Biblioteca para criação simples e rápida de programas para MetaTrader (Parte XXXIV): ordens de negociação pendentes - exclusão de ordens, modificação de ordens/posições por condições
MetaTrader 5
—
Exemplos
| 6 maio 2020, 18:00
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Sumário
Ideia
Neste artigo, concluiremos a seção dedicada ao trading mediante solicitações de negociação pendentes e criaremos uma funcionalidade para excluir ordens pendentes e modificar StopLoss e TakeProfit e parâmetros de ordens pendentes.
Assim, teremos toda uma funcionalidade com a qual poderemos criar estratégias personalizadas simples, mais precisamente alguma lógica para o EA se comportar quando ocorrerem as condições especificadas pelo usuário. Se tivermos uma interface gráfica, isso pode fornecer as ferramentas, por exemplo, para criar um construtor visual que se encarregue do comportamento do EA diretamente do EA em execução (talvez faremos um pequeno exemplo no futuro, quando criada a interface gráfica da biblioteca).
No momento, já podemos criar tipos adicionais de ordens pendentes. Por exemplo, para MQL4, pode-se criar uma ordem StopLimit. Mas pretendo começar a criá-la, ou melhor, criar um objeto-ordem-StopLimit para MQL4, se houver suficiente funcionalidade de biblioteca.
Como resultado, será possível criar tipos completamente novos de ordens pendentes, como, por exemplo, ordens BuyTime, SellTime, BuyTimeStop, SellTimeStop, etc.
As construções gráficas existentes não são suficientes para criar ordens personalizadas completas. Portanto, retornaremos a este tópico se tivermos essa funcionalidade na biblioteca.
Implementação
Acontece que, para exibir as descrições de ordens pendentes, como visto, não temos uma função que simplesmente exiba seus nomes. Porém, temos a função OrderTypeDescription() que exibe suas descrições+nomes. Basta simplesmente remover o texto da descrição a partir do resultado do retorno desta função, deixando apenas o nome da ordem.
No arquivo de funções de serviço \MQL5\Include\DoEasy\Services\DELib.mqh aprimoramos a função que retorna o nome da ordem:
//+------------------------------------------------------------------+ //| Return the order name | //+------------------------------------------------------------------+ string OrderTypeDescription(const ENUM_ORDER_TYPE type,bool as_order=true,bool prefix_for_market_order=true,bool descr=true) { string pref= ( !prefix_for_market_order ? "" : #ifdef __MQL5__ CMessage::Text(MSG_ORD_MARKET) #else/*__MQL4__*/(as_order ? CMessage::Text(MSG_ORD_MARKET) : CMessage::Text(MSG_ORD_POSITION)) #endif ); return ( type==ORDER_TYPE_BUY_LIMIT ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Buy Limit" : type==ORDER_TYPE_BUY_STOP ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Buy Stop" : type==ORDER_TYPE_SELL_LIMIT ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Sell Limit" : type==ORDER_TYPE_SELL_STOP ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Sell Stop" : #ifdef __MQL5__ type==ORDER_TYPE_BUY_STOP_LIMIT ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Buy Stop Limit" : type==ORDER_TYPE_SELL_STOP_LIMIT ? (descr ? CMessage::Text(MSG_ORD_PENDING) : "")+" Sell Stop Limit" : type==ORDER_TYPE_CLOSE_BY ? CMessage::Text(MSG_ORD_CLOSE_BY) : #else type==ORDER_TYPE_BALANCE ? CMessage::Text(MSG_LIB_PROP_BALANCE) : type==ORDER_TYPE_CREDIT ? CMessage::Text(MSG_LIB_PROP_CREDIT) : #endif type==ORDER_TYPE_BUY ? pref+" Buy" : type==ORDER_TYPE_SELL ? pref+" Sell" : CMessage::Text(MSG_ORD_UNKNOWN_TYPE) ); } //+------------------------------------------------------------------+
A função sempre retorna, antes do tipo de ordem pendente, o texto 'ordem pendente'.
Para que a função possa simplesmente exibir uma descrição do tipo de ordem sem este texto preliminar, adicionamos o sinalizador que indica que é necessário exibir o texto 'ordem pendente'. Portanto, se o sinalizador estiver desmarcado (valor false), não será exibido o texto preliminar 'ordem pendente'.
Em seguida.
Nos métodos de exibição de nome abreviado de solicitação, contidos nos arquivos das classes dos objetos-herdeiros da solicitação pendente base, corrigimos a exibição da descrição abreviada de solicitação pendente. Para fazer isso, ao texto da descrição da solicitação adicionamos o tipo de ordem/posição, depois dele, o ticket (se disponível na classe) e, em seguida, separado por vírgula, o ID da solicitação pendente. Agora está mal feito, pois, primeiro, é exibida uma descrição da solicitação, depois o identificador e, em seguida, o ticket separado por vírgula.
Alterações na classe do objeto-solicitação pendente para abertura de posição:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqOpen::Header(void) { string type=PositionTypeDescription((ENUM_POSITION_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE)); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_OPEN)+" "+type+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Alterações na classe do objeto-solicitação pendente para fechamento de posição:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqClose::Header(void) { string type=PositionTypeDescription((ENUM_POSITION_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE)); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_CLOSE)+" "+type+" #"+(string)this.GetProperty(PEND_REQ_PROP_MQL_REQ_POSITION)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Alterações na classe do objeto-solicitação pendente para modificação do StopLoss e/ou TakeProfit da posição:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqSLTP::Header(void) { string type=PositionTypeDescription((ENUM_POSITION_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE)); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_SLTP)+" "+type+" #"+(string)this.GetProperty(PEND_REQ_PROP_MQL_REQ_POSITION)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Alterações na classe do objeto-solicitação pendente para posicionamento de ordem pendente:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqPlace::Header(void) { string type=OrderTypeDescription((ENUM_ORDER_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE),true,false,false); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_PLACE)+type+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Alterações na classe do objeto-solicitação pendente para exclusão de ordem pendente:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqRemove::Header(void) { string type=OrderTypeDescription((ENUM_ORDER_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE),true,false,false); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_REMOVE)+type+" #"+(string)this.GetProperty(PEND_REQ_PROP_MQL_REQ_ORDER)+", ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Alterações na classe do objeto-solicitação pendente para modificação de propriedades de ordem pendente:
//+------------------------------------------------------------------+ //| Return the short request name | //+------------------------------------------------------------------+ string CPendReqModify::Header(void) { string type=OrderTypeDescription((ENUM_ORDER_TYPE)this.GetProperty(PEND_REQ_PROP_MQL_REQ_TYPE),true,false,false); return CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_STATUS_MODIFY)+type+", #"+(string)this.GetProperty(PEND_REQ_PROP_MQL_REQ_ORDER)+" ID #"+(string)this.GetProperty(PEND_REQ_PROP_ID); } //+------------------------------------------------------------------+
Na sessão pública, contida no arquivo TradingControl.mqh da classe de gerenciamento de negociação CTradingControl, escrevemos a declaração de métodos para criação de uma solicitação pendente para exclusão de ordem pendente, para modificação de de StopLoss/TakeProfit da posição e para alteração dos parâmetros da ordem pendente:
//--- Create a pending request (1) for full and partial position closure, (2) for closing a position by an opposite one, (3) for removing an order int CreatePReqClose(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX); int CreatePReqCloseBy(const ulong ticket,const ulong ticket_by); int CreatePreqDelete(const ulong ticket); //--- Create a pending request to modify (1) position's stop orders, (2) an order template<typename SL,typename TP> int CreatePReqModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE); template<typename PS,typename PL,typename SL,typename TP> int CreatePReqModifyOrder(const ulong ticket, const PS price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL limit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE); //--- Set pending request activation criteria bool SetNewActivationProperties(const uchar id, const ENUM_PEND_REQ_ACTIVATION_SOURCE source, const int property, const double control_value, const ENUM_COMPARER_TYPE comparer_type, const double actual_value); }; //+------------------------------------------------------------------+
