SL, // Actual StopLoss order price MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TP, // Actual TakeProfit order price MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TYPE_FILLING, // Actual order filling type MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TYPE_TIME, // Actual order expiration type MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_EXPIRATION, // Actual order lifetime }; //+------------------------------------------------------------------+
and the texts corresponding to these new indices:
{"Отложенный запрос на удаление отложенного ордера","Pending request to remove pending order"},
{"Отложенный запрос на модификацию параметров отложенного ордера","Pending request to modify pending order parameters"},
{"Фактический объем","Actual volume"},
{"Фактическая цена установки ордера","Actual order placement price"},
{"Фактическая цена установки StopLimit-ордера","Actual StopLimit order placement price"},
{"Фактическая цена установки StopLoss-ордера","Actual StopLoss order placement price"},
{"Фактическая цена установки TakeProfit-ордера","Actual TakeProfit order placement price"},
{"Фактический тип заливки ордера","Actual order filling type"},
{"Фактический тип экспирации ордера","Actual order expiration type"},
{"Фактическое время жизни ордера","Actual order lifetime"},
};
//+---------------------------------------------------------------------+
Pause object
in the folder of library service classes and functions \MQL5\Include\DoEasy\Services\, create the new CPause class in the Pause.mqh file and add everything we need to it right away:
//+------------------------------------------------------------------+ //| Pause.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" #property strict // Necessary for mql4 //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "DELib.mqh" //+------------------------------------------------------------------+ //| Pause class | //+------------------------------------------------------------------+ class CPause { private: ulong m_start; // Countdown start ulong m_time_begin; // Pause countdown start time ulong m_wait_msc; // Pause in milliseconds public: //--- Set the new (1) countdown start time and (2) pause in milliseconds void SetTimeBegin(const ulong time) { this.m_time_begin=time; this.m_start=::GetTickCount(); } void SetWaitingMSC(const ulong pause) { this.m_wait_msc=pause; } //--- Return (1) the time passed from the countdown start in milliseconds, (2) waiting completion flag //--- (3) pause countdown start time, (4) pause in milliseconds ulong Passed(void) const { return ::GetTickCount()-this.m_start; } bool IsCompleted(void) const { return this.Passed()>this.m_wait_msc; } ulong TimeBegin(void) const { return this.m_time_begin; } ulong TimeWait(void) const { return this.m_wait_msc; } //--- Return the description (1) of the time passed till the countdown starts in milliseconds, //--- (2) pause countdown start time, (3) pause in milliseconds string PassedDescription(void) const { return ::TimeToString(this.Passed()/1000,TIME_SECONDS); } string TimeBeginDescription(void) const { return ::TimeMSCtoString(this.m_time_begin); } string WaitingMSCDescription(void) const { return (string)this.m_wait_msc; } string WaitingSECDescription(void) const { return ::TimeToString(this.m_wait_msc/1000,TIME_SECONDS); } //--- Constructor CPause(void) : m_start(::GetTickCount()){;} }; //+------------------------------------------------------------------+
Include the file of service functions DELib.mqh featuring the display of time in milliseconds — it will be required for the auxiliary class method displaying the pause start time in the journal.
In the private class section, declare three class member variables necessary for the pause calculation:
- The m_start variable is necessary for specifying a reference number at the moment of creating the pause object, as well as for
writing a new reference number of the new countdown start in a previously created pause object.
- The m_time_begin variable stores the specified pause countdown start time and is used solely for displaying info messages.
- The m_wait_msc variable contains the number of pause milliseconds — upon passing of the specified number of milliseconds, the
pause is deemed over.
I believe, the class methods need no explanations.
- First, the SetTimeBegin() method setting the new countdown start time writes the passed time to the m_time_begin variable. Then it sets a new countdown start reference number to the m_start variable. The result returned by the GetTickCount() function is used as the reference number of any coundown in the class.
- The Passed() method returning the number of passed pause milliseconds returns the difference in milliseconds between the current reference time measurement and the value set in m_start when launching the pause countdown.
The remaining class methods are quite obvious and need no explanations.
We will need this class later.
To make the pause class accessible from anywhere in the library and the program based on the
library, include the CPause class file to the file of the DELib.mqh library service
functions:
//+------------------------------------------------------------------+ //| DELib.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property strict // Necessary for mql4 //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "..\Defines.mqh" #include "Message.mqh" #include "TimerCounter.mqh" #include "Pause.mqh" //+------------------------------------------------------------------+
A bit of code optimization
It is time to move the methods repeating from class to class to the base object of all library objects and inherit these classes from the base object (if it has not already been done).
First of all, write the new variables and methods to the class of the base object of all library objects:
//+------------------------------------------------------------------+ //| Base object class for all library objects | //+------------------------------------------------------------------+ #define CONTROLS_TOTAL (10) class CBaseObj : public CObject { private: int m_long_prop_total; int m_double_prop_total; //--- Fill in the object property array template<typename T> bool FillPropertySettings(const int index,T &array[][CONTROLS_TOTAL],T &array_prev[][CONTROLS_TOTAL],int &event_id); protected: CArrayObj m_list_events_base; // Object base event list CArrayObj m_list_events; // Object event list ENUM_LOG_LEVEL m_log_level; // Logging level MqlTick m_tick; // Tick structure for receiving quote data double m_hash_sum; // Object data hash sum double m_hash_sum_prev; // Object data hash sum during the previous check int m_digits_currency; // Number of decimal places in an account currency int m_global_error; // Global error code long m_chart_id; // Control program chart ID bool m_is_event; // Object event flag int m_event_code; // Object event code int m_event_id; // Event ID (equal to the object property value) string m_name; // Object name string m_folder_name; // Name of the folder storing CBaseObj descendant objects bool m_first_start; // First launch flag int m_type; // Object type (corresponds to the collection IDs) //--- Data for storing, controlling and returning tracked properties: //--- [Property index][0] Controlled property increase value //--- [Property index][1] Controlled property decrease value //--- [Property index][2] Controlled property value level //--- [Property index][3] Property value //--- [Property index][4] Property value change //--- [Property index][5] Flag of a property change exceeding the increase value //--- [Property index][6] Flag of a property change exceeding the decrease value //--- [Property index][7] Flag of a property increase exceeding the control level //--- [Property index][8] Flag of a property decrease being less than the control level //--- [Property index][9] Flag of a property value being equal to the control level long m_long_prop_event[][CONTROLS_TOTAL]; // The array for storing object's integer properties values and controlled property change values double m_double_prop_event[][CONTROLS_TOTAL]; // The array for storing object's real properties values and controlled property change values long m_long_prop_event_prev[][CONTROLS_TOTAL]; // The array for storing object's controlled integer properties values during the previous check double m_double_prop_event_prev[][CONTROLS_TOTAL]; // The array for storing object's controlled real properties values during the previous check //--- Return (1) time in milliseconds, (2) milliseconds from the MqlTick time value long TickTime(void) const { return #ifdef __MQL5__ this.m_tick.time_msc #else this.m_tick.time*1000 #endif ; } ushort MSCfromTime(const long time_msc) const { return #ifdef __MQL5__ ushort(this.TickTime()%1000) #else 0 #endif ; } //--- return the flag of the event code presence in the event object bool IsPresentEventFlag(const int change_code) const { return (this.m_event_code & change_code)==change_code; } //--- Return the number of decimal places of the account currency int DigitsCurrency(void) const { return this.m_digits_currency; } //--- Returns the number of decimal places in the 'double' value int GetDigits(const double value) const; //--- Set the size of the array of controlled (1) integer and (2) real object properties bool SetControlDataArraySizeLong(const int size); bool SetControlDataArraySizeDouble(const int size); //--- Check the array size of object properties bool CheckControlDataArraySize(bool check_long=true); //--- Check the list of object property changes and create an event void CheckEvents(void); //--- (1) Pack a 'ushort' number to a passed 'long' number long UshortToLong(const ushort ushort_value,const uchar to_byte,long &long_value); protected: //--- (1) convert a 'ushort' value to a specified 'long' number byte long UshortToByte(const ushort value,const uchar to_byte) const; public: //--- Set the value of the pbject property controlled (1) increase, (2) decrease, (3) control level template<typename T> void SetControlledValueINC(const int property,const T value); template<typename T> void SetControlledValueDEC(const int property,const T value); template<typename T> void SetControlledValueLEVEL(const int property,const T value); //--- (1) Set, (2) return the error logging level void SetLogLevel(const ENUM_LOG_LEVEL level) { this.m_log_level=level; } ENUM_LOG_LEVEL GetLogLevel(void) const { return this.m_log_level; } //--- Return the set value of the controlled (1) integer and (2) real object properties increase long GetControlledLongValueINC(const int property) const { return this.m_long_prop_event[property][0]; } double GetControlledDoubleValueINC(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][0]; } //--- Return the set value of the controlled (1) integer and (2) real object properties decrease long GetControlledLongValueDEC(const int property) const { return this.m_long_prop_event[property][1]; } double GetControlledDoubleValueDEC(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][1]; } //--- Return the specified control level of object's (1) integer and (2) real properties long GetControlledLongValueLEVEL(const int property) const { return this.m_long_prop_event[property][2]; } double GetControlledDoubleValueLEVEL(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][2]; } //--- Return the current value of the object (1) integer and (2) real property long GetPropLongValue(const int property) const { return this.m_long_prop_event[property][3]; } double GetPropDoubleValue(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][3]; } //--- Return the change value of the controlled (1) integer and (2) real object property long GetPropLongChangedValue(const int property) const { return this.m_long_prop_event[property][4]; } double GetPropDoubleChangedValue(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][4]; } //--- Return the flag of an (1) integer and (2) real property value change exceeding the increase value long GetPropLongFlagINC(const int property) const { return this.m_long_prop_event[property][5]; } double GetPropDoubleFlagINC(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][5]; } //--- Return the flag of an (1) integer and (2) real property value change exceeding the decrease value long GetPropLongFlagDEC(const int property) const { return this.m_long_prop_event[property][6]; } double GetPropDoubleFlagDEC(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][6]; } //--- Return the flag of an (1) integer and (2) real property value increase exceeding the control level long GetPropLongFlagMORE(const int property) const { return this.m_long_prop_event[property][7]; } double GetPropDoubleFlagMORE(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][7]; } //--- Return the flag of an (1) integer and (2) real property value decrease being less than the control level long GetPropLongFlagLESS(const int property) const { return this.m_long_prop_event[property][8]; } double GetPropDoubleFlagLESS(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][8]; } //--- Return the flag of an (1) integer and (2) real property being equal to the control level long GetPropLongFlagEQUAL(const int property) const { return this.m_long_prop_event[property][9]; } double GetPropDoubleFlagEQUAL(const int property) const { return this.m_double_prop_event[property-this.m_long_prop_total][9]; } //--- Reset the variables of (1) tracked and (2) controlled object data (can be reset in the descendants) void ResetChangesParams(void); virtual void ResetControlsParams(void); //--- Add the (1) object event and (2) the object event reason to the list bool EventAdd(const ushort event_id,const long lparam,const double dparam,const string sparam); bool EventBaseAdd(const int event_id,const ENUM_BASE_EVENT_REASON reason,const double value); //--- 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; } //--- Return (1) the list of events, (2) the object event code and (3) the global error code CArrayObj *GetListEvents(void) { return &this.m_list_events; } int GetEventCode(void) const { return this.m_event_code; } int GetError(void) const { return this.m_global_error; } //--- Return (1) an event object and (2) a base event by its number in the list CEventBaseObj *GetEvent(const int shift=WRONG_VALUE,const bool check_out=true); CBaseEvent *GetEventBase(const int index); //--- Return the number of (1) object events int GetEventsTotal(void) const { return this.m_list_events.Total(); } //--- (1) Set and (2) return the chart ID of the control program void SetChartID(const long id) { this.m_chart_id=id; } long GetChartID(void) const { return this.m_chart_id; } //--- (1) Set the sub-folder name, (2) return the folder name for storing descendant object files void SetSubFolderName(const string name) { this.m_folder_name=DIRECTORY+name; } string GetFolderName(void) const { return this.m_folder_name; } //--- Return the object name string GetName(void) const { return this.m_name; } //--- Update the object data to search for changes (Calling from the descendants: CBaseObj::Refresh()) virtual void Refresh(void); //--- Return an object type virtual int Type(void) const { return this.m_type; } //--- Return an object event description string EventDescription(const int property, const ENUM_BASE_EVENT_REASON reason, const int source, const string value, const string property_descr, const int digits); //--- Data location in the magic number int value //----------------------------------------------------------- // bit 32|31 24|23 16|15 8|7 0| //----------------------------------------------------------- // byte | 3 | 2 | 1 | 0 | //----------------------------------------------------------- // data | uchar | uchar | ushort | //----------------------------------------------------------- // descr |pend req id| id2 | id1 | magic | //----------------------------------------------------------- //--- Set the ID of the (1) first group, (2) second group, (3) pending request to the magic number value void SetGroupID1(const uchar group,uint &magic) { magic &=0xFFF0FFFF; magic |= uint(this.ConvToXX(group,0)<<16); } void SetGroupID2(const uchar group,uint &magic) { magic &=0xFF0FFFFF; magic |= uint(this.ConvToXX(group,1)<<16); } void SetPendReqID(const uchar id,uint &magic) { magic &=0x00FFFFFF; magic |= (uint)id<<24; } //--- Convert the value of 0 - 15 into the necessary uchar number bits (0 - lower, 1 - upper ones) uchar ConvToXX(const uchar number,const uchar index) const { return((number>15 ? 15 : number)<<(4*(index>1 ? 1 : index))); } //--- Return (1) the specified magic number, the ID of (2) the first group, (3) second group, (4) pending request from the magic number value ushort GetMagicID(const uint magic) const { return ushort(magic & 0xFFFF); } uchar GetGroupID1(const uint magic) const { return uchar(magic>>16) & 0x0F; } uchar GetGroupID2(const uint magic) const { return uchar((magic>>16) & 0xF0)>>4; } uchar GetPendReqID(const uint magic) const { return uchar(magic>>24) & 0xFF; } //--- Constructor CBaseObj(); }; //+------------------------------------------------------------------+
The protected variable (available to descendants but not programs) stores the logging level values for each of the base object descendant objects requiring displaying info in the journal. It receives the logging level from the ENUM_LOG_LEVEL enumeration set in Defines.mqh:
//+------------------------------------------------------------------+ //| Logging level | //+------------------------------------------------------------------+ enum ENUM_LOG_LEVEL { LOG_LEVEL_NO_MSG, // Trading logging disabled LOG_LEVEL_ERROR_MSG, // Only trading errors LOG_LEVEL_ALL_MSG // Full logging }; //+------------------------------------------------------------------+
The variable values are set and returned using the SetLogLevel()
and GetLogLevel() public methods respectively.
