
轻松快捷开发 MetaTrader 程序的函数库(第 二十三部分):基准交易类 - 基准类,有效参数验证
内容
我们继续交易类的开发。
我们已拥有在“洁净”条件下操作的现成交易方法。 我们已经能够在实际执行之前检查交易订单是否可以发送到服务器(检查服务器、终端和程序限制)。 但这还不够。 我们还应在向服务器发送请求之前验证传递给方法的参数值有效性。 例如,我们要确保停止单不小于该品种规定的最小可接受值(StopLevel)。
此外,我们将检查可能导致无法开仓、无法删除挂单、以及无法修改停止单和挂单价位的最小距离。 该距离由品种规定的冻结级别的点数(FreezeLevel)定义。
现在,如果检测到违反规定级别的情况,我们只需通知出错,并从交易方法中返回 false。
在当前文章中,我们还将设置并播放向服务器发送请求的声音,以及在验证交易订单值时或在发送订单后服务器返回错误时的声音。
在下一篇文章中将实现交易订单中的无效值、以及服务器返回错误时的响应处理。
首先,我们将改进基准交易对象,以便我们能够播放为任何交易事件设置的声音。 为能便捷地在测试 EA 中设置声音(避免为每个事件和交易品种设置声音),我们将为所有交易操作和品种设置相同的标准出错/成功的声音。
我们能够为每个交易事件和品种设置任何声音。
设置交易事件声音
在前一篇文章中,我们实现了播放各种交易事件声音的方法:
//--- Play the sound of (1) opening/placing a specified position/order type, //--- (2) closing/removal of a specified position/order type, (3) StopLoss modification for a specified position/order type, //--- (4) TakeProfit modification for a specified position/order type, (5) placement price modification for a specified order type void PlaySoundOpen(const int action); void PlaySoundClose(const int action); void PlaySoundModifySL(const int action); void PlaySoundModifyTP(const int action); void PlaySoundModifyPrice(const int action); //--- Play the error sound of (1) opening/placing a specified position/order type, //--- (2) closing/removal of a specified position/order type, (3) StopLoss modification for a specified position/order type, //--- (4) TakeProfit modification for a specified position/order type, (5) placement price modification for a specified order type void PlaySoundErrorOpen(const int action); void PlaySoundErrorClose(const int action); void PlaySoundErrorModifySL(const int action); void PlaySoundErrorModifyTP(const int action); void PlaySoundErrorModifyPrice(const int action);
这些方法位于类的公开部分。 在此,我们只实现播放成功/出错声音的两个方法,交易事件的数据会传递给新方法。 这将简化各种交易事件的声音的实现。
我们将方法移到类的私密部分,然后略微修改其实现:
//+------------------------------------------------------------------+ //| Play the sound of opening/placing | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundOpen(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.Buy.SoundOpen()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundOpen()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundOpen()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundOpen()); break; case ORDER_TYPE_SELL : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.Sell.SoundOpen()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundOpen()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundOpen()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundOpen()); break; default: break; } } //+------------------------------------------------------------------+ //| Play the sound of closing/removal of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundClose(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.Buy.SoundClose()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundClose()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundClose()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundClose()); break; case ORDER_TYPE_SELL : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.Sell.SoundClose()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundClose()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundClose()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundClose()); break; default: break; } } //+------------------------------------------------------------------+ //| Play StopLoss modification sound of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundModifySL(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.Buy.SoundModifySL()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundModifySL()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundModifySL()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundModifySL()); break; case ORDER_TYPE_SELL : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.Sell.SoundModifySL()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundModifySL()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundModifySL()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundModifySL()); break; default: break; } } //+------------------------------------------------------------------+ //| Play TakeProfit modification sound