MT5 integration with Python, function: order_calc_margin() get error!!!!
Margin requirements change with price?
Well, I thought margin requirement is bound to volume.
Please elaborate... I would like to understand.
Dominik Egert:
Margin requirements change with price?
Well, I thought margin requirement is bound to volume.
Please elaborate... I would like to understand.
Margin requirements change with price and volume. You can test it on EURUSD.
Maybe this helps your issue.
I had similar issues.
you will need to replace some things to fit your needs. ie: LIB_USER_INPUT(CustomSymbol)
/* ********************************************************************************************************* * Margin calculator * ********************************************************************************************************* */ const double mm_calc_margin_required(const double _vol = NULL, const bool bShort = false) { // Local init const string account_currency = AccountInfoString(ACCOUNT_CURRENCY); const string margin_currency = SymbolInfoString(LIB_USER_INPUT(CustomSymbol), SYMBOL_CURRENCY_MARGIN); const string profit_currency = SymbolInfoString(LIB_USER_INPUT(CustomSymbol), SYMBOL_CURRENCY_PROFIT); const double vol_size = SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_TRADE_CONTRACT_SIZE) * MathRange(_vol, SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_VOLUME_MIN), SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_VOLUME_MAX)); bool rev_quote = (profit_currency == account_currency); double calc_price = NULL; double margin_required = NULL; string calc_currency = NULL; MqlTick tick = {0}; ZeroMemory(tick); // Profit currency equals account currency if(profit_currency == account_currency) { calc_currency = LIB_USER_INPUT(CustomSymbol); } // Margin currency equals account currency if(margin_currency == account_currency) { // Calculation currency calc_currency = LIB_USER_INPUT(CustomSymbol); // Just return the contract value, multiplied by the number of lots return(mm_calc_margin_mode(vol_size)); } // Cross currency pair // Find calculation currency if( (StringLen(calc_currency) < 2) && (!mm_calc_margin_currency(margin_currency, account_currency, calc_currency, rev_quote))) { err_SetUserError(MM_ERR_CURRENCY_NOTFOUND); return(NULL); } // Quote of last calculation currency SymbolInfoTick(calc_currency, tick); // Evaluate price value calc_price = (tick.ask * inline_BooleanDouble(bShort && rev_quote)) + ((1.0 / tick.bid) * inline_BooleanDouble(bShort && !rev_quote)) + (tick.bid * inline_BooleanDouble(!bShort && rev_quote)) + ((1.0 / tick.ask) * inline_BooleanDouble(!bShort && !rev_quote)); // Calculate required margin margin_required = mm_calc_margin_mode(vol_size, bShort) * calc_price; if(margin_required > NULL) { err_SetUserError(MM_SUCCESS); } else { err_SetUserError(MM_ERR_MARGIN_REQUIREMENT); } // Return return(margin_required); } const double mm_calc_margin_mode(const double vol_size, const bool bShort = false) { // Local init const int account_leverage = (int)AccountInfoInteger(ACCOUNT_LEVERAGE); const double _price = (bShort) ? SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_BID) : SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_ASK); double margin_rate = NULL; double maintenance_rate = NULL; if(!SymbolInfoMarginRate(LIB_USER_INPUT(CustomSymbol), ((bShort) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY), margin_rate, maintenance_rate) && OnError("MARGIN_RATE")) { return(NULL); } // Select calculation type switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(LIB_USER_INPUT(CustomSymbol), SYMBOL_TRADE_CALC_MODE)) { case SYMBOL_CALC_MODE_FOREX: return((vol_size / account_leverage) * margin_rate); case SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE: return(vol_size * margin_rate); case SYMBOL_CALC_MODE_CFD: return(vol_size * _price * margin_rate); case SYMBOL_CALC_MODE_CFDINDEX: return((vol_size * _price) * (SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_POINT) / SymbolInfoDouble(LIB_USER_INPUT(CustomSymbol), SYMBOL_TRADE_TICK_SIZE)) * margin_rate); case SYMBOL_CALC_MODE_CFDLEVERAGE: return((vol_size * _price) / (account_leverage * margin_rate)); case SYMBOL_CALC_MODE_EXCH_STOCKS: return(vol_size * _price * margin_rate); // Not implemented case SYMBOL_CALC_MODE_FUTURES: case SYMBOL_CALC_MODE_EXCH_FUTURES: case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS: case SYMBOL_CALC_MODE_EXCH_BONDS: case SYMBOL_CALC_MODE_EXCH_STOCKS_MOEX: case SYMBOL_CALC_MODE_EXCH_BONDS_MOEX: case SYMBOL_CALC_MODE_SERV_COLLATERAL: break; } // Return error return(NULL); } const bool mm_calc_margin_currency(const string margin_currency, const string profit_currency, string& calculation_currency, bool& rev_quote) { // Local init bool custom_symbol = false; string symbolname = NULL; string m_cur = NULL; string p_cur = NULL; // Initially try guess a symbol if( (SymbolExist(margin_currency + profit_currency, custom_symbol)) && (!custom_symbol)) { calculation_currency = margin_currency + profit_currency; rev_quote = true; return(true); } if( (SymbolExist(profit_currency + margin_currency, custom_symbol)) && (!custom_symbol)) { calculation_currency = profit_currency + margin_currency; rev_quote = false; return(true); } // Search all available symbols for a match for(int cnt = 0; (cnt < SymbolsTotal(false)) && !IsStopped(); cnt++) { // Get symbol name symbolname = SymbolName(cnt, false); // Get margin currency m_cur = SymbolInfoString(symbolname, SYMBOL_CURRENCY_MARGIN); // Get profit currency (profit on price change) p_cur = SymbolInfoString(symbolname, SYMBOL_CURRENCY_PROFIT); // Check if found if( ( (m_cur == margin_currency) && (p_cur == profit_currency)) || ( (p_cur == margin_currency) && (m_cur == profit_currency)) ) { calculation_currency = symbolname; if(SymbolExist(calculation_currency, custom_symbol) && (!custom_symbol)) { rev_quote = (m_cur == margin_currency); return(true); } } } // Return failure return(false); }
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import MetaTrader5 as mt5
mt5.order_calc_margin(mt5.ORDER_TYPE_BUY,"AUDCAD",1,1) #761.96
mt5.order_calc_margin(mt5.ORDER_TYPE_BUY,"AUDCAD",1,2) #761.96
mt5.order_calc_margin(mt5.ORDER_TYPE_BUY,"AUDCAD",1,3) #761.96
I tested the cross currency exchange, different price but the result is same!
Please fix this bug as soon as possible, otherwise cross currency exchange cannot be used!