The methods of setting and returning the values of various IDs stored in the
order/position magic number are made public as well.
We have
already considered these methods before, so it makes no sense to dwell on them here.
The symbol's base trading object is in the \MQL5\Include\DoEasy\Objects\Trade\TradeObj.mqh file.
Let's make the necessary improvements: include the library base object file to it and make the CBaseObj object class its parent class:
//+------------------------------------------------------------------+ //| TradeObj.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "..\..\Services\DELib.mqh" #include "..\..\Objects\BaseObj.mqh" //+------------------------------------------------------------------+ //| Trading object class | //+------------------------------------------------------------------+ class CTradeObj : public CBaseObj {
After making these improvements, the symbol's trading object class becomes a descendant of the base object of all library objects. Now we need to remove all variables and methods already present in the CBaseObj parent class.
Remove unnecessary variables present in the parent class from the private section of the class:
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_time; // Order type per expiration 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
Remove the methods of setting and returning a logging level from the public section of the class:
//--- (1) Return the margin calculation mode, (2) hedge account flag ENUM_ACCOUNT_MARGIN_MODE GetMarginMode(void) const { return this.m_margin_mode; } bool IsHedge(void) const { return this.GetMarginMode()==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING; } //--- (1) Set, (2) return the error logging level void SetLogLevel(const ENUM_LOG_LEVEL level) { this.m_log_level=level; } ENUM_LOG_LEVEL GetLogLevel(void) const { return this.m_log_level; } //--- (1) Set, (2) return the filling policy void SetTypeFilling(const ENUM_ORDER_TYPE_FILLING type) { this.m_type_filling=type; } ENUM_ORDER_TYPE_FILLING GetTypeFilling(void) const { return this.m_type_filling; }
Remove the logging level initialization from the initialization list of the constructor class:
//+------------------------------------------------------------------+ //| 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_time(ORDER_TIME_GTC), m_comment(::MQLInfoString(MQL_PROGRAM_NAME)+" by DoEasy"), m_log_level(LOG_LEVEL_ERROR_MSG)
Add logging level initialization to the method body:
//+------------------------------------------------------------------+ //| 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_time(ORDER_TIME_GTC), m_comment(::MQLInfoString(MQL_PROGRAM_NAME)+" by DoEasy") { //--- 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.m_log_level=LOG_LEVEL_ERROR_MSG; this.InitSounds(); } //+------------------------------------------------------------------+
The base abstract order object is in the \MQL5\Include\DoEasy\Objects\Orders\Order.mqh file.
Let's make the necessary improvements: include the library base object file to it and make the CBaseObj object class its parent class:
//+------------------------------------------------------------------+ //| Order.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" #property strict // Necessary for mql4 //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include <Object.mqh> #include "..\..\Services\DELib.mqh" #include "..\..\Objects\BaseObj.mqh" //+------------------------------------------------------------------+ //| Abstract order class | //+------------------------------------------------------------------+ class COrder : public CBaseObj {
Remove the methods of receiving IDs written in the order
magic number from the private section of the class (leave the plate reminding of
the location of IDs in the magic number value):
//+------------------------------------------------------------------+ //| Abstract order class | //+------------------------------------------------------------------+ class COrder : public CObject { private: ulong m_ticket; // Selected order/deal ticket (MQL5) long m_long_prop[ORDER_PROP_INTEGER_TOTAL]; // Integer properties double m_double_prop[ORDER_PROP_DOUBLE_TOTAL]; // Real properties string m_string_prop[ORDER_PROP_STRING_TOTAL]; // String properties //--- Return the index of the array the order's (1) double and (2) string properties are located at int IndexProp(ENUM_ORDER_PROP_DOUBLE property) const { return(int)property-ORDER_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_ORDER_PROP_STRING property) const { return(int)property-ORDER_PROP_INTEGER_TOTAL-ORDER_PROP_DOUBLE_TOTAL; } //--- Data location in the magic number int value //----------------------------------------------------------- // bit 32|31 24|23 16|15 8|7 0| //----------------------------------------------------------- // byte | 3 | 2 | 1 | 0 | //----------------------------------------------------------- // data | uchar | uchar | ushort | //----------------------------------------------------------- // descr |pend req id| id2 | id1 | magic | //----------------------------------------------------------- //--- Return (1) the specified magic number, the ID of (2) the first group, (3) second group, (4) pending request from the magic number value ushort GetMagicID(void) const { return ushort(this.Magic() & 0xFFFF); } uchar GetGroupID1(void) const { return uchar(this.Magic()>>16) & 0x0F; } uchar GetGroupID2(void) const { return uchar((this.Magic()>>16) & 0xF0)>>4; } uchar GetPendReqID(void) const { return uchar(this.Magic()>>24) & 0xFF; } public:
In the closed class constructor, add specification of a magic number to the methods of receiving IDs:
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ COrder::COrder(ENUM_ORDER_STATUS order_status,const ulong ticket) { //--- Save integer properties this.m_ticket=ticket; this.m_long_prop[ORDER_PROP_STATUS] = order_status; this.m_long_prop[ORDER_PROP_MAGIC] = this.OrderMagicNumber(); this.m_long_prop[ORDER_PROP_TICKET] = this.OrderTicket(); this.m_long_prop[ORDER_PROP_TIME_EXP] = this.OrderExpiration(); this.m_long_prop[ORDER_PROP_TYPE_FILLING] = this.OrderTypeFilling(); this.m_long_prop[ORDER_PROP_TYPE_TIME] = this.OrderTypeTime(); this.m_long_prop[ORDER_PROP_TYPE] = this.OrderType(); this.m_long_prop[ORDER_PROP_STATE] = this.OrderState(); this.m_long_prop[ORDER_PROP_DIRECTION] = this.OrderTypeByDirection(); this.m_long_prop[ORDER_PROP_POSITION_ID] = this.OrderPositionID(); this.m_long_prop[ORDER_PROP_REASON] = this.OrderReason(); this.m_long_prop[ORDER_PROP_DEAL_ORDER_TICKET] = this.DealOrderTicket(); this.m_long_prop[ORDER_PROP_DEAL_ENTRY] = this.DealEntry(); this.m_long_prop[ORDER_PROP_POSITION_BY_ID] = this.OrderPositionByID(); this.m_long_prop[ORDER_PROP_TIME_OPEN] = this.OrderOpenTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_CLOSE] = this.OrderCloseTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_UPDATE] = this.PositionTimeUpdateMSC(); //--- Save real properties this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_OPEN)] = this.OrderOpenPrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_CLOSE)] = this.OrderClosePrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT)] = this.OrderProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_COMMISSION)] = this.OrderCommission(); this.m_double_prop[this.IndexProp(ORDER_PROP_SWAP)] = this.OrderSwap(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME)] = this.OrderVolume(); this.m_double_prop[this.IndexProp(ORDER_PROP_SL)] = this.OrderStopLoss(); this.m_double_prop[this.IndexProp(ORDER_PROP_TP)] = this.OrderTakeProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME_CURRENT)] = this.OrderVolumeCurrent(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_STOP_LIMIT)] = this.OrderPriceStopLimit(); //--- Save string properties this.m_string_prop[this.IndexProp(ORDER_PROP_SYMBOL)] = this.OrderSymbol(); this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT)] = this.OrderComment(); this.m_string_prop[this.IndexProp(ORDER_PROP_EXT_ID)] = this.OrderExternalID(); //--- Save additional integer properties this.m_long_prop[ORDER_PROP_PROFIT_PT] = this.ProfitInPoints(); this.m_long_prop[ORDER_PROP_TICKET_FROM] = this.OrderTicketFrom(); this.m_long_prop[ORDER_PROP_TICKET_TO] = this.OrderTicketTo(); this.m_long_prop[ORDER_PROP_CLOSE_BY_SL] = this.OrderCloseByStopLoss(); this.m_long_prop[ORDER_PROP_CLOSE_BY_TP] = this.OrderCloseByTakeProfit(); this.m_long_prop[ORDER_PROP_MAGIC_ID] = this.GetMagicID((uint)this.GetProperty(ORDER_PROP_MAGIC)); this.m_long_prop[ORDER_PROP_GROUP_ID1] = this.GetGroupID1((uint)this.GetProperty(ORDER_PROP_MAGIC)); this.m_long_prop[ORDER_PROP_GROUP_ID2] = this.GetGroupID2((uint)this.GetProperty(ORDER_PROP_MAGIC)); this.m_long_prop[ORDER_PROP_PEND_REQ_ID] = this.GetPendReqID((uint)this.GetProperty(ORDER_PROP_MAGIC)); //--- Save additional real properties this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT_FULL)] = this.ProfitFull(); //--- Save additional string properties this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT_EXT)] = ""; } //+------------------------------------------------------------------+
The base trading class is in \MQL5\Include\DoEasy\Trading.mqh.