of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundModifyTP(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.Buy.SoundModifyTP()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundModifyTP()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundModifyTP()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundModifyTP()); break; case ORDER_TYPE_SELL : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.Sell.SoundModifyTP()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundModifyTP()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundModifyTP()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundModifyTP()); break; default: break; } } //+------------------------------------------------------------------+ //| Play price modification sound | //| for a specified order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundModifyPrice(const int action) { switch(action) { case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundModifyPrice()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundModifyPrice()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundModifyPrice()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundModifyPrice()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundModifyPrice()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundModifyPrice()); break; default: break; } } //+------------------------------------------------------------------+ //| Play the error sound of opening/placing | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundErrorOpen(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.Buy.SoundErrorOpen()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundErrorOpen()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundErrorOpen()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundErrorOpen()); break; case ORDER_TYPE_SELL : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.Sell.SoundErrorOpen()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundErrorOpen()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundErrorOpen()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundOpen(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundErrorOpen()); break; default: break; } } //+------------------------------------------------------------------+ //| Play the error sound of closing/removal of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundErrorClose(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.Buy.SoundErrorClose()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundErrorClose()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundErrorClose()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundErrorClose()); break; case ORDER_TYPE_SELL : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.Sell.SoundErrorClose()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundErrorClose()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundErrorClose()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundClose(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundErrorClose()); break; default: break; } } //+------------------------------------------------------------------+ //| Play StopLoss modification error sound of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundErrorModifySL(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.Buy.SoundErrorModifySL()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundErrorModifySL()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundErrorModifySL()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundErrorModifySL()); break; case ORDER_TYPE_SELL : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.Sell.SoundErrorModifySL()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundErrorModifySL()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundErrorModifySL()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifySL(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundErrorModifySL()); break; default: break; } } //+------------------------------------------------------------------+ //| Play TakeProfit modification error sound of | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundErrorModifyTP(const int action) { switch(action) { case ORDER_TYPE_BUY : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.Buy.SoundErrorModifyTP()); break; case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundErrorModifyTP()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundErrorModifyTP()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundErrorModifyTP()); break; case ORDER_TYPE_SELL : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.Sell.SoundErrorModifyTP()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundErrorModifyTP()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundErrorModifyTP()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifyTP(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundErrorModifyTP()); break; default: break; } } //+------------------------------------------------------------------+ //| Play price modification error sound | //| for a specified order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundErrorModifyPrice(const int action) { switch(action) { case ORDER_TYPE_BUY_STOP : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyStop.SoundErrorModifyPrice()); break; case ORDER_TYPE_BUY_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyLimit.SoundErrorModifyPrice()); break; case ORDER_TYPE_BUY_STOP_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.BuyStopLimit.SoundErrorModifyPrice()); break; case ORDER_TYPE_SELL_STOP : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellStop.SoundErrorModifyPrice()); break; case ORDER_TYPE_SELL_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellLimit.SoundErrorModifyPrice()); break; case ORDER_TYPE_SELL_STOP_LIMIT : if(this.UseSoundModifyPrice(action)) CMessage::PlaySound(this.m_datas.SellStopLimit.SoundErrorModifyPrice()); break; default: break; } } //+------------------------------------------------------------------+
此处我们添加了是否允许播放某个事件声音的检查。 仅当设置了相应的标志时,才会播放声音。
在该类的公开部分,声明两个方法播放成功和出错声音:
//--- Play a sound of a specified trading event for a set position/order type void PlaySoundSuccess(const ENUM_ACTION_TYPE action,const int order,bool sl=false,bool tp=false,bool pr=false); //--- Play an error sound of a specified trading event for a set position/order type void PlaySoundError(const ENUM_ACTION_TYPE action,const int order,bool sl=false,bool tp=false,bool pr=false); //--- Set/return the flag of using sounds
我们在类的主体之外编写其实现:
//+------------------------------------------------------------------+ //| Play a sound of a specified trading event | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundSuccess(const ENUM_ACTION_TYPE action,const int order,bool sl=false,bool tp=false,bool pr=false) { if(!this.m_use_sound) return; switch((int)action) { //--- Open/set case ACTION_TYPE_BUY : case ACTION_TYPE_BUY_LIMIT : case ACTION_TYPE_BUY_STOP : case ACTION_TYPE_BUY_STOP_LIMIT : case ACTION_TYPE_SELL : case ACTION_TYPE_SELL_LIMIT : case ACTION_TYPE_SELL_STOP : case ACTION_TYPE_SELL_STOP_LIMIT : this.PlaySoundOpen(order); break; //--- Close/remove case ACTION_TYPE_CLOSE : case ACTION_TYPE_CLOSE_BY : this.PlaySoundClose(order); break; //--- Modification case ACTION_TYPE_MODIFY : if(sl) { this.PlaySoundModifySL(order); return; } if(tp) { this.PlaySoundModifyTP(order); return; } if(pr) { this.PlaySoundModifyPrice(order); return; } break; default: break; } } //+------------------------------------------------------------------+ //| Play an error sound of a specified trading event | //| a specified position/order type | //+------------------------------------------------------------------+ void CTradeObj::PlaySoundError(const ENUM_ACTION_TYPE action,const int order,bool sl=false,bool tp=false,bool pr=false) { if(!this.m_use_sound) return; switch((int)action) { //--- Open/set case ACTION_TYPE_BUY : case ACTION_TYPE_BUY_LIMIT : case ACTION_TYPE_BUY_STOP : case ACTION_TYPE_BUY_STOP_LIMIT : case ACTION_TYPE_SELL : case ACTION_TYPE_SELL_LIMIT : case ACTION_TYPE_SELL_STOP : case ACTION_TYPE_SELL_STOP_LIMIT : this.PlaySoundErrorOpen(order); break; //--- Close/remove case ACTION_TYPE_CLOSE : case ACTION_TYPE_CLOSE_BY : this.PlaySoundErrorClose(order); break; //--- Modification case ACTION_TYPE_MODIFY : if(sl) { this.PlaySoundErrorModifySL(order); return; } if(tp) { this.PlaySoundErrorModifyTP(order); return; } if(pr) { this.PlaySoundErrorModifyPrice(order); return; } break; default: break; } } //+------------------------------------------------------------------+
