Libraries: TradeTransaction Class

[Automated-Trading]

TradeTransaction Class:

A base class to simplify coding of trade transactions in MQL5.

Author: amrali

[Sabino Martiradonna]

Automated-Trading:

TradeTransaction Class:

Author: amrali

Hello Amrali, your TradeTransaction class it's a truly illuminated work, because it has clarified the suitable situations to be intercepted, and to be able the programmer to follow appropriate functionalities "event based".

However I have noticed that OnTradeTransaction function intercepts ANY order-position-deal event generated across the platform. So I should disentangle myself between the "HistorySelect" and similar functions .... to be able to filter the events corresponding to the "magic number" of the specific strategy. I believe that the correct interpretation of the OnTradeTransaction, should filter the associated events specific to the strategy. have you found a unique way to filter events, based on the "magic number" of the strategy?

Have you solved this problem by any chance? Can you explain to us which is the right way to solve it?

thank you for your attention, with cordiality.

Sabino.

[amrali]

Hello Sabino,

you could modify the derived class to something like this to filter by magic numbers:

class CExtTransaction : public CTradeTransaction
  {
protected:
   //--- trade transactions
   virtual void      TradeTransactionOrderPlaced(ulong order)                      { if(OrderGetInteger(ORDER_MAGIC) == InpMagicNumber) {PrintFormat("Pending order is placed. (order %I64u)", order);} }
   virtual void      TradeTransactionOrderModified(ulong order)                    { if(OrderGetInteger(ORDER_MAGIC) == InpMagicNumber) {PrintFormat("Pending order is modified. (order %I64u)", order);} }

   virtual void      TradeTransactionPositionOpened(ulong position, ulong deal)    { if(HistoryDealGetInteger(deal, DEAL_MAGIC) == InpMagicNumber) {PrintFormat("Position is opened. (position %I64u, deal %I64u)", position, deal);} }
   virtual void      TradeTransactionPositionStopTake(ulong position, ulong deal)  { if(HistoryDealGetInteger(deal, DEAL_MAGIC) == InpMagicNumber) {PrintFormat("Position is closed on sl or tp. (position %I64u, deal %I64u)", position, deal);} }
   virtual void      TradeTransactionPositionClosed(ulong position, ulong deal)    { if(HistoryDealGetInteger(deal, DEAL_MAGIC) == InpMagicNumber) {PrintFormat("Position is closed. (position %I64u, deal %I64u)", position, deal);} }
   virtual void      TradeTransactionPositionCloseBy(ulong position, ulong deal)   { if(HistoryDealGetInteger(deal, DEAL_MAGIC) == InpMagicNumber) {PrintFormat("Position is closed by opposite position. (position %I64u, deal %I64u)", position, deal);} }
  };

 

[Dmitri Diall]

amrali #:

Hello Sabino,

you could modify the derived class to something like this to filter by magic numbers: 

Massive thanks for this, Amr... your class appears to be truly excellent to simplify trade event handling, a huge bonus for productivity & reliability :-)

Quick question -- when OnTradeTransaction() is called, do we have a guarantee that MQL5 has already automatically selected the relevant order and/or deal in history from the terminal's cache, or it needs to be taken care of by the developer? In any case, I see that in your base CTradeTransaction class the functions OrderSelect() and HistoryDealSelect() are called anyway as the transaction is processed with the help of the macros defined at the top.

[Miss Supasiri Benjakunya]

Thank you so much