Fora do corpo da classe, escrevemos sua implementação:
//+------------------------------------------------------------------+ //| Create a pending request to remove a pending order | //+------------------------------------------------------------------+ int CTradingControl::CreatePreqDelete(const ulong ticket) { //--- If the global trading ban flag is set, exit and return WRONG_VALUE if(this.IsTradingDisable()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return WRONG_VALUE; } //--- Set the error flag as "no errors" this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return WRONG_VALUE; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return WRONG_VALUE; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return WRONG_VALUE; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return WRONG_VALUE; } //--- Look for the least of the possible IDs. If failed to find, return WRONG_VALUE int id=this.GetFreeID(); if(id<1) { //--- No free IDs to create a pending request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_NO_FREE_IDS)); return WRONG_VALUE; } //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_REMOVE; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; this.m_request.type=order_type; this.m_request.volume=order.Volume(); this.m_request.price=order.PriceOpen(); //--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful if(this.CreatePendingRequest(PEND_REQ_STATUS_REMOVE,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,order)) return id; return WRONG_VALUE; } //+------------------------------------------------------------------+ //| Create a pending request to modify position's stop orders | //+------------------------------------------------------------------+ template<typename SL,typename TP> int CTradingControl::CreatePReqModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE) { //--- If the global trading ban flag is set, exit and return WRONG_VALUE if(this.IsTradingDisable()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return WRONG_VALUE; } //--- Set the error flag as "no errors" this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return WRONG_VALUE; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return WRONG_VALUE; } //--- Get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return WRONG_VALUE; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,(sl==WRONG_VALUE ? order.StopLoss() : sl),(tp==WRONG_VALUE ? order.TakeProfit() : tp),0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return WRONG_VALUE; } //--- Look for the least of the possible IDs. If failed to find, return 'false' int id=this.GetFreeID(); if(id<1) return WRONG_VALUE; //--- 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(); //--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful if(this.CreatePendingRequest(PEND_REQ_STATUS_SLTP,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,order)) return id; return WRONG_VALUE; } //+------------------------------------------------------------------+ //| Create a pending request to modify a pending order | //+------------------------------------------------------------------+ template<typename PS,typename PL,typename SL,typename TP> int CTradingControl::CreatePReqModifyOrder(const ulong ticket, const PS price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL limit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { //--- If the global trading ban flag is set, exit and return WRONG_VALUE if(this.IsTradingDisable()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return WRONG_VALUE; } //--- Set the error flag as "no errors" this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type, (price>0 ? price : order.PriceOpen()), (sl>0 ? sl : sl<0 ? order.StopLoss() : 0), (tp>0 ? tp : tp<0 ? order.TakeProfit() : 0), (limit>0 ? limit : order.PriceStopLimit()), DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Look for the least of the possible IDs. If failed to find, return 'false' int id=this.GetFreeID(); if(id<1) return WRONG_VALUE; //--- 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()); //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_MODIFY; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; this.m_request.type=order_type; //--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful if(this.CreatePendingRequest(PEND_REQ_STATUS_MODIFY,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,order)) return id; return WRONG_VALUE; } //+------------------------------------------------------------------+
A lógica dos métodos é absolutamente idêntica à dos métodos que criamos anteriormente para criar solicitações pendentes que permitiam abrir/fechar posições e definir ordens pendentes por condições, além disso, o código dos métodos é comentado em detalhes, portanto, nós os deixaremos para estudá-los por conta própria.
Agora adicionamos o acesso do programa aos métodos criados. Para fazer isso, escrevemos a chamada para esses métodos a partir dos métodos da classe do objeto principal da biblioteca.
Na classe CEngine escrevemos a atualização de métodos de criação de solicitações pendentes para excluir ordens pendentes, paga modificar StopLoss/TakeProfit e para alterar os parâmetros da ordem pendente:
//--- Create a pending request for closing a position (1) fully, (2) partially, (3) by an opposite one, (4) for removing an order int ClosePositionPending(const ulong ticket,const string comment=NULL,const ulong deviation=ULONG_MAX); int ClosePositionPartiallyPending(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=ULONG_MAX); int ClosePositionByPending(const ulong ticket,const ulong ticket_by); int DeleteOrderPending(const ulong ticket); //--- Create a pending request to modify (1) a position, (2) an order template<typename SL,typename TP> int ModifyPositionPending(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE,const string comment=NULL); template<typename PR,typename SL,typename TP,typename PL> int ModifyOrderPending(const ulong ticket, const PR price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE);
Fora do corpo da classe, escrevemos a implementação dos métodos declarados:
//+------------------------------------------------------------------+ //| Create a pending request to remove a pending order | //+------------------------------------------------------------------+ int CEngine::DeleteOrderPending(const ulong ticket) { return this.m_trading.CreatePreqDelete(ticket); } //+------------------------------------------------------------------+ //| Create a pending request to modify a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> int CEngine::ModifyPositionPending(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE,const string comment=NULL) { return this.m_trading.CreatePReqModifyPosition(ticket,sl,tp); } //+------------------------------------------------------------------+ //| Create a pending request to modify an order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP,typename PL> int CEngine::ModifyOrderPending(const ulong ticket, const PR price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { return this.m_trading.CreatePReqModifyOrder(ticket,price,sl,tp,stoplimit,expiration,type_time,type_filling); } //+------------------------------------------------------------------+
Os métodos simplesmente retornam o resultado da chamada dos respectivos métodos de criação de solicitações pendentes da classe CTradingControl, métodos esses que escrevemos acima.
Essas são todas as alterações necessárias que permitem adicionar à biblioteca a funcionalidade de trabalho com solicitações pendentes para excluir ordens e modificar ordens e posições.
Certamente, foram adicionalmente introduzidas pequenas alterações (nomes dos parâmetros dos modelos) que afetam apenas a percepção visual do código dos métodos, por isso, não vamos estudá-las aqui.
Teste
Para testar a funcionalidade criada, pegamos o EA do artigo anterior e o salvamos na nova pasta \MQL5\Experts\TestDoEasy\ Part34\ usando o novo nome TestDoEasyPart34.mq5.
Da mesma maneira como fizemos com os EAs anteriores para testar o funcionamento das solicitações pendentes, para este EA criaremos botões de ativação de modos de trabalho ao usarmos solicitações pendentes — para os botões que permitem excluir todas as ordens pendentes (Delete pending), fechar todas as posições (Close all), bem como posicionar StopLoss e TakeProfit de ordens e de posições que não têm esses níves de stop (Set StopLoss e Set TakeProfit).