这些方法接收交易事件和订单类型,以及止损/止盈的修改标志,还有订单价格。
如果未设置允许播放交易对象声音的通用标记,则退出方法 — 所有声音被禁用。
接下来,根据交易操作类型,针对相应订单调用播放相应声音的方法。
如果交易事件是修改,则另需检查标志明确指示修改内容。 (如果一次修改多个参数,则仅播放其中第一个的声音)
另外,交易方法中参数的顺序也已更改:当前,注释应立即紧随魔幻数字之后,随后是偏距。 其背后的原因是,与滑点相比,注释通常是针对不同的订单而设置。 这就是为什么评论与偏距交换了位置的原因:
//--- 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 string comment=NULL, const ulong deviation=ULONG_MAX);
所有交易方法至此都已完成。 全部文件都附带于下。
为所有交易事件设置标准声音的方法,设置允许播放声音的标志:
//+------------------------------------------------------------------+ //| Allow working with sounds and set standard sounds | //+------------------------------------------------------------------+ void CTradeObj::SetSoundsStandart(void) { this.SetUseSound(true); this.m_datas.Buy.UseSoundClose(true);
另外,该类还有一些小的修改,以变简化与 MQL4 的兼容性。 我不会在这里研究它们。 有关更多信息,请参见附件。
交易对象基类的改进至此结束。
从程序发送交易请求时,我们需要设置挂单距离并定义停止单的值。 为此,我们可以在交易订单参数中传递一个确定订单价格。 备选方案则是,我们可以为下挂单传递一个点数距离,或者传递一个自持仓/挂单价格停止点的距离。
我们可以实现重载方法来接收参数的真实价格表示形式,以及接收以点数为单位的整数型距离值。 如此我们便可将执行结果传递给开仓/下单、修改停止单级别的方法。
然而,这并非最佳解决方案。 首先,我们不得不实现至少两个相同的方法以便接收实数值和整数值。
其次,该解决方案对参数组合施加了限制。 如果我们传递实数值,则它们只能对应每个实数参数 — 订单价格,以及止损/止盈级别。 当传递以点数为单位的距离给方法时,仍然存在相同的限制 — 所有传递的数值都应为整数。
另一种替换方法是实现多种方法,涵盖所有可能的价格和距离组合,这是不实际的。
因此,我们将实现另一种解决方案:所有交易方法都将作为模板。 用于传递订单数值的变量类型将在方法内部定义。 如此我们能够以任何组合形式将必要的数值传递给方法,例如,订单价格和自停止单价格的距离(以点数为单位),反之亦然。 在计算订单价位时,这将为我们提供更大的灵活性。
在交易方法内部,所有入内数值都参照价格值。 参照价格的数值将发送给交易订单。
交易操作的限制应分三个阶段进行检查:
- 检查交易限制
- 检查开仓/下单的资金充足度
- 按照 StopLevel 和 FreezeLevel 检查参数值
我们已实现了前两个阶段。 现在是按 StopLevel 和 FreezeLevel 加入检查的时候了。 从当前交易方法中直接逐一启动两种现有检查(交易限制和资金充足度),这是不实际的。
所以,我们将实现一个统一的方法来检查所有限制。 它将从交易方法启动,而所有三个检查将在其内部依次执行。 并创建检测到的限制和错误的清单。 如果检测到错误,则将错误和限制的完整清单从方法发送到日志,并返回三项检查失败的标志。 否则,返回成功标志。
由于几乎所有方法都已经准备就绪,并最终确定,因此我不会再做详细介绍,而只是提供简要说明。
监控不正确的参数值,自动选择和交易方法输入的使用
CTrading 类的交易方法接收实数型订单价格值。 我们还将添加传递以点数为单位的距离。 应为交易类的指定价格或距离传递所支持的参数类型 — double, long, ulong, int 和 uint。 所有其他类型均被视为无效。
CTrading 类的私密部分接收启用交易事件声音的全局标志,和价格结构,其中包含传递给交易方法并转换为实数值的价格/距离数值:
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading { private: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CArrayInt m_list_errors; // Error list bool m_is_trade_enable; // Flag enabling trading bool m_use_sound; // The flag of using sounds of the object trading events ENUM_LOG_LEVEL m_log_level; // Logging level //--- struct SDataPrices { double open; // Open price double limit; // Limit order price double sl; // StopLoss price double tp; // TakeProfit price }; SDataPrices m_req_price; // Trade request prices //--- Add the error code to the list
启用声音的全局标记会影响所有交易事件,无论其声音如何,并且无论是否在每个事件上启用了声音播放。
对于交易方法,我们需要按订单票据获取订单对象。
将方法声明加至类的私密部分:
//--- Return an order object by ticket COrder *GetOrderObjByTicket(const ulong ticket); //--- Return the number of (1) all positions, (2) buy, (3) sell positions
由于检查交易限制和开仓/下单资金充足度的方法应在检查错误的通用方法内运作,我们把它们从类的公开部分移至私密部分,并且加入设置交易请求价格的模板方法,该方法返回启用 StopLevel 和 FreezeLevel 的标志,且该方法依据停止和冻结级别距离检查交易操作是否有效:
//--- Set trading request prices template <typename PR,typename SL,typename TP,typename PL> bool SetPrices(const ENUM_ORDER_TYPE action,const PR price,const SL sl,const TP tp,const PL limit,const string source_method,CSymbol *symbol_obj); //--- Return the flag checking the permission to trade by (1) StopLoss, (2) TakeProfit distance, (3) order placement level by a StopLevel-based price bool CheckStopLossByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const double sl,const CSymbol *symbol_obj); bool CheckTakeProfitByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const double tp,const CSymbol *symbol_obj); bool CheckPriceByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const CSymbol *symbol_obj); //--- Return the flag checking if a distance from a price to (1) StopLoss, (2) TakeProfit, (3) order placement level by FreezeLevel is acceptable bool CheckStopLossByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double sl,const CSymbol *symbol_obj); bool CheckTakeProfitByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double tp,const CSymbol *symbol_obj); bool CheckPriceByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double price,const CSymbol *symbol_obj); //--- Check trading limitations bool CheckTradeConstraints(const double volume, const ENUM_ACTION_TYPE action, const CSymbol *symbol_obj, const string source_method, double sl=0, double tp=0); //--- Check if the funds are sufficient bool CheckMoneyFree(const double volume,const double price,const ENUM_ORDER_TYPE order_type,const CSymbol *symbol_obj,const string source_method); //--- Check parameter values by StopLevel and FreezeLevel bool CheckLevels(const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, double price, double limit, double sl, double tp, const CSymbol *symbol_obj, const string source_method); public:
在该类的公开部分,声明检查交易可用性和交易请求错误的方法,以及设置方法,并返回启用声音标志:
public: //--- Constructor CTrading(); //--- Get the pointers to the lists (make sure to call the method in program's OnInit() since the symbol collection list is created there) void OnInit(CAccount *account,CSymbolsCollection *symbols,CMarketCollection *market,CHistoryCollection *history) { this.m_account=account; this.m_symbols=symbols; this.m_market=market; this.m_history=history; } //--- Return the error list CArrayInt *GetListErrors(void) { return &this.m_list_errors; } //--- Check for errors bool CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, const CSymbol *symbol_obj, const string source_method, const double limit=0, double sl=0, double tp=0); //--- Set the following for symbol trading objects: //--- (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 SetCorrectTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol=NULL); void SetTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_FOK,const string symbol=NULL); void SetCorrectTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol=NULL); void SetTypeExpiration(const ENUM_ORDER_TYPE_TIME type=ORDER_TIME_GTC,const string symbol=NULL); void SetMagic(const ulong magic,const string symbol=NULL); void SetComment(const string comment,const string symbol=NULL); void SetDeviation(const ulong deviation,const string symbol=NULL); void SetVolume(const double volume=0,const string symbol=NULL); void SetExpiration(const datetime expiration=0,const string symbol=NULL); void SetAsyncMode(const bool mode=false,const string symbol=NULL); void SetLogLevel(const ENUM_LOG_LEVEL log_level=LOG_LEVEL_ERROR_MSG,const string symbol=NULL); //--- Set standard sounds (1 symbol=NULL) for trading objects of all symbols, (2 symbol!=NULL) for a symbol trading object void SetSoundsStandart(const string symbol=NULL); //--- Set a sound for a specified order/position type and symbol //--- 'mode' specifies an event a sound is set for //--- (symbol=NULL) for trading objects of all symbols, //--- (symbol!=NULL) for a trading object of a specified symbol void SetSound(const ENUM_MODE_SET_SOUND mode,const ENUM_ORDER_TYPE action,const string sound,const string symbol=NULL); //--- Set/return the flag enabling sounds void SetUseSounds(const bool flag); bool IsUseSounds(void) const { return this.m_use_sound; }
我们在类的实体之外实现上述声明的所有方法:
按票据返回订单对象的方法:
//+------------------------------------------------------------------+ //| Return an order object by ticket | //+------------------------------------------------------------------+ COrder *CTrading::GetOrderObjByTicket(const ulong ticket) { CArrayObj *list=this.m_market.GetList(); list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,ticket,EQUAL); if(list==NULL || list.Total()==0) return NULL; return list.At(0); } //+------------------------------------------------------------------+
该方法接收的所需票据存储在订单对象属性之中。 获取全部有效订单和持仓的完整列表,按票据对列表进行排序。 如果未找到该票据的订单对象,则返回 NULL,否则返回列表中仅有的订单对象。
您可能还记得,订单对象可以按挂单或持仓来体现。
该方法返回一个对象,无论它是挂单亦或持仓。
模板方法计算交易请求价格并将其写入 m_req_price 结构:
//+------------------------------------------------------------------+ //| Set trading request prices | //+------------------------------------------------------------------+ template <typename PR,typename SL,typename TP,typename PL> bool CTrading::SetPrices(const ENUM_ORDER_TYPE action,const PR price,const SL sl,const TP tp,const PL limit,const string source_method,CSymbol *symbol_obj) { //--- Reset the prices and check the order type. If it is invalid, inform of that and return 'false' ::ZeroMemory(this.m_req_price); if(action>ORDER_TYPE_SELL_STOP_LIMIT) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(4003)); return false; } //--- Open/close price if(price>0) { //--- price parameter type (double) - normalize the price