轻松快捷开发 MetaTrader 程序的函数库(第 二十一部分)：交易类 - 基准跨平台交易对象
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本文开启了一个新的宏大主题 — 交易类。概念
随时可以轻松访问各种数据是多么惬意啊。 然而，如果我们不能将数据应用到交易，则数据毫无意义。 意即不光已经存在的功能，我们还需要新的交易功能。
本章节相对庞大，我们需要逐步完成所有操作。
- 我们应能够从任意平台（无论是 MetaTrader 5 亦或 MetaTrader 4）发送任何交易请求，而无需考虑它们之间的差异。 一切都应该统合。
- 首先，我们需要验证交易请求，以避免因错误请求而加重服务器负载。
- 我们需要考虑并正确处理交易服务器的返回码。 EA 向服务器发送请求时会做什么？ 它维护终端与服务器之间的“请求-响应”会话。 我们的任务是正确分配这种“通信管道”，即创建处理交易服务器响应的方法。
- 我们需要创建若干处理服务器响应的选项，因为有时我们需要“优先不惜一切代价”开仓。 为此，若下单时遇到服务器拒绝的万一情况，我们需要布置向服务器重复发送请求 — 我们既可调整交易请求参数，亦或重新发送，再或者保留所有参数不变，但等待符合这些请求参数的正确时机，并立即将其发送。 此外，我们需要考虑价位，以避免明知价格较差却重新发送订单。
有时，无论请求的结果如何，我们都需要发送交易请求并继续操作。
- 此外，我们需要管理交易类的操作，以避免基于函数库的程序在 MQL5 市场 上架后出现故障。 该程序应能平滑地通过所有检查。
这就是目前我针对交易类的计划。
在本文里，我们将研究开发基准交易对象。 无论平台如何，这个类都以相同的方式向服务器发送交易请求。 当向服务器发送请求时，即意味着传递给这种交易对象的交易请求参数已被验证和校正。 该对象没有参数验证功能。 取而代之的是，它们将在基准交易类中进行验证，稍后即将进行开发。
应该注意的是，目前要在当前交易对象中实现按票据选择订单或持仓。 创建基准交易类后，功能将重新定位到该交易类。
由于整个交易都直接与交易品种绑定，因此基准交易对象将成为交易品种对象的一部分，我们在第 14 篇文章中曾研究过该对象。 稍后会安排对交易品种交易对象的访问 — 在基准交易类中。 在本文中，我们临时在 CEngine 函数库基类（我们在第 3 篇文章中研究过）中安排对交易品种交易对象的访问。 该类收集所有的环境数据。 它拥有交易类操作所需的所有帐户和交易品种属性。
创建基准交易对象
为了记录交易类的操作，我们需要在 Defines.mqh 函数库文件中创建一个记录级别枚举。
在清单的末尾添加必要的枚举：
//+------------------------------------------------------------------+ //| Data for working with trading classes | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Logging level | //+------------------------------------------------------------------+ enum ENUM_LOG_LEVEL { LOG_LEVEL_NO_MSG, // Trading logging disabled LOG_LEVEL_ERROR_MSG, // Only trading errors LOG_LEVEL_ALL_MSG // Full logging }; //+------------------------------------------------------------------+
若要在日志中显示消息，我们需要消息的文本及其在函数库消息列表中的索引。
在 Datas.mqh 文件中添加必要的索引：
MSG_LIB_SYS_NOT_SYMBOL_ON_SERVER, // Error. No such symbol on server MSG_LIB_SYS_NOT_SYMBOL_ON_LIST, // Error. No such symbol in the list of used symbols: MSG_LIB_SYS_FAILED_PUT_SYMBOL, // Failed to place to market watch. Error: MSG_LIB_SYS_ERROR_NOT_POSITION, // Error. Not a position: MSG_LIB_SYS_ERROR_NO_OPEN_POSITION_WITH_TICKET, // Error. No open position with ticket # MSG_LIB_SYS_ERROR_NO_PLACED_ORDER_WITH_TICKET, // Error. No placed order with ticket # MSG_LIB_SYS_ERROR_FAILED_CLOSE_POS, // Failed to closed position. Error MSG_LIB_SYS_ERROR_FAILED_MODIFY_ORD, // Failed to modify order. Error MSG_LIB_SYS_ERROR_UNABLE_PLACE_WITHOUT_TIME_SPEC, // Error: Cannot place order without explicitly specified expiration time MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ, // Error. Failed to get trading object MSG_LIB_SYS_ERROR_FAILED_GET_POS_OBJ, // Error. Failed to get position object MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ, // Error. Failed to get order object MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ, // Error. Failed to get symbol object MSG_LIB_SYS_ERROR_CODE_OUT_OF_RANGE, // Return code out of range of error codes MSG_LIB_TEXT_FAILED_ADD_TO_LIST, // failed to add to list MSG_LIB_TEXT_TIME_UNTIL_THE_END_DAY, // Order lifetime till the end of the current day to be used MSG_LIB_TEXT_SUNDAY, // Sunday MSG_ACC_MARGIN_MODE_RETAIL_EXCHANGE, // Exchange markets mode MSG_ACC_UNABLE_CLOSE_BY, // Close by is available only on hedging accounts MSG_ACC_SAME_TYPE_CLOSE_BY, // Error. Positions for close by are of the same type //--- CEngine MSG_ENG_NO_TRADE_EVENTS, // There have been no trade events since the last launch of EA MSG_ENG_FAILED_GET_LAST_TRADE_EVENT_DESCR, // Failed to get description of the last trading event MSG_ENG_FAILED_GET_MARKET_POS_LIST, // Failed to get the list of open positions MSG_ENG_FAILED_GET_PENDING_ORD_LIST, // Failed to get the list of placed orders MSG_ENG_NO_OPEN_POSITIONS, // No open positions MSG_ENG_NO_PLACED_ORDERS, // No placed orders };
这里仅显示文件中的 “geolocation 地理”部分（其为应添加的索引枚举常量）。
现在将所需的消息（我们刚刚定义的索引）添加到文本消息数组中：
{"Ошибка. Такого символа нет на сервере","Error. No such symbol on server"},
{"Ошибка. Такого символа нет в списке используемых символов: ","Error. This symbol is not in the list of symbols used: "},
{"Не удалось поместить в обзор рынка. Ошибка: ","Failed to put in market watch. Error: "},
{"Ошибка. Не позиция: ","Error. Not position: "},
{"Ошибка. Нет открытой позиции с тикетом #","Error. No open position with ticket #"},
{"Ошибка. Нет установленного ордера с тикетом #","Error. No placed order with ticket #"},
{"Не удалось закрыть позицию. Ошибка ","Could not close position. Error "},
{"Не удалось модифицировать ордер. Ошибка ","Failed to modify order. Error "},
{"Ошибка: невозможно разместить ордер без явно заданного его времени истечения","Error: Unable to place order without explicitly specified expiration time"},
{"Ошибка. Не удалось получить торговый объект","Error. Failed to get trade object"},
{"Ошибка. Не удалось получить объект-позицию","Error. Failed to get position object"},
{"Ошибка. Не удалось получить объект-ордер","Error. Failed to get order object"},
{"Ошибка. Не удалось получить объект-символ","Error. Failed to get symbol object"},
{"Код возврата вне заданного диапазона кодов ошибок","Return code out of range of error codes"},
{"не удалось добавить в список","failed to add to list"},
{"Будет использоваться время действия ордера до конца текущего дня","Order validity time until the end of the current day will be used"},
{"Воскресение","Sunday"},
{"Биржевой рынок","Exchange market mode"},
{"Закрытие встречным доступно только на счетах с типом \"Хеджинг\"","Close by opposite position iavailable only on \"Hedging\" accounts"},
{"Ошибка. Позиции для встречного закрытия имеют один и тот же тип","Error. Positions of the same type in counterclosure request"},
//--- CEngine
{"С момента последнего запуска ЕА торговых событий не было","No trade events since the last launch of EA"},
{"Не удалось получить описание последнего торгового события","Failed to get description of the last trading event"},
{"Не удалось получить список открытых позиций","Failed to get open positions list"},
{"Не удалось получить список установленных ордеров","Failed to get pending orders list"},
{"Нет открытых позиций","No open positions"},
{"Нет установленных ордеров","No placed orders"},
};
就像定义索引常量一样，此处仅出示添加必要消息文本的某些区域。 您可以从附件里找到并分析改进的 Datas.mqh 完整版本。
在发送平仓请求时，我们需要知道与所平持仓方向相反的订单类型（在 MQL5 中，通过开立相反持仓来执行平仓，故订单（非持仓）类型需发送到交易请求）。
在 DELib.mqh 函数库的服务函数文件中，编写两个函数，其一接收持仓同向订单类型，其二为持仓逆向订单类型：
//+------------------------------------------------------------------+ //| Return an order type by a position type | //+------------------------------------------------------------------+ ENUM_ORDER_TYPE OrderTypeByPositionType(ENUM_POSITION_TYPE type_position) { return(type_position==POSITION_TYPE_BUY ? ORDER_TYPE_BUY : ORDER_TYPE_SELL); } //+------------------------------------------------------------------+ //| Return a reverse order type by a position type | //+------------------------------------------------------------------+ ENUM_ORDER_TYPE OrderTypeOppositeByPositionType(ENUM_POSITION_TYPE type_position) { return(type_position==POSITION_TYPE_BUY ? ORDER_TYPE_SELL : ORDER_TYPE_BUY); } //+------------------------------------------------------------------+
现在我们已经准备好所有数据，我们来解决交易对象类本身。
在 \MQL5\Include\DoEasy\Objects\ 中，创建 Trade\ 子文件夹，并在 TradeObj.mqh 文件中创建新的类 CTradeObj。
将服务函数文件包含到新创建的文件当中：
//+------------------------------------------------------------------+ //| TradeObj.mqh | //| Copyright 2019, 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" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "..\..\Services\DELib.mqh" //+------------------------------------------------------------------+
将所有必需的类成员变量和方法添加到类文件之中：
//+------------------------------------------------------------------+ //| TradeObj.mqh | //| Copyright 2019, 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" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "..\..\Services\DELib.mqh" //+------------------------------------------------------------------+ //| Trading object class | //+------------------------------------------------------------------+ class CTradeObj { private: MqlTick m_tick; // Tick structure for receiving prices MqlTradeRequest m_request; // Trade request structure MqlTradeResult m_result; // trade request execution result ENUM_ACCOUNT_MARGIN_MODE m_margin_mode; // Margin calculation mode ENUM_ORDER_TYPE_FILLING m_type_filling; // Filling policy ENUM_ORDER_TYPE_TIME m_type_expiration; // Order expiration type int m_symbol_expiration_flags; // Flags of order expiration modes for a trading object symbol ulong m_magic; // Magic number string m_symbol; // Symbol string m_comment; // Comment ulong m_deviation; // Slippage in points double m_volume; // Volume datetime m_expiration; // Order expiration time (for ORDER_TIME_SPECIFIED type order) bool m_async_mode; // Flag of asynchronous sending of a trade request ENUM_LOG_LEVEL m_log_level; // Logging level int m_stop_limit; // Distance of placing a StopLimit order in points public: //--- Constructor CTradeObj();; //--- Set default values void Init(const string symbol, const ulong magic, const double volume, const ulong deviation, const int stoplimit, const datetime expiration, const bool async_mode, const ENUM_ORDER_TYPE_FILLING type_filling, const ENUM_ORDER_TYPE_TIME type_expiration, ENUM_LOG_LEVEL log_level); //--- (1) Return the margin calculation mode, (2) hedge account flag ENUM_ACCOUNT_MARGIN_MODE GetMarginMode(void) const { return this.m_margin_mode; } bool IsHedge(void) const { return this.GetMarginMode()==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING; } //--- (1) Set, (2) return the error logging level void SetLogLevel(const ENUM_LOG_LEVEL level) { this.m_log_level=level; } ENUM_LOG_LEVEL GetLogLevel(void) const { return this.m_log_level; } //--- (1) Set, (2) return the filling policy void SetTypeFilling(const ENUM_ORDER_TYPE_FILLING type) { this.m_type_filling=type; } ENUM_ORDER_TYPE_FILLING GetTypeFilling(void) const { return this.m_type_filling; } //--- (1) Set, (2) return order expiration type void SetTypeExpiration(const ENUM_ORDER_TYPE_TIME type) { this.m_type_expiration=type; } ENUM_ORDER_TYPE_TIME GetTypeExpiration(void) const { return this.m_type_expiration; } //--- (1) Set, (2) return the magic number void SetMagic(const ulong magic) { this.m_magic=magic; } ulong GetMagic(void) const { return this.m_magic; } //--- (1) Set, (2) return a symbol void SetSymbol(const string symbol) { this.m_symbol=symbol; } string GetSymbol(void) const { return this.m_symbol; } //--- (1) Set, (2) return a comment void SetComment(const string comment) { this.m_comment=comment; } string GetComment(void) const { return this.m_comment; } //--- (1) Set, (2) return slippage void SetDeviation(const ulong deviation) { this.m_deviation=deviation; } ulong GetDeviation(void) const { return this.m_deviation; } //--- (1) Set, (2) return volume void SetVolume(const double volume) { this.m_volume=volume; } double GetVolume(void) const { return this.m_volume; } //--- (1) Set, (2) return order expiration date void SetExpiration(const datetime time) { this.m_expiration=time; } datetime GetExpiration(void) const { return this.m_expiration; } //--- (1) Set, (2) return the flag of the asynchronous sending of a trading request void SetAsyncMode(const bool async) { this.m_async_mode=async; } bool GetAsyncMode(void) const { return this.m_async_mode; } //--- Last request data: //--- Return (1) executed action type, (2) magic number, (3) order ticket, (4) volume, //--- (5) open, (6) StopLimit order, (7) StopLoss, (8) TakeProfit price, (9) deviation, //--- type of (10) order, (11) execution, (12) lifetime, (13) order expiration date, //--- (14) comment, (15) position ticket, (16) opposite position ticket ENUM_TRADE_REQUEST_ACTIONS GetLastRequestAction(void) const { return this.m_request.action; } ulong GetLastRequestMagic(void) const { return this.m_request.magic; } ulong GetLastRequestOrder(void) const { return this.m_request.order; } double GetLastRequestVolume(void) const { return this.m_request.volume; } double GetLastRequestPrice(void) const { return this.m_request.price; } double GetLastRequestStopLimit(void) const { return this.m_request.stoplimit; } double GetLastRequestStopLoss(void) const { return this.m_request.sl; } double GetLastRequestTakeProfit(void) const { return this.m_request.tp; } ulong GetLastRequestDeviation(void) const { return this.m_request.deviation; } ENUM_ORDER_TYPE GetLastRequestType(void) const { return this.m_request.type; } ENUM_ORDER_TYPE_FILLING GetLastRequestTypeFilling(void) const { return this.m_request.type_filling; } ENUM_ORDER_TYPE_TIME GetLastRequestTypeTime(void) const { return this.m_request.type_time; } datetime GetLastRequestExpiration(void) const { return this.m_request.expiration; } string GetLastRequestComment(void) const { return this.m_request.comment; } ulong GetLastRequestPosition(void) const { return this.m_request.position; } ulong GetLastRequestPositionBy(void) const { return this.m_request.position_by; } //--- Data on the last request result: //--- Return (1) operation result code, (2) performed deal ticket, (3) placed order ticket, //--- (4) deal volume confirmed by a broker, (5) deal price confirmed by a broker, //--- (6) current market Bid (requote) price, (7) current market Ask (requote) price //--- (8) broker comment to operation (by default, it is filled by the trade server return code description), //--- (9) request ID set by the terminal when sending, (10) external trading system return code uint GetResultRetcode(void) const { return this.m_result.retcode; } ulong GetResultDeal(void) const { return this.m_result.deal; } ulong GetResultOrder(void) const { return this.m_result.order; } double GetResultVolume(void) const { return this.m_result.volume; } double GetResultPrice(void) const { return this.m_result.price; } double GetResultBid(void) const { return this.m_result.bid; } double GetResultAsk(void) const { return this.m_result.ask; } string GetResultComment(void) const { return this.m_result.comment; } uint GetResultRequestID(void) const { return this.m_result.request_id; } uint GetResultRetcodeEXT(void) const { return this.m_result.retcode_external;} //--- Open a position bool OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const ulong deviation=ULONG_MAX, const string comment=NULL); //--- Close a position bool ClosePosition(const ulong ticket, const ulong deviation=ULONG_MAX, const string comment=NULL); //--- Close a position partially bool ClosePositionPartially(const ulong ticket, const double volume, const ulong deviation=ULONG_MAX, const string comment=NULL); //--- Close a position by an opposite one bool ClosePositionBy(const ulong ticket,const ulong ticket_by); //--- Modify a position bool ModifyPosition(const ulong ticket,const double sl=WRONG_VALUE,const double tp=WRONG_VALUE); //--- Place an order bool SetOrder(const ENUM_ORDER_TYPE type, const double volume, const double price, const double sl=0, const double tp=0, const double price_stoplimit=0, const ulong magic=ULONG_MAX, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC, const string comment=NULL); //--- Remove an order bool DeleteOrder(const ulong ticket); //--- Modify an order bool ModifyOrder(const ulong ticket, const double price=WRONG_VALUE, const double sl=WRONG_VALUE, const double tp=WRONG_VALUE, const double price_stoplimit=WRONG_VALUE, const datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE); }; //+------------------------------------------------------------------+
我们仔细观察此处编写的内容。
为了获得当前价格，我们需要访问所发送交易请求之中交易品种的属性。 由于我们需要相关价格，因此我们应该在发送交易请求之前立即获取价格。 这就是为什么我们直接在基准交易对象里的 MqlTick结构类型中放置 m_tick 变量的原因。 我们可以从交易品种对象中传递它，但在传递属性给交易对象时最好不要产生多余的（尽管很小）的成本。
MqlTradeRequest 类型的交易请求结构中的 m_request 变量用于填充所有交易请求属性，并将其发送给 OrderSend() 函数。 MqlTradeResult 类型的交易请求结果结构中的 m_result 变量也要传递给该函数。 当从交易服务器收到应答时，由服务器填充该变量。 如果向服务器发送订单的应答结果不正确，我们总能够读取交易请求结果结构的相应字段来了解发生了什么。
我相信，其他类成员变量无需赘述。
我们看一下类方法的实现。
交易请求属性的赋值和取值方法（Set 和 Get 方法）已在类主体中编写实现。 它们的全部职能只是将传递给方法的参数值写入相应的变量，或返回相应变量的数值。 这些方法仅作用于存储默认值的变量。 换言之，这些方法允许您设置交易请求的必需属性。 进而，它会有预定于的数值作为默认值。 如果某次交易请求需要使用另外的数值，则发送交易请求的方法会传递所需的数值，传递给方法的数值仅为一次性。
方法返回最后一次交易请求的参数，允许定义哪些数值已传递给最后一次交易请求的属性，并采取措施剔除错误，或将这些数值用于下一次服务器请求。
这些方法简单地返回与该方法相对应的交易请求结构字段的内容。 在发送请求之前，此结构（其内某些字段对应于交易请求）被填充，并传递给向服务器发送请求的函数。 这是结构，从中可以获取最后一次填充的数值。
方法返回交易请求结果，允许获取有关交易请求处理结果的数据。 如果请求证实结果出错，我们可以在 retcode 中看到有关错误代码的说明。 备选则是该结构中会填充持仓或挂单的数据，而 request_id 含有请求代码，然后该值可在 OnTradeTransaction() 处理程序中进行分析，并与通过 OrderSendAsync() 发送到服务器的交易请求之结果相关联。
在此函数库中，由于 MQL4 中不存在 OnTradeTransaction()，因此我们不会使用它。 我们将自行异步发送请求，并分析结果。
类的构造函数：
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTradeObj::CTradeObj(void) : m_magic(0), m_deviation(5), m_stop_limit(0), m_expiration(0), m_async_mode(false), m_type_filling(ORDER_FILLING_FOK), m_type_expiration(ORDER_TIME_GTC), m_comment(::MQLInfoString(MQL_PROGRAM_NAME)+" by DoEasy"), m_log_level(LOG_LEVEL_ERROR_MSG) { //--- Margin calculation mode this.m_margin_mode= ( #ifdef __MQL5__ (ENUM_ACCOUNT_MARGIN_MODE)::AccountInfoInteger(ACCOUNT_MARGIN_MODE) #else /* MQL4 */ ACCOUNT_MARGIN_MODE_RETAIL_HEDGING #endif ); } //+------------------------------------------------------------------+
在其初始化清单中设置初始化值：
- 魔幻数字为零，
- 滑点为五个点，
- StopLimit 订单价格为零 (无价格)，
- 订单过期时间为零 (无限期)，
- 异步发送交易请求则被禁用，
- 订单的填单规则 "Fill or Kill（填单或取消）",
- 订单过期时间 — 无限期
- 在订单注释里，设置程序名称 + " by DoEasy"，
- 记录交易类的操作模式 — 仅出错。
在类主体中，将帐户设置的保证金计算方法添加到 m_margin_mode 变量中。
对于 MQL5，则利用参数为 ACCOUNT_MARGIN_MODE 属性 ID 的 AccountInfoInteger() 函数获取所需的值。
对于 MQL4，马上设置保证金计算方式为对冲模式 (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)。
我们能够将所要属性的必要值传递给填充交易请求的交易方法。 但通常我们不需要填充所有必要的属性 — 对于每次交易请求，它们通常应该保持不变。 因此，我们应该能够初始化默认变量，并选择在交易方法中所用交易请求的值 — 即可将参数传递给向服务器发送请求的方法，亦可采用一组默认值。
编写初始化交易请求默认参数的方法：
//+------------------------------------------------------------------+ //| Set default values | //+------------------------------------------------------------------+ void CTradeObj::Init(const string symbol, const ulong magic, const double volume, const ulong deviation, const int stoplimit, const datetime expiration, const bool async_mode, const ENUM_ORDER_TYPE_FILLING type_filling, const ENUM_ORDER_TYPE_TIME type_expiration, ENUM_LOG_LEVEL log_level) { this.SetSymbol(symbol); this.SetMagic(magic); this.SetDeviation(deviation); this.SetVolume(volume); this.SetExpiration(expiration); this.SetTypeFilling(type_filling); this.SetTypeExpiration(type_expiration); this.SetAsyncMode(async_mode); this.SetLogLevel(log_level); this.m_symbol_expiration_flags=(int)::SymbolInfoInteger(this.m_symbol,SYMBOL_EXPIRATION_MODE); this.m_volume=::SymbolInfoDouble(this.m_symbol,SYMBOL_VOLUME_MIN); } //+------------------------------------------------------------------+
该方法接收交易请求参数的所需值。 在方法主体中，传递的数值会利用上面研究过的方法为相应的变量赋值。 允许的订单过期模式的标志则利用参数为 SYMBOL_EXPIRATION_MODE 属性 ID 的 SymbolInfoInteger() 函数进行设置。 请求的交易量则利用参数为 SYMBOL_VOLUME_MIN 属性 ID 的 SymbolInfoDouble() 函数设置最小可接受交易量。
开仓方法:
//+------------------------------------------------------------------+ //| Open a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const ulong deviation=ULONG_MAX, const string comment=NULL) { //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = OrderTypeByPositionType(type); this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else (::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE)!=WRONG_VALUE) #endif ); } //+------------------------------------------------------------------+
该方法接收持仓类型，其交易量，止损和止盈价位，持仓魔幻数字，滑点值和注释。
止损、止盈、魔幻数字、滑点和注释均设置为默认值。 如果在调用该方法时这些值保持不变，则在 Init() 方法中将这些值设置为默认，或由设置默认值的方法直接在程序中赋值，这些方法我们已在上文中进行了实证。 整个方法逻辑都在代码注释中写清楚了。
我们在 DELib.mqh 中编写的 OrderTypeByPositionType() 函数，按照持仓类型接受订单类型，并发送到存储该订单类型的交易请求的结构字段。 该方法不验证传递给它的参数。 假定它们均已经被验证。
对于 MQL4，当向服务器发送请求并返回结果时，我们也并未做任何修改，也没有填充交易请求结果的结构。 当前，我们需要快速收集交易方法进行测试。 我们将在接下来的篇幅里将所有内容理清。
平仓方法:
//+------------------------------------------------------------------+ //| Close a position | //+------------------------------------------------------------------+ bool CTradeObj::ClosePosition(const ulong ticket, const ulong deviation=ULONG_MAX, const string comment=NULL) { //--- If failed to select a position. Write the error code and description, send the message to the journal and return 'false' if(!::PositionSelectByTicket(ticket)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_POS),CMessage::Text(this.m_result.retcode)); return false; } //--- Get a position symbol string symbol=::PositionGetString(POSITION_SYMBOL); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Get a position type and an order type inverse of the position type ENUM_POSITION_TYPE position_type=(ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE); ENUM_ORDER_TYPE type=OrderTypeOppositeByPositionType(position_type); //--- Get a position volume and magic number double position_volume=::PositionGetDouble(POSITION_VOLUME); ulong magic=::PositionGetInteger(POSITION_MAGIC); //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = symbol; this.m_request.magic = magic; this.m_request.type = type; this.m_request.price = (position_type==POSITION_TYPE_SELL ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = position_volume; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- In case of a hedging account, write the ticket of a closed position to the structure if(this.IsHedge()) this.m_request.position=::PositionGetInteger(POSITION_TICKET); //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderClose((int)m_request.position,m_request.volume,m_request.price,(int)m_request.deviation,clrNONE) #endif ); } //+------------------------------------------------------------------+
该方法接收所平持仓的票据、滑点值和注释。
此处（以及其他交易方法中），一切都与上述的开仓方法相似。
部分平仓的方法：
//+------------------------------------------------------------------+ //| Close a position partially | //+------------------------------------------------------------------+ bool CTradeObj::ClosePositionPartially(const ulong ticket, const double volume, const ulong deviation=ULONG_MAX, const string comment=NULL) { //--- If failed to select a position. Write the error code and description, send the message to the journal and return 'false' if(!::PositionSelectByTicket(ticket)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_POS),CMessage::Text(this.m_result.retcode)); return false; } //--- Get a position symbol string symbol=::PositionGetString(POSITION_SYMBOL); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Get a position type and an order type inverse of the position type ENUM_POSITION_TYPE position_type=(ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE); ENUM_ORDER_TYPE type=OrderTypeOppositeByPositionType(position_type); //--- Get a position volume and magic number double position_volume=::PositionGetDouble(POSITION_VOLUME); ulong magic=::PositionGetInteger(POSITION_MAGIC); //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.position = ticket; this.m_request.symbol = symbol; this.m_request.magic = magic; this.m_request.type = type; this.m_request.price = (position_type==POSITION_TYPE_SELL ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = (volume<position_volume ? volume : position_volume); this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- In case of a hedging account, write the ticket of a closed position to the structure if(this.IsHedge()) this.m_request.position=::PositionGetInteger(POSITION_TICKET); //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderClose((int)m_request.position,m_request.volume,m_request.price,(int)m_request.deviation,clrNONE) #endif ); } //+------------------------------------------------------------------+
该方法传递已平仓的票据，平仓的交易量，滑点和注释。
如果传递给该方法的平仓量超过了现有持仓量，则该笔持仓被整体平仓。
由逆向开仓来平仓的方法：