Let's make the necessary improvements. Since the method has become the parent one for the future class of managing pending requests, move the pointers to collection objects and the list of pointers to pending requests to the protected section out of the private one:
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading : public CBaseObj { protected: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CEventsCollection *m_events; // Pointer to the event collection list CArrayObj m_list_request; // List of pending requests private:
Remove the variable for storing the logging level from the private section:
private: CArrayInt m_list_errors; // Error list bool m_is_trade_disable; // Flag disabling trading bool m_use_sound; // The flag of using sounds of the object trading events uchar m_total_try; // Number of trading attempts ENUM_LOG_LEVEL m_log_level; // Logging level MqlTradeRequest m_request; // Trading request prices ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags; // Flags of error source in a trading method ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error
In the public section of the class, add the method returning the entire trading class object and make the class timer virtual:
public: //--- Return itself CTrading *GetObject(void) { return &this; } //--- Constructor CTrading(); //--- Timer virtual void OnTimer(void); //--- Get the pointers to the lists (make sure to call the method in program's OnInit() since the symbol collection list is created there)
In the method of creating a pending request, add passing an order object to the method and remove the methods for working with IDs set in the order magic number:
//--- Create a pending request bool CreatePendingRequest(const ENUM_PEND_REQ_STATUS status, const uchar id, const uchar attempts, const ulong wait, const MqlTradeRequest &request, const int retcode, CSymbol *symbol_obj, COrder *order); //--- Data location in the magic number int value //----------------------------------------------------------- // bit 32|31 24|23 16|15 8|7 0| //----------------------------------------------------------- // byte | 3 | 2 | 1 | 0 | //----------------------------------------------------------- // data | uchar | uchar | ushort | //----------------------------------------------------------- // descr |pend req id| id2 | id1 | magic | //----------------------------------------------------------- //--- Set the ID of the (1) first group, (2) second group, (3) pending request to the magic number value void SetGroupID1(const uchar group,uint &magic) { magic &=0xFFF0FFFF; magic |= uint(ConvToXX(group,0)<<16); } void SetGroupID2(const uchar group,uint &magic) { magic &=0xFF0FFFFF; magic |= uint(ConvToXX(group,1)<<16); } void SetPendReqID(const uchar id,uint &magic) { magic &=0x00FFFFFF; magic |= (uint)id<<24; } //--- Convert the value of 0 - 15 into the necessary uchar number bits (0 - lower, 1 - upper ones) uchar ConvToXX(const uchar number,const uchar index) const { return((number>15 ? 15 : number)<<(4*(index>1 ? 1 : index)));} //--- Return (1) the specified magic number, the ID of (2) the first group, (3) second group, (4) pending request from the magic number value ushort GetMagicID(const uint magic) const { return ushort(magic & 0xFFFF); } uchar GetGroupID1(const uint magic) const { return uchar(magic>>16) & 0x0F; } uchar GetGroupID2(const uint magic) const { return uchar((magic>>16) & 0xF0)>>4; } uchar GetPendReqID(const uint magic) const { return uchar(magic>>24) & 0xFF; } }; //+------------------------------------------------------------------+
Remove everything from the class timer implementation leaving it empty:
//+------------------------------------------------------------------+ //| Timer | //+------------------------------------------------------------------+ void CTrading::OnTimer(void) { } //+------------------------------------------------------------------+
Here we will write the code in case we need to handle something only in the timer of this class, which is a parent one for other trading classes (in the current implementation, for the future class of managing pending requests).
In the CheckTradeConstraints() method of checking limitations for trading, namely in the block for checking the volume validity during trading operations requiring a lot value (condition supplemented), check the volume validity only if its value passed by the input exceeds zero:
//--- If closing or not removing/modifying if(action_type<ACTION_TYPE_CLOSE_BY || action_type==ACTION_TYPE_CLOSE) { //--- 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>0) { 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
Next:
A method receives an order object in case creation of a pending request object is required. In case there is no such object (in the methods of opening a position and setting pending orders), pass NULL to the method.
In the method of opening a position, pass NULL as the last parameter:
//--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' (OpenPosition) if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.type=order_type; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest(PEND_REQ_STATUS_OPEN,(uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj,NULL); } return false; }
In the method of setting a pending order, pass NULL as an order object to the method of creating a pending request, while in the methods working with the already existing orders and positions, pass the order object to the method of creating a pending request, for example, pass the order object in the method of modifying stop orders of the existing position:
//--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' (ModifyPosition) if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure this.m_request.action=TRADE_ACTION_SLTP; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.type=order_type; this.m_request.volume=order.Volume(); //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest(PEND_REQ_STATUS_SLTP,(uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj,order); } return false; }
In the remaining methods with the known order or position, pass the order object to the method of creating a pending request.
During the test, it turned out that the ClosePosition() position closure method sometimes received an invalid volume
of a closed position in case of a partial closure. A zero volume was sent and the verification was skipped to never be repeated again. To fix
this, we have already added checking the volume when closing a position to the method defining if trading is enabled. Now let's add writing
the correct volume when creating a pending request, as well as add sending it to
the verification method.
To do this, add a single string to the
method:
//--- Write a deviation and a comment to the request structure this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.volume=(volume==WRONG_VALUE || volume>order.Volume() ? order.Volume() : symbol_obj.NormalizedLot(volume)); //--- If there are trading and volume limitations //--- there are limitations on FreezeLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(volume,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) {
Here we add the volume to the trading request structure the following way: if -1 is passed to the method or the volume passed to the method exceeds the one of the closed position, write the full position volume (full closure) to the structure. Otherwise, write the normalized volume passed to the method (it may be invalid, for example when dividing the volume of 0.05 by 2 when partially closing a position, the method receives 0.025 causing an error).
In the method of modifying the ModifyOrder() pending order, add the magic number ID and the order volume to the trading request structure:
//--- Write the magic number, volume, filling type, as well as expiration date and type to the request structure this.m_request.magic=order.GetMagicID((uint)order.Magic()); this.m_request.volume=order.Volume(); this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : order.TypeFilling()); this.m_request.expiration=(expiration>WRONG_VALUE ? expiration : order.TimeExpiration()); this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : order.TypeTime()); //--- If there are trading limitations, //--- StopLevel or FreezeLevel limitations, play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,this.m_request.price,action,order_type,symbol_obj,trade_obj,DFUN,this.m_request.stoplimit,this.m_request.sl,this.m_request.tp,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) {
This is completely useless for real trading since an order is modified by ticket. However, in case of pending orders, this provides us with the correct display of entries about a modified order in the journal.
The method of creating a pending request has undergone minor changes:
//+------------------------------------------------------------------+ //| Create a pending request | //+------------------------------------------------------------------+ bool CTrading::CreatePendingRequest(const ENUM_PEND_REQ_STATUS status, const uchar id, const uchar attempts, const ulong wait, const MqlTradeRequest &request, const int retcode, CSymbol *symbol_obj, COrder *order) { //--- Create a new pending request object depending on a request status CPendRequest *req_obj=NULL; switch(status) { case PEND_REQ_STATUS_OPEN : req_obj=new CPendReqOpen(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; case PEND_REQ_STATUS_CLOSE : req_obj=new CPendReqClose(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; case PEND_REQ_STATUS_SLTP : req_obj=new CPendReqSLTP(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; case PEND_REQ_STATUS_PLACE : req_obj=new CPendReqPlace(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; case PEND_REQ_STATUS_REMOVE : req_obj=new CPendReqRemove(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; case PEND_REQ_STATUS_MODIFY : req_obj=new CPendReqModify(id,symbol_obj.BidLast(),symbol_obj.Time(),request,retcode); break; default: req_obj=NULL; break; } if(req_obj==NULL) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_FAILING_CREATE_PENDING_REQ)); return false; } //--- If failed to add the request to the list, display the appropriate message, //--- remove the created object and return 'false' if(!this.m_list_request.Add(req_obj)) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_FAILING_CREATE_PENDING_REQ)); delete req_obj; return false; } //--- Fill in the properties of a successfully created object by the values passed to the method req_obj.SetTimeActivate(symbol_obj.Time()+wait); req_obj.SetWaitingMSC(wait); req_obj.SetCurrentAttempt(0); req_obj.SetTotalAttempts(attempts); if(order!=NULL) { req_obj.SetActualVolume(order.Volume()); req_obj.SetActualPrice(order.PriceOpen()); req_obj.SetActualStopLimit(order.PriceStopLimit()); req_obj.SetActualSL(order.StopLoss()); req_obj.SetActualTP(order.TakeProfit()); req_obj.SetActualTypeFilling(order.TypeFilling()); req_obj.SetActualTypeTime(order.TypeTime()); req_obj.SetActualExpiration(order.TimeExpiration()); } else { req_obj.SetActualVolume(request.volume); req_obj.SetActualPrice(request.price); req_obj.SetActualStopLimit(request.stoplimit); req_obj.SetActualSL(request.sl); req_obj.SetActualTP(request.tp); req_obj.SetActualTypeFilling(request.type_filling); req_obj.SetActualTypeTime(request.type_time); req_obj.SetActualExpiration(request.expiration); } //--- Display a brief description of a created pending request if(this.m_log_level>LOG_LEVEL_NO_MSG) { ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_CREATED)," #",req_obj.ID(),":"); req_obj.PrintShort(); } //--- successful return true; } //+------------------------------------------------------------------+
Looking ahead (since we are now editing the base trading class), it should be noted that when we finalize the pending request object, we will
introduce the methods for setting its actual values, which will enable us to compare the object status - whether it has changed or whether the
request has already been activated. We compare the status of the order properties with the values set in the pending request object
properties. If they are completely equal to each other, we assume that the pending request has fulfilled its function.
We check what is passed as an order object in the method of
creating a pending trading request. If something other than NULL is passed (the order
object exists), the initial parameters from the order object are set in the pending
request object. Otherwise, the
parameters are set from the trading request structure.
These are all the changes of the base trading class.
Now let's improve the pending request object class.
We now have the new properties of the pending request object. Write them to the Defines.mqh file.