Como o pressionamento desses botões desencadeia o processamento em lote de todas as ordens e posições existentes, o fato de incluirmos os botões de ativação ao usarmos solicitações pendentes nos permitirá verificar o funcionamento de solicitações pendentes para conjuntos de ordens e posições.
No painel de negociação do EA de teste, a disposição dos botões não é muito conveniente, uma vez que o botão para retirar fundos ganhos está localizado entre os botões para excluir ordens, fechar posições e colocar ordens de stop. Movemos este botão para baixo — depois do botão Set TakeProfit. Para fazer isso, basta alterar a localização das constantes na enumeração de botões dispostos no painel de negociação do EA de teste:
//+------------------------------------------------------------------+ //| TestDoEasyPart34.mq5 | //| Copyright 2018, 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" //--- includes #include <DoEasy\Engine.mqh> //--- enums enum ENUM_BUTTONS { BUTT_BUY, BUTT_BUY_LIMIT, BUTT_BUY_STOP, BUTT_BUY_STOP_LIMIT, BUTT_CLOSE_BUY, BUTT_CLOSE_BUY2, BUTT_CLOSE_BUY_BY_SELL, BUTT_SELL, BUTT_SELL_LIMIT, BUTT_SELL_STOP, BUTT_SELL_STOP_LIMIT, BUTT_CLOSE_SELL, BUTT_CLOSE_SELL2, BUTT_CLOSE_SELL_BY_BUY, BUTT_DELETE_PENDING, BUTT_CLOSE_ALL, BUTT_SET_STOP_LOSS, BUTT_SET_TAKE_PROFIT, BUTT_PROFIT_WITHDRAWAL, BUTT_TRAILING_ALL }; #define TOTAL_BUTT (20)
À lista de variáveis globais adicionamos os sinalizadores que indicam o estado dos botões de ativação de solicitações pendentes para excluir ordens pendentes, fechar posições e modificar níveis de stop, também acrescentamos duas variáveis para armazenar os valores Point e Digits do símbolo atual:
//--- global variables CEngine engine; SDataButt butt_data[TOTAL_BUTT]; string prefix; double lot; double withdrawal=(InpWithdrawal<0.1 ? 0.1 : InpWithdrawal); ushort magic_number; uint stoploss; uint takeprofit; uint distance_pending; uint distance_stoplimit; uint distance_pending_request; uint bars_delay_pending_request; uint slippage; bool trailing_on; bool pressed_pending_buy; bool pressed_pending_buy_limit; bool pressed_pending_buy_stop; bool pressed_pending_buy_stoplimit; bool pressed_pending_close_buy; bool pressed_pending_close_buy2; bool pressed_pending_close_buy_by_sell; bool pressed_pending_sell; bool pressed_pending_sell_limit; bool pressed_pending_sell_stop; bool pressed_pending_sell_stoplimit; bool pressed_pending_close_sell; bool pressed_pending_close_sell2; bool pressed_pending_close_sell_by_buy; bool pressed_pending_delete_all; bool pressed_pending_close_all; bool pressed_pending_sl; bool pressed_pending_tp; double trailing_stop; double trailing_step; uint trailing_start; uint stoploss_to_modify; uint takeprofit_to_modify; int used_symbols_mode; string used_symbols; string array_used_symbols[]; bool testing; uchar group1; uchar group2; double g_point; int g_digits; //+------------------------------------------------------------------+
No manipulador OnInit() do EA às variáveis correspondentes atribuímos os valores Point e Digits do símbolo atual:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Calling the function displays the list of enumeration constants in the journal //--- (the list is set in the strings 22 and 25 of the DELib.mqh file) for checking the constants validity //EnumNumbersTest(); //--- Set EA global variables prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_"; testing=engine.IsTester(); for(int i=0;i<TOTAL_BUTT;i++) { butt_data[i].name=prefix+EnumToString((ENUM_BUTTONS)i); butt_data[i].text=EnumToButtText((ENUM_BUTTONS)i); } lot=NormalizeLot(Symbol(),fmax(InpLots,MinimumLots(Symbol())*2.0)); magic_number=InpMagic; stoploss=InpStopLoss; takeprofit=InpTakeProfit; distance_pending=InpDistance; distance_stoplimit=InpDistanceSL; slippage=InpSlippage; trailing_stop=InpTrailingStop*Point(); trailing_step=InpTrailingStep*Point(); trailing_start=InpTrailingStart; stoploss_to_modify=InpStopLossModify; takeprofit_to_modify=InpTakeProfitModify; distance_pending_request=(InpDistancePReq<5 ? 5 : InpDistancePReq); bars_delay_pending_request=(InpBarsDelayPReq<1 ? 1 : InpBarsDelayPReq); g_point=SymbolInfoDouble(NULL,SYMBOL_POINT); g_digits=(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS); //--- Initialize random group numbers group1=0; group2=0; srand(GetTickCount()); //--- Initialize DoEasy library OnInitDoEasy(); //--- Check and remove remaining EA graphical objects if(IsPresentObects(prefix)) ObjectsDeleteAll(0,prefix); //--- Create the button panel if(!CreateButtons(InpButtShiftX,InpButtShiftY)) return INIT_FAILED; //--- Set trailing activation button status ButtonState(butt_data[TOTAL_BUTT-1].name,trailing_on); //--- Reset states of the buttons for working using pending requests for(int i=0;i<14;i++) { ButtonState(butt_data[i].name+"_PRICE",false); ButtonState(butt_data[i].name+"_TIME",false); } //--- Check playing a standard sound by macro substitution and a custom sound by description engine.PlaySoundByDescription(SND_OK); Sleep(600); engine.PlaySoundByDescription(TextByLanguage("Звук упавшей монетки 2","Falling coin 2")); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
Na função de criação de botões corrigimos o código de criação de botões adicionais para ativar o modo de trabalho com solicitações pendentes:
//+------------------------------------------------------------------+ //| Create the buttons panel | //+------------------------------------------------------------------+ bool CreateButtons(const int shift_x=20,const int shift_y=0) { int h=18,w=82,offset=2,wpt=14; int cx=offset+shift_x+wpt*2+2,cy=offset+shift_y+(h+1)*(TOTAL_BUTT/2)+3*h+1; int x=cx,y=cy; int shift=0; for(int i=0;i<TOTAL_BUTT;i++) { x=x+(i==7 ? w+2 : 0); if(i==TOTAL_BUTT-6) x=cx; y=(cy-(i-(i>6 ? 7 : 0))*(h+1)); if(!ButtonCreate(butt_data[i].name,x,y,(i<TOTAL_BUTT-6 ? w : w*2+2),h,butt_data[i].text,(i<4 ? clrGreen : i>6 && i<11 ? clrRed : clrBlue))) { Alert(TextByLanguage("Не удалось создать кнопку \"","Could not create button \""),butt_data[i].text); return false; } } h=18; offset=2; cx=offset+shift_x; cy=offset+shift_y+(h+1)*(TOTAL_BUTT/2)+3*h+1; x=cx; y=cy; shift=0; for(int i=0;i<18;i++) { y=(cy-(i-(i>6 ? 7 : 0))*(h+1)); if(!ButtonCreate(butt_data[i].name+"_PRICE",((i>6 && i<14) || i>17 ? x+wpt*2+w*2+5 : x),y,wpt,h,"P",(i<4 ? clrGreen : i>6 && i<11 ? clrChocolate : clrBlue))) { Alert(TextByLanguage("Не удалось создать кнопку \"","Could not create button \""),butt_data[i].text+" \"P\""); return false; } if(!ButtonCreate(butt_data[i].name+"_TIME",((i>6 && i<14) || i>17 ? x+wpt*2+w*2+5+wpt+1 : x+wpt+1),y,wpt,h,"T",(i<4 ? clrGreen : i>6 && i<11 ? clrChocolate : clrBlue))) { Alert(TextByLanguage("Не удалось создать кнопку \"","Could not create button \""),butt_data[i].text+" \"T\""); return false; } } ChartRedraw(0); return true; } //+------------------------------------------------------------------+
Todas as alterações afetam apenas o controle do número de série dos botões criados para definir as coordenadas desejadas.