//+------------------------------------------------------------------+ //| Close a position by an opposite one | //+------------------------------------------------------------------+ bool CTradeObj::ClosePositionBy(const ulong ticket,const ulong ticket_by) { #ifdef __MQL5__ //--- If this is not a hedging account. if(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)!=ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) { //--- Close by is available only on hedging accounts. //---Write the error code and description, send the message to the journal and return 'false' this.m_result.retcode=MSG_ACC_UNABLE_CLOSE_BY; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_ACC_UNABLE_CLOSE_BY)); return false; } #endif //--- Closed position //--- If failed to select a position, write the error code and description, send the message to the journal and return 'false' if(!::PositionSelectByTicket(ticket)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_POS),CMessage::Text(this.m_result.retcode)); return false; } //--- Get a type and magic of a closed position ENUM_POSITION_TYPE position_type=(ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE); ulong magic=::PositionGetInteger(POSITION_MAGIC); //--- Opposite position //--- If failed to select a position, write the error code and description, send the message to the journal and return 'false' if(!::PositionSelectByTicket(ticket_by)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket_by,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_POS),CMessage::Text(this.m_result.retcode)); return false; } //--- Get an opposite position type ENUM_POSITION_TYPE position_type_by=(ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE); //--- If types of a closed and an opposite position match, write the error code and description, send the message to the journal and return 'false' if(position_type==position_type_by) { this.m_result.retcode=MSG_ACC_SAME_TYPE_CLOSE_BY; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,CMessage::Text(MSG_ACC_SAME_TYPE_CLOSE_BY)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_CLOSE_BY; this.m_request.position = ticket; this.m_request.position_by = ticket_by; this.m_request.magic = magic; //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderCloseBy((int)m_request.position,(int)m_request.position_by,clrNONE) #endif ); } //+------------------------------------------------------------------+
该方法接收已平仓的票据和逆向仓位的票据。
修改持仓止损价位的方法：
//+------------------------------------------------------------------+ //| Modify a position | //+------------------------------------------------------------------+ bool CTradeObj::ModifyPosition(const ulong ticket,const double sl=WRONG_VALUE,const double tp=WRONG_VALUE) { //--- If all default values are passed, there is nothing to be modified if(sl==WRONG_VALUE && tp==WRONG_VALUE) { //--- There are no changes in the request - write the error code and description, send the message to the journal and return 'false' this.m_result.retcode= #ifdef __MQL5__ TRADE_RETCODE_NO_CHANGES #else 10025 #endif ; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,CMessage::Text(this.m_result.retcode),CMessage::Retcode(this.m_result.retcode)); return false; } //--- If failed to select a position, write the error code and description, send the message to the journal and return 'false' if(!::PositionSelectByTicket(ticket)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_POS),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure m_request.action = TRADE_ACTION_SLTP; m_request.position= ticket; m_request.symbol = ::PositionGetString(POSITION_SYMBOL); m_request.magic = ::PositionGetInteger(POSITION_MAGIC); m_request.sl = (sl==WRONG_VALUE ? ::PositionGetDouble(POSITION_SL) : sl); m_request.tp = (tp==WRONG_VALUE ? ::PositionGetDouble(POSITION_TP) : tp); //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderModify((int)m_request.position,::OrderOpenPrice(),m_request.sl,m_request.tp,::OrderExpiration(),clrNONE) #endif ); } //+------------------------------------------------------------------+
该方法接收已修改持仓的票据和新的止损/止盈价位。
下挂单的方法：
//+------------------------------------------------------------------+ //| Set an order | //+------------------------------------------------------------------+ bool CTradeObj::SetOrder(const ENUM_ORDER_TYPE type, const double volume, const double price, const double sl=0, const double tp=0, const double price_stoplimit=0, const ulong magic=ULONG_MAX, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC, const string comment=NULL) { //--- If an invalid order type has been passed, write the error code and description, send the message to the journal and return 'false' if(type==ORDER_TYPE_BUY || type==ORDER_TYPE_SELL || type==ORDER_TYPE_CLOSE_BY #ifdef __MQL4__ || type==ORDER_TYPE_BUY_STOP_LIMIT || type==ORDER_TYPE_SELL_STOP_LIMIT #endif ) { this.m_result.retcode=MSG_LIB_SYS_INVALID_ORDER_TYPE; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_INVALID_ORDER_TYPE),OrderTypeDescription(type)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure m_request.action = TRADE_ACTION_PENDING; m_request.symbol = this.m_symbol; m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); m_request.volume = volume; m_request.type = type; m_request.stoplimit = price_stoplimit; m_request.price = price; m_request.sl = sl; m_request.tp = tp; m_request.type_time = type_time; m_request.expiration = expiration; m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else (::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE)!=WRONG_VALUE) #endif ); } //+------------------------------------------------------------------+
该方法接收挂单的类型，交易量，开盘价，止损，止盈和 StopLimit 挂单价格，魔幻数字，定单期限，定单期限类型和注释。
删除挂单的方法：
//+------------------------------------------------------------------+ //| Remove an order | //+------------------------------------------------------------------+ bool CTradeObj::DeleteOrder(const ulong ticket) { //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure m_request.action = TRADE_ACTION_REMOVE; m_request.order = ticket; //--- Return the result of sending a request to the server return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderDelete((int)m_request.order,clrNONE) #endif ); } //+------------------------------------------------------------------+
该方法接收已删除订单的票据。
修改挂单的方法：
//+------------------------------------------------------------------+ //| Modify an order | //+------------------------------------------------------------------+ bool CTradeObj::ModifyOrder(const ulong ticket, const double price=WRONG_VALUE, const double sl=WRONG_VALUE, const double tp=WRONG_VALUE, const double price_stoplimit=WRONG_VALUE, const datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE) { //--- If failed to select an order, write the error code and description, send the message to the journal and return 'false' #ifdef __MQL5__ if(!::OrderSelect(ticket)) #else if(!::OrderSelect((int)ticket,SELECT_BY_TICKET)) #endif { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,"#",(string)ticket,": ",CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_SELECT_ORD),CMessage::Text(this.m_result.retcode)); return false; } double order_price=::OrderGetDouble(ORDER_PRICE_OPEN); double order_sl=::OrderGetDouble(ORDER_SL); double order_tp=::OrderGetDouble(ORDER_TP); double order_stoplimit=::OrderGetDouble(ORDER_PRICE_STOPLIMIT); ENUM_ORDER_TYPE_TIME order_type_time=(ENUM_ORDER_TYPE_TIME)::OrderGetInteger(ORDER_TYPE_TIME); datetime order_expiration=(datetime)::OrderGetInteger(ORDER_TIME_EXPIRATION); //--- If the default values are passed and the price is equal to the price set in the order, the request is unchanged //---Write the error code and description, send the message to the journal and return 'false' if(price==order_price && sl==WRONG_VALUE && tp==WRONG_VALUE && price_stoplimit==WRONG_VALUE && type_time==WRONG_VALUE && expiration==WRONG_VALUE) { this.m_result.retcode = #ifdef __MQL5__ TRADE_RETCODE_NO_CHANGES #else 10025 #endif ; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) Print(DFUN,CMessage::Text(this.m_result.retcode),CMessage::Retcode(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure m_request.action = TRADE_ACTION_MODIFY; m_request.order = ticket; m_request.price = (price==WRONG_VALUE ? order_price : price); m_request.sl = (sl==WRONG_VALUE ? order_sl : sl); m_request.tp = (tp==WRONG_VALUE ? order_tp : tp); m_request.stoplimit = (price_stoplimit==WRONG_VALUE ? order_stoplimit : price_stoplimit); m_request.type_time = (type_time==WRONG_VALUE ? order_type_time : type_time); m_request.expiration = (expiration==WRONG_VALUE ? order_expiration : expiration); //--- Return an order modification result return ( #ifdef __MQL5__ !this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result) #else ::OrderModify((int)m_request.order,m_request.price,m_request.sl,m_request.tp,m_request.expiration,clrNONE) #endif ); Print(DFUN); } //+------------------------------------------------------------------+
该方法接收修改后的订单票据，新价格值和止损，止盈，StopLimit 挂单价位，以及订单期限和到期类型。
所有方法均针对传递给该方法的默认值进行相同的验证。 所有操作均在代码中注释。 注释属于同一类型，因此没有必要再赘述。
创建基准交易类的最小功能既已完成。
鉴于我们会发送与交易品种有关的任意交易请求，因此我们将基准交易对象置于交易品种对象当中，并令其可以从外部访问。
打开品种对象文件 \MQL5\Include\DoEasy\Objects\Symbols\Symbol.mqh，并将交易对象文件 包含在 TradeObj.mqh 之中:
//+------------------------------------------------------------------+ //| Symbol.mqh | //| Copyright 2019, 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" #property strict // Necessary for mql4 //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include "..\BaseObj.mqh" #include "..\Trade\TradeObj.mqh" //+------------------------------------------------------------------+
在私密部分中，声明交易类的变量对象:
//+------------------------------------------------------------------+ //| Abstract symbol class | //+------------------------------------------------------------------+ class CSymbol : public CBaseObj { private: struct MqlMarginRate { double Initial; // initial margin rate double Maintenance; // maintenance margin rate }; struct MqlMarginRateMode { MqlMarginRate Long; // MarginRate of long positions MqlMarginRate Short; // MarginRate of short positions MqlMarginRate BuyStop; // MarginRate of BuyStop orders MqlMarginRate BuyLimit; // MarginRate of BuyLimit orders MqlMarginRate BuyStopLimit; // MarginRate of BuyStopLimit orders MqlMarginRate SellStop; // MarginRate of SellStop orders MqlMarginRate SellLimit; // MarginRate of SellLimit orders MqlMarginRate SellStopLimit; // MarginRate of SellStopLimit orders }; MqlMarginRateMode m_margin_rate; // Margin ratio structure MqlBookInfo m_book_info_array[]; // Array of the market depth data structures long m_long_prop[SYMBOL_PROP_INTEGER_TOTAL]; // Integer properties double m_double_prop[SYMBOL_PROP_DOUBLE_TOTAL]; // Real properties string m_string_prop[SYMBOL_PROP_STRING_TOTAL]; // String properties bool m_is_change_trade_mode; // Flag of changing trading mode for a symbol CTradeObj m_trade; // Trading class object //--- Return the index of the array the symbol's (1) double and (2) string properties are located at int IndexProp(ENUM_SYMBOL_PROP_DOUBLE property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_SYMBOL_PROP_STRING property) const { return(int)property-SYMBOL_PROP_INTEGER_TOTAL-SYMBOL_PROP_DOUBLE_TOTAL; } //--- (1) Fill in all the "margin ratio" symbol properties, (2) initialize the ratios bool MarginRates(void); void InitMarginRates(void); //--- Reset all symbol object data void Reset(void); //--- Return the current day of the week ENUM_DAY_OF_WEEK CurrentDayOfWeek(void) const; public: //--- Default constructor
在该类的公开部分声明两个方法：
其一是返回正确填单规则的方法，其二是返回正确订单期限类型的方法:
public: //--- Set (1) integer, (2) real and (3) string symbol properties void SetProperty(ENUM_SYMBOL_PROP_INTEGER property,long value) { this.m_long_prop[property]=value; } void SetProperty(ENUM_SYMBOL_PROP_DOUBLE property,double value) { this.m_double_prop[this.IndexProp(property)]=value; } void SetProperty(ENUM_SYMBOL_PROP_STRING property,string value) { this.m_string_prop[this.IndexProp(property)]=value; } //--- Return (1) integer, (2) real and (3) string symbol properties from the properties array long GetProperty(ENUM_SYMBOL_PROP_INTEGER property) const { return this.m_long_prop[property]; } double GetProperty(ENUM_SYMBOL_PROP_DOUBLE property) const { return this.m_double_prop[this.IndexProp(property)]; } string GetProperty(ENUM_SYMBOL_PROP_STRING property) const { return this.m_string_prop[this.IndexProp(property)]; } //--- Return the flag of a symbol supporting the property virtual bool SupportProperty(ENUM_SYMBOL_PROP_INTEGER property) { return true; } virtual bool SupportProperty(ENUM_SYMBOL_PROP_DOUBLE property) { return true; } virtual bool SupportProperty(ENUM_SYMBOL_PROP_STRING property) { return true; } //--- Return the flag of allowing (1) market, (2) limit, (3) stop (4) and stop limit orders, //--- the flag of allowing setting (5) StopLoss and (6) TakeProfit orders, (7) as well as closing by an opposite order bool IsMarketOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_MARKET)==SYMBOL_ORDER_MARKET); } bool IsLimitOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_LIMIT)==SYMBOL_ORDER_LIMIT); } bool IsStopOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_STOP)==SYMBOL_ORDER_STOP); } bool IsStopLimitOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_STOP_LIMIT)==SYMBOL_ORDER_STOP_LIMIT); } bool IsStopLossOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_SL)==SYMBOL_ORDER_SL); } bool IsTakeProfitOrdersAllowed(void) const { return((this.OrderModeFlags() & SYMBOL_ORDER_TP)==SYMBOL_ORDER_TP); } bool IsCloseByOrdersAllowed(void) const; //--- Return the (1) FOK and (2) IOC filling flag bool IsFillingModeFOK(void) const { return((this.FillingModeFlags() & SYMBOL_FILLING_FOK)==SYMBOL_FILLING_FOK); } bool IsFillingModeIOC(void) const { return((this.FillingModeFlags() & SYMBOL_FILLING_IOC)==SYMBOL_FILLING_IOC); } //--- Return the flag of order expiration: (1) GTC, (2) DAY, (3) Specified and (4) Specified Day bool IsExpirationModeGTC(void) const { return((this.ExpirationModeFlags() & SYMBOL_EXPIRATION_GTC)==SYMBOL_EXPIRATION_GTC); } bool IsExpirationModeDAY(void) const { return((this.ExpirationModeFlags() & SYMBOL_EXPIRATION_DAY)==SYMBOL_EXPIRATION_DAY); } bool IsExpirationModeSpecified(void) const { return((this.ExpirationModeFlags() & SYMBOL_EXPIRATION_SPECIFIED)==SYMBOL_EXPIRATION_SPECIFIED); } bool IsExpirationModeSpecifiedDay(void) const { return((this.ExpirationModeFlags() & SYMBOL_EXPIRATION_SPECIFIED_DAY)==SYMBOL_EXPIRATION_SPECIFIED_DAY); } //--- Return the description of allowing (1) market, (2) limit, (3) stop and (4) stop limit orders, //--- the description of allowing (5) StopLoss and (6) TakeProfit orders, (7) as well as closing by an opposite order string GetMarketOrdersAllowedDescription(void) const; string GetLimitOrdersAllowedDescription(void) const; string GetStopOrdersAllowedDescription(void) const; string GetStopLimitOrdersAllowedDescription(void) const; string GetStopLossOrdersAllowedDescription(void) const; string GetTakeProfitOrdersAllowedDescription(void) const; string GetCloseByOrdersAllowedDescription(void) const; //--- Return the description of allowing the filling type (1) FOK and (2) IOC, (3) as well as allowed order expiration modes string GetFillingModeFOKAllowedDescrioption(void) const; string GetFillingModeIOCAllowedDescrioption(void) const; //--- Return the description of order expiration: (1) GTC, (2) DAY, (3) Specified and (4) Specified Day string GetExpirationModeGTCDescription(void) const; string GetExpirationModeDAYDescription(void) const; string GetExpirationModeSpecifiedDescription(void) const; string GetExpirationModeSpecDayDescription(void) const; //--- Return the description of the (1) status, (2) price type for constructing bars, //--- (3) method of calculating margin, (4) instrument trading mode, //--- (5) deal execution mode for a symbol, (6) swap calculation mode, //--- (7) StopLoss and TakeProfit lifetime, (8) option type, (9) option rights //--- flags of (10) allowed order types, (11) allowed filling types, //--- (12) allowed order expiration modes string GetStatusDescription(void) const; string GetChartModeDescription(void) const; string GetCalcModeDescription(void) const; string GetTradeModeDescription(void) const; string GetTradeExecDescription(void) const; string GetSwapModeDescription(void) const; string GetOrderGTCModeDescription(void) const; string GetOptionTypeDescription(void) const; string GetOptionRightDescription(void) const; string GetOrderModeFlagsDescription(void) const; string GetFillingModeFlagsDescription(void) const; string GetExpirationModeFlagsDescription(void) const; //--- Return (1) execution type, (2) order expiration type equal to 'type' if it is available on a symbol, otherwise - the correct option ENUM_ORDER_TYPE_FILLING GetCorrectTypeFilling(const uint type=ORDER_FILLING_RETURN); ENUM_ORDER_TYPE_TIME GetCorrectTypeExpiration(uint expiration=ORDER_TIME_GTC); //+------------------------------------------------------------------+
我们在类的主体之外编写其实现：
//+------------------------------------------------------------------+ //| Return an order expiration type equal to 'type', | //| if it is available on a symbol, otherwise, the correct option | //| https://www.mql5.com/ru/forum/170952/page4#comment_4128864 | //+------------------------------------------------------------------+ ENUM_ORDER_TYPE_FILLING CSymbol::GetCorrectTypeFilling(const uint type=ORDER_FILLING_RETURN) { const ENUM_SYMBOL_TRADE_EXECUTION exe_mode=this.TradeExecutionMode(); const int filling_mode=this.FillingModeFlags(); return( (filling_mode == 0 || (type >= ORDER_FILLING_RETURN) || ((filling_mode & (type + 1)) != type + 1)) ? (((exe_mode == SYMBOL_TRADE_EXECUTION_EXCHANGE) || (exe_mode == SYMBOL_TRADE_EXECUTION_INSTANT)) ? ORDER_FILLING_RETURN : ((filling_mode == SYMBOL_FILLING_IOC) ? ORDER_FILLING_IOC : ORDER_FILLING_FOK)) : (ENUM_ORDER_TYPE_FILLING)type ); } //+------------------------------------------------------------------+ //| Return order expiration type equal to 'expiration' | //| if it is available on Symb symbol, otherwise - the correct option| //| https://www.mql5.com/en/forum/170952/page4#comment_4128871 | //| Application: | //| Request.type_time = GetExpirationType((uint)Expiration); | //| 'Expiration' can be datetime | //| if(Expiration > ORDER_TIME_DAY) Request.expiration = Expiration; | //+------------------------------------------------------------------+ ENUM_ORDER_TYPE_TIME CSymbol::GetCorrectTypeExpiration(uint expiration=ORDER_TIME_GTC) { #ifdef __MQL5__ const int expiration_mode=this.ExpirationModeFlags(); if((expiration > ORDER_TIME_SPECIFIED_DAY) || (((expiration_mode >> expiration) & 1) == 0)) { if((expiration < ORDER_TIME_SPECIFIED) || (expiration_mode < SYMBOL_EXPIRATION_SPECIFIED)) expiration=ORDER_TIME_GTC; else if(expiration > ORDER_TIME_DAY) expiration=ORDER_TIME_SPECIFIED; uint i=1 << expiration; while((expiration <= ORDER_TIME_SPECIFIED_DAY) && ((expiration_mode & i) != i)) { i <<= 1; expiration++; } } #endif return (ENUM_ORDER_TYPE_TIME)expiration; } //+------------------------------------------------------------------+
为避免重新发明轮子，我借用了 fxsaber 论坛成员描述的方法逻辑。 代码头部提供的链接指向包含代码的帖子。
仅凭简单的经验难以理解这里面错综复杂的逻辑，但我知道发表这个函数的开发者值得信赖，故我判断能够依靠他。 当然，可以将方法的整个逻辑划分为分离的元素，从中获得众多方法并描述其整个逻辑。 但是实现方法的描述比较容易：
这些方法接收必要的填单策略和订单到期类型。 如果某品种支持此规则或类型，则其返回。 如果某品种不支持必需的模式，则返回能允许的模式。 因此，这些方法始终返回可支持的模式 — 正确的填单规则或订单到期模式。
在公开部分里包括简化访问品种对象整数型属性的方法代码块中，添加返回交易量常规化的方法声明：
//+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Integer properties long Status(void) const { return this.GetProperty(SYMBOL_PROP_STATUS); } int IndexInMarketWatch(void) const { return (int)this.GetProperty(SYMBOL_PROP_INDEX_MW); } bool IsCustom(void) const { return (bool)this.GetProperty(SYMBOL_PROP_CUSTOM); } color ColorBackground(void) const { return (color)this.GetProperty(SYMBOL_PROP_BACKGROUND_COLOR); } ENUM_SYMBOL_CHART_MODE ChartMode(void) const { return (ENUM_SYMBOL_CHART_MODE)this.GetProperty(SYMBOL_PROP_CHART_MODE); } bool IsExist(void) const { return (bool)this.GetProperty(SYMBOL_PROP_EXIST); } bool IsExist(const string name) const { return this.SymbolExists(name); } bool IsSelect(void) const { return (bool)this.GetProperty(SYMBOL_PROP_SELECT); } bool IsVisible(void) const { return (bool)this.GetProperty(SYMBOL_PROP_VISIBLE); } long SessionDeals(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_DEALS); } long SessionBuyOrders(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_BUY_ORDERS); } long SessionSellOrders(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_SELL_ORDERS); } long Volume(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME); } long VolumeHigh(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMEHIGH); } long VolumeLow(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMELOW); } datetime Time(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_TIME); } int Digits(void) const { return (int)this.GetProperty(SYMBOL_PROP_DIGITS); } int DigitsLot(void) const { return (int)this.GetProperty(SYMBOL_PROP_DIGITS_LOTS); } int Spread(void) const { return (int)this.GetProperty(SYMBOL_PROP_SPREAD); } bool IsSpreadFloat(void) const { return (bool)this.GetProperty(SYMBOL_PROP_SPREAD_FLOAT); } int TicksBookdepth(void) const { return (int)this.GetProperty(SYMBOL_PROP_TICKS_BOOKDEPTH); } ENUM_SYMBOL_CALC_MODE TradeCalcMode(void) const { return (ENUM_SYMBOL_CALC_MODE)this.GetProperty(SYMBOL_PROP_TRADE_CALC_MODE); } ENUM_SYMBOL_TRADE_MODE TradeMode(void) const { return (ENUM_SYMBOL_TRADE_MODE)this.GetProperty(SYMBOL_PROP_TRADE_MODE); } datetime StartTime(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_START_TIME); } datetime ExpirationTime(void) const { return (datetime)this.GetProperty(SYMBOL_PROP_EXPIRATION_TIME); } int TradeStopLevel(void) const { return (int)this.GetProperty(SYMBOL_PROP_TRADE_STOPS_LEVEL); } int TradeFreezeLevel(void) const { return (int)this.GetProperty(SYMBOL_PROP_TRADE_FREEZE_LEVEL); } ENUM_SYMBOL_TRADE_EXECUTION TradeExecutionMode(void) const { return (ENUM_SYMBOL_TRADE_EXECUTION)this.GetProperty(SYMBOL_PROP_TRADE_EXEMODE); } ENUM_SYMBOL_SWAP_MODE SwapMode(void) const { return (ENUM_SYMBOL_SWAP_MODE)this.GetProperty(SYMBOL_PROP_SWAP_MODE); } ENUM_DAY_OF_WEEK SwapRollover3Days(void) const { return (ENUM_DAY_OF_WEEK)this.GetProperty(SYMBOL_PROP_SWAP_ROLLOVER3DAYS); } bool IsMarginHedgedUseLeg(void) const { return (bool)this.GetProperty(SYMBOL_PROP_MARGIN_HEDGED_USE_LEG); } int ExpirationModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_EXPIRATION_MODE); } int FillingModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_FILLING_MODE); } int OrderModeFlags(void) const { return (int)this.GetProperty(SYMBOL_PROP_ORDER_MODE); } ENUM_SYMBOL_ORDER_GTC_MODE OrderModeGTC(void) const { return (ENUM_SYMBOL_ORDER_GTC_MODE)this.GetProperty(SYMBOL_PROP_ORDER_GTC_MODE); } ENUM_SYMBOL_OPTION_MODE OptionMode(void) const { return (ENUM_SYMBOL_OPTION_MODE)this.GetProperty(SYMBOL_PROP_OPTION_MODE); } ENUM_SYMBOL_OPTION_RIGHT OptionRight(void) const { return (ENUM_SYMBOL_OPTION_RIGHT)this.GetProperty(SYMBOL_PROP_OPTION_RIGHT); } //--- Real properties double Bid(void) const { return this.GetProperty(SYMBOL_PROP_BID); } double BidHigh(void) const { return this.GetProperty(SYMBOL_PROP_BIDHIGH); } double BidLow(void) const { return this.GetProperty(SYMBOL_PROP_BIDLOW); } double Ask(void) const { return this.GetProperty(SYMBOL_PROP_ASK); } double AskHigh(void) const { return this.GetProperty(SYMBOL_PROP_ASKHIGH); } double AskLow(void) const { return this.GetProperty(SYMBOL_PROP_ASKLOW); } double Last(void) const { return this.GetProperty(SYMBOL_PROP_LAST); } double LastHigh(void) const { return this.GetProperty(SYMBOL_PROP_LASTHIGH); } double LastLow(void) const { return this.GetProperty(SYMBOL_PROP_LASTLOW); } double VolumeReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_REAL); } double VolumeHighReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMEHIGH_REAL); } double VolumeLowReal(void) const { return this.GetProperty(SYMBOL_PROP_VOLUMELOW_REAL); } double OptionStrike(void) const { return this.GetProperty(SYMBOL_PROP_OPTION_STRIKE); } double Point(void) const { return this.GetProperty(SYMBOL_PROP_POINT); } double TradeTickValue(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE); } double TradeTickValueProfit(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE_PROFIT); } double TradeTickValueLoss(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_VALUE_LOSS); } double TradeTickSize(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_TICK_SIZE); } double TradeContractSize(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_CONTRACT_SIZE); } double