Add the new properties to the pending request integer
properties and change the number of integer properties from 19 to 22:
//+------------------------------------------------------------------+ //| Integer properties of a pending trading request | //+------------------------------------------------------------------+ enum ENUM_PEND_REQ_PROP_INTEGER { PEND_REQ_PROP_STATUS = 0, // Trading request status (from the ENUM_PEND_REQ_STATUS enumeration) PEND_REQ_PROP_TYPE, // Trading request type (from the ENUM_PEND_REQ_TYPE enumeration) PEND_REQ_PROP_ID, // Trading request ID PEND_REQ_PROP_RETCODE, // Result a request is based on PEND_REQ_PROP_TIME_CREATE, // Request creation time PEND_REQ_PROP_TIME_ACTIVATE, // Next attempt activation time PEND_REQ_PROP_WAITING, // Waiting time between requests PEND_REQ_PROP_CURRENT_ATTEMPT, // Current attempt index PEND_REQ_PROP_TOTAL, // Number of attempts PEND_REQ_PROP_ACTUAL_TYPE_FILLING, // Actual order filling type PEND_REQ_PROP_ACTUAL_TYPE_TIME, // Actual order expiration type PEND_REQ_PROP_ACTUAL_EXPIRATION, // Actual order lifetime //--- MqlTradeRequest PEND_REQ_PROP_MQL_REQ_ACTION, // Type of a performed action in the request structure PEND_REQ_PROP_MQL_REQ_TYPE, // Order type in the request structure PEND_REQ_PROP_MQL_REQ_MAGIC, // EA stamp (magic number ID) in the request structure PEND_REQ_PROP_MQL_REQ_ORDER, // Order ticket in the request structure PEND_REQ_PROP_MQL_REQ_POSITION, // Position ticket in the request structure PEND_REQ_PROP_MQL_REQ_POSITION_BY, // Opposite position ticket in the request structure PEND_REQ_PROP_MQL_REQ_DEVIATION, // Maximum acceptable deviation from a requested price in the request structure PEND_REQ_PROP_MQL_REQ_EXPIRATION, // Order expiration time (for ORDER_TIME_SPECIFIED type orders) in the request structure PEND_REQ_PROP_MQL_REQ_TYPE_FILLING, // Order filling type in the request structure PEND_REQ_PROP_MQL_REQ_TYPE_TIME, // Order lifetime type in the request structure }; #define PEND_REQ_PROP_INTEGER_TOTAL (22) // Total number of integer event properties #define PEND_REQ_PROP_INTEGER_SKIP (0) // Number of request properties not used in sorting //+------------------------------------------------------------------+
Add the new properties and change their number from 6 to 11:
//+------------------------------------------------------------------+ //| Real properties of a pending trading request | //+------------------------------------------------------------------+ enum ENUM_PEND_REQ_PROP_DOUBLE { PEND_REQ_PROP_PRICE_CREATE = PEND_REQ_PROP_INTEGER_TOTAL,// Price at the moment of a request generation PEND_REQ_PROP_ACTUAL_VOLUME, // Actual volume PEND_REQ_PROP_ACTUAL_PRICE, // Actual order price PEND_REQ_PROP_ACTUAL_STOPLIMIT, // Actual stoplimit order price PEND_REQ_PROP_ACTUAL_SL, // Actual stoploss order price PEND_REQ_PROP_ACTUAL_TP, // Actual takeprofit order price //--- MqlTradeRequest PEND_REQ_PROP_MQL_REQ_VOLUME, // Requested volume of a deal in lots in the request structure PEND_REQ_PROP_MQL_REQ_PRICE, // Price in the request structure PEND_REQ_PROP_MQL_REQ_STOPLIMIT, // StopLimit level in the request structure PEND_REQ_PROP_MQL_REQ_SL, // Stop Loss level in the request structure PEND_REQ_PROP_MQL_REQ_TP, // Take Profit level in the request structure }; #define PEND_REQ_PROP_DOUBLE_TOTAL (11) // Total number of event's real properties #define PEND_REQ_PROP_DOUBLE_SKIP (0) // Number of order properties not used in sorting //+------------------------------------------------------------------+
Add sorting by new properties to the list of possible sorting criteria:
//+------------------------------------------------------------------+ //| Possible pending request sorting criteria | //+------------------------------------------------------------------+ #define FIRST_PREQ_DBL_PROP (PEND_REQ_PROP_INTEGER_TOTAL-PEND_REQ_PROP_INTEGER_SKIP) #define FIRST_PREQ_STR_PROP (PEND_REQ_PROP_INTEGER_TOTAL-PEND_REQ_PROP_INTEGER_SKIP+PEND_REQ_PROP_DOUBLE_TOTAL-PEND_REQ_PROP_DOUBLE_SKIP) enum ENUM_SORT_PEND_REQ_MODE { //--- Sort by integer properties SORT_BY_PEND_REQ_STATUS = 0, // Sort by a trading request status (from the ENUM_PEND_REQ_STATUS enumeration) SORT_BY_PEND_REQ_TYPE, // Sort by a trading request type (from the ENUM_PEND_REQ_TYPE enumeration) SORT_BY_PEND_REQ_ID, // Sort by a trading request ID SORT_BY_PEND_REQ_RETCODE, // Sort by a result a request is based on SORT_BY_PEND_REQ_TIME_CREATE, // Sort by a request generation time SORT_BY_PEND_REQ_TIME_ACTIVATE, // Sort by next attempt activation time SORT_BY_PEND_REQ_WAITING, // Sort by a waiting time between requests SORT_BY_PEND_REQ_CURENT, // Sort by the current attempt index SORT_BY_PEND_REQ_TOTAL, // Sort by a number of attempts SORT_BY_PEND_REQ_ACTUAL_TYPE_FILLING, // Sort by actual order filling type SORT_BY_PEND_REQ_ACTUAL_TYPE_TIME, // Sort by actual order expiration type SORT_BY_PEND_REQ_ACTUAL_EXPIRATION, // Sort by actual order lifetime //--- MqlTradeRequest SORT_BY_PEND_REQ_MQL_REQ_ACTION, // Sort by a type of a performed action in the request structure SORT_BY_PEND_REQ_MQL_REQ_TYPE, // Sort by an order type in the request structure SORT_BY_PEND_REQ_MQL_REQ_MAGIC, // Sort by an EA stamp (magic number ID) in the request structure SORT_BY_PEND_REQ_MQL_REQ_ORDER, // Sort by an order ticket in the request structure SORT_BY_PEND_REQ_MQL_REQ_POSITION, // Sort by a position ticket in the request structure SORT_BY_PEND_REQ_MQL_REQ_POSITION_BY, // Sort by an opposite position ticket in the request structure SORT_BY_PEND_REQ_MQL_REQ_DEVIATION, // Sort by a maximum acceptable deviation from a requested price in the request structure SORT_BY_PEND_REQ_MQL_REQ_EXPIRATION, // Sort by an order expiration time (for ORDER_TIME_SPECIFIED type orders) in the request structure SORT_BY_PEND_REQ_MQL_REQ_TYPE_FILLING, // Sort by an order filling type in the request structure SORT_BY_PEND_REQ_MQL_REQ_TYPE_TIME, // Sort by order lifetime type in the request structure //--- Sort by real properties SORT_BY_PEND_REQ_PRICE_CREATE = FIRST_PREQ_DBL_PROP, // Sort by a price at the moment of a request generation SORT_BY_PEND_REQ_ACTUAL_VOLUME, // Sort by initial volume SORT_BY_PEND_REQ_ACTUAL_PRICE, // Sort by actual order price SORT_BY_PEND_REQ_ACTUAL_STOPLIMIT, // Sort by actual stoplimit order price SORT_BY_PEND_REQ_ACTUAL_SL, // Sort by actual stoploss order price SORT_BY_PEND_REQ_ACTUAL_TP, // Sort by actual takeprofit order price //--- MqlTradeRequest SORT_BY_PEND_REQ_MQL_REQ_VOLUME, // Sort by a requested volume of a deal in lots in the request structure SORT_BY_PEND_REQ_MQL_REQ_PRICE, // Sort by a price in the request structure SORT_BY_PEND_REQ_MQL_REQ_STOPLIMIT, // Sort by StopLimit order level in the request structure SORT_BY_PEND_REQ_MQL_REQ_SL, // Sort by StopLoss order level in the request structure SORT_BY_PEND_REQ_MQL_REQ_TP, // Sort by TakeProfit order level in the request structure //--- Sort by string properties //--- MqlTradeRequest SORT_BY_PEND_REQ_MQL_SYMBOL = FIRST_PREQ_STR_PROP, // Sort by a trading instrument name in the request structure SORT_BY_PEND_REQ_MQL_COMMENT // Sort by an order comment in the request structure }; //+------------------------------------------------------------------+
Now let's focus on the objects.
Open the file of the abstract pending request base object class \MQL5\Include\DoEasy\Objects\PendRequest\PendRequest.mqh
and make the necessary changes.
In the private section of the class, declare the pause class object, while in the protected one, declare two overloaded methods of comparing object property values with the value passed to the method and the set of methods returning the flags indicating the pending request has completed changing each of the order/position parameters:
//+------------------------------------------------------------------+ //| Abstract pending trading request class | //+------------------------------------------------------------------+ class CPendRequest : public CObject { private: MqlTradeRequest m_request; // Trade request structure CPause m_pause; // Pause class object //--- Copy trading request data void CopyRequest(const MqlTradeRequest &request); //--- Return the index of the array the request (1) double and (2) string properties are actually located at int IndexProp(ENUM_PEND_REQ_PROP_DOUBLE property)const { return(int)property-PEND_REQ_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_PEND_REQ_PROP_STRING property)const { return(int)property-PEND_REQ_PROP_INTEGER_TOTAL-PEND_REQ_PROP_DOUBLE_TOTAL; } protected: int m_digits; // Number of decimal places in a quote int m_digits_lot; // Number of decimal places in the symbol lot value bool m_is_hedge; // Hedging account flag long m_long_prop[PEND_REQ_PROP_INTEGER_TOTAL]; // Request integer properties double m_double_prop[PEND_REQ_PROP_DOUBLE_TOTAL]; // Request real properties string m_string_prop[PEND_REQ_PROP_STRING_TOTAL]; // Request string properties //--- Protected parametric constructor CPendRequest(const ENUM_PEND_REQ_STATUS status, const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode); //--- Return (1) the magic number specified in the settings, (2) hedging account flag, (3) flag indicating the real property is equal to the value ushort GetMagicID(void) const { return ushort(this.GetProperty(PEND_REQ_PROP_MQL_REQ_MAGIC) & 0xFFFF);} bool IsHedge(void) const { return this.m_is_hedge; } bool IsEqualByMode(const int mode,const double value) const; bool IsEqualByMode(const int mode,const long value) const; //--- Return the flags indicating the pending request has completed changing each of the order/position parameters bool IsCompletedVolume(void) const; bool IsCompletedPrice(void) const; bool IsCompletedStopLimit(void) const; bool IsCompletedStopLoss(void) const; bool IsCompletedTakeProfit(void) const; bool IsCompletedTypeFilling(void) const; bool IsCompletedTypeTime(void) const; bool IsCompletedExpiration(void) const; public:
In the public class section, declare the virtual method returning the flag
of the pending request work completion, the method returning the current
request object in full and the methods setting and returning the pause
object parameters:
public: //--- Default constructor CPendRequest(){;} //--- Set request (1) integer, (2) real and (3) string properties void SetProperty(ENUM_PEND_REQ_PROP_INTEGER property,long value) { this.m_long_prop[property]=value; } void SetProperty(ENUM_PEND_REQ_PROP_DOUBLE property,double value){ this.m_double_prop[this.IndexProp(property)]=value; } void SetProperty(ENUM_PEND_REQ_PROP_STRING property,string value){ this.m_string_prop[this.IndexProp(property)]=value; } //--- Return (1) integer, (2) real and (3) string request properties from the properties array long GetProperty(ENUM_PEND_REQ_PROP_INTEGER property) const { return this.m_long_prop[property]; } double GetProperty(ENUM_PEND_REQ_PROP_DOUBLE property) const { return this.m_double_prop[this.IndexProp(property)]; } string GetProperty(ENUM_PEND_REQ_PROP_STRING property) const { return this.m_string_prop[this.IndexProp(property)]; } //--- Return the flag of the request supporting the property virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property) { return true; } virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property) { return true; } virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property) { return true; } //--- Return the flag indicating the pending request has completed its work virtual bool IsCompleted(void) const { return false;} //--- Return itself CPendRequest *GetObject(void) { return &this;} //--- Compare CPendRequest objects by a specified property (to sort the lists by a specified request object property) virtual int Compare(const CObject *node,const int mode=0) const; //--- Compare CPendRequest objects by all properties (to search for equal request objects) bool IsEqual(CPendRequest* compared_obj); //--- Return (1) the elapsed number of milliseconds, (2) waiting time completion from the pause object, //--- time of the (3) pause countdown start in milliseconds and (4) waiting time ulong PausePassed(void) const { return this.m_pause.Passed(); } bool PauseIsCompleted(void) const { return this.m_pause.IsCompleted(); } ulong PauseTimeBegin(void) const { return this.m_pause.TimeBegin(); } ulong PauseTimeWait(void) const { return this.m_pause.TimeWait(); } //--- Return the description (1) of an elapsed number of pause waiting seconds, //--- (2) pause countdown start time, as well as waiting time (3) in milliseconds and (4) in seconds string PausePassedDescription(void) const { return this.m_pause.PassedDescription(); } string PauseTimeBeginDescription(void) const { return this.m_pause.TimeBeginDescription(); } string PauseWaitingMSCDescription(void) const { return this.m_pause.WaitingMSCDescription(); } string PauseWaitingSecDescription(void) const { return this.m_pause.WaitingSECDescription(); } //+------------------------------------------------------------------+
Here, the IsCompleted() method in the parent object always returns 'false' and is implemented for each descendant object individually. The methods of working with the pause object simply call the corresponding methods of the object we examined at the very beginning of the article.