As principais alterações têm a ver com o processamento de pressionamentos de botões no painel de negociação do EA.
Adicionamos os códigos de processamento dos botões pressionados dispostos no painel de negociação:
//+------------------------------------------------------------------+ //| Handle pressing the buttons | //+------------------------------------------------------------------+ void PressButtonEvents(const string button_name) { bool comp_magic=true; // Temporary variable selecting the composite magic number with random group IDs string comment=""; //--- Convert button name into its string ID string button=StringSubstr(button_name,StringLen(prefix)); //--- Random group 1 and 2 numbers within the range of 0 - 15 group1=(uchar)Rand(); group2=(uchar)Rand(); uint magic=(comp_magic ? engine.SetCompositeMagicNumber(magic_number,group1,group2) : magic_number); //--- If the button is pressed if(ButtonState(button_name)) { //--- If the BUTT_BUY button is pressed: Open Buy position if(button==EnumToString(BUTT_BUY)) { //--- If the pending request creation buttons are not pressed, open Buy if(!pressed_pending_buy) engine.OpenBuy(lot,Symbol(),magic,stoploss,takeprofit); // No comment - the default comment is to be set //--- Otherwise, create a pending request for opening a Buy position else { int id=engine.OpenBuyPending(lot,Symbol(),magic,stoploss,takeprofit); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- If the BUTT_BUY_LIMIT button is pressed: Place BuyLimit else if(button==EnumToString(BUTT_BUY_LIMIT)) { //--- If the pending request creation buttons are not pressed, set BuyLimit if(!pressed_pending_buy_limit) engine.PlaceBuyLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyLimit","Pending BuyLimit order")); //--- Otherwise, create a pending request to place a BuyLimit order with the placement distance //--- and set the conditions depending on active buttons else { int id=engine.PlaceBuyLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_LIMIT,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- If the BUTT_BUY_STOP button is pressed: Set BuyStop else if(button==EnumToString(BUTT_BUY_STOP)) { //--- If the pending request creation buttons are not pressed, set BuyStop if(!pressed_pending_buy_stop) engine.PlaceBuyStop(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyStop","Pending BuyStop order")); //--- Otherwise, create a pending request to place a BuyStop order with the placement distance //--- and set the conditions depending on active buttons else { int id=engine.PlaceBuyStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_STOP,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- If the BUTT_BUY_STOP_LIMIT button is pressed: Set BuyStopLimit else if(button==EnumToString(BUTT_BUY_STOP_LIMIT)) { //--- If the pending request creation buttons are not pressed, set BuyStopLimit if(!pressed_pending_buy_stoplimit) engine.PlaceBuyStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyStopLimit","Pending BuyStopLimit order")); //--- Otherwise, create a pending request to place a BuyStopLimit order with the placement distances //--- and set the conditions depending on active buttons else { int id=engine.PlaceBuyStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_STOP_LIMIT,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- If the BUTT_SELL button is pressed: Open Sell position else if(button==EnumToString(BUTT_SELL)) { //--- If the pending request creation buttons are not pressed, open Sell if(!pressed_pending_sell) engine.OpenSell(lot,Symbol(),magic,stoploss,takeprofit); // No comment - the default comment is to be set //--- Otherwise, create a pending request for opening a Sell position else { int id=engine.OpenSellPending(lot,Symbol(),magic,stoploss,takeprofit); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- If the BUTT_SELL_LIMIT button is pressed: Set SellLimit else if(button==EnumToString(BUTT_SELL_LIMIT)) { //--- If the pending request creation buttons are not pressed, set SellLimit if(!pressed_pending_sell_limit) engine.PlaceSellLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellLimit","Pending SellLimit order")); //--- Otherwise, create a pending request to place a SellLimit order with the placement distance //--- and set the conditions depending on active buttons else { int id=engine.PlaceSellLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_LIMIT,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- If the BUTT_SELL_STOP button is pressed: Set SellStop else if(button==EnumToString(BUTT_SELL_STOP)) { //--- If the pending request creation buttons are not pressed, set SellStop if(!pressed_pending_sell_stop) engine.PlaceSellStop(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellStop","Pending SellStop order")); //--- Otherwise, create a pending request to place a SellStop order with the placement distance //--- and set the conditions depending on active buttons else { int id=engine.PlaceSellStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_STOP,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- If the BUTT_SELL_STOP_LIMIT button is pressed: Set SellStopLimit else if(button==EnumToString(BUTT_SELL_STOP_LIMIT)) { //--- If the pending request creation buttons are not pressed, set SellStopLimit if(!pressed_pending_sell_stoplimit) engine.PlaceSellStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellStopLimit","Pending SellStopLimit order")); //--- Otherwise, create a pending request to place a SellStopLimit order with the placement distances //--- and set the conditions depending on active buttons else { int id=engine.PlaceSellStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_STOP_LIMIT,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- If the BUTT_CLOSE_BUY button is pressed: Close Buy with the maximum profit else if(button==EnumToString(BUTT_CLOSE_BUY)) { //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only Buy positions from the list and for the current symbol only list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); //--- Sort the list by profit considering commission and swap list.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Buy position with the maximum profit int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { //--- Get the Buy position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position if(!pressed_pending_close_buy) engine.ClosePosition((ulong)position.Ticket()); //--- Otherwise, create a pending request for closing a position by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPending(position.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } //--- If the BUTT_CLOSE_BUY2 button is pressed: Close the half of the Buy with the maximum profit else if(button==EnumToString(BUTT_CLOSE_BUY2)) { //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only Buy positions from the list and for the current symbol only list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); //--- Sort the list by profit considering commission and swap list.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Buy position with the maximum profit int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { //--- Get the Buy position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position by ticket if(!pressed_pending_close_buy2) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- Otherwise, create a pending request for closing a position partially by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPartiallyPending(position.Ticket(),position.Volume()/2.0); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY2,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } //--- If the BUTT_CLOSE_BUY_BY_SELL button is pressed: Close Buy with the maximum profit by the opposite Sell with the maximum profit else if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)) { //--- In case of a hedging account if(engine.IsHedge()) { CArrayObj *list_buy=NULL, *list_sell=NULL; //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); if(list==NULL) return; //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- Select only Buy positions from the list list_buy=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); if(list_buy==NULL) return; //--- Sort the list by profit considering commission and swap list_buy.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Buy position with the maximum profit int index_buy=CSelect::FindOrderMax(list_buy,ORDER_PROP_PROFIT_FULL); //--- Select only Sell positions from the list list_sell=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); if(list_sell==NULL) return; //--- Sort the list by profit considering commission and swap list_sell.