TradeAccuredInterest(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_ACCRUED_INTEREST); } double TradeFaceValue(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_FACE_VALUE); } double TradeLiquidityRate(void) const { return this.GetProperty(SYMBOL_PROP_TRADE_LIQUIDITY_RATE); } double LotsMin(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_MIN); } double LotsMax(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_MAX); } double LotsStep(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_STEP); } double VolumeLimit(void) const { return this.GetProperty(SYMBOL_PROP_VOLUME_LIMIT); } double SwapLong(void) const { return this.GetProperty(SYMBOL_PROP_SWAP_LONG); } double SwapShort(void) const { return this.GetProperty(SYMBOL_PROP_SWAP_SHORT); } double MarginInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_INITIAL); } double MarginMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_MAINTENANCE); } double MarginLongInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_LONG_INITIAL); } double MarginBuyStopInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOP_INITIAL); } double MarginBuyLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_LIMIT_INITIAL); } double MarginBuyStopLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_INITIAL); } double MarginLongMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_LONG_MAINTENANCE); } double MarginBuyStopMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOP_MAINTENANCE); } double MarginBuyLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_LIMIT_MAINTENANCE); } double MarginBuyStopLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_BUY_STOPLIMIT_MAINTENANCE); } double MarginShortInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SHORT_INITIAL); } double MarginSellStopInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOP_INITIAL); } double MarginSellLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_LIMIT_INITIAL); } double MarginSellStopLimitInitial(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_INITIAL); } double MarginShortMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SHORT_MAINTENANCE); } double MarginSellStopMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOP_MAINTENANCE); } double MarginSellLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_LIMIT_MAINTENANCE); } double MarginSellStopLimitMaintenance(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_SELL_STOPLIMIT_MAINTENANCE); } double SessionVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_VOLUME); } double SessionTurnover(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_TURNOVER); } double SessionInterest(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_INTEREST); } double SessionBuyOrdersVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_BUY_ORDERS_VOLUME); } double SessionSellOrdersVolume(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_SELL_ORDERS_VOLUME); } double SessionOpen(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_OPEN); } double SessionClose(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_CLOSE); } double SessionAW(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_AW); } double SessionPriceSettlement(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_SETTLEMENT); } double SessionPriceLimitMin(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_LIMIT_MIN); } double SessionPriceLimitMax(void) const { return this.GetProperty(SYMBOL_PROP_SESSION_PRICE_LIMIT_MAX); } double MarginHedged(void) const { return this.GetProperty(SYMBOL_PROP_MARGIN_HEDGED); } double NormalizedPrice(const double price) const; double NormalizedLot(const double volume) const; double BidLast(void) const; double BidLastHigh(void) const; double BidLastLow(void) const; //--- String properties
在类主体的最末尾，添加返回交易对象属于哪个交易品种对象的方法：
//--- The average weighted session price //--- setting the controlled session average weighted price (1) increase, (2) decrease and (3) control value //--- getting (4) the change value of the average weighted session price, //--- getting the flag of the average weighted session price change exceeding the (5) increase, (6) decrease value void SetControlSessionPriceAWInc(const double value) { this.SetControlledValueINC(SYMBOL_PROP_SESSION_AW,::fabs(value)); } void SetControlSessionPriceAWDec(const double value) { this.SetControlledValueDEC(SYMBOL_PROP_SESSION_AW,::fabs(value)); } void SetControlSessionPriceAWLevel(const double value) { this.SetControlledValueLEVEL(SYMBOL_PROP_SESSION_AW,::fabs(value)); } double GetValueChangedSessionPriceAW(void) const { return this.GetPropDoubleChangedValue(SYMBOL_PROP_SESSION_AW); } bool IsIncreasedSessionPriceAW(void) const { return (bool)this.GetPropDoubleFlagINC(SYMBOL_PROP_SESSION_AW); } bool IsDecreasedSessionPriceAW(void) const { return (bool)this.GetPropDoubleFlagDEC(SYMBOL_PROP_SESSION_AW); } //--- Return a trading object CTradeObj *GetTradeObj(void) { return &this.m_trade; } }; //+------------------------------------------------------------------+
鉴于在创建交易品种对象时会立即生成交易对象，且该交易对象所有字段的数值均要被初始化，因此应采用必要的默认值对其进行初始化。 为达此目的，在 CSymbol 类构造函数的最后，以所需的默认值调用交易对象的 Init() 方法：
//--- Fill in the symbol current data for(int i=0;i<SYMBOL_PROP_INTEGER_TOTAL;i++) this.m_long_prop_event[i][3]=this.m_long_prop[i]; for(int i=0;i<SYMBOL_PROP_DOUBLE_TOTAL;i++) this.m_double_prop_event[i][3]=this.m_double_prop[i]; //--- Update the base object data and search for changes CBaseObj::Refresh(); //--- if(!select) this.RemoveFromMarketWatch(); //--- Initializing default values of a trading object this.m_trade.Init(this.Name(),0,this.LotsMin(),5,0,0,false,this.GetCorrectTypeFilling(),this.GetCorrectTypeExpiration(),LOG_LEVEL_ERROR_MSG); } //+------------------------------------------------------------------+
当调用交易对象的方法时，传递：
- 品种名称，
- 该品种的最小允许手数，
- 滑点值为五点，
- 止损价格等于零 — 无止损，
- 止盈价格等于零 — 无止盈，
- 异步发送交易请求的标志等于 false —同步发送，
- 即刻接收正确的订单填单规则，并将其设置到交易对象，
- 获取正确的订单生命周期模式，并将其设置到交易对象，
- 设置交易方法的记录级别为“仅出错”。
这些值是交易对象的默认设置，但它们始终可以针对每种属性利用上述赋值方法分别进行修改。 备选，您可以保留默认值，但在调用交易方法时将另一套参数传递给它，如此则代表请求发送到服务器时参数仅一次性使用。
在类主体之外实现手数常规化方法：
//+------------------------------------------------------------------+ //| Return a normalized lot considering symbol properties | //+------------------------------------------------------------------+ double CSymbol::NormalizedLot(const double volume) const { double ml=this.LotsMin(); double mx=this.LotsMax(); double ln=::NormalizeDouble(volume,this.DigitsLot()); return(ln<ml ? ml : ln>mx ? mx : ln); } //+------------------------------------------------------------------+
该方法接收需要常规化的手数。 接着，获取某品种允许的最小和最大手数，通过简单地将常规化值与最小和最大手数进行比较，常规化传递给方法的手数值，并定义要返回的数值。 如果传递给该方法的手数小于或大于该品种的最小/最大手数，则相应地返回最小/最大手数。 否则，参考手数值的小数位数（DigitsLot() 方法）返回常规化的手数。
我们已改进了 CSymbol 类。
现在我们需要测试交易方法。 鉴于我们还没有基准交易类，因此我们临时在 CEngine 函数库基准对象类中添加方法，以便访问所需品种的交易对象。 由于在所有重要的函数库集合里我们都可完全访问这个对象，因此可以在此处放置测试交易对象的方法。
请注意，该类中的方法是临时的。 稍后，我们将实现一个完整的交易类，其中检查数值和交易所需的所有方法均内置于该类当中。
当前测试交易对象所需的所有方法均被添加到 CEngine 类的公开部分：
//--- Set the following for the trading classes: //--- (1) correct filling policy, (2) filling policy, //--- (3) correct order expiration type, (4) order expiration type, //--- (5) magic number, (6) comment, (7) slippage, (8) volume, (9) order expiration date, //--- (10) the flag of asynchronous sending of a trading request, (11) logging level void SetTradeCorrectTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol_name=NULL); void SetTradeTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol_name=NULL); void SetTradeCorrectTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol_name=NULL); void SetTradeTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol_name=NULL); void SetTradeMagic(const ulong magic,const string symbol_name=NULL); void SetTradeComment(const string comment,const string symbol_name=NULL); void SetTradeDeviation(const ulong deviation,const string symbol_name=NULL); void SetTradeVolume(const double volume=0,const string symbol_name=NULL); void SetTradeExpiration(const datetime expiration=0,const string symbol_name=NULL); void SetTradeAsyncMode(const bool mode=false,const string symbol_name=NULL); void SetTradeLogLevel(const ENUM_LOG_LEVEL log_level=LOG_LEVEL_ERROR_MSG,const string symbol_name=NULL); //--- Return a symbol trading object by (1) position, (2) order ticket CTradeObj *GetTradeObjByPosition(const ulong ticket); CTradeObj *GetTradeObjByOrder(const ulong ticket); //--- Open (1) Buy, (2) Sell position bool OpenBuy(const double volume,const string symbol,const ulong magic=ULONG_MAX,double sl=0,double tp=0,const string comment=NULL); bool OpenSell(const double volume,const string symbol,const ulong magic=ULONG_MAX,double sl=0,double tp=0,const string comment=NULL); //--- Modify a position bool ModifyPosition(const ulong ticket,const double sl=WRONG_VALUE,const double tp=WRONG_VALUE); //--- Close a position (1) fully, (2) partially, (3) by an opposite one bool ClosePosition(const ulong ticket); bool ClosePositionPartially(const ulong ticket,const double volume); bool ClosePositionBy(const ulong ticket,const ulong ticket_by); //--- Set (1) BuyStop, (2) BuyLimit, (3) BuyStopLimit pending order bool PlaceBuyStop(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); bool PlaceBuyLimit(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); bool PlaceBuyStopLimit(const double volume, const string symbol, const double price_stop, const double price_limit, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); //--- Set (1) SellStop, (2) SellLimit, (3) SellStopLimit pending order bool PlaceSellStop(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); bool PlaceSellLimit(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); bool PlaceSellStopLimit(const double volume, const string symbol, const double price_stop, const double price_limit, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC); //--- Modify a pending order bool ModifyOrder(const ulong ticket, const double price=WRONG_VALUE, const double sl=WRONG_VALUE, const double tp=WRONG_VALUE, const double stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE); //--- Remove a pending order bool DeleteOrder(const ulong ticket); //--- Return event (1) milliseconds, (2) reason and (3) source from its 'long' value ushort EventMSC(const long lparam) const { return this.LongToUshortFromByte(lparam,0); } ushort EventReason(const long lparam) const { return this.LongToUshortFromByte(lparam,1); } ushort EventSource(const long lparam) const { return this.LongToUshortFromByte(lparam,2); } //--- Constructor/destructor CEngine(); ~CEngine(); }; //+------------------------------------------------------------------+
在类主体之外实现声明的方法。
开立多头持仓的方法：
//+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ bool CEngine::OpenBuy(const double volume,const string symbol,const ulong magic=ULONG_MAX,double sl=0,double tp=0,const string comment=NULL) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.OpenPosition(POSITION_TYPE_BUY,volume,sl,tp,magic,trade_obj.GetDeviation(),comment); } //+------------------------------------------------------------------+
该方法接收：
- 开仓交易量（必填），
- 品种，应针对此品种开仓（必填），
- 分配给持仓的魔幻数字（默认为 0），
- 止损 (默认未设置),
- 止盈 (默认未设置),
- 仓位注释（默认为程序名称 + “by DoEasy”）
按照品名获取品种对象。 如果获取对象失败，则显示相应的消息，并返回 false。
从交易品种对象之中获取交易对象。 如果获取对象失败，则显示相应的消息，并返回 false。
返回上述研究的交易对象开仓方法的操作结果。
开立空头仓位的方法：
//+------------------------------------------------------------------+ //| Open a Sell position | //+------------------------------------------------------------------+ bool CEngine::OpenSell(const double volume,const string symbol,const ulong magic=ULONG_MAX,double sl=0,double tp=0,const string comment=NULL) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.OpenPosition(POSITION_TYPE_SELL,volume,sl,tp,magic,trade_obj.GetDeviation(),comment); } //+------------------------------------------------------------------+
该方法接收：
- 开仓交易量（必填），
- 品种，应针对此品种开仓（必填），
- 分配给持仓的魔幻数字（默认为 0），
- 止损 (默认未设置),
- 止盈 (默认未设置),
- 仓位注释（默认为程序名称 + “by DoEasy”）
按照品名获取品种对象。 如果获取对象失败，则显示相应的消息，并返回 false。
从交易品种对象之中获取交易对象。 如果获取对象失败，则显示相应的消息，并返回 false。
返回上述研究的交易对象开仓方法的操作结果。
修改持仓的止损和止盈的方法：