Add the methods returning the actual order properties to
the block of methods for simplified access to pending request object properties:
//+------------------------------------------------------------------+ //| Methods of a simplified access to the request object properties | //+------------------------------------------------------------------+ //--- Return (1) request structure, (2) status, (3) type, (4) price at the moment of the request generation, //--- (5) request generation time, (6) next attempt activation time, //--- (7) waiting time between requests, (8) current attempt index, //--- (9) number of attempts, (10) request ID //--- (11) result a request is based on, //--- (12) order ticket, (13) position ticket, (14) trading operation type MqlTradeRequest MqlRequest(void) const { return this.m_request; } ENUM_PEND_REQ_STATUS Status(void) const { return (ENUM_PEND_REQ_STATUS)this.GetProperty(PEND_REQ_PROP_STATUS); } ENUM_PEND_REQ_TYPE TypeRequest(void) const { return (ENUM_PEND_REQ_TYPE)this.GetProperty(PEND_REQ_PROP_TYPE); } double PriceCreate(void) const { return this.GetProperty(PEND_REQ_PROP_PRICE_CREATE); } ulong TimeCreate(void) const { return this.GetProperty(PEND_REQ_PROP_TIME_CREATE); } ulong TimeActivate(void) const { return this.GetProperty(PEND_REQ_PROP_TIME_ACTIVATE); } ulong WaitingMSC(void) const { return this.GetProperty(PEND_REQ_PROP_WAITING); } uchar CurrentAttempt(void) const { return (uchar)this.GetProperty(PEND_REQ_PROP_CURRENT_ATTEMPT); } uchar TotalAttempts(void) const { return (uchar)this.GetProperty(PEND_REQ_PROP_TOTAL); } uchar ID(void) const { return (uchar)this.GetProperty(PEND_REQ_PROP_ID); } int Retcode(void) const { return (int)this.GetProperty(PEND_REQ_PROP_RETCODE); } ulong Order(void) const { return this.GetProperty(PEND_REQ_PROP_MQL_REQ_ORDER); } ulong Position(void) const { return this.GetProperty(PEND_REQ_PROP_MQL_REQ_POSITION); } ENUM_TRADE_REQUEST_ACTIONS Action(void) const { return (ENUM_TRADE_REQUEST_ACTIONS)this.GetProperty(PEND_REQ_PROP_MQL_REQ_ACTION); } //--- Return the actual (1) volume, (2) order, (3) limit order, //--- (4) stoploss order and (5) takeprofit order prices, (6) order filling type, //--- (7) order expiration type and (8) order lifetime double ActualVolume(void) const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_VOLUME); } double ActualPrice(void) const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_PRICE); } double ActualStopLimit(void) const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_STOPLIMIT); } double ActualSL(void) const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_SL); } double ActualTP(void) const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_TP); } ENUM_ORDER_TYPE_FILLING ActualTypeFilling(void) const { return (ENUM_ORDER_TYPE_FILLING)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_FILLING); } ENUM_ORDER_TYPE_TIME ActualTypeTime(void) const { return (ENUM_ORDER_TYPE_TIME)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_TIME); } datetime ActualExpiration(void) const { return (datetime)this.GetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION); }
Each time the next pending request object is checked, the appropriate order/position properties the request object is created for are written to these properties. These methods allow receiving the current properties of the appropriate order from the request object.
In the same block, improve the method for setting the pending request
creation time and the one for setting its waiting time:
//--- Set (1) the price when creating a request, (2) request creation time, //--- (3) current attempt time, (4) waiting time between requests, //--- (5) current attempt index, (6) number of attempts, (7) ID, //--- (8) order ticket, (9) position ticket void SetPriceCreate(const double price) { this.SetProperty(PEND_REQ_PROP_PRICE_CREATE,price); } void SetTimeCreate(const ulong time) { this.SetProperty(PEND_REQ_PROP_TIME_CREATE,time); this.m_pause.SetTimeBegin(time); } void SetTimeActivate(const ulong time) { this.SetProperty(PEND_REQ_PROP_TIME_ACTIVATE,time); } void SetWaitingMSC(const ulong miliseconds) { this.SetProperty(PEND_REQ_PROP_WAITING,miliseconds); this.m_pause.SetWaitingMSC(miliseconds); }
In addition to setting the passed values to the pending request object, these methods will now simultaneously set these values to the pause object as well.
In the same block, write the methods for setting the actual order object properties to the request object:
//--- Set the actual (1) volume, (2) order, (3) limit order, //--- (4) stoploss order and (5) takeprofit order prices, (6) order filling type, //--- (7) order expiration type and (8) order lifetime void SetActualVolume(const double volume) { this.SetProperty(PEND_REQ_PROP_ACTUAL_VOLUME,volume); } void SetActualPrice(const double price) { this.SetProperty(PEND_REQ_PROP_ACTUAL_PRICE,price); } void SetActualStopLimit(const double price) { this.SetProperty(PEND_REQ_PROP_ACTUAL_STOPLIMIT,price); } void SetActualSL(const double price) { this.SetProperty(PEND_REQ_PROP_ACTUAL_SL,price); } void SetActualTP(const double price) { this.SetProperty(PEND_REQ_PROP_ACTUAL_TP,price); } void SetActualTypeFilling(const ENUM_ORDER_TYPE_FILLING type) { this.SetProperty(PEND_REQ_PROP_ACTUAL_TYPE_FILLING,type); } void SetActualTypeTime(const ENUM_ORDER_TYPE_TIME type) { this.SetProperty(PEND_REQ_PROP_ACTUAL_TYPE_TIME,type); } void SetActualExpiration(const datetime expiration) { this.SetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION,expiration); } //+------------------------------------------------------------------+
In the block of displaying object properties, add defining the
methods returning descriptions of actual order properties. At the very end, add
the virtual method returning the "header" (brief object description) describing the pending request object:
//+------------------------------------------------------------------+ //| Descriptions of request object properties | //+------------------------------------------------------------------+ //--- Get description of a request (1) integer, (2) real and (3) string property string GetPropertyDescription(ENUM_PEND_REQ_PROP_INTEGER property); string GetPropertyDescription(ENUM_PEND_REQ_PROP_DOUBLE property); string GetPropertyDescription(ENUM_PEND_REQ_PROP_STRING property); //--- Return the names of pending request object parameters string StatusDescription(void) const; string TypeRequestDescription(void) const; string IDDescription(void) const; string RetcodeDescription(void) const; string TimeCreateDescription(void) const; string TimeActivateDescription(void) const; string TimeWaitingDescription(void) const; string CurrentAttemptDescription(void) const; string TotalAttemptsDescription(void) const; string PriceCreateDescription(void) const; string TypeFillingActualDescription(void) const; string TypeTimeActualDescription(void) const; string ExpirationActualDescription(void) const; string VolumeActualDescription(void) const; string PriceActualDescription(void) const; string StopLimitActualDescription(void) const; string StopLossActualDescription(void) const; string TakeProfitActualDescription(void) const; //--- Return the names of trading request structures parameters in the request object string MqlReqActionDescription(void) const; string MqlReqMagicDescription(void) const; string MqlReqOrderDescription(void) const; string MqlReqSymbolDescription(void) const; string MqlReqVolumeDescription(void) const; string MqlReqPriceDescription(void) const; string MqlReqStopLimitDescription(void) const; string MqlReqStopLossDescription(void) const; string MqlReqTakeProfitDescription(void) const; string MqlReqDeviationDescription(void) const; string MqlReqTypeOrderDescription(void) const; string MqlReqTypeFillingDescription(void) const; string MqlReqTypeTimeDescription(void) const; string MqlReqExpirationDescription(void) const; string MqlReqCommentDescription(void) const; string MqlReqPositionDescription(void) const; string MqlReqPositionByDescription(void) const; //--- Display (1) description of request properties (full_prop=true - all properties, false - only supported ones), //--- (2) short message about the request, (3) short request name (2 and 3 - implementation in the class descendants) void Print(const bool full_prop=false); virtual void PrintShort(void){;} virtual string Header(void){return NULL;} }; //+------------------------------------------------------------------+
The methods of describing the actual order object properties are to be described later. The virtual method of the pending request header
description returns NULL here and is to be implemented in descendant objects.
In the class constructor, add pause object initialization using the
values of the request object generation time and its waiting time:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CPendRequest::CPendRequest(const ENUM_PEND_REQ_STATUS status, const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) { this.CopyRequest(request); this.m_is_hedge=#ifdef __MQL4__ true #else bool(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) #endif; this.m_digits=(int)::SymbolInfoInteger(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SYMBOL),SYMBOL_DIGITS); int dg=(int)DigitsLots(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SYMBOL)); this.m_digits_lot=(dg==0 ? 1 : dg); this.SetProperty(PEND_REQ_PROP_STATUS,status); this.SetProperty(PEND_REQ_PROP_ID,id); this.SetProperty(PEND_REQ_PROP_RETCODE,retcode); this.SetProperty(PEND_REQ_PROP_TYPE,this.GetProperty(PEND_REQ_PROP_RETCODE)>0 ? PEND_REQ_TYPE_ERROR : PEND_REQ_TYPE_REQUEST); this.SetProperty(PEND_REQ_PROP_TIME_CREATE,time); this.SetProperty(PEND_REQ_PROP_PRICE_CREATE,price); this.m_pause.SetTimeBegin(this.GetProperty(PEND_REQ_PROP_TIME_CREATE)); this.m_pause.SetWaitingMSC(this.GetProperty(PEND_REQ_PROP_WAITING)); } //+------------------------------------------------------------------+
Thus, immediately after creating a new pending request object, the waiting start time and pause duration are to be immediately set to its pause
object.
Outside the class body, implement the methods returning the flags indicating the request object's real and integer properties are equal to
the value passed to the methods:
//+---------------------------------------------------------------------+ //| Return the flag indicating the real value is equal to the passed one| //+---------------------------------------------------------------------+ bool CPendRequest::IsEqualByMode(const int mode,const double value) const { CPendRequest *req=new CPendRequest(); if(req==NULL) return false; req.SetProperty((ENUM_PEND_REQ_PROP_DOUBLE)mode,value); bool res=!this.Compare(req,mode); delete req; return res; } //+------------------------------------------------------------------------+ //| Return the flag indicating the integer value is equal to the passed one| //+------------------------------------------------------------------------+ bool CPendRequest::IsEqualByMode(const int mode,const long value) const { CPendRequest *req=new CPendRequest(); if(req==NULL) return false; req.SetProperty((ENUM_PEND_REQ_PROP_INTEGER)mode,value); bool res=!this.Compare(req,mode); delete req; return res; } //+------------------------------------------------------------------+
The method receives the mode used to compare the object property
and the value passed to the method.
The mode involves
indication of one of the object property values from the enumeration of its real (ENUM_PEND_REQ_PROP_DOUBLE) or integer properties
(ENUM_PEND_REQ_PROP_INTEGER). This is the property used in the comparison with the value passed to the method.
In the method, create
a new temporary pending request object. The corresponding
property receives the value passed to the method.
The Compare() method of the CObject base object of the
standard library returns 0, which means equality. However, the method is virtual and is implemented in the class descendants. Here, the
Compare() method is implemented so that it returns 1 if the current object value exceeds the same value of the compared one. -1 is returned if
the value is lower and 0 in case they are equal.
Thus, if the compared values are equal, the res value receives false.
However, we also
add the logical negation of a verification result there. Thus, if the comparison method returns 0, then !false
equals to true. In case of 1 or -1, !true
is equal to false.
After writing the comparison result, the
temporary object is removed and the comparison result is returned.
The methods returning comparison flags of actual order and request object property values by their types:
//+------------------------------------------------------------------+ //| Return the flag of a successful volume change | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedVolume(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_VOLUME,this.GetProperty(PEND_REQ_PROP_MQL_REQ_VOLUME)); } //+------------------------------------------------------------------+ //| Return the flag of a successful price modification | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedPrice(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_PRICE,this.GetProperty(PEND_REQ_PROP_MQL_REQ_PRICE)); } //+-------------------------------------------------------------------+ //| Return the flag of a successful StopLimit order price modification| //+-------------------------------------------------------------------+ bool CPendRequest::IsCompletedStopLimit(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_STOPLIMIT,this.GetProperty(PEND_REQ_PROP_MQL_REQ_STOPLIMIT)); } //+------------------------------------------------------------------+ //| Return the flag of a successful StopLoss order modification | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedStopLoss(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_SL,this.GetProperty(PEND_REQ_PROP_MQL_REQ_SL)); } //+------------------------------------------------------------------+ //| Return the flag of a successful TakeProfit order modification | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedTakeProfit(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_TP,this.GetProperty(PEND_REQ_PROP_MQL_REQ_TP)); } //+------------------------------------------------------------------+ //| Return the flag of a successful order filling type modification | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedTypeFilling(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_TYPE_FILLING,this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE_FILLING)); } //+-------------------------------------------------------------------+ //| Return the flag of a successful order expiration type modification| //+-------------------------------------------------------------------+ bool CPendRequest::IsCompletedTypeTime(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_TYPE_TIME,this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE_TIME)); } //+------------------------------------------------------------------+ //| Return the flag of a successful order lifetime modification | //+------------------------------------------------------------------+ bool CPendRequest::IsCompletedExpiration(void) const { return this.IsEqualByMode(PEND_REQ_PROP_ACTUAL_EXPIRATION,this.GetProperty(PEND_REQ_PROP_MQL_REQ_EXPIRATION)); } //+------------------------------------------------------------------+
The methods return the result of comparing two appropriate properties — thw actual and the one set in the object using the comparison method we
have just considered.
