Pending orders DOWN - script para MetaTrader 5

O script "Pending orders DOWN" posiciona uma grade de ordens pendentes ABAIXO do preço atual.

Parâmetros de entrada

• Gap for pending orders DOWN from the current price (in pips) - o recuo do preço atual para colocar a primeira ordem pendente.
• Step between orders DOWN (in pips) - distância entre as ordens pendentes.
• Type of pending orders DOWN - tipo da ordem pendente (pode ser Buy Limit ou Sell Stop).
• DOWN quantity - número de ordens a serem colocadas.
• Lots - volume da cada ordem pendente.
• Stop Loss (in pips).
• Take Profit (in pips).

O script garante o envio mais rápido possível de pedidos para colocar ordens pendentes devido ao uso do modo assíncrono de operações de negociação:

   m_trade.SetAsyncMode(true);

Aqui está um exemplo de envio de pedidos para cinco ordens pendentes:

2017.08.28 09:00:30.227 Scripts script Pending orders DOWN (AUDCAD,Daily) loaded successfully
2017.08.28 09:00:35.272 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98893 sl: 0.99143 tp: 0.98693
2017.08.28 09:00:35.272 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98743 sl: 0.98993 tp: 0.98543
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98593 sl: 0.98843 tp: 0.98393
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98443 sl: 0.98693 tp: 0.98243
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98293 sl: 0.98543 tp: 0.98093
2017.08.28 09:00:35.274 Scripts script Pending orders DOWN (AUDCAD,Daily) removed

Cinco pedidos foram enviados em 1 milissegundo!

Aqui está o relatório completo, desde o início do script até a sua remoção (a data da primeira ordem enviada foi 2017.08.28 09:00:35.272):

2017.08.28 09:00:30.227 Scripts script Pending orders DOWN (AUDCAD,Daily) loaded successfully
2017.08.28 09:00:35.272 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98893 sl: 0.99143 tp: 0.98693
2017.08.28 09:00:35.272 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98743 sl: 0.98993 tp: 0.98543
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98593 sl: 0.98843 tp: 0.98393
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98443 sl: 0.98693 tp: 0.98243
2017.08.28 09:00:35.273 Trades  '6121033': sell stop 0.01 AUDCAD at 0.98293 sl: 0.98543 tp: 0.98093
2017.08.28 09:00:35.274 Scripts script Pending orders DOWN (AUDCAD,Daily) removed
2017.08.28 09:00:35.340 Trades  '6121033': accepted sell stop 0.01 AUDCAD at 0.98893 sl: 0.99143 tp: 0.98693
2017.08.28 09:00:35.341 Trades  '6121033': order #164992356 sell stop 0.01 / 0.01 AUDCAD at market done in 68.657 ms
2017.08.28 09:00:35.341 Trades  '6121033': accepted sell stop 0.01 AUDCAD at 0.98743 sl: 0.98993 tp: 0.98543
2017.08.28 09:00:35.342 Trades  '6121033': order #164992357 sell stop 0.01 / 0.01 AUDCAD at market done in 69.645 ms
2017.08.28 09:00:35.342 Trades  '6121033': accepted sell stop 0.01 AUDCAD at 0.98593 sl: 0.98843 tp: 0.98393
2017.08.28 09:00:35.343 Trades  '6121033': order #164992358 sell stop 0.01 / 0.01 AUDCAD at market done in 70.006 ms
2017.08.28 09:00:35.343 Trades  '6121033': accepted sell stop 0.01 AUDCAD at 0.98443 sl: 0.98693 tp: 0.98243
2017.08.28 09:00:35.343 Trades  '6121033': order #164992359 sell stop 0.01 / 0.01 AUDCAD at market done in 70.346 ms
2017.08.28 09:00:35.343 Trades  '6121033': accepted sell stop 0.01 AUDCAD at 0.98293 sl: 0.98543 tp: 0.98093
2017.08.28 09:00:35.343 Trades  '6121033': order #164992360 sell stop 0.01 / 0.01 AUDCAD at market done in 70.312 ms

O momento em que a confirmação da última ordem pendente foi confirmada é 2017.08.28 09:00:35.343. Totalmente, todas as operações levaram apenas 71 milissegundos!

No início da operação do script, a correção do volume especificado de ordens pendentes é verificada:

//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//---
   if(InpLots<=0.0)
     {
      Print("The \"Lots\" can't be smaller or equal to zero");
      return;
     }
//---
   if(!m_symbol.Name(Symbol())) // sets symbol name
      return;
   if(!RefreshRates())
      return;

   string err_text="";
   if(!CheckVolumeValue(InpLots,err_text))
     {
      Print(err_text);
      return;
     }
//---