//+------------------------------------------------------------------+ //| Modify a position | //+------------------------------------------------------------------+ bool CEngine::ModifyPosition(const ulong ticket,const double sl=WRONG_VALUE,const double tp=WRONG_VALUE) { CTradeObj *trade_obj=this.GetTradeObjByPosition(ticket); if(trade_obj==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.ModifyPosition(ticket,sl,tp); } //+------------------------------------------------------------------+
该方法接收：
- 修改后的持仓票据（必填），
- 新的止损（默认无更改），
- 新的止盈（默认无更改），
利用下述的 GetTradeObjByPosition() 方法按照持仓票据获取交易对象。。
如果获取对象失败，则显示相应的消息，并返回 false。
返回上述修改交易对象持仓方法的操作结果。
完整平仓的方法：
//+------------------------------------------------------------------+ //| Close a position in full | //+------------------------------------------------------------------+ bool CEngine::ClosePosition(const ulong ticket) { CTradeObj *trade_obj=this.GetTradeObjByPosition(ticket); if(trade_obj==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.ClosePosition(ticket); } //+------------------------------------------------------------------+
该方法接收被平仓的票据。
利用下述的 GetTradeObjByPosition() 方法按照持仓票据获取交易对象。。
如果获取对象失败，则显示相应的消息，并返回 false。
返回上述平仓交易对象方法的操作结果。
部分平仓的方法：
//+------------------------------------------------------------------+ //| Close a position partially | //+------------------------------------------------------------------+ bool CEngine::ClosePositionPartially(const ulong ticket,const double volume) { CTradeObj *trade_obj=this.GetTradeObjByPosition(ticket); if(trade_obj==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } CSymbol *symbol=this.GetSymbolObjByName(trade_obj.GetSymbol()); return trade_obj.ClosePositionPartially(ticket,symbol.NormalizedLot(volume)); } //+------------------------------------------------------------------+
该方法接收持仓票据和被平仓交易量。
利用下述的 GetTradeObjByPosition() 方法按照持仓票据获取交易对象。。
如果获取对象失败，则显示相应的消息，并返回 false。
按照交易对象品种名称获取品种对象。
返回上述部分平仓交易对象方法的操作结果。 该方法接收常规化的平仓量。
由逆向开仓来平仓的方法：
//+------------------------------------------------------------------+ //| Close a position by an opposite one | //+------------------------------------------------------------------+ bool CEngine::ClosePositionBy(const ulong ticket,const ulong ticket_by) { CTradeObj *trade_obj_pos=this.GetTradeObjByPosition(ticket); if(trade_obj_pos==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } CTradeObj *trade_obj_by=this.GetTradeObjByPosition(ticket_by); if(trade_obj_by==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj_pos.ClosePositionBy(ticket,ticket_by); } //+------------------------------------------------------------------+
该方法接收：
- 平仓票据，
- 逆向仓位票据
利用下述 GetTradeObjByPosition() 按照持仓票据获取交易对象。
如果获取对象失败，则显示相应的消息，并返回 false。
利用下述 GetTradeObjByPosition()，按照逆向仓位票据获取交易对象。
如果获取对象失败，则显示相应的消息，并返回 false。
返回由逆向仓位平仓交易对象方法的操作结果。
放置 BuyStop 挂单的方法：
//+------------------------------------------------------------------+ //| Place BuyStop pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceBuyStop(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_BUY_STOP,volume,price,sl,tp,0,magic,expiration,type_time,comment); } //+------------------------------------------------------------------+
该方法接收：
- 下单的交易量（必填），
- 订单品种（必填），
- 订单价格（必填），
- 止损 (默认未设置),
- 止盈 (默认未设置),
- 下订单的魔幻数字（默认为 0），
- 下订单注释（默认为程序名称 +“by DoEasy”），
- 下订单的期限（默认为无限期），
- 下订单的生存周期类型（默认为直到明确取消为止）
按照品名获取品种对象。 如果获取对象失败，则显示相应的消息，并返回 false。
从交易品种对象之中获取交易对象。 如果获取对象失败，则显示相应的消息，并返回 false。
返回上述放置交易对象挂单方法的操作结果。
放置 BuyLimit 挂单的方法：
//+------------------------------------------------------------------+ //| Place BuyLimit pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceBuyLimit(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_BUY_LIMIT,volume,price,sl,tp,0,magic,expiration,type_time,comment); } //+------------------------------------------------------------------+
该方法接收：
- 下单的交易量（必填），
- 订单品种（必填），
- 订单价格（必填），
- 止损 (默认未设置),
- 止盈 (默认未设置),
- 下订单的魔幻数字（默认为 0），
- 下订单注释（默认为程序名称 +“by DoEasy”），
- 下订单的期限（默认为无限期），
- 下订单的生存周期类型（默认为直到明确取消为止）
按照品名获取品种对象。 如果获取对象失败，则显示相应的消息，并返回 false。
从交易品种对象之中获取交易对象。 如果获取对象失败，则显示相应的消息，并返回 false。
返回上述放置交易对象挂单方法的操作结果。
放置 BuyStopLimit 挂单的方法：
//+------------------------------------------------------------------+ //| Place BuyStopLimit pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceBuyStopLimit(const double volume, const string symbol, const double price_stop, const double price_limit, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { #ifdef __MQL5__ CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_BUY_STOP_LIMIT,volume,price_stop,sl,tp,price_limit,magic,expiration,type_time,comment); //--- MQL4 #else return true; #endif } //+------------------------------------------------------------------+
该方法接收：
- 下单的交易量（必填），
- 订单品种（必填），
- BuyStop 挂单价格 (必填),
- BuyStop 挂单激活之后的 BuyLimit 挂单价格 (必填),
- 止损 (默认未设置),
- 止盈 (默认未设置),
- 下订单的魔幻数字（默认为 0），
- 下订单注释（默认为程序名称 +“by DoEasy”），
- 下订单的期限（默认为无限期），
- 下订单的生存周期类型（默认为直到明确取消为止）
对于 MQL5:
按照品名获取品种对象。 如果获取对象失败，则显示相应的消息，并返回 false。
从交易品种对象之中获取交易对象。 如果获取对象失败，则显示相应的消息，并返回 false。
返回上述放置交易对象挂单方法的操作结果。
对于 MQL4:
无操作 — 返回 true。
该方法放置 SellStop, SellLimit 和 SellStopLimit 挂单:
//+------------------------------------------------------------------+ //| Place SellStop pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceSellStop(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_SELL_STOP,volume,price,sl,tp,0,magic,expiration,type_time,comment); } //+------------------------------------------------------------------+ //| Place SellLimit pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceSellLimit(const double volume, const string symbol, const double price, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_SELL_LIMIT,volume,price,sl,tp,0,magic,expiration,type_time,comment); } //+------------------------------------------------------------------+ //| Place SellStopLimit pending order | //+------------------------------------------------------------------+ bool CEngine::PlaceSellStopLimit(const double volume, const string symbol, const double price_stop, const double price_limit, const double sl=0, const double tp=0, const ulong magic=WRONG_VALUE, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC) { #ifdef __MQL5__ CSymbol *symbol_obj=this.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_SYMBOL_ON_LIST)); return false; } CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.SetOrder(ORDER_TYPE_SELL_STOP_LIMIT,volume,price_stop,sl,tp,price_limit,magic,expiration,type_time,comment); //--- MQL4 #else return true; #endif } //+------------------------------------------------------------------+
这些方法类似于下多头挂单的那个方法。
修改挂单的方法：
//+------------------------------------------------------------------+ //| Modify a pending order | //+------------------------------------------------------------------+ bool CEngine::ModifyOrder(const ulong ticket, const double price=WRONG_VALUE, const double sl=WRONG_VALUE, const double tp=WRONG_VALUE, const double stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE) { CTradeObj *trade_obj=this.GetTradeObjByOrder(ticket); if(trade_obj==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.ModifyOrder(ticket,price,sl,tp,stoplimit,expiration,type_time); } //+------------------------------------------------------------------+
该方法接收：
- 修改后的订单票据（必填），
- 新的挂单价格（默认无更改），
- 新挂单的止损价格（默认无更改），
- 新挂单的止盈价格（默认无更改），
- 新挂单的 StopLimit 价格（默认无更改），
- 挂单的新期限（默认无更改），
- 挂单的新生存模式（默认无更改），
利用下述 GetTradeObjByOrder() 方法按照修改后的订单票据获取交易对象。
如果获取对象失败，则显示相应的消息，并返回 false。
返回上述修改交易对象挂单方法的操作结果。
删除挂单的方法：
//+------------------------------------------------------------------+ //| Remove a pending order | //+------------------------------------------------------------------+ bool CEngine::DeleteOrder(const ulong ticket) { CTradeObj *trade_obj=this.GetTradeObjByOrder(ticket); if(trade_obj==NULL) { //--- Error. Failed to get trading object ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } return trade_obj.DeleteOrder(ticket); } //+------------------------------------------------------------------+
该方法接收已删除订单的票据。
利用下述 GetTradeObjByOrder() 方法按订单票据获取交易对象。
如果获取对象失败，则显示相应的消息，并返回 false。
返回上述清除交易对象挂单方法的操作结果。
该方法按持仓和定单票据返回品种交易对象：
//+------------------------------------------------------------------+ //| Return a symbol trading object by a position ticket | //+------------------------------------------------------------------+ CTradeObj *CEngine::GetTradeObjByPosition(const ulong ticket) { //--- Get the list of open positions CArrayObj *list=this.GetListMarketPosition(); //--- If failed to get the list of open positions, display the message and return NULL if(list==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_ENG_FAILED_GET_MARKET_POS_LIST)); return NULL; } //--- If the list is empty (no open positions), display the message and return NULL if(list.Total()==0) { ::Print(DFUN,CMessage::Text(MSG_ENG_NO_OPEN_POSITIONS)); return NULL; } //--- Sort the list by a ticket list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,ticket,EQUAL); //--- If failed to get the list of open positions, display the message and return NULL if(list==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_ENG_FAILED_GET_MARKET_POS_LIST)); return NULL; } //--- If the list is empty (no required ticket), display the message and return NULL if(list.Total()==0) { //--- Error. No open position with #ticket ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_NO_OPEN_POSITION_WITH_TICKET),(string)ticket); return NULL; } //--- Get a position with #ticket from the obtained list COrder *pos=list.At(0); //--- If failed to get the position object, display the message and return NULL if(pos==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_POS_OBJ)); return NULL; } //--- Get a symbol object by name CSymbol * symbol_obj=this.GetSymbolObjByName(pos.Symbol()); //--- If failed to get the symbol object, display the message and return NULL if(symbol_obj==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return NULL; } //--- Get and return the trading object from the symbol object CTradeObj *obj=symbol_obj.GetTradeObj(); return obj; } //+------------------------------------------------------------------+ //| Return a symbol trading object by an order ticket | //+------------------------------------------------------------------+ CTradeObj *CEngine::GetTradeObjByOrder(const ulong ticket) { //--- Get the list of placed orders CArrayObj *list=this.GetListMarketPendings(); //--- If failed to get the list of placed orders, display the message and return NULL if(list==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_ENG_FAILED_GET_PENDING_ORD_LIST)); return NULL; } //--- If the list is empty (no placed orders), display the message and return NULL if(list.Total()==0) { ::Print(DFUN,CMessage::Text(MSG_ENG_NO_PLACED_ORDERS)); return NULL; } //--- Sort the list by a ticket list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,ticket,EQUAL); //--- If failed to get the list of placed orders, display the message and return NULL if(list==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_ENG_FAILED_GET_PENDING_ORD_LIST)); return NULL; } //--- If the list is empty (no required ticket), display the message and return NULL if(list.Total()==0) { //--- Error. No placed order with #ticket ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_NO_PLACED_ORDER_WITH_TICKET),(string)ticket); return NULL; } //--- Get an order with #ticket from the obtained list COrder *ord=list.At(0); //--- If failed to get an object order, display the message and return NULL if(ord==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return NULL; } //--- Get a symbol object by name CSymbol *symbol_obj=this.GetSymbolObjByName(ord.Symbol()); //--- If failed to get the symbol object, display the message and return NULL if(symbol_obj==NULL) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return NULL; } //--- Get and return the trading object from the symbol object CTradeObj *obj=symbol_obj.GetTradeObj(); return obj; } //+--------------------------------------------------------------------+
两种方法几乎相同，除了在第一个之中，我们获取了所有持仓的列表，而在第二个之中，我们获取的是所有挂单的列表。 两种方法的其余逻辑完全相同，并在代码注释中加以解释。
用于设置填单规则和有效填单规则的方法位于品种集合列表里的所有品种交易对象之中，或针对单一指定的品种：