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Sell position with the maximum profit int index_sell=CSelect::FindOrderMax(list_sell,ORDER_PROP_PROFIT_FULL); if(index_buy>WRONG_VALUE && index_sell>WRONG_VALUE) { //--- Select the Buy position with the maximum profit COrder* position_buy=list_buy.At(index_buy); //--- Select the Sell position with the maximum profit COrder* position_sell=list_sell.At(index_sell); if(position_buy!=NULL && position_sell!=NULL) { //--- If the pending request creation buttons are not pressed, close positions by ticket if(!pressed_pending_close_buy_by_sell) engine.ClosePositionBy((ulong)position_buy.Ticket(),(ulong)position_sell.Ticket()); //--- Otherwise, create a pending request for closing a Buy position by an opposite Sell one //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionByPending(position_buy.Ticket(),position_sell.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY_BY_SELL,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } } //--- If the BUTT_CLOSE_SELL button is pressed: Close Sell with the maximum profit else if(button==EnumToString(BUTT_CLOSE_SELL)) { //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only Sell positions from the list and for the current symbol only list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); //--- Sort the list by profit considering commission and swap list.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Sell position with the maximum profit int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { //--- Get the Sell position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position if(!pressed_pending_close_sell) engine.ClosePosition((ulong)position.Ticket()); //--- Otherwise, create a pending request for closing a position by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPending(position.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } //--- If the BUTT_CLOSE_SELL2 button is pressed: Close the half of the Sell with the maximum profit else if(button==EnumToString(BUTT_CLOSE_SELL2)) { //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only Sell positions from the list and for the current symbol only list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); //--- Sort the list by profit considering commission and swap list.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Sell position with the maximum profit int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { //--- Get the Sell position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position by ticket if(!pressed_pending_close_sell2) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- Otherwise, create a pending request for closing a position partially by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPartiallyPending(position.Ticket(),position.Volume()/2.0); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL2,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } //--- If the BUTT_CLOSE_SELL_BY_BUY button is pressed: Close Sell with the maximum profit by the opposite Buy with the maximum profit else if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)) { //--- In case of a hedging account if(engine.IsHedge()) { CArrayObj *list_buy=NULL, *list_sell=NULL; //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); if(list==NULL) return; //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- Select only Sell positions from the list list_sell=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); if(list_sell==NULL) return; //--- Sort the list by profit considering commission and swap list_sell.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Sell position with the maximum profit int index_sell=CSelect::FindOrderMax(list_sell,ORDER_PROP_PROFIT_FULL); //--- Select only Buy positions from the list list_buy=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); if(list_buy==NULL) return; //--- Sort the list by profit considering commission and swap list_buy.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the index of the Buy position with the maximum profit int index_buy=CSelect::FindOrderMax(list_buy,ORDER_PROP_PROFIT_FULL); if(index_sell>WRONG_VALUE && index_buy>WRONG_VALUE) { //--- Select the Sell position with the maximum profit COrder* position_sell=list_sell.At(index_sell); //--- Select the Buy position with the maximum profit COrder* position_buy=list_buy.At(index_buy); if(position_sell!=NULL && position_buy!=NULL) { //--- If the pending request creation buttons are not pressed, close positions by ticket if(!pressed_pending_close_sell_by_buy) engine.ClosePositionBy((ulong)position_sell.Ticket(),(ulong)position_buy.Ticket()); //--- Otherwise, create a pending request for closing a Sell position by an opposite Buy one //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionByPending(position_sell.Ticket(),position_buy.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*g_point,g_digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL_BY_BUY,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } } //--- If the BUTT_CLOSE_ALL is pressed: Close all positions starting with the one with the least profit else if(button==EnumToString(BUTT_CLOSE_ALL)) { //--- Get the list of all open positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); if(list!=NULL) { //--- Sort the list by profit considering commission and swap list.Sort(SORT_BY_ORDER_PROFIT_FULL); int total=list.Total(); //--- In the loop from the position with the least profit for(int i=0;i<total;i++) { COrder* position=list.At(i); if(position==NULL) continue; //--- If the pending request creation buttons are not pressed, close each position by its ticket if(!pressed_pending_close_all) engine.ClosePosition((ulong)position.Ticket()); //--- Otherwise, create a pending request for closing each position //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPending(position.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(position.PriceOpen()+distance_pending_request*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(position.TypeOrder()==POSITION_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_ASK); price_activation=NormalizeDouble(position.PriceOpen()-distance_pending_request*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_ALL,comparer,price,TimeCurrent()); } } } } } //--- If the BUTT_DELETE_PENDING button is pressed: Remove pending orders starting from the oldest one else if(button==EnumToString(BUTT_DELETE_PENDING)) { //--- Get the list of all orders CArrayObj* list=engine.GetListMarketPendings(); //--- Select only current symbol orders from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); if(list!=NULL) { //--- Sort the list by placement time list.Sort(SORT_BY_ORDER_TIME_OPEN); int total=list.Total(); //--- In a loop from an order with the longest time for(int i=total-1;i>=0;i--) { COrder* order=list.At(i); if(order==NULL) continue; //--- If the pending request creation buttons are not pressed, remove each order by its ticket if(!pressed_pending_delete_all) engine.DeleteOrder((ulong)order.Ticket()); //--- Otherwise, create a pending request for removing each order //--- and set the conditions depending on active buttons else { int id=engine.DeleteOrderPending(order.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(order.PriceOpen()+(distance_pending+distance_pending_request)*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(order.TypeByDirection()==ORDER_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_BID); price_activation=NormalizeDouble(order.PriceOpen()-(distance_pending+distance_pending_request)*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_DELETE_PENDING,comparer,price,TimeCurrent()); } } } } } //--- If the BUTT_SET_STOP_LOSS button is pressed: Place StopLoss to all orders and positions where it is not present if(button==EnumToString(BUTT_SET_STOP_LOSS)) { SetStopLoss(); } //--- If the BUTT_SET_TAKE_PROFIT button is pressed: Place TakeProfit to all orders and positions where it is not present if(button==EnumToString(BUTT_SET_TAKE_PROFIT)) { SetTakeProfit(); } //--- If the BUTT_PROFIT_WITHDRAWAL button is pressed: Withdraw funds from the account if(button==EnumToString(BUTT_PROFIT_WITHDRAWAL)) { //--- If the program is launched in the tester if(MQLInfoInteger(MQL_TESTER)) { //--- Emulate funds withdrawal TesterWithdrawal(withdrawal); } } //--- Wait for 1/10 of a second Sleep(100); //--- "Unpress" the button (if this is neither a trailing button, nor the buttons enabling pending requests) if(button!