MetaTrader 5 Python User Group - the summary - page 11

[nicholish en]

Дмитрий Прокопьев:

Are these the effects of yesterday's market storm? ;)

No :) I haven't used python in a while so I thought I'd convert one my my popular close-all scripts to python using pythonic abstractions. 

I still cannot get the symbol of the chart that the script was dropped on. More importantly we should be able to get a list of all available symbols to the current account.  Perhaps there is an undocumented function that I am unaware of, but as of right now I can only check if pairs and previously traded symbols exist and nothing else. This is a hack that I'd like to avoid by using something similar to MQL's SymbolsTotal and SymbolsName. 

 

import MetaTrader5 as mt5
from datetime import datetime
from itertools import permutations
from contextlib import contextmanager

class MetatraderConnectionError(Exception):
    pass

@contextmanager
def metatrader_connection():
    try:
        if not mt5.initialize():
            print("Failed to initialize python MT5")
            raise MetatraderConnectionError
        yield
    finally:
        mt5.shutdown()


def get_pair_symbols():
    base_currencies = "USD JPY GBP AUD EUR CHF NZD".split()
    possibles = map(''.join, permutations(base_currencies, 2))
    infos = [(s, mt5.symbol_info(s)) for s in possibles]
    symbol_map = {s: si for s, si in infos if si is not None}
    return symbol_map


def get_prev_traded_symbols():
    begin = datetime(2018, 1, 1)
    end = datetime.now()
    deal_symbols = set(d.symbol for d in mt5.history_deals_get(begin, end))
    order_symbols = set(d.symbol for d in mt5.history_orders_get(begin, end))
    pos_symbols = set(d.symbol for d in mt5.positions_get())
    symbols = deal_symbols | order_symbols | pos_symbols
    symbol_map = {s: mt5.symbol_info(s) for s in symbols if s}
    return symbol_map


def get_symbols():
    return {**get_pair_symbols(), **get_prev_traded_symbols()}


def main():
    for symbol, info in get_symbols().items():
        print(symbol, info)


if __name__ == "__main__":
    with metatrader_connection():
        main()

[Dmytro Prokopiev]

nicholi shen:

No :) I haven't used python in a while so I thought I'd convert one my my popular close-all scripts to python using pythonic abstractions. 

I still cannot get the symbol of the chart that the script was dropped on. More importantly we should be able to get a list of all available symbols to the current account.  Perhaps there is an undocumented function that I am unaware of, but as of right now I can only check if pairs and previously traded symbols exist and nothing else. This is a hack that I'd like to avoid by using something similar to MQL's SymbolsTotal and SymbolsName. 

 

in the neighboring threading it`s discussed ... in russian (URL: https://www.mql5.com/ru/forum/306688/page56)

Small translation :) from me

Symbols_total (), symbols_get ([group = "EURUSD," USDGBP ", * RU *"]) are added in release 5.0.29.

it`s required to install the latest beta version of the Terminal.

Also, in all the functions orders_get (), positions_get (), history_orders_get (), history_deals_get (), the ability to filter by group is added - group = "EURUSD," USDGBP ", * RU *".

The methods order_check (), order_send () - return the original request in the request field.

look at threading, are many examples, etc, only russian ... + google translate ^)

[nicholish en]

Дмитрий Прокопьев:

in the neighboring threading it`s discussed ... in russian (URL: https://www.mql5.com/ru/forum/306688/page56)

Small translation :) from me

Symbols_total (), symbols_get ([group = "EURUSD," USDGBP ", * RU *"]) are added in release 5.0.29.

it`s required to install the latest beta version of the Terminal.

Also, in all the functions orders_get (), positions_get (), history_orders_get (), history_deals_get (), the ability to filter by group is added - group = "EURUSD," USDGBP ", * RU *".

The methods order_check (), order_send () - return the original request in the request field.

look at threading, are many examples, etc, only russian ... + google translate ^)

I don't speak Russian so would it be possible for you to communicate the following to that thread on my behalf?