Add the new properties into the implementation of methods returning the descriptions of object properties:
//+------------------------------------------------------------------+ //| Return the description of a request integer property | //+------------------------------------------------------------------+ string CPendRequest::GetPropertyDescription(ENUM_PEND_REQ_PROP_INTEGER property) { return ( property==PEND_REQ_PROP_STATUS ? this.StatusDescription() : property==PEND_REQ_PROP_TYPE ? this.TypeRequestDescription() : property==PEND_REQ_PROP_ID ? this.IDDescription() : property==PEND_REQ_PROP_RETCODE ? this.RetcodeDescription() : property==PEND_REQ_PROP_TIME_CREATE ? this.TimeCreateDescription() : property==PEND_REQ_PROP_TIME_ACTIVATE ? this.TimeActivateDescription() : property==PEND_REQ_PROP_WAITING ? this.TimeWaitingDescription() : property==PEND_REQ_PROP_CURRENT_ATTEMPT ? this.CurrentAttemptDescription() : property==PEND_REQ_PROP_TOTAL ? this.TotalAttemptsDescription() : property==PEND_REQ_PROP_ACTUAL_TYPE_FILLING ? this.TypeFillingActualDescription() : property==PEND_REQ_PROP_ACTUAL_TYPE_TIME ? this.TypeTimeActualDescription() : property==PEND_REQ_PROP_ACTUAL_EXPIRATION ? this.ExpirationActualDescription() : //--- MqlTradeRequest property==PEND_REQ_PROP_MQL_REQ_ACTION ? this.MqlReqActionDescription() : property==PEND_REQ_PROP_MQL_REQ_TYPE ? this.MqlReqTypeOrderDescription() : property==PEND_REQ_PROP_MQL_REQ_MAGIC ? this.MqlReqMagicDescription() : property==PEND_REQ_PROP_MQL_REQ_ORDER ? this.MqlReqOrderDescription() : property==PEND_REQ_PROP_MQL_REQ_POSITION ? this.MqlReqPositionDescription() : property==PEND_REQ_PROP_MQL_REQ_POSITION_BY ? this.MqlReqPositionByDescription() : property==PEND_REQ_PROP_MQL_REQ_DEVIATION ? this.MqlReqDeviationDescription() : property==PEND_REQ_PROP_MQL_REQ_EXPIRATION ? this.MqlReqExpirationDescription() : property==PEND_REQ_PROP_MQL_REQ_TYPE_FILLING ? this.MqlReqTypeFillingDescription() : property==PEND_REQ_PROP_MQL_REQ_TYPE_TIME ? this.MqlReqTypeTimeDescription() : ::EnumToString(property) ); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Return the description of the request real property | //+------------------------------------------------------------------+ string CPendRequest::GetPropertyDescription(ENUM_PEND_REQ_PROP_DOUBLE property) { return ( property==PEND_REQ_PROP_PRICE_CREATE ? this.PriceCreateDescription() : property==PEND_REQ_PROP_ACTUAL_VOLUME ? this.VolumeActualDescription() : property==PEND_REQ_PROP_ACTUAL_PRICE ? this.PriceActualDescription() : property==PEND_REQ_PROP_ACTUAL_STOPLIMIT ? this.StopLimitActualDescription() : property==PEND_REQ_PROP_ACTUAL_SL ? this.StopLossActualDescription() : property==PEND_REQ_PROP_ACTUAL_TP ? this.TakeProfitActualDescription() : //--- MqlTradeRequest property==PEND_REQ_PROP_MQL_REQ_VOLUME ? this.MqlReqVolumeDescription() : property==PEND_REQ_PROP_MQL_REQ_PRICE ? this.MqlReqPriceDescription() : property==PEND_REQ_PROP_MQL_REQ_STOPLIMIT ? this.MqlReqStopLimitDescription() : property==PEND_REQ_PROP_MQL_REQ_SL ? this.MqlReqStopLossDescription() : property==PEND_REQ_PROP_MQL_REQ_TP ? this.MqlReqTakeProfitDescription() : ::EnumToString(property) ); } //+------------------------------------------------------------------+
The object property passed to it is checked in the methods and its description is returned using the appropriate methods.
The methods returning descriptions of actual order properties written in the request object:
//+------------------------------------------------------------------+ //| Return the description of the actual order filling mode | //+------------------------------------------------------------------+ string CPendRequest::TypeFillingActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TYPE_FILLING)+": "+OrderTypeFillingDescription((ENUM_ORDER_TYPE_FILLING)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_FILLING)); } //+------------------------------------------------------------------+ //| Return the actual order lifetime type | //+------------------------------------------------------------------+ string CPendRequest::TypeTimeActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TYPE_TIME)+": "+OrderTypeTimeDescription((ENUM_ORDER_TYPE_TIME)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_TIME)); } //+------------------------------------------------------------------+ //| Return the description of the actual order lifetime | //+------------------------------------------------------------------+ string CPendRequest::ExpirationActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_EXPIRATION)+": "+ (this.GetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION)>0 ? ::TimeToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION)) : CMessage::Text(MSG_LIB_PROP_NOT_SET)); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Return the description of the actual order volume | //+------------------------------------------------------------------+ string CPendRequest::VolumeActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_VOLUME)+": "+::DoubleToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_VOLUME),this.m_digits_lot); } //+------------------------------------------------------------------+ //| Return the description of the actual order price | //+------------------------------------------------------------------+ string CPendRequest::PriceActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_PRICE)+": "+::DoubleToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_PRICE),this.m_digits); } //+------------------------------------------------------------------+ //| Return the description of the actual StopLimit order price | //+------------------------------------------------------------------+ string CPendRequest::StopLimitActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_STOPLIMIT)+": "+::DoubleToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_STOPLIMIT),this.m_digits); } //+------------------------------------------------------------------+ //| Return the description of the actual StopLoss order price | //+------------------------------------------------------------------+ string CPendRequest::StopLossActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_SL)+": "+::DoubleToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_SL),this.m_digits); } //+------------------------------------------------------------------+ //| Return the description of the actual TakeProfit order price | //+------------------------------------------------------------------+ string CPendRequest::TakeProfitActualDescription(void) const { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ACTUAL_TP)+": "+::DoubleToString(this.GetProperty(PEND_REQ_PROP_ACTUAL_TP),this.m_digits); } //+------------------------------------------------------------------+
The methods are used to prepare and return the message text corresponding to the property returned by the method.
These are all the changes of the abstract pending request's base object.
Now let's make changes to descendant classes of the base request object.
Open the file of the class of position opening pending request object \MQL5\Include\DoEasy\Objects\PendRequest\PendReqOpen.mqh and make changes.
Add defining the virtual method returning the short request name:
//+------------------------------------------------------------------+ //| Pending request for opening a position | //+------------------------------------------------------------------+ class CPendReqOpen : public CPendRequest { public: //--- Constructor CPendReqOpen(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_OPEN,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
And its implementation:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqOpen::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_OPEN)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
The class of the pending request for modifying position stop orders (PendReqSLTP.mqh file):
//+------------------------------------------------------------------+ //| Pending request to modify position stop orders | //+------------------------------------------------------------------+ class CPendReqSLTP : public CPendRequest { public: //--- Constructor CPendReqSLTP(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_SLTP,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Return the flag indicating the pending request has completed its work virtual bool IsCompleted(void) const; //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
Add the new properties to the methods returning the flag indicating the object supports some of its properties:
//+------------------------------------------------------------------+ //| Return 'true' if an order supports a passed | //| integer property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CPendReqSLTP::SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property) { if(property==PEND_REQ_PROP_MQL_REQ_POSITION_BY || property==PEND_REQ_PROP_MQL_REQ_ORDER || property==PEND_REQ_PROP_MQL_REQ_EXPIRATION || property==PEND_REQ_PROP_MQL_REQ_DEVIATION || property==PEND_REQ_PROP_MQL_REQ_TYPE_FILLING || property==PEND_REQ_PROP_MQL_REQ_TYPE_TIME || property==PEND_REQ_PROP_ACTUAL_EXPIRATION || property==PEND_REQ_PROP_ACTUAL_TYPE_TIME || property==PEND_REQ_PROP_ACTUAL_TYPE_FILLING ) return false; return true; } //+------------------------------------------------------------------+ //| Return 'true' if an order supports a passed | //| real property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CPendReqSLTP::SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property) { if(property==PEND_REQ_PROP_PRICE_CREATE || property==PEND_REQ_PROP_ACTUAL_SL || property==PEND_REQ_PROP_ACTUAL_TP || property==PEND_REQ_PROP_MQL_REQ_SL || property==PEND_REQ_PROP_MQL_REQ_TP ) return true; return false; } //+------------------------------------------------------------------+
The virtual method returning the flag indicating the pending request has completed its work:
//+----------------------------------------------------------------------+ //| Return the flag indicating the pending request has completed its work| //+----------------------------------------------------------------------+ bool CPendReqSLTP::IsCompleted(void) const { bool res=true; res &= this.IsCompletedStopLoss(); res &= this.IsCompletedTakeProfit(); return res; } //+------------------------------------------------------------------+
Here, add the results of verifying StopLoss and TakeProfit modification completion to the res variable. If at least one of the verifications returns false, the overall result is false. Return the final result from the method.
The method returning a short request name:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqSLTP::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_SLTP)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
The class of the pending request for closing a position (PendReqClose.mqh file):
//+------------------------------------------------------------------+ //| Pending request to close a position | //+------------------------------------------------------------------+ class CPendReqClose : public CPendRequest { public: //--- Constructor CPendReqClose(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_CLOSE,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Return the flag indicating the pending request has completed its work virtual bool IsCompleted(void) const; //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
The method returning the flag indicating the request has completed its work:
//+----------------------------------------------------------------------+ //| Return the flag indicating the pending request has completed its work| //+----------------------------------------------------------------------+ bool CPendReqClose::IsCompleted(void) const { return this.IsCompletedVolume(); } //+------------------------------------------------------------------+
The method returning a short request name:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqClose::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_CLOSE)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
The class of the pending request for placing a pending order (PendReqPlace.mqh file):
//+------------------------------------------------------------------+ //| Pending request to place a pending order | //+------------------------------------------------------------------+ class CPendReqPlace : public CPendRequest { public: //--- Constructor CPendReqPlace(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_PLACE,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
The method returning a short request name:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqPlace::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_PLACE)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
The class of the pending request for changing pending order parameters (PendReqModify.mqh file):
//+------------------------------------------------------------------+ //| Pending request to modify pending order parameters | //+------------------------------------------------------------------+ class CPendReqModify : public CPendRequest { public: //--- Constructor CPendReqModify(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_MODIFY,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Return the flag indicating the pending request has completed its work virtual bool IsCompleted(void) const; //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
The method returning the flag indicating the request has completed its work:
//+----------------------------------------------------------------------+ //| Return the flag indicating the pending request has completed its work| //+----------------------------------------------------------------------+ bool CPendReqModify::IsCompleted(void) const { bool res=true; res &= this.IsCompletedPrice(); res &= this.IsCompletedStopLimit(); res &= this.IsCompletedStopLoss(); res &= this.IsCompletedTakeProfit(); res &= this.IsCompletedTypeFilling(); res &= this.IsCompletedTypeTime(); res &= this.IsCompletedExpiration(); return res; } //+------------------------------------------------------------------+
The method returning a short request name:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqModify::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_MODIFY)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
The class of a pending request for removing a pending order (PendReqRemove.mqh file):
//+------------------------------------------------------------------+ //| Pending request to remove a pending order | //+------------------------------------------------------------------+ class CPendReqRemove : public CPendRequest { public: //--- Constructor CPendReqRemove(const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) : CPendRequest(PEND_REQ_STATUS_REMOVE,id,price,time,request,retcode) {} //--- Supported deal properties (1) real, (2) integer virtual bool SupportProperty(ENUM_PEND_REQ_PROP_INTEGER property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_DOUBLE property); virtual bool SupportProperty(ENUM_PEND_REQ_PROP_STRING property); //--- Display a brief message with request data and (2) a short request name in the journal virtual void PrintShort(void); virtual string Header(void); }; //+------------------------------------------------------------------+
The method returning a short request name:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqRemove::Header(void) { return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_REMOVE)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
As we can see in the class listings and their appropriate methods, all is quite trivial here — each method uses only its inherent abstract pending request object properties. A short request name consists of the appropriate text messages.