=EnumToString(BUTT_TRAILING_ALL) && StringFind(button,"_PRICE")<0 && StringFind(button,"_TIME")<0) ButtonState(button_name,false); //--- If the BUTT_TRAILING_ALL button or the buttons enabling pending requests are pressed else { //--- Set the active button color for the button enabling trailing if(button==EnumToString(BUTT_TRAILING_ALL)) { ButtonState(button_name,true); trailing_on=true; } //--- Buying //--- Set the active button color for the button enabling pending requests for opening Buy by price or time if(button==EnumToString(BUTT_BUY)+"_PRICE" || button==EnumToString(BUTT_BUY)+"_TIME") { ButtonState(button_name,true); pressed_pending_buy=true; } //--- Set the active button color for the button enabling pending requests for placing BuyLimit by price or time if(button==EnumToString(BUTT_BUY_LIMIT)+"_PRICE" || button==EnumToString(BUTT_BUY_LIMIT)+"_TIME") { ButtonState(button_name,true); pressed_pending_buy_limit=true; } //--- Set the active button color for the button enabling pending requests for placing BuyStop by price or time if(button==EnumToString(BUTT_BUY_STOP)+"_PRICE" || button==EnumToString(BUTT_BUY_STOP)+"_TIME") { ButtonState(button_name,true); pressed_pending_buy_stop=true; } //--- Set the active button color for the button enabling pending requests for placing BuyStopLimit by price or time if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE" || button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME") { ButtonState(button_name,true); pressed_pending_buy_stoplimit=true; } //--- Set the active button color for the button enabling pending requests for closing Buy by price or time if(button==EnumToString(BUTT_CLOSE_BUY)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_buy=true; } //--- Set the active button color for the button enabling pending requests for closing 1/2 Buy by price or time if(button==EnumToString(BUTT_CLOSE_BUY2)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY2)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_buy2=true; } //--- Set the active button color for the button enabling pending requests for closing Buy by an opposite Sell by price or time if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_buy_by_sell=true; } //--- Selling //--- Set the active button color for the button enabling pending requests for opening Sell by price or time if(button==EnumToString(BUTT_SELL)+"_PRICE" || button==EnumToString(BUTT_SELL)+"_TIME") { ButtonState(button_name,true); pressed_pending_sell=true; } //--- Set the active button color for the button enabling pending requests for placing SellLimit by price or time if(button==EnumToString(BUTT_SELL_LIMIT)+"_PRICE" || button==EnumToString(BUTT_SELL_LIMIT)+"_TIME") { ButtonState(button_name,true); pressed_pending_sell_limit=true; } //--- Set the active button color for the button enabling pending requests for placing SellStop by price or time if(button==EnumToString(BUTT_SELL_STOP)+"_PRICE" || button==EnumToString(BUTT_SELL_STOP)+"_TIME") { ButtonState(button_name,true); pressed_pending_sell_stop=true; } //--- Set the active button color for the button enabling pending requests for placing SellStopLimit by price or time if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE" || button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME") { ButtonState(button_name,true); pressed_pending_sell_stoplimit=true; } //--- Set the active button color for the button enabling pending requests for closing Sell by price or time if(button==EnumToString(BUTT_CLOSE_SELL)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_sell=true; } //--- Set the active button color for the button enabling pending requests for closing 1/2 Sell by price or time if(button==EnumToString(BUTT_CLOSE_SELL2)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL2)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_sell2=true; } //--- Set the active button color for the button enabling pending requests for closing Sell by an opposite Buy by price or time if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_sell_by_buy=true; } //--- Set the active button color for the button enabling pending requests for removing orders by price or time if(button==EnumToString(BUTT_DELETE_PENDING)+"_PRICE" || button==EnumToString(BUTT_DELETE_PENDING)+"_TIME") { ButtonState(button_name,true); pressed_pending_delete_all=true; } //--- Set the active button color for the button enabling pending requests for closing positions by price or time if(button==EnumToString(BUTT_CLOSE_ALL)+"_PRICE" || button==EnumToString(BUTT_CLOSE_ALL)+"_TIME") { ButtonState(button_name,true); pressed_pending_close_all=true; } //--- Set the active button color for the button enabling pending requests for placing StopLoss by price or time if(button==EnumToString(BUTT_SET_STOP_LOSS)+"_PRICE" || button==EnumToString(BUTT_SET_STOP_LOSS)+"_TIME") { ButtonState(button_name,true); pressed_pending_sl=true; } //--- Set the active button color for the button enabling pending requests for placing TakeProfit by price or time if(button==EnumToString(BUTT_SET_TAKE_PROFIT)+"_PRICE" || button==EnumToString(BUTT_SET_TAKE_PROFIT)+"_TIME") { ButtonState(button_name,true); pressed_pending_tp=true; } } //--- re-draw the chart ChartRedraw(); } //--- Return a color for the inactive buttons else { //--- trailing button if(button==EnumToString(BUTT_TRAILING_ALL)) { ButtonState(button_name,false); trailing_on=false; } //--- Buying //--- the button enabling pending requests for opening Buy by price if(button==EnumToString(BUTT_BUY)+"_PRICE") { ButtonState(button_name,false); pressed_pending_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY)+"_TIME")); } //--- the button enabling pending requests for opening Buy by time if(button==EnumToString(BUTT_BUY)+"_TIME") { ButtonState(button_name,false); pressed_pending_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY)+"_PRICE")); } //--- the button enabling pending requests for placing BuyLimit by price if(button==EnumToString(BUTT_BUY_LIMIT)+"_PRICE") { ButtonState(button_name,false); pressed_pending_buy_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_TIME")); } //--- the button enabling pending requests for placing BuyLimit by time if(button==EnumToString(BUTT_BUY_LIMIT)+"_TIME") { ButtonState(button_name,false); pressed_pending_buy_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_PRICE")); } //--- the button enabling pending requests for placing BuyStop by price if(button==EnumToString(BUTT_BUY_STOP)+"_PRICE") { ButtonState(button_name,false); pressed_pending_buy_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_TIME")); } //--- the button enabling pending requests for placing BuyStop by time if(button==EnumToString(BUTT_BUY_STOP)+"_TIME") { ButtonState(button_name,false); pressed_pending_buy_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_PRICE")); } //--- the button enabling pending requests for placing BuyStopLimit by price if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE") { ButtonState(button_name,false); pressed_pending_buy_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME")); } //--- the button enabling pending requests for placing BuyStopLimit by time if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME") { ButtonState(button_name,false); pressed_pending_buy_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE")); } //--- the button enabling pending requests for closing Buy by price if(button==EnumToString(BUTT_CLOSE_BUY)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY)+"_TIME")); } //--- the button enabling pending requests for closing Buy by time if(button==EnumToString(BUTT_CLOSE_BUY)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY)+"_PRICE")); } //--- the button enabling pending requests for closing 1/2 Buy by price if(button==EnumToString(BUTT_CLOSE_BUY2)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_buy2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY2)+"_TIME")); } //--- the button enabling pending requests for closing 1/2 Buy by time if(button==EnumToString(BUTT_CLOSE_BUY2)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_buy2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY2)+"_PRICE")); } //--- the button enabling pending requests for closing Buy by an opposite Sell by price if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_buy_by_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME")); } //--- the button enabling pending requests for closing Buy by an opposite Sell by time