The symbols_get function should return a generator of SymbolInfo named tuples. A call to symbols_get without args should return all symbols available in the terminal. The function should take a callback which would be passed in a SymbolInfo namedtuple to be processed using the filter function. Here are some examples. 

import MetaTrader5 as mt5
from contextlib import contextmanager
import re


@contextmanager
def metatrader_connection(**kw):
    try:
        if not mt5.initialize(**kw):
            print("Failed to initialize python MT5")
            raise Exception
        yield
    finally:
        mt5.shutdown()


def symbols_get(function=None):
    """
    No function passed in will result in all symbols returned to the caller.
    If a callable function is passed in then the function is passed a SymbolInfo tuple for filtering
    :param function: callback function to filter the symbols
    """
    all_symbols_in_terminal_info = map(
        mt5.symbol_info,
        ['EURUSD', 'USDJPY', 'GBPJPY', 'EURGBP'] # *example only* this would represent all symbols available to the terminal
    )
    if function is not None:
        return filter(function, all_symbols_in_terminal_info)
    return all_symbols_in_terminal_info


if __name__ == "__main__":
    with metatrader_connection():
        all_terminal_symbols = symbols_get()
        jpy_symbols = symbols_get(lambda s: "JPY" in s.name)
        jpy_symbols_using_re = symbols_get(lambda s: re.match(r'\w*JPY\w*', s.name))
        visible_symbols = symbols_get(lambda s: s.visible)
        selected_symbols = symbols_get(lambda s: s.select)


        def my_criteria(symbol_info):
            return 'USD' in symbol_info.name and symbol_info.session_deals > 0


        usd_symbols_with_session_deals = symbols_get(my_criteria)

[Dmytro Prokopiev]

nicholi shen:

I don't speak Russian so would it be possible for you to communicate the following to that thread on my behalf?

OK, no problem ...

You can write to this thread, many speak English and the developers are reading the exact same thread.

[Almaz]

nicholi shen:

No :) I haven't used python in a while so I thought I'd convert one my my popular close-all scripts to python using pythonic abstractions. 

I still cannot get the symbol of the chart that the script was dropped on. More importantly we should be able to get a list of all available symbols to the current account.  Perhaps there is an undocumented function that I am unaware of, but as of right now I can only check if pairs and previously traded symbols exist and nothing else. This is a hack that I'd like to avoid by using something similar to MQL's SymbolsTotal and SymbolsName. 

 

With version 5.0.29 and latest beta version of Terminal, you can use symbols_get() method to retrieve all available symbols.

[alkam_ai]

Im dorry for the delkay in reply. Im running MT5 on linux (Fedora) with a wine installation. The error I get is:

ERROR: Could not find a version that satisfies the requirement MetaTrader5 (from versions: none)
ERROR: No matching distribution found for MetaTrader5

jaffer wilson:

What is the error you are getting?

[Dmytro Prokopiev]

alkam_ai:

Im dorry for the delkay in reply. Im running MT5 on linux (Fedora) with a wine installation. The error I get is:

ERROR: Could not find a version that satisfies the requirement MetaTrader5 (from versions: none)
ERROR: No matching distribution found for MetaTrader5

Uhhh ... you use of MT5 (Wine) + python (Wine)?!

cool ... I could not get to make such a configuration :(

[Azeem Hussein]

Is it possible to send a request to set a stop loss on an existing order?

I have a code that works in my python ea, which can set and open trades. however I need to know the syntax for mt5.Buy(), mt5.Sell(), and what values they accept. for example how can i set a stop loss and take profit value when sending a buy? or a sell?

and how can I update the order? (i can't send a request to update a stoploss) i get an invalid request 10016 error

my ea actually works to connect buy and sell but i don't see any examples or documentation for buy and sell.