This concludes the improvement of the descendant classes of the abstract pending trading request object's base class.
The class for managing pending request objects
Now let’s finally get down to the class for managing pending request objects.
As already mentioned above, the class is to be derived from the CTrading trading class since all data and methods are closely interrelated in
the CTrading, CPendRequest and newly added CTradingControl classes. In the current implementation, the class is quite small and works in
the timer. The entire code is to be moved to the timer from the CTrading class timer code with minor changes.
Create the new CTradingControl class in \MQL5\Include\DoEasy\TradingControl.mqh. Set the CTrading class as a base class when creating it. Make sure to include the Trading.mqh file to it right after creating the class:
//+------------------------------------------------------------------+ //| PendReqControl.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" #property strict // Necessary for mql4 //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Trading.mqh" //+------------------------------------------------------------------+ //| Class for managing pending trading requests | //+------------------------------------------------------------------+ class CTradingControl : public CTrading { private: //--- Set actual order/position data to a pending request object void SetActualProperties(CPendRequest *req_obj,const COrder *order); public: //--- Return itself CTradingControl *GetObject(void) { return &this; } //--- Timer virtual void OnTimer(void); //--- Constructor CTradingControl(); }; //+------------------------------------------------------------------+
The class features the SetActualProperties() private method setting actual order/position data to a pending
request object.
In the public section, the GetObject() method returns the pointer to the entire object of managing
pending requests, while the OnTimer() virtual method is a timer of the class for managing pending requests.
In the class constructor, clear the list of pending requests and set the sorted list flag for it:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTradingControl::CTradingControl() { this.m_list_request.Clear(); this.m_list_request.Sort(); } //+------------------------------------------------------------------+
The list belongs to the CTrading class since this is the trading class where pending trading requests are created.
Implement the method for setting actual order data to a request object beyond the class body:
//+------------------------------------------------------------------+ //| Set order/position data to a pending request object | //+------------------------------------------------------------------+ void CTradingControl::SetActualProperties(CPendRequest *req_obj,const COrder *order) { req_obj.SetActualExpiration(order.TimeExpiration()); req_obj.SetActualPrice(order.PriceOpen()); req_obj.SetActualSL(order.StopLoss()); req_obj.SetActualStopLimit(order.PriceStopLimit()); req_obj.SetActualTP(order.TakeProfit()); req_obj.SetActualTypeFilling(order.TypeFilling()); req_obj.SetActualTypeTime(order.TypeTime()); req_obj.SetActualVolume(order.Volume()); } //+------------------------------------------------------------------+
The method receives the pointer to a pending request object and the pointer to an order object. Next, the appropriate order property values are set in the request object using the methods considered above.
The class timer tracks all existing request objects in the pending request list. A lifetime of each pending request is checked. If it is over, the request is removed. If the request has already been activated (there is an appropriate trading event in the account history or an order/position with a specific pending request ID in the magic number is present), such requests are considered completely executed and removed from the list.
If the request is not activated yet and its activation time has come, a trading order set in the pending request is sent to the server.
The method features the verification for the ability to perform trading operations on the terminal side — the AutoTrading button and
Allow Auto Trading option in the EA settings. If a pending trading request has been created according to the 10027 error code (auto trading is
disabled by the terminal) and the error cause has been eliminated by a trader (by clicking the AutoTrading button or checking the Allow Auto
Trading option in the EA settings), the pending request is handled immediately. A new pending request activation time is set so that the
activation is performed since the user has fixed the error, and there is no need to wait. Instead, the order should be sent to the server
immediately to avoid subsequent requotes.
Since the method is quite large, I did my best to thoroughly describe in the code comments all the actions conducted inside the timer of the class for managing pending requests.
The timer of the class for managing pending requests:
//+------------------------------------------------------------------+ //| Timer | //+------------------------------------------------------------------+ void CTradingControl::OnTimer(void) { //--- In a loop by the list of pending requests int total=this.m_list_request.Total(); for(int i=total-1;i>WRONG_VALUE;i--) { //--- receive the next request object CPendRequest *req_obj=this.m_list_request.At(i); if(req_obj==NULL) continue; //--- get the request structure and the symbol object a trading operation should be performed for MqlTradeRequest request=req_obj.MqlRequest(); CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(request.symbol); if(symbol_obj==NULL || !symbol_obj.RefreshRates()) continue; //--- Set the flag disabling trading in the terminal by two properties simultaneously //--- (the AutoTrading button in the terminal and the Allow Automated Trading option in the EA settings) //--- If any of the two properties is 'false', the flag is 'false' as well bool terminal_trade_allowed=::TerminalInfoInteger(TERMINAL_TRADE_ALLOWED); terminal_trade_allowed &=::MQLInfoInteger(MQL_TRADE_ALLOWED); //--- If a request object is based on the error code if(req_obj.TypeRequest()==PEND_REQ_TYPE_ERROR) { //--- if the error has been caused by trading disabled on the terminal side and has been eliminated if(req_obj.Retcode()==10027 && terminal_trade_allowed) { //--- if the current attempt has not exceeded the defined number of trading attempts yet if(req_obj.CurrentAttempt()<req_obj.TotalAttempts()+1) { //--- Set the request creation time equal to its creation time minus waiting time, i.e. send the request immediately //--- Also, decrease the number of a successful attempt since during the next attempt, its number is increased, and if this is the last attempt, //--- it is not executed. However, this is related to fixing the error cause by a user, which means we need to give more time for the last attempt req_obj.SetTimeCreate(req_obj.TimeCreate()-req_obj.WaitingMSC()); req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()>0 ? req_obj.CurrentAttempt()-1 : 0)); } } } //--- if the current attempt exceeds the defined number of trading attempts, //--- or the current time exceeds the waiting time of all attempts //--- remove the current request object and move on to the next one if(req_obj.CurrentAttempt()>req_obj.TotalAttempts() || req_obj.CurrentAttempt()>=UCHAR_MAX || (long)symbol_obj.Time()>long(req_obj.TimeCreate()+req_obj.WaitingMSC()*req_obj.TotalAttempts())) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_DELETED)); this.m_list_request.Delete(i); continue; } //--- If this is a position opening or placing a pending order if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()==0) || req_obj.Action()==TRADE_ACTION_PENDING) { //--- Get the pending request ID uchar id=this.GetPendReqID((uint)request.magic); //--- Get the list of orders/positions containing the order/position with the pending request ID CArrayObj *list=this.m_market.GetList(ORDER_PROP_PEND_REQ_ID,id,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the order/position is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- Otherwise: full and partial position closure, removing an order, modifying order parameters and position stop orders else { CArrayObj *list=NULL; //--- if this is a position closure, including a closure by an opposite one if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()>0) || req_obj.Action()==TRADE_ACTION_CLOSE_BY) { //--- Get a position with the necessary ticket from the list of open positions list=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the market has no such position - the request is handled: remove it and proceed to the next one if(list.Total()==0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } //--- Otherwise, if the position still exists, this is a partial closure else { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event is a partial closure or there was a partial closure when closing by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL || event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request if(event.PositionID()==req_obj.Position()) { //--- Get a position object from the list of market positions CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_POSITION_ID,req_obj.Position(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(list_orders.Total()-1); if(order==NULL) break; //--- Set actual position data to the pending request object this.SetActualProperties(req_obj,order); //--- If (executed request volume + unexecuted request volume) is equal to the requested volume in a pending request - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.GetProperty(PEND_REQ_PROP_MQL_REQ_VOLUME)==event.VolumeOrderExecuted()+event.VolumeOrderCurrent()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } } //--- If this is a modification of position stop orders if(req_obj.Action()==TRADE_ACTION_SLTP) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this is a change of the position's stop orders if(event.TypeEvent()>TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request if(event.PositionID()==req_obj.Position()) { //--- Get a position object from the list of market positions CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_POSITION_ID,req_obj.Position(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(list_orders.Total()-1); if(order==NULL) break; //--- Set actual position data to the pending request object this.SetActualProperties(req_obj,order); //--- If all modifications have worked out - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.IsCompleted()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } //--- If this is a pending order removal if(req_obj.Action()==TRADE_ACTION_REMOVE) { //--- Get the list of removed pending orders from the historical list list=this.m_history.GetList(ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_PENDING,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- Leave a single order with the necessary ticket in the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,req_obj.Order(),EQUAL); //--- If the order is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- If this is a pending order modification if(req_obj.Action()==TRADE_ACTION_MODIFY) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event involves any change of modified pending order parameters if(event.TypeEvent()>TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER && event.TypeEvent()<TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT) { //--- If an order ticket in a trading event coincides with the ticket in a pending trading request if(event.TicketOrderEvent()==req_obj.Order()) { //--- Get an order object from the list CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Order(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(0); if(order==NULL) break; //--- Set actual order data to the pending request object this.SetActualProperties(req_obj,order); //--- If all modifications have worked out - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.IsCompleted()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } } } } //--- Exit if the pending request object has been removed after checking its operation if(::CheckPointer(req_obj)==POINTER_INVALID) return; //--- Set the request activation time in the request object req_obj.SetTimeActivate(req_obj.TimeCreate()+req_obj.WaitingMSC()*(req_obj.CurrentAttempt()+1)); //--- If the current time is less than the request activation time, //--- this is not the request time - move on to the next request in the list if((long)symbol_obj.Time()<(long)req_obj.TimeActivate()) continue; //--- Set the attempt number in the request object req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()+1)); //--- Display the number of a trading attempt in the journal if(this.m_log_level>LOG_LEVEL_NO_MSG) { ::Print(CMessage::Text(MSG_LIB_TEXT_RE_TRY_N)+(string)req_obj.CurrentAttempt()+":"); req_obj.PrintShort(); } //--- Depending on the type of action performed in the trading request switch(request.action) { //--- Opening/closing a position case TRADE_ACTION_DEAL : //--- If no ticket is present in the request structure - this is opening a position if(request.position==0) this.OpenPosition((ENUM_POSITION_TYPE)request.type,request.volume,request.symbol,request.magic,request.sl,request.tp,request.comment,request.deviation,request.type_filling); //--- If the ticket is present in the request structure - this is a position closure else this.ClosePosition(request.position,request.volume,request.comment,request.deviation); break; //--- Modify StopLoss/TakeProfit position case TRADE_ACTION_SLTP : this.ModifyPosition(request.position,request.sl,request.tp); break; //--- Close by an opposite one case TRADE_ACTION_CLOSE_BY : this.ClosePositionBy(request.position,request.position_by); break; //--- //--- Place a pending order case TRADE_ACTION_PENDING : this.PlaceOrder(request.type,request.volume,request.symbol,request.price,request.stoplimit,request.sl,request.tp,request.magic,request.comment,request.expiration,request.type_time,request.type_filling); break; //--- Modify a pending order case TRADE_ACTION_MODIFY : this.ModifyOrder(request.order,request.price,request.sl,request.tp,request.stoplimit,request.expiration,request.type_time,request.type_filling); break; //--- Remove a pending order case TRADE_ACTION_REMOVE : this.DeleteOrder(request.order); break; //--- default: break; } } } //+------------------------------------------------------------------+
For now, this is all we need to do in the class for managing pending trading requests. If you have any questions regarding the class timer operation, ask them in the comments.
Now let's make changes in the CEngine library base object class.