//+------------------------------------------------------------------+ //| Set the valid filling policy | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeCorrectTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol_name=NULL) { //--- Declare the empty pointer to a symbol object CSymbol *symbol=NULL; //--- If a symbol name passed in the method inputs is not set, specify a filling policy for all symbols if(symbol_name==NULL) { //--- get the list of all used symbols CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); //--- In a loop by the list of symbol objects for(int i=0;i<total;i++) { //--- get the next symbol object symbol=list.At(i); if(symbol==NULL) continue; //--- get a trading object from a symbol object CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; //--- set correct filling policy to the trading object (the default is "fill or kill") obj.SetTypeFilling(symbol.GetCorrectTypeFilling(type)); } } //--- If a symbol name is specified in the method inputs, set the filling policy only for the specified symbol else { //--- Get a symbol object by a symbol name symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; //--- get a trading object from a symbol object CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; //--- set correct filling policy to the trading object (the default is "fill or kill") obj.SetTypeFilling(symbol.GetCorrectTypeFilling(type)); } } //+------------------------------------------------------------------+ //| Set the filling policy | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol_name=NULL) { //--- Declare the empty pointer to a symbol object CSymbol *symbol=NULL; //--- If a symbol name passed in the method inputs is not set, specify a filling policy for all symbols if(symbol_name==NULL) { //--- get the list of all used symbols CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); //--- In a loop by the list of symbol objects for(int i=0;i<total;i++) { //--- get the next symbol object symbol=list.At(i); if(symbol==NULL) continue; //--- get a trading object from a symbol object CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; //--- for the trading object, set a filling policy passed to the method in the inputs (the default is "fill or kill") obj.SetTypeFilling(type); } } //--- If a symbol name is specified in the method inputs, set the filling policy only for the specified symbol else { //--- Get a symbol object by a symbol name symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; //--- get a trading object from a symbol object CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; //--- for the trading object, set a filling policy passed to the method in the inputs (the default is "fill or kill") obj.SetTypeFilling(type); } } //+------------------------------------------------------------------+
这些方法接收填单规则（默认为“填单或取消”）和一个品种（默认情况下，将使用品种集合中的所有品种）。
方法的逻辑展示在代码注释中，并且很容易理解。 如果您有任何疑问，请随时在下面的评论中提问。
设置交易品种交易对象默认值的其他方法拥有相同的逻辑，故未提供注释。 无论如何，您都可以拿这两种方法来研究逻辑。
设置交易品种对象默认值的所有其他方法：
//+------------------------------------------------------------------+ //| Set a correct order expiration type | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeCorrectTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetTypeExpiration(symbol.GetCorrectTypeExpiration(type)); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetTypeExpiration(symbol.GetCorrectTypeExpiration(type)); } } //+------------------------------------------------------------------+ //| Set an order expiration type | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetTypeExpiration(type); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetTypeExpiration(type); } } //+------------------------------------------------------------------+ //| Set a magic number for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeMagic(const ulong magic,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetMagic(magic); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetMagic(magic); } } //+------------------------------------------------------------------+ //| Set a comment for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeComment(const string comment,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetComment(comment); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetComment(comment); } } //+------------------------------------------------------------------+ //| Set a slippage | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeDeviation(const ulong deviation,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetDeviation(deviation); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetDeviation(deviation); } } //+------------------------------------------------------------------+ //| Set a volume for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeVolume(const double volume=0,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetVolume(volume!=0 ? symbol.NormalizedLot(volume) : symbol.LotsMin()); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetVolume(volume!=0 ? symbol.NormalizedLot(volume) : symbol.LotsMin()); } } //+------------------------------------------------------------------+ //| Set an order expiration date | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeExpiration(const datetime expiration=0,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetExpiration(expiration); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetExpiration(expiration); } } //+------------------------------------------------------------------+ //| Set the flag of asynchronous sending of trading requests | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeAsyncMode(const bool mode=false,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetAsyncMode(mode); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetAsyncMode(mode); } } //+------------------------------------------------------------------+ //| Set a logging level of trading requests | //| for trading objects of all symbols | //+------------------------------------------------------------------+ void CEngine::SetTradeLogLevel(const ENUM_LOG_LEVEL log_level=LOG_LEVEL_ERROR_MSG,const string symbol_name=NULL) { CSymbol *symbol=NULL; if(symbol_name==NULL) { CArrayObj *list=this.GetListAllUsedSymbols(); if(list==NULL || list.Total()==0) return; int total=list.Total(); for(int i=0;i<total;i++) { symbol=list.At(i); if(symbol==NULL) continue; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) continue; obj.SetLogLevel(log_level); } } else { symbol=this.GetSymbolObjByName(symbol_name); if(symbol==NULL) return; CTradeObj *obj=symbol.GetTradeObj(); if(obj==NULL) return; obj.SetLogLevel(log_level); } } //+------------------------------------------------------------------+
我们已在 CEngine 类中准备好了所有辅助性临时方法，用来测试品种交易对象。
现有的跨平台交易方法（尽管仍处于起步阶段）令我们能够避免在测试 EA 中针对 MQL5 或 MQL4 进行条件编译。 现在，对于任意平台，测试 EA 的所有交易函数均保持不变。 未来，我们将改善与函数库交易类的协作，以便得到能令我们的程序高效工作的全部功能。
测试基准交易对象
为了测试品种交易对象，我们将使用上一篇文章中的测试 EA，并调整其交易函数，以便配合品种交易对象。 请记住，我们尚未对交易请求值进行任何验证，但这可令我们能够测试对于无效参数的响应。 这样的响应将在稍后实现。
将 EA保存在 \MQL5\Experts\TestDoEasy\Part21\ 之下，命名为 TestDoEasyPart21.mq5。
首先，删除标准库 CTrade 交易类的内容，并声明一类型为 CTrade 类的交易对象:
//+------------------------------------------------------------------+ //| TestDoEasyPart20.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> #ifdef __MQL5__ #include <Trade\Trade.mqh> #endif //--- 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_PROFIT_WITHDRAWAL, BUTT_SET_STOP_LOSS, BUTT_SET_TAKE_PROFIT, BUTT_TRAILING_ALL }; #define TOTAL_BUTT (20) //--- structures struct SDataButt { string name; string text; }; //--- input variables input ulong InpMagic = 123; // Magic number input double InpLots = 0.1; // Lots input uint InpStopLoss = 50; // StopLoss in points input uint InpTakeProfit = 50; // TakeProfit in points input uint InpDistance = 50; // Pending orders distance (points) input uint InpDistanceSL = 50; // StopLimit orders distance (points) input uint InpSlippage = 0; // Slippage in points input double InpWithdrawal = 10; // Withdrawal funds (in tester) input uint InpButtShiftX = 40; // Buttons X shift input uint InpButtShiftY = 10; // Buttons Y shift input uint InpTrailingStop = 50; // Trailing Stop (points) input uint InpTrailingStep = 20; // Trailing Step (points) input uint InpTrailingStart = 0; // Trailing Start (points) input uint InpStopLossModify = 20; // StopLoss for modification (points) input uint InpTakeProfitModify = 60; // TakeProfit for modification (points) input ENUM_SYMBOLS_MODE InpModeUsedSymbols = SYMBOLS_MODE_CURRENT; // Mode of used symbols list input string InpUsedSymbols = "EURUSD,AUDUSD,EURAUD,EURCAD,EURGBP,EURJPY,EURUSD,GBPUSD,NZDUSD,USDCAD,USDJPY"; // List of used symbols (comma - separator) //--- global variables CEngine engine; #ifdef __MQL5__ CTrade trade; #endif SDataButt butt_data[TOTAL_BUTT]; string prefix; double lot; double withdrawal=(InpWithdrawal<0.1 ? 0.1 : InpWithdrawal); ulong magic_number; uint stoploss; uint takeprofit; uint distance_pending; uint distance_stoplimit; uint slippage; bool trailing_on; 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[]; //+------------------------------------------------------------------+
在 OnInit() 处理程序中，删除为 CTrade 交易类的 'trade' 对象设置参数：
//--- Set trailing activation button status ButtonState(butt_data[TOTAL_BUTT-1].name,trailing_on); //--- Set CTrade trading class parameters #ifdef __MQL5__ trade.SetDeviationInPoints(slippage); trade.SetExpertMagicNumber(magic_number); trade.SetTypeFillingBySymbol(Symbol()); trade.SetMarginMode(); trade.LogLevel(LOG_LEVEL_NO); #endif //--- Create and check the resource files
然后利用搜索（ Ctrl+F）查找 “trade” 关键字符串，并用您所需要的方法替换调用标准库里的交易方法。
例如，替换这个:
COrder* position=list_positions.At(index); if(position!=NULL) { //--- Get a ticket of a position with the highest profit and close the position by a ticket #ifdef __MQL5__ trade.PositionClose(position.Ticket()); #else PositionClose(position.Ticket(),position.Volume()); #endif }
用这个:
COrder* position=list_positions.At(index); if(position!=NULL) { //--- Get a ticket of a position with the highest profit and close the position by a ticket engine.ClosePosition(position.Ticket()); }
在查找调用标准库交易方法时，只需将其替换为调用您的方法即可。
我们来研究结果面板按钮的按压处理程序。 所有新交易方法的调用均以高亮颜色标记：
//+------------------------------------------------------------------+ //| Handle pressing the buttons | //+------------------------------------------------------------------+ void PressButtonEvents(const string button_name) { string comment=""; //--- Convert button name into its string ID string button=StringSubstr(button_name,StringLen(prefix)); //--- If the button is pressed if(ButtonState(button_name)) { //--- If the BUTT_BUY button is pressed: Open Buy position if(button==EnumToString(BUTT_BUY)) { //--- Get the correct StopLoss and TakeProfit prices relative to StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_BUY,0,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_BUY,0,takeprofit); //--- Open Buy position engine.OpenBuy(lot,Symbol(),magic_number,sl,tp); // No comment - the default comment is to be set } //--- If the BUTT_BUY_LIMIT button is pressed: Place BuyLimit else if(button==EnumToString(BUTT_BUY_LIMIT)) { //--- Get correct order placement relative to StopLevel double price_set=CorrectPricePending(Symbol(),ORDER_TYPE_BUY_LIMIT,distance_pending); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_BUY_LIMIT,price_set,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_BUY_LIMIT,price_set,takeprofit); //--- Set BuyLimit order engine.PlaceBuyLimit(lot,Symbol(),price_set,sl,tp,magic_number,TextByLanguage("Отложенный BuyLimit","Pending BuyLimit order")); } //--- If the BUTT_BUY_STOP button is pressed: Set BuyStop else if(button==EnumToString(BUTT_BUY_STOP)) { //--- Get correct order placement relative to StopLevel double price_set=CorrectPricePending(Symbol(),ORDER_TYPE_BUY_STOP,distance_pending); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_BUY_STOP,price_set,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_BUY_STOP,price_set,takeprofit); //--- Set BuyStop order engine.PlaceBuyStop(lot,Symbol(),price_set,sl,tp,magic_number,TextByLanguage("Отложенный