import MetaTrader5 as mt5
import time

# connect to MetaTrader 5
if not mt5.initialize():
    print("initialize() failed")
    mt5.shutdown()
 
# request connection status and parameters
print(mt5.terminal_info())
# get data on MetaTrader 5 version
print(mt5.version())

info = mt5.terminal_info()
if info.trade_allowed == False:
    print( "Auto-trading disabled in Terminal, enable it" )
    quit()

symbol = "XAUUSD"       # set to whatever symbol or currency
lot = 0.01              # buy/sell lot
slminprofit = 20 * lot  # number pips * lotsize


positions=mt5.positions_get(symbol=symbol)
    if positions==None:
        print("No positions, error code={}".format(mt5.last_error()))
    if len(positions)>0:
        print("Total positions on", symbol,":",len(positions))
        # display all active orders
        for position in positions:
            if position.type == 0:
                ptype = "Buy"
            elif position.type == 1:
                ptype = "Sell"
            print("id:", position.identifier, ptype, position.profit, position.ORDER_VOLUME_CURRENT)

            
            #stoploss
            position_id=position.identifier
            if position.type == 1 and position.profit > slminprofit: #if ordertype sell 
                request={
                    "action": mt5.TRADE_ACTION_SLTP,
                    "position": position_id,
                    "sl": v_ask - 100 * lot,
                    "comment": "python trailing sl",
                    "deviation": 20,
                    "type_time": mt5.ORDER_TIME_GTC,
                    "type_filling": mt5.ORDER_FILLING_RETURN,
                    "volume": position.ORDER_VOLUME_CURRENT
                }
                # send a trading request
                result=mt5.order_send(request)
                # check the execution result
                print("3. SL SELL update sent on position #{}: {} {} lots".format(position_id,symbol,lot));
                if result.retcode != mt5.TRADE_RETCODE_DONE:
                    print("4. order_send failed, retcode={}".format(result.retcode))
                    print("   result",result)
                else:
                    print("4. position #{} SL Updated, {}".format(position_id,result))
            elif position.type == 0 and position.profit > slminprofit: #if ordertype buy 
                request={
                    "action": mt5.TRADE_ACTION_SLTP,
                    "position": position_id,
                    "sl": v_bid + 100 * lot,
                    "comment": "python trailing sl",
                    "deviation": 20,
                    "type_time": mt5.ORDER_TIME_GTC,
                    "type_filling": mt5.ORDER_FILLING_RETURN,
                    "volume": position.ORDER_VOLUME_CURRENT
                }
                # send a trading request
                result=mt5.order_send(request)
                # check the execution result
                print("3. SL BUY update sent on position #{}: {} {} lots".format(position_id,symbol,lot));
                if result.retcode != mt5.TRADE_RETCODE_DONE:
                    print("4. order_send failed, retcode={}".format(result.retcode))
                    print("   result",result)
                else:
                    print("4. position #{} SL Updated, {}".format(position_id,result))
            
    else:
        print("Positions on", symbol,"not found.")

my buy code (i save the order number to a variable called "ticket" so i can use it later to see if the order was successful)
r = mt5.Buy(symbol, lot)

        time.sleep( 1 )
        if r.retcode != mt5. TRADE_RETCODE_DONE :
            print( "Buy failed: " , r)
        else :
            ticket = r.order

[nicholish en]

Azeem Hussein:

Is it possible to send a request to set a stop loss on an existing order?

I have a code that works in my python ea, which can set and open trades. however I need to know the syntax for mt5.Buy(), mt5.Sell(), and what values they accept. for example how can i set a stop loss and take profit value when sending a buy? or a sell?

and how can I update the order? (i can't send a request to update a stoploss) i get an invalid request 10016 error

my ea actually works to connect buy and sell but i don't see any examples or documentation for buy and sell.

my buy code (i save the order number to a variable called "ticket" so i can use it later to see if the order was successful)
r = mt5.Buy(symbol, lot)

You can set the tp/sl when you send the order as well as modifying it. Here is a quick example. 