Since now a descendant (the class for managing pending requests) is used rather than the trading class itself, instead of including in the trading class file listing:
//+------------------------------------------------------------------+ //| Engine.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Services\TimerCounter.mqh" #include "Collections\HistoryCollection.mqh" #include "Collections\MarketCollection.mqh" #include "Collections\EventsCollection.mqh" #include "Collections\AccountsCollection.mqh" #include "Collections\SymbolsCollection.mqh" #include "Collections\ResourceCollection.mqh" #include "Trading.mqh" //+------------------------------------------------------------------+
include the file of the class for managing pending trading requests:
//+------------------------------------------------------------------+ //| Engine.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "Services\TimerCounter.mqh" #include "Collections\HistoryCollection.mqh" #include "Collections\MarketCollection.mqh" #include "Collections\EventsCollection.mqh" #include "Collections\AccountsCollection.mqh" #include "Collections\SymbolsCollection.mqh" #include "Collections\ResourceCollection.mqh" #include "TradingControl.mqh" //+------------------------------------------------------------------+
While instead of the trading class object
//+------------------------------------------------------------------+ //| Library basis class | //+------------------------------------------------------------------+ class CEngine { private: CHistoryCollection m_history; // Collection of historical orders and deals CMarketCollection m_market; // Collection of market orders and deals CEventsCollection m_events; // Event collection CAccountsCollection m_accounts; // Account collection CSymbolsCollection m_symbols; // Symbol collection CResourceCollection m_resource; // Resource list CTrading m_trading; // Trading class object CArrayObj m_list_counters; // List of timer counters
we are going to use the object of the class for managing trading requests:
//+------------------------------------------------------------------+ //| Library basis class | //+------------------------------------------------------------------+ class CEngine { private: CHistoryCollection m_history; // Collection of historical orders and deals CMarketCollection m_market; // Collection of market orders and deals CEventsCollection m_events; // Event collection CAccountsCollection m_accounts; // Account collection CSymbolsCollection m_symbols; // Symbol collection CResourceCollection m_resource; // Resource list CTradingControl m_trading; // Trading management object CArrayObj m_list_counters; // List of timer counters
These are all the changes in the library for now.
Testing
To test the new library version, let's use the EA from the previous article and save it in \MQL5\Experts\TestDoEasy\Part30\ under the name TestDoEasyPart30.mq5.
Compile the EA and launch it on a demo account chart.
We need to check the behavior of pending request objects in case the AutoTrading button in the terminal is disabled.
In the EA
settings, set the distances of StopLoss and TakeProfit to 0.
The following two customizable parameters are used for that:
- StopLoss in points
- TakeProfit in points.
After that, disable auto trading by clicking the AutoTrading button in the
terminal and attempt to send a trading request (for example, to set a pending SellLimit order) using the button on the EA trading
panel.
This results in the error caused by trading being disabled by the
terminal, the pending request is created.
Click
AutoTrading immediately to fix the error.
The newly created
trading request should be activated right away. It is to send the trading request to the server, and after its
execution, the request object is removed:
2019.12.27 04:16:28.894 automated trading is disabled 2019.12.27 04:16:33.177 CTrading::PlaceOrder<uint,int,uint,uint>: Invalid request: 2019.12.27 04:16:33.177 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.27 04:16:33.177 Correction of trade request parameters ... 2019.12.27 04:16:33.178 Pending request created #1: 2019.12.27 04:16:33.178 Pending request to place a pending order: 2019.12.27 04:16:33.178 - GBPUSD 0.10 Pending order Sell Limit, Price 1.30088 2019.12.27 04:16:33.178 - Pending request ID: #1, Created 2019.12.26 23:16:30.003, Attempts 5, Wait 00:00:20, End 2019.12.26 23:18:10.003 2019.12.27 04:16:33.178 2019.12.27 04:16:37.397 automated trading is enabled 2019.12.27 04:16:37.472 Retry trading attempt #1: 2019.12.27 04:16:37.472 Pending request to place a pending order: 2019.12.27 04:16:37.472 - GBPUSD 0.10 Pending order Sell Limit, Price 1.30088 2019.12.27 04:16:37.472 - Pending request ID: #1, Created 2019.12.26 23:16:10.003, Attempts 5, Wait 00:00:20, End 2019.12.26 23:17:50.003 2019.12.27 04:16:37.472 2019.12.27 04:16:37.977 - Pending order placed: 2019.12.26 23:16:38.325 - 2019.12.27 04:16:37.977 GBPUSD Placed 0.10 Pending order Sell Limit #500442708 at price 1.30088, Magic number 26148987 (123), G1: 15, G2: 8, ID: 1 2019.12.27 04:16:37.979 OnDoEasyEvent: Pending order placed 2019.12.27 04:16:38.024 Pending request to place a pending order, ID #1: Deleted due completed
Now we need to check the ability to modify stop orders by the newly placed pending order (since it has been placed
without them).
Disable auto trading again and click Set
StopLoss on the test EA trading panel.
Get the error caused by trading
operations being disabled by the terminal.
A pending request to
change the pending order parameters is created.
After another trading attempt sent by a pending request, enable
auto trading in the terminal. StopLoss is set for the pending order,
while the pending request itself is removed due to its execution:
2019.12.27 04:24:11.671 automated trading is disabled 2019.12.27 04:24:16.653 CTrading::ModifyOrder<int,int,double,int>: Invalid request: 2019.12.27 04:24:16.653 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.27 04:24:16.653 Correction of trade request parameters ... 2019.12.27 04:24:16.653 Pending request created #1: 2019.12.27 04:24:16.653 Pending request to modify pending order parameters: 2019.12.27 04:24:16.653 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208 2019.12.27 04:24:16.653 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:24:16.653 - Order expiration type: Good till cancel order 2019.12.27 04:24:16.653 - Pending request ID: #1, Created 2019.12.26 23:24:00.270, Attempts 5, Wait 00:00:20, End 2019.12.26 23:25:40.270 2019.12.27 04:24:16.653 2019.12.27 04:24:25.803 Retry trading attempt #1: 2019.12.27 04:24:25.803 Pending request to modify pending order parameters: 2019.12.27 04:24:25.803 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208 2019.12.27 04:24:25.803 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:24:25.803 - Order expiration type: Good till cancel order 2019.12.27 04:24:25.803 - Pending request ID: #1, Created 2019.12.26 23:24:00.270, Attempts 5, Wait 00:00:20, End 2019.12.26 23:25:40.270 2019.12.27 04:24:25.803 2019.12.27 04:24:29.770 automated trading is enabled 2019.12.27 04:24:30.022 Retry trading attempt #1: 2019.12.27 04:24:30.022 Pending request to modify pending order parameters: 2019.12.27 04:24:30.022 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208 2019.12.27 04:24:30.022 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:24:30.022 - Order expiration type: Good till cancel order 2019.12.27 04:24:30.022 - Pending request ID: #1, Created 2019.12.26 23:23:40.270, Attempts 5, Wait 00:00:20, End 2019.12.26 23:25:20.270 2019.12.27 04:24:30.022 2019.12.27 04:24:30.405 - Modified order StopLoss: 2019.12.26 23:16:38.325 - 2019.12.27 04:24:30.405 GBPUSD Pending order Sell Limit #500442708: Modified order StopLoss: [0.00000 --> 1.30208], Magic number 26148987 (123), G1: 15, G2: 8, ID: 1 2019.12.27 04:24:30.405 OnDoEasyEvent: Modified order StopLoss 2019.12.27 04:24:30.601 Pending request to modify pending order parameters, ID #1: Deleted due completed
As we can see, after enabling auto trading, a repeated request from the pending request object has the same number it had during the first attempt of a repeated trading request, i.e. the logic of adding yet another attempt when the error cause is eliminated by a user (by enabling auto trading in the terminal) has worked correctly.
Now let's do the same for setting TakeProfit.
All has worked correctly again (after the second trading attempt
performed by the pending request object), TakeProfit has been set by the pending request object and that request has been removed:
2019.12.27 04:32:46.843 automated trading is disabled 2019.12.27 04:32:50.810 CTrading::ModifyOrder<int,int,int,double>: Invalid request: 2019.12.27 04:32:50.810 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.27 04:32:50.810 Correction of trade request parameters ... 2019.12.27 04:32:50.810 Pending request created #1: 2019.12.27 04:32:50.810 Pending request to modify pending order parameters: 2019.12.27 04:32:50.810 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208, TakeProfit order level 1.29888 2019.12.27 04:32:50.810 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:32:50.810 - Order expiration type: Good till cancel order 2019.12.27 04:32:50.810 - Pending request ID: #1, Created 2019.12.26 23:32:47.943, Attempts 5, Wait 00:00:20, End 2019.12.26 23:34:27.943 2019.12.27 04:32:50.810 2019.12.27 04:33:08.782 Retry trading attempt #1: 2019.12.27 04:33:08.782 Pending request to modify pending order parameters: 2019.12.27 04:33:08.782 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208, TakeProfit order level 1.29888 2019.12.27 04:33:08.782 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:33:08.782 - Order expiration type: Good till cancel order 2019.12.27 04:33:08.782 - Pending request ID: #1, Created 2019.12.26 23:32:47.943, Attempts 5, Wait 00:00:20, End 2019.12.26 23:34:27.943 2019.12.27 04:33:08.782 2019.12.27 04:33:29.984 Retry trading attempt #2: 2019.12.27 04:33:29.984 Pending request to modify pending order parameters: 2019.12.27 04:33:29.984 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208, TakeProfit order level 1.29888 2019.12.27 04:33:29.984 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:33:29.984 - Order expiration type: Good till cancel order 2019.12.27 04:33:29.984 - Pending request ID: #1, Created 2019.12.26 23:32:47.943, Attempts 5, Wait 00:00:20, End 2019.12.26 23:34:27.943 2019.12.27 04:33:29.984 2019.12.27 04:33:31.999 automated trading is enabled 2019.12.27 04:33:32.250 Retry trading attempt #2: 2019.12.27 04:33:32.250 Pending request to modify pending order parameters: 2019.12.27 04:33:32.250 - GBPUSD 0.10 Pending order Sell Limit #500442708, Price 1.30088, StopLoss order level 1.30208, TakeProfit order level 1.29888 2019.12.27 04:33:32.250 - Order execution type: The order is executed at an available volume, unfulfilled remains in the market (Return) 2019.12.27 04:33:32.250 - Order expiration type: Good till cancel order 2019.12.27 04:33:32.250 - Pending request ID: #1, Created 2019.12.26 23:32:27.943, Attempts 5, Wait 00:00:20, End 2019.12.26 23:34:07.943 2019.12.27 04:33:32.250 2019.12.27 04:33:32.352 - Modified order TakeProfit: 2019.12.26 23:24:26.509 - 2019.12.27 04:33:32.352 GBPUSD Pending order Sell Limit #500442708: Modified order TakeProfit: [0.00000 --> 1.29888], Magic number 26148987 (123), G1: 15, G2: 8, ID: 1 2019.12.27 04:33:32.352 OnDoEasyEvent: Modified order TakeProfit 2019.12.27 04:33:32.754 Pending request to modify pending order parameters, ID #1: Deleted due completed
The tests show that we are now able to conduct different trading operations with the same order or position (trading operations with the same ticket). In the previous versions, we were able to conduct a single trading operation with one ticket. After that, a pending request object always assumed the work was complete. We have now fixed that behavior.
We will gradually check and debug the remaining trading operations related to pending requests during the further library development
since this requires careful and lengthy tests to detect and eliminate various abnormal situations.
What's next?
In the next article, we will continue the development of the pending trading request concept.
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
Part 24. Trading classes - Base trading class, auto correction of invalid parameters
Part 25. Trading classes - Base trading class, handling errors returned by the trade server
Part 26. Working with pending trading requests - First implementation (opening positions)
Part 27. Working with pending trading requests - Placing pending orders
Part 28. Working with pending trading requests - Closure, removal and modification
Part 29. Working with pending trading requests - Request object classes
Translated from Russian by MetaQuotes Ltd.
Original article: https://www.mql5.com/ru/articles/7481
Warning: All rights to these materials are reserved by MetaQuotes Ltd. Copying or reprinting of these materials in whole or in part is prohibited.
Go to discussion
Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer
The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which were described in the second article. We will analyze the process of wrapper creation for a class which is imported from DLL and which forms an XML file with the trading history. We will also consider a method for interacting with this wrapper.
Library for easy and quick development of MetaTrader programs (part XXIX): Pending trading requests - request object classes
In the previous articles, we checked the concept of pending trading requests. A pending request is, in fact, a common trading order executed by a certain condition. In this article, we are going to create full-fledged classes of pending request objects — a base request object and its descendants.
Econometric approach to finding market patterns: Autocorrelation, Heat Maps and Scatter Plots
The article presents an extended study of seasonal characteristics: autocorrelation heat maps and scatter plots. The purpose of the article is to show that "market memory" is of seasonal nature, which is expressed through maximized correlation of increments of arbitrary order.
Neural Networks Made Easy
Artificial intelligence is often associated with something fantastically complex and incomprehensible. At the same time, artificial intelligence is increasingly mentioned in everyday life. News about achievements related to the use of neural networks often appear in different media. The purpose of this article is to show that anyone can easily create a neural network and use the AI achievements in trading.
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register