up to Digits(), since the price has been passed if(typename(price)=="double") this.m_req_price.open=::NormalizeDouble(price,symbol_obj.Digits()); //--- price parameter type (int) - the distance has been passed else if(typename(price)=="int" || typename(price)=="uint" || typename(price)=="long" || typename(price)=="ulong") { //--- Calculate the order price switch((int)action) { //--- Pending order case ORDER_TYPE_BUY_LIMIT : this.m_req_price.open=::NormalizeDouble(symbol_obj.Ask()-price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_BUY_STOP : case ORDER_TYPE_BUY_STOP_LIMIT : this.m_req_price.open=::NormalizeDouble(symbol_obj.Ask()+price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_SELL_LIMIT : this.m_req_price.open=::NormalizeDouble(symbol_obj.BidLast()+price*symbol_obj.Point(),symbol_obj.Digits()); break; case ORDER_TYPE_SELL_STOP : case ORDER_TYPE_SELL_STOP_LIMIT : this.m_req_price.open=::NormalizeDouble(symbol_obj.BidLast()-price*symbol_obj.Point(),symbol_obj.Digits()); break; //--- Default - current position open prices default : this.m_req_price.open= ( this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY ? ::NormalizeDouble(symbol_obj.Ask(),symbol_obj.Digits()) : ::NormalizeDouble(symbol_obj.BidLast(),symbol_obj.Digits()) ); break; } } //--- unsupported price types - display the message and return 'false' else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_UNSUPPORTED_PR_TYPE)); return false; } } //--- If no price is specified, use the current prices else { this.m_req_price.open= ( this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY ? ::NormalizeDouble(symbol_obj.Ask(),symbol_obj.Digits()) : ::NormalizeDouble(symbol_obj.BidLast(),symbol_obj.Digits()) ); } //--- StopLimit order price or distance if(limit>0) { //--- limit order price parameter type (double) - normalize the price up to Digits(), since the price has been passed if(typename(limit)=="double") this.m_req_price.limit=::NormalizeDouble(limit,symbol_obj.Digits()); //--- limit order price parameter type (int) - the distance has been passed else if(typename(limit)=="int" || typename(limit)=="uint" || typename(limit)=="long" || typename(limit)=="ulong") { //--- Calculate a limit order price if(this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY) this.m_req_price.limit=::NormalizeDouble(this.m_req_price.open-limit*symbol_obj.Point(),symbol_obj.Digits()); else this.m_req_price.limit=::NormalizeDouble(this.m_req_price.open+limit*symbol_obj.Point(),symbol_obj.Digits()); } //--- unsupported limit order price types - display the message and return 'false' else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_UNSUPPORTED_PL_TYPE)); return false; } } //--- Order price stop order prices are calculated from double price_open= ( (action==ORDER_TYPE_BUY_STOP_LIMIT || action==ORDER_TYPE_SELL_STOP_LIMIT) && limit>0 ? this.m_req_price.limit : this.m_req_price.open ); //--- StopLoss if(sl>0) { //--- StopLoss parameter type (double) - normalize the price up to Digits(), since the price has been passed if(typename(sl)=="double") this.m_req_price.sl=::NormalizeDouble(sl,symbol_obj.Digits()); //--- StopLoss parameter type (int) - calculate the placement distance else if(typename(sl)=="int" || typename(sl)=="uint" || typename(sl)=="long" || typename(sl)=="ulong") { //--- Calculate the StopLoss price if(this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY) this.m_req_price.sl=::NormalizeDouble(price_open-sl*symbol_obj.Point(),symbol_obj.Digits()); else this.m_req_price.sl=::NormalizeDouble(price_open+sl*symbol_obj.Point(),symbol_obj.Digits()); } //--- unsupported StopLoss types - display the message and return 'false' else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_UNSUPPORTED_SL_TYPE)); return false; } } //--- TakeProfit if(tp>0) { //--- TakeProfit parameter type (double) - normalize the price up to Digits(), since the price has been passed if(typename(tp)=="double") this.m_req_price.tp=::NormalizeDouble(tp,symbol_obj.Digits()); //--- TakeProfit parameter type (int) - calculate the placement distance else if(typename(tp)=="int" || typename(tp)=="uint" || typename(tp)=="long" || typename(tp)=="ulong") { if(this.DirectionByActionType((ENUM_ACTION_TYPE)action)==ORDER_TYPE_BUY) this.m_req_price.tp=::NormalizeDouble(price_open+tp*symbol_obj.Point(),symbol_obj.Digits()); else this.m_req_price.tp=::NormalizeDouble(price_open-tp*symbol_obj.Point(),symbol_obj.Digits()); } //--- unsupported TakeProfit types - display the message and return 'false' else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_UNSUPPORTED_TP_TYPE)); return false; } } //--- All prices are recorded return true; } //+------------------------------------------------------------------+