import MetaTrader5 as mt5
from contextlib import contextmanager


@contextmanager
def mt5_connection(**kw):
    try:
        if not mt5.initialize(**kw):
            raise Exception("Failed to initialize python MT5")
        yield
    finally:
        mt5.shutdown()


def raw_order(**kwargs):
    return mt5.order_send(kwargs)


def buy(symbol, volume, sl=0.0, tp=0.0):
    price = mt5.symbol_info_tick(symbol).ask
    res = raw_order(
        action=mt5.TRADE_ACTION_DEAL,
        type=mt5.ORDER_TYPE_BUY,
        symbol=symbol,
        volume=float(volume),
        price=price,
        sl=sl,
        tp=tp,
    )
    return res


def mod_sl_tp(position, sl=None, tp=None):
    res = raw_order(
        action=mt5.TRADE_ACTION_SLTP,
        position=position.ticket,
        symbol=position.symbol,
        sl=(sl or position.sl),
        tp=(tp or position.tp),
    )
    return res


def position_from_result(result):
    try:
        deal = mt5.history_deals_get(ticket=result.deal)[0]
        pos = mt5.positions_get(ticket=deal.position_id)[0]
        return pos
    except:
        return None


def main():
    symbol = "EPM20"
    result = buy(symbol, volume=1)
    print(result)
    if position := position_from_result(result):
        new_stop = position.price_open - 25
        new_take = position.price_open + 50
        result = mod_sl_tp(position, sl=new_stop, tp=new_take)
        print(result)


if __name__ == "__main__":
    with mt5_connection():
        main()

[Rashid Umarov]

nicholi shen:

I don't speak Russian so would it be possible for you to communicate the following to that thread on my behalf?

The symbols_get function should return a generator of SymbolInfo named tuples. A call to symbols_get without args should return all symbols available in the terminal. The function should take a callback which would be passed in a SymbolInfo namedtuple to be processed using the filter function. Here are some examples. 

See sample in symbols_get please

Example:

import MetaTrader5 as mt5 # display data on the MetaTrader 5 package print("MetaTrader5 package author: ",mt5.__author__) print("MetaTrader5 package version: ",mt5.__version__)   # establish connection to the MetaTrader 5 terminal if not mt5.initialize():     print("initialize() failed, error code =",mt5.last_error())     quit()   # get all symbols symbols=mt5.symbols_get() print('Symbols: ', len(symbols)) count=0 # display the first five ones for s in symbols:     count+=1     print("{}. {}".format(count,s.name))     if count==5: break print()   # get symbols containing RU in their names ru_symbols=mt5.symbols_get("*RU*") print('len(*RU*): ', len(ru_symbols)) for s in ru_symbols:     print(s.name) print()   # get symbols whose names do not contain USD, EUR, JPY and GBP group_symbols=mt5.symbols_get(group="*,!*USD*,!*EUR*,!*JPY*,!*GBP*") print('len(*,!*USD*,!*EUR*,!*JPY*,!*GBP*):', len(group_symbols)) for s in group_symbols:     print(s.name,":",s)   # shut down connection to the MetaTrader 5 terminal mt5.shutdown()   Result: MetaTrader5 package author:  MetaQuotes Software Corp. MetaTrader5 package version:  5.0.29 Symbols:  84 1. EURUSD 2. GBPUSD 3. USDCHF 4. USDJPY 5. USDCNH   len(*RU*):  8 EURUSD USDRUB USDRUR EURRUR EURRUB FORTS.RUB.M5 EURUSD_T20 EURUSD4   len(*,!*USD*,!*EUR*,!*JPY*,!*GBP*):  13 AUDCAD : SymbolInfo(custom=False, chart_mode=0, select=True, visible=True, session_deals=0, session_buy_orders=0, session... AUDCHF : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... AUDNZD : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... CADCHF : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... NZDCAD : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... NZDCHF : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... NZDSGD : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... CADMXN : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... CHFMXN : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... NZDMXN : SymbolInfo(custom=False, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, sessi... FORTS.RTS.M5 : SymbolInfo(custom=True, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, ... FORTS.RUB.M5 : SymbolInfo(custom=True, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, ... FOREX.CHF.M5 : SymbolInfo(custom=True, chart_mode=0, select=False, visible=False, session_deals=0, session_buy_orders=0, ...