BuyStop","Pending BuyStop order")); } //--- If the BUTT_BUY_STOP_LIMIT button is pressed: Set BuyStopLimit else if(button==EnumToString(BUTT_BUY_STOP_LIMIT)) { //--- Get the correct BuyStop order placement price relative to StopLevel double price_set_stop=CorrectPricePending(Symbol(),ORDER_TYPE_BUY_STOP,distance_pending); //--- Calculate BuyLimit order price relative to BuyStop level considering StopLevel double price_set_limit=CorrectPricePending(Symbol(),ORDER_TYPE_BUY_LIMIT,distance_stoplimit,price_set_stop); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_BUY_STOP,price_set_limit,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_BUY_STOP,price_set_limit,takeprofit); //--- Set BuyStopLimit order engine.PlaceBuyStopLimit(lot,Symbol(),price_set_stop,price_set_limit,sl,tp,magic_number,TextByLanguage("Отложенный BuyStopLimit","Pending BuyStopLimit order")); } //--- If the BUTT_SELL button is pressed: Open Sell position else if(button==EnumToString(BUTT_SELL)) { //--- Get the correct StopLoss and TakeProfit prices relative to StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_SELL,0,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_SELL,0,takeprofit); //--- Open Sell position engine.OpenSell(lot,Symbol(),magic_number,sl,tp); // No comment - the default comment is to be set } //--- If the BUTT_SELL_LIMIT button is pressed: Set SellLimit else if(button==EnumToString(BUTT_SELL_LIMIT)) { //--- Get correct order placement relative to StopLevel double price_set=CorrectPricePending(Symbol(),ORDER_TYPE_SELL_LIMIT,distance_pending); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_LIMIT,price_set,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_SELL_LIMIT,price_set,takeprofit); //--- Set SellLimit order engine.PlaceSellLimit(lot,Symbol(),price_set,sl,tp,magic_number,TextByLanguage("Отложенный SellLimit","Pending SellLimit order")); } //--- If the BUTT_SELL_STOP button is pressed: Set SellStop else if(button==EnumToString(BUTT_SELL_STOP)) { //--- Get correct order placement relative to StopLevel double price_set=CorrectPricePending(Symbol(),ORDER_TYPE_SELL_STOP,distance_pending); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_STOP,price_set,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_SELL_STOP,price_set,takeprofit); //--- Set SellStop order engine.PlaceSellStop(lot,Symbol(),price_set,sl,tp,magic_number,TextByLanguage("Отложенный SellStop","Pending SellStop order")); } //--- If the BUTT_SELL_STOP_LIMIT button is pressed: Set SellStopLimit else if(button==EnumToString(BUTT_SELL_STOP_LIMIT)) { //--- Get the correct SellStop order price relative to StopLevel double price_set_stop=CorrectPricePending(Symbol(),ORDER_TYPE_SELL_STOP,distance_pending); //--- Calculate SellLimit order price relative to SellStop level considering StopLevel double price_set_limit=CorrectPricePending(Symbol(),ORDER_TYPE_SELL_LIMIT,distance_stoplimit,price_set_stop); //--- Get correct StopLoss and TakeProfit prices relative to the order placement level considering StopLevel double sl=CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_STOP,price_set_limit,stoploss); double tp=CorrectTakeProfit(Symbol(),ORDER_TYPE_SELL_STOP,price_set_limit,takeprofit); //--- Set SellStopLimit order engine.PlaceSellStopLimit(lot,Symbol(),price_set_stop,price_set_limit,sl,tp,magic_number,TextByLanguage("Отложенный SellStopLimit","Pending SellStopLimit order")); } //--- 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 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) engine.ClosePosition((ulong)position.Ticket()); } } //--- 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 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) { COrder* position=list.At(index); if(position!=NULL) { //--- If this is a hedge account, close the half of the Buy position by the ticket if(engine.IsHedge()) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- If this is a netting account, open a Sell position with the half of the Buy position volume else engine.OpenSell(NormalizeLot(position.Symbol(),position.Volume()/2.0),Symbol(),magic_number,position.StopLoss(),position.TakeProfit(),"Частичное закрытие Buy #"+(string)position.Ticket()); } } } //--- 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()) { //--- Get the list of all open positions CArrayObj* list_buy=engine.GetListMarketPosition(); //--- Select only Buy positions from the list list_buy=CSelect::ByOrderProperty(list_buy,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); //--- 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); //--- Get the list of all open positions CArrayObj* list_sell=engine.GetListMarketPosition(); //--- Select only Sell positions from the list list_sell=CSelect::ByOrderProperty(list_sell,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); //--- 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); //--- Close the Buy position by the opposite Sell one if(position_buy!=NULL && position_sell!=NULL) engine.ClosePositionBy((ulong)position_buy.Ticket(),(ulong)position_sell.Ticket()); } } } //--- 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 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) engine.ClosePosition((ulong)position.Ticket()); } } //--- 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 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) { COrder* position=list.At(index); if(position!=NULL) { //--- If this is a hedge account, close the half of the Sell position by the ticket if(engine.IsHedge()) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- If this is a netting account, open a Buy position with the half of the Sell position volume else engine.OpenBuy(NormalizeLot(position.Symbol(),position.Volume()/2.0),Symbol(),position.Magic(),position.StopLoss(),position.TakeProfit(),"Partial closure Buy #"+(string)position.Ticket()); } } } //--- 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)) { //--- Get the list of all open positions CArrayObj* list_sell=engine.GetListMarketPosition(); //--- Select only Sell positions from the list list_sell=CSelect::ByOrderProperty(list_sell,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL); //--- 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); //--- Get the list of all open positions CArrayObj* list_buy=engine.GetListMarketPosition(); //--- Select only Buy positions from the list list_buy=CSelect::ByOrderProperty(list_buy,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL); //--- 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) { //--- Close the Sell position by the opposite Buy one engine.ClosePositionBy((ulong)position_sell.Ticket(),(ulong)position_buy.Ticket()); } } } //--- 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(); 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; //--- close each position by its ticket engine.ClosePosition((ulong)position.Ticket()); } } } //--- If the BUTT_DELETE_PENDING button is pressed: Remove the first pending order else if(button==EnumToString(BUTT_DELETE_PENDING)) { //--- Get the list of all orders CArrayObj* list=engine.GetListMarketPendings(); if(list!=NULL) { //--- Sort the list by placement time list.Sort(SORT_BY_ORDER_TIME_OPEN); int total=list.Total(); //--- In the loop from the position with the most amount of time for(int i=total-1;i>=0;i--) { COrder* order=list.At(i); if(order==NULL) continue; //--- delete the order by its ticket engine.DeleteOrder((ulong)order.Ticket()); } } } //--- 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); } } //--- 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(); } //--- Wait for 1/10 of a second Sleep(100); //--- "Unpress" the button (if this is not a trailing button) if(button!=EnumToString(BUTT_TRAILING_ALL)) ButtonState(button_name,false); //--- If the BUTT_TRAILING_ALL button is pressed else { //--- Set the color of the active button ButtonState(button_name,true); trailing_on=true; } //--- re-draw the chart ChartRedraw(); } //--- Return the inactive button color (if this is a trailing button) else if(button==EnumToString(BUTT_TRAILING_ALL)) { ButtonState(button_name,false); trailing_on=false; //--- re-draw the chart ChartRedraw(); } } //+------------------------------------------------------------------+
我们不打算在此研究如何改进调用 CTrade 交易类方法的其他 EA 函数。 您可以在下面所附的文件中找到所有数据。
现在，我们将简单地编译 EA，并在测试器中启动。
单击各种面板按钮，并确保交易对象可操作：
我们的第一个交易品种正在按预期工作。
若令其高效、便捷地工作，尚待实现多项改进。
下一步是什么？
我们的下一个目标是开发一个完整的类，以供在访问品种交易对象时使用。
文后附有当前版本含糊库的所有文件，以及测试 EA 文件，供您测试和下载。
请在评论中留下您的问题、意见和建议。
系列中的前几篇文章：
第一部分 概念，数据管理
第二部分 历史订单和成交集合
第三部分 在场订单和持仓集合，安排搜索
第四部分 交易事件， 概念
第五部分 交易事件类和集合。 将事件发送至程序
第六部分 净持帐户事件
第七部分 StopLimit 挂单激活事件，为订单和持仓修改事件准备功能
第八部分 订单和持仓修改事件
第九部分 与 MQL4 的兼容性 - 准备数据
第十部分 与 MQL4 的兼容性 - 开仓和激活挂单事件
第十一部分 与 MQL4 的兼容性 - 平仓事件
第十二部分 帐户对象类和帐户对象集合
第十三部分 账户对象事件
第十四部分 品种对象
第十五部份 品种对象集合
第十六部分 品种集合事件
第十七部分 函数库对象之间的交互
第十八部分 帐户与任意其他函数库对象的交互
第十九部分 函数库消息类
第二十部分 创建和存储程序资源
本文由MetaQuotes Ltd译自俄文
原文地址： https://www.mql5.com/ru/articles/7229
注意: MetaQuotes Ltd.将保留所有关于这些材料的权利。全部或部分复制或者转载这些材料将被禁止。
This article was written by a user of the site and reflects their personal views. MetaQuotes Ltd is not responsible for the accuracy of the information presented, nor for any consequences resulting from the use of the solutions, strategies or recommendations described.
轻松快捷开发 MetaTrader 程序的函数库(第 二十二部分)：交易类 - 基准类，限制验证
在本文中，我们将着手开函数发库基准交易类，并在其第一个版本中加入进行交易操作的权限初始验证。 此外，我们还将略微扩展基准交易类的功能和内容。
轻松快捷开发 MetaTrader 程序的函数库 (第二十部分)：创建和存储程序资源
本文讨论如何将数据存储在程序的源代码之中，并从中创建音频和图形文件。 在开发应用程序时，我们经常需要音频和图像。 MQL 语言拥有运用此类数据的若干种方法。
基于 Merill（梅里尔） 形态的策略构建器
在前一篇文章中，我们研究了如何将 Merill（梅里尔）形态应用于各种数据，例如货币品种图表上的价格，以及标准 MetaTrader 5 指标值：ATR，WPR，CCI，RSI，等等。 现在，我们尝试基于 Merill 形态创建策略构造集合。
使用单独模块构建智能交易系统
开发指标、智能交易系统和脚本时，开发人员往往需要创建大量与交易策略没有直接关系的各种代码片段。 在本文中，我们研究一种复用早前已创建的模块（例如尾随、过滤和调度代码、亦或其他）来搭建智能交易系统的方法。 我们将看到这种编程方式的益处。
问题：上面我需要的CEvent::GetPendReqID() 方法是 保护!!有没有更好的办法，让我不用修改 DoEasy 源代码？依我之见，这些方法应该是公共的；-)
问题：上面我需要的CEvent::GetPendReqID() 方法是 保护!!有没有更好的办法，让我不用修改 DoEasy 源代码？依我之见，这些方法应该是公共的；-)
你需要注意 CEngine 类 - 只有它允许用户程序访问库。
所有其他类都是为了满足库的需要，而不是为用户准备的，但库服务函数 除外，这些函数在将库连接到程序后可在程序中使用。
您需要观察 CEngine 类，只有它才允许用户程序访问库。
所有其他类都是为了满足图书馆的需要，而不是为用户准备的，但图书馆服务功能 除外，这些功能在将图书馆连接到程序后可在程序中使用。
能给我举一个例子吗？我正在查看CEngine 类，发现它可以提取事件列表、检查其类型等......因此，我可以访问每个事件，但却找不到任何明显的方法来从 CEngine 对象 中 读取包含在神奇数字（组和请求 ID）中的具体事件详细信息--在我看来，我仍然需要直接从CEvent 对象实例中读取这些信息，就像我在上面的事件处理程序示例中的机器人偶数处理程序方法一样，即CEvent:GetPendReq()
class CEngine { //... //... //--- 返回 (1) 订单、交易和头寸事件列表，(2) 按索引排列的基本交易事件对象和 (3) 新交易事件的数量 CArrayObj *GetListAllOrdersEvents(void) { return this.m_events.GetList(); } CEventBaseObj *GetTradeEventByIndex(const int index) { return this.m_events.GetTradeEventByIndex(index); } int GetTradeEventsTotal(void) const { return this.m_events.GetTradeEventsTotal(); } //-- 重置上次交易事件 void ResetLastTradeEvent(void) { this.m_events.ResetLastTradeEvent(); } //--- 返回 (1) 最后交易事件、(2) 账户属性中的最后事件和 (3) 符号属性中的最后事件 ENUM_TRADE_EVENT LastTradeEvent(void) const { return this.m_last_trade_event; } int LastAccountEvent(void) const { return this.m_last_account_event; } int LastSymbolsEvent(void) const { return this.m_last_symbol_event; } //--- 返回 (1) 对冲账户、(2) 测试器中的工作、(3) 账户事件、(4) 符号事件和 (5) 交易事件标志 bool IsHedge(void) const { return this.m_is_hedge; } bool IsTester(void) const { return this.m_is_tester; } bool IsAccountsEvent(void) const { return this.m_accounts.IsEvent(); } bool IsSymbolsEvent(void) const { return this.m_symbols.IsEvent(); } bool IsTradeEvent(void) const { return this.m_events.IsEvent(); } //... //... };Не могли бы вы привести мне пример?CEngine и вижу, что можно извлечь список событий, проверить их тип и т.Д.,Поэтому я могу получить доступ к каждому событию, но не нахожу очевидного способа прочитать конкретные детали события、пакованные в магическое число (группы и идентификатор запроса)из объекта CEngine - как я вижу, мне все еще нужно читать эту информацию непосредственно изэкземпляров объектаCEvent、 как в моем примере обработчика событий выше в методе обработчика четных событий моего робота, то естьCEvent ：: GetPendReqID ()
请稍候。在 ru-segment 中的下一篇文章中，我将尝试解释顾问的问题。
请稍等一下。ru-segment 的下一篇文章将是关于顾问的，我会在那里尝试解释。
好的，谢谢