无论传递给交易方法的价位是价格还是距离,该方法都会将计算出的价格写入我们在类的私密部分中声明的 m_req_price 结构中。 如果该方法传递的是 double 双精度值,则引用传递给方法的对象指针,取其品种,并按品种的 Digits() 将价格常规化。 整数值表示传递的是距离。 该方法计算该距离的常规化价格,并将其写入结构。
所有动作都已在方法代码注释中描述了。
该方法返回相对于 StopLevel 的止损、止盈或订单距离级别的有效性:
//+------------------------------------------------------------------+ //| Return the flag checking the validity of the distance | //| from the price to StopLoss by StopLevel | //+------------------------------------------------------------------+ bool CTrading::CheckStopLossByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const double sl,const CSymbol *symbol_obj) { double lv=symbol_obj.TradeStopLevel()*symbol_obj.Point(); double pr=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : order_type==ORDER_TYPE_SELL ? symbol_obj.Ask() : price); return(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? sl<(pr-lv) : sl>(pr+lv)); } //+------------------------------------------------------------------+ //| Return the flag checking the validity of the distance | //| from the price to TakeProfit by StopLevel | //+------------------------------------------------------------------+ bool CTrading::CheckTakeProfitByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const double tp,const CSymbol *symbol_obj) { double lv=symbol_obj.TradeStopLevel()*symbol_obj.Point(); double pr=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : order_type==ORDER_TYPE_SELL ? symbol_obj.Ask() : price); return(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? tp>(pr+lv) : tp<(pr-lv)); } //+------------------------------------------------------------------+ //| Return the flag checking the validity of the order distance | //| from the price to the placement level by StopLevel | //+------------------------------------------------------------------+ bool CTrading::CheckPriceByStopLevel(const ENUM_ORDER_TYPE order_type,const double price,const CSymbol *symbol_obj) { double lv=symbol_obj.TradeStopLevel()*symbol_obj.Point(); double pr=(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? symbol_obj.Ask() : symbol_obj.BidLast()); return ( order_type==ORDER_TYPE_SELL_STOP || order_type==ORDER_TYPE_SELL_STOP_LIMIT || order_type==ORDER_TYPE_BUY_LIMIT ? price<(pr-lv) : order_type==ORDER_TYPE_BUY_STOP || order_type==ORDER_TYPE_BUY_STOP_LIMIT || order_type==ORDER_TYPE_SELL_LIMIT ? price>(pr+lv) : true ); } //+------------------------------------------------------------------+
在方法中,如果参考价格与订单距离经检查超过由订单类型定义最小的 StopLevel,则返回 true。 否则,返回 false 表示订单价格无效。
该方法返回相对于 FreezeLevel 的止损、止盈或订单距离级别的有效性:
//+------------------------------------------------------------------+ //| Return the flag checking the validity of the | //| distance from the price to StopLoss by FreezeLevel | //+------------------------------------------------------------------+ bool CTrading::CheckStopLossByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double sl,const CSymbol *symbol_obj) { if(symbol_obj.TradeFreezeLevel()==0 || order_type>ORDER_TYPE_SELL) return true; double lv=symbol_obj.TradeFreezeLevel()*symbol_obj.Point(); double pr=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : symbol_obj.Ask()); return(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? sl<(pr-lv) : sl>(pr+lv)); } //+------------------------------------------------------------------+ //| Return the flag checking the distance validity of the | //| from the price to TakeProfit by FreezeLevel | //+------------------------------------------------------------------+ bool CTrading::CheckTakeProfitByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double tp,const CSymbol *symbol_obj) { if(symbol_obj.TradeFreezeLevel()==0 || order_type>ORDER_TYPE_SELL) return true; double lv=symbol_obj.TradeFreezeLevel()*symbol_obj.Point(); double