if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_buy_by_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE")); } //--- Selling //--- the button enabling pending requests for opening Sell by price if(button==EnumToString(BUTT_SELL)+"_PRICE") { ButtonState(button_name,false); pressed_pending_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL)+"_TIME")); } //--- the button enabling pending requests for opening Sell by time if(button==EnumToString(BUTT_SELL)+"_TIME") { ButtonState(button_name,false); pressed_pending_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL)+"_PRICE")); } //--- the button enabling pending requests for placing SellLimit by price if(button==EnumToString(BUTT_SELL_LIMIT)+"_PRICE") { ButtonState(button_name,false); pressed_pending_sell_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_TIME")); } //--- the button enabling pending requests for placing SellLimit by time if(button==EnumToString(BUTT_SELL_LIMIT)+"_TIME") { ButtonState(button_name,false); pressed_pending_sell_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_PRICE")); } //--- the button enabling pending requests for placing SellStop by price if(button==EnumToString(BUTT_SELL_STOP)+"_PRICE") { ButtonState(button_name,false); pressed_pending_sell_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_TIME")); } //--- the button enabling pending requests for placing SellStop by time if(button==EnumToString(BUTT_SELL_STOP)+"_TIME") { ButtonState(button_name,false); pressed_pending_sell_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_PRICE")); } //--- the button enabling pending requests for placing SellStopLimit by price if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE") { ButtonState(button_name,false); pressed_pending_sell_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME")); } //--- the button enabling pending requests for placing SellStopLimit by time if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME") { ButtonState(button_name,false); pressed_pending_sell_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE")); } //--- the button enabling pending requests for closing Sell by price if(button==EnumToString(BUTT_CLOSE_SELL)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL)+"_TIME")); } //--- the button enabling pending requests for closing Sell by time if(button==EnumToString(BUTT_CLOSE_SELL)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL)+"_PRICE")); } //--- the button enabling pending requests for closing 1/2 Sell by price if(button==EnumToString(BUTT_CLOSE_SELL2)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_sell2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL2)+"_TIME")); } //--- the button enabling pending requests for closing 1/2 Sell by time if(button==EnumToString(BUTT_CLOSE_SELL2)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_sell2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL2)+"_PRICE")); } //--- the button enabling pending requests for closing Sell by an opposite Buy by price if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_sell_by_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME")); } //--- the button enabling pending requests for closing Sell by an opposite Buy by time if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_sell_by_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE")); } //--- the button enabling pending requests for removing orders by price if(button==EnumToString(BUTT_DELETE_PENDING)+"_PRICE") { ButtonState(button_name,false); pressed_pending_delete_all=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_DELETE_PENDING)+"_TIME")); } //--- the button enabling pending requests for removing orders by time if(button==EnumToString(BUTT_DELETE_PENDING)+"_TIME") { ButtonState(button_name,false); pressed_pending_delete_all=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_DELETE_PENDING)+"_PRICE")); } //--- the button enabling pending requests for closing positions by price if(button==EnumToString(BUTT_CLOSE_ALL)+"_PRICE") { ButtonState(button_name,false); pressed_pending_close_all=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_ALL)+"_TIME")); } //--- the button enabling pending requests for closing positions by time if(button==EnumToString(BUTT_CLOSE_ALL)+"_TIME") { ButtonState(button_name,false); pressed_pending_close_all=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_ALL)+"_PRICE")); } //--- the button enabling pending requests for placing StopLoss by price if(button==EnumToString(BUTT_SET_STOP_LOSS)+"_PRICE") { ButtonState(button_name,false); pressed_pending_sl=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SET_STOP_LOSS)+"_TIME")); } //--- the button enabling pending requests for placing StopLoss by time if(button==EnumToString(BUTT_SET_STOP_LOSS)+"_TIME") { ButtonState(button_name,false); pressed_pending_sl=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SET_STOP_LOSS)+"_PRICE")); } //--- the button enabling pending requests for placing TakeProfit by price if(button==EnumToString(BUTT_SET_TAKE_PROFIT)+"_PRICE") { ButtonState(button_name,false); pressed_pending_tp=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SET_TAKE_PROFIT)+"_TIME")); } //--- the button enabling pending requests for placing TakeProfit by time if(button==EnumToString(BUTT_SET_TAKE_PROFIT)+"_TIME") { ButtonState(button_name,false); pressed_pending_tp=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SET_TAKE_PROFIT)+"_PRICE")); } //--- re-draw the chart ChartRedraw(); } } //+------------------------------------------------------------------+
Nas funções de definição de Stoploss e TakeProfit de todas as ordens/posições também adicionamos blocos de código de criação de solicitações pendentes para colocar StopLoss/TakeProfit:
//+------------------------------------------------------------------+ //| Set StopLoss to all orders and positions | //+------------------------------------------------------------------+ void SetStopLoss(void) { if(stoploss_to_modify==0) return; //--- Set StopLoss to all positions where it is absent //--- Get the list of all positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- select positions with zero StopLoss from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SL,0,EQUAL); if(list==NULL) return; int total=list.Total(); for(int i=total-1;i>=0;i--) { COrder* position=list.At(i); if(position==NULL) continue; double sl=CorrectStopLoss(position.Symbol(),position.TypeByDirection(),0,stoploss_to_modify); //--- If the pending request creation buttons are not pressed, set StopLoss for each position by its ticket if(!pressed_pending_sl) engine.ModifyPosition((ulong)position.Ticket(),sl,-1); //--- Otherwise, create a pending request for setting StopLoss for each position //--- and set the conditions depending on active buttons else { int id=engine.ModifyPositionPending(position.Ticket(),sl,-1); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(position.PriceOpen()+distance_pending_request*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(position.TypeByDirection()==ORDER_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_ASK); price_activation=NormalizeDouble(position.PriceOpen()-distance_pending_request*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SET_STOP_LOSS,comparer,price,TimeCurrent()); } } } //--- Set StopLoss to all pending orders where it is absent //--- Get the list of all orders list=engine.GetListMarketPendings(); //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- select orders with zero StopLoss from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SL,0,EQUAL); if(list==NULL) return; total=list.Total(); for(int i=total-1;i>=0;i--) { COrder* order=list.At(i); if(order==NULL) continue; double sl=CorrectStopLoss(order.Symbol(),(ENUM_ORDER_TYPE)order.TypeOrder(),order.PriceOpen(),stoploss_to_modify); //--- If the pending request creation buttons are not pressed, set StopLoss for each order by its ticket if(!pressed_pending_sl) engine.ModifyOrder((ulong)order.Ticket(),-1,sl,-1,-1); //--- Otherwise, create a pending request for setting StopLoss for each order //--- and set the conditions depending on active buttons else { int id=engine.ModifyOrderPending(order.Ticket(),-1,sl,-1,-1); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(order.PriceOpen()+(distance_pending+distance_pending_request)*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(order.TypeByDirection()==ORDER_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_BID); price_activation=NormalizeDouble(order.PriceOpen()-(distance_pending+distance_pending_request)*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SET_STOP_LOSS,comparer,price,TimeCurrent()); } } } } //+------------------------------------------------------------------+ //| Set TakeProfit to all orders and positions | //+------------------------------------------------------------------+ void SetTakeProfit(void) { if(takeprofit_to_modify==0) return; //--- Set TakeProfit to all positions where it is absent //--- Get the list of all positions CArrayObj* list=engine.GetListMarketPosition(); //--- Select only current symbol positions from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- select positions with zero TakeProfit from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TP,0,EQUAL); if(list==NULL) return; int total=list.Total(); for(int i=total-1;i>=0;i--) { COrder* position=list.At(i); if(position==NULL) continue; double tp=CorrectTakeProfit(position.Symbol(),position.TypeByDirection(),0,takeprofit_to_modify); //--- If the pending request creation buttons are not pressed, set TakeProfit for each position by its ticket if(!pressed_pending_tp) engine.ModifyPosition((ulong)position.Ticket(),-1,tp); //--- Otherwise, create a pending request for setting TakeProfit for each position //--- and set the conditions depending on active buttons else { int id=engine.ModifyPositionPending(position.Ticket(),-1,tp); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(position.PriceOpen()+distance_pending_request*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(position.TypeByDirection()==ORDER_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_ASK); price_activation=NormalizeDouble(position.PriceOpen()-distance_pending_request*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SET_TAKE_PROFIT,comparer,price,TimeCurrent()); } } } //--- Set TakeProfit to all pending orders where it is absent //--- Get the list of all orders list=engine.GetListMarketPendings(); //--- Select only current symbol orders from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL); //--- select orders with zero TakeProfit from the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TP,0,EQUAL); if(list==NULL) return; total=list.Total(); for(int i=total-1;i>=0;i--) { COrder* order=list.At(i); if(order==NULL) continue; double tp=CorrectTakeProfit(order.Symbol(),(ENUM_ORDER_TYPE)order.TypeOrder(),order.PriceOpen(),takeprofit_to_modify); //--- If the pending request creation buttons are not pressed, set TakeProfit for each order by its ticket if(!pressed_pending_sl) engine.ModifyOrder((ulong)order.Ticket(),-1,-1,tp,-1); //--- Otherwise, create a pending request for setting TakeProfit for each order //--- and set the conditions depending on active buttons else { int id=engine.ModifyOrderPending(order.Ticket(),-1,-1,tp,-1); if(id>0) { //--- set the pending request activation price and time, as well as activation parameters double price=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(order.PriceOpen()+(distance_pending+distance_pending_request)*g_point,g_digits); ENUM_COMPARER_TYPE comparer=EQUAL_OR_MORE; if(order.TypeByDirection()==ORDER_TYPE_SELL) { price=SymbolInfoDouble(NULL,SYMBOL_BID); price_activation=NormalizeDouble(order.PriceOpen()-(distance_pending+distance_pending_request)*g_point,g_digits); comparer=EQUAL_OR_LESS; } ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SET_TAKE_PROFIT,comparer,price,TimeCurrent()); } } } } //+------------------------------------------------------------------+
A lógica dos blocos de código para criar solicitações pendentes em todas as funções examinadas é a mesma, além disso, é comentada em detalhes, portanto, nós os deixaremos para estudá-los por conta própria. De qualquer forma, se algo não estiver claro, você sempre poderá tirar suas dúvidas na discussão do artigo.
Compilamos o EA e o executamos no modo visual do testador. Para verificar a remoção de ordens e a modificação de ordens/posições, primeiro abrimos duas posições de venda e definimos uma ordem de venda pendente sem StopLoss e TakeProfit. Em seguida, criamos solicitações pendentes para modificar os níveis de stop de ordens e posições de acordo com a condição do valor do preço. Aguardamos a ativação das solicitações pendentes e a colocação dos níveis de stop especificados, e excluímos ordens e posições.
Em seguida, abrimos duas posições para a compra e definimos uma ordem pendente de compra. Depois disso, criamos solicitações pendentes para excluir ordens e fechar posições de acordo como o tempo.
Como se pode ver, as ordens de stop foram colocadas na interseção do nível de preço definido para ativar solicitações pendentes, as posições foram fechadas após o tempo especificado e a ordem foi excluída.
Gostaria de salientar que nem tudo está funcionando bem até agora, há problemas com a criação simultânea de várias solicitações pendentes para o mesmo ticket, essas solicitações nem sempre funcionam corretamente. Em outras palavras, no momento, a lógica funciona corretamente apenas se houver uma solicitação pendente para cada posição ou ordem. Depois que a solicitação pendente for acionada, executada e excluída, será possível novamente criar uma nova solicitação pendente para esta posição ou ordem (se elas permanecerem no mercado).
Vamos resolver esse problema, gradualmente, juntamente com a criação de mais funcionalidades da biblioteca e, provavelmente, já com alguns objetos da biblioteca gráficas.
O que vem agora?
No próximo artigo, começaremos a criar a funcionalidade de uma biblioteca para armazenar, processar e receber dados de preços.
Abaixo estão anexados todos os arquivos da versão atual da biblioteca e os arquivos do EA de teste. Você pode baixá-los e testar tudo sozinho.
Se você tiver perguntas, comentários e sugestões, poderá expressá-los nos comentários do artigo.
Artigos desta série:
Parte 1. Conceito, gerenciamento de dados e primeiros resultados
Parte 2. Coleção do histórico de ordens e negócios
Parte 3. Coleção de ordens e posições de mercado, busca e ordenação
Parte 4. Eventos de Negociação. Conceito
Parte 5. Classes e coleções de eventos de negociação. Envio de eventos para o programa
Parte 6. Eventos da conta netting
Parte 7. Eventos de ativação da ordem stoplimit, preparação da funcionalidade para os eventos de modificação de ordens e posições
Parte 8. Eventos de modificação de ordens e posições
Parte 9. Compatibilidade com a MQL4 — preparação dos dados
Parte 10. Compatibilidade com a MQL4 — eventos de abertura de posição e ativação de ordens pendentes
Parte 11. Compatibilidade com a MQL4 — eventos de encerramento de posição
Parte 12. Implementação da classe de objeto "conta" e da coleção de objetos da conta
Parte 13. Eventos do objeto conta
Parte 14. O objeto símbolo
Parte 15. Coleção de objetos-símbolos
Parte 16. Eventos de coleção de símbolos
Parte 17. Interatividade de objetos de biblioteca
Parte 18. Interatividade do objeto-conta e quaisquer de outros objetos da biblioteca
Parte 19. Classe de mensagens de biblioteca
Parte 20. Criação e armazenamento de recursos de programas
Parte 21 Classes de negociação - objeto base de negociação multiplataforma
Parte 22. Classes de negociação - classe básica de negociação, controle de restrições
Parte 23. Classes de negociação - classe básica de negociação, controle de parâmetros válidos
Parte 24. Classes de negociação - classe básica de negociação, correção automática de parâmetros errados
Parte 25. Classes de negociação - classe básica de negociação, processamento de erros retornados pelo servidor de negociação
Parte 26. Trabalho com ordens pendentes, primeira implementação (abertura de posições)
Parte 27. Trabalho com ordens pendentes, posicionamento de ordens pendentes Parte 28. Trabalho com ordens pendentes de negociação - fechamento, exclusão, modificações
Parte 29. Trabalho com ordens de negociação pendentes, classes de objetos-ordens
Parte 30. Trabalho com ordens de negociação pendentes, gerenciamento de objetos-ordens
Parte 31. Trabalho com ordens de negociação pendentes, abertura de posições por condições
Parte 32. Trabalho com ordens de negociação pendentes, posicionando ordens pendentes por condições
Parte 33. Trabalho com ordens de negociação pendentes, fechamento (parcial, total, usando uma oposta) de posições por condições
Traduzido do russo pela MetaQuotes Ltd.
Artigo original: https://www.mql5.com/ru/articles/7569
Aviso: Todos os direitos sobre esses materiais pertencem à MetaQuotes Ltd. É proibida a reimpressão total ou parcial.
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