pr=(order_type==ORDER_TYPE_BUY ? symbol_obj.BidLast() : symbol_obj.Ask()); return(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? tp>(pr+lv) : tp<(pr-lv)); } //+------------------------------------------------------------------+ //| Return the flag checking the validity of the distance | //| from the price to the order price by FreezeLevel | //+------------------------------------------------------------------+ bool CTrading::CheckPriceByFreezeLevel(const ENUM_ORDER_TYPE order_type,const double price,const CSymbol *symbol_obj) { if(symbol_obj.TradeFreezeLevel()==0 || order_type<ORDER_TYPE_BUY_LIMIT) return true; double lv=symbol_obj.TradeFreezeLevel()*symbol_obj.Point(); double pr=(this.DirectionByActionType((ENUM_ACTION_TYPE)order_type)==ORDER_TYPE_BUY ? symbol_obj.Ask() : symbol_obj.BidLast()); return ( order_type==ORDER_TYPE_SELL_STOP || order_type==ORDER_TYPE_SELL_STOP_LIMIT || order_type==ORDER_TYPE_BUY_LIMIT ? price<(pr-lv) : order_type==ORDER_TYPE_BUY_STOP || order_type==ORDER_TYPE_BUY_STOP_LIMIT || order_type==ORDER_TYPE_SELL_LIMIT ? price>(pr+lv) : true ); } //+------------------------------------------------------------------+
就像按 StopLevel 检查距离时一样,此处按订单类型检查自当前价格到订单价格的距离。
冻结级别为零表示品种没有冻结级别限制。 所以,我们首先检查零 StopLevel 并在确认没有交易冻结级别的情况下返回 true。
与 FreezeLevel 不同,最小 StopLevel 等于零表示该级别为浮动状态,应按要求进行管理。 在后续文章中,我们在实现交易服务器返回错误的处理时会如此做。
按 StopLevel 和 FreezeLevel 检查参数值的方法:
//+------------------------------------------------------------------+ //| Check parameter values by StopLevel and FreezeLevel | //+------------------------------------------------------------------+ bool CTrading::CheckLevels(const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, double price, double limit, double sl, double tp, const CSymbol *symbol_obj, const string source_method) { //--- the result of conducting all checks bool res=true; //--- StopLevel //--- If this is not a position closure/order removal if(action!=ACTION_TYPE_CLOSE && action!=ACTION_TYPE_CLOSE_BY) { //--- When placing a pending order if(action>ACTION_TYPE_SELL) { //--- If the placement distance in points is less than StopLevel if(!this.CheckPriceByStopLevel(order_type,price,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_PR_LESS_STOP_LEVEL); res &=false; } } //--- If StopLoss is present if(sl>0) { //--- If StopLoss distance in points from the open price is less than StopLevel double price_open=(action==ACTION_TYPE_BUY_STOP_LIMIT || action==ACTION_TYPE_SELL_STOP_LIMIT ? limit : price); if(!this.CheckStopLossByStopLevel(order_type,price_open,sl,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_SL_LESS_STOP_LEVEL); res &=false; } } //--- If TakeProfit is present if(tp>0) { double price_open=(action==ACTION_TYPE_BUY_STOP_LIMIT || action==ACTION_TYPE_SELL_STOP_LIMIT ? limit : price); //--- If TakeProfit distance in points from the open price is less than StopLevel if(!this.CheckTakeProfitByStopLevel(order_type,price_open,tp,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_TP_LESS_STOP_LEVEL); res &=false; } } } //--- FreezeLevel //--- If this is a position closure/order removal/modification if(action>ACTION_TYPE_SELL_STOP_LIMIT) { //--- If this is a position if(order_type<ORDER_TYPE_BUY_LIMIT) { //--- StopLoss modification if(sl>0) { //--- If the distance from the price to StopLoss is less than FreezeLevel if(!this.CheckStopLossByFreezeLevel(order_type,sl,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL); res &=false; } } //--- TakeProfit modification if(tp>0) { //--- If the distance from the price to StopLoss is less than FreezeLevel if(!this.CheckTakeProfitByFreezeLevel(order_type,tp,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL); res &=false; } } } //--- If this is a pending order else { //--- Placement price modification if(price>0) { //--- If the distance from the price to the order activation price is less than FreezeLevel if(!this.CheckPriceByFreezeLevel(order_type,price,symbol_obj)) { //--- add the error code to the list and write 'false' to the result this.AddErrorCodeToList(MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL); res &=false; } } } } return res; } //+------------------------------------------------------------------+
根据所进行的交易操作类型和订单/持仓类型,检查与 StopLevel 和 FreezeLevel 相关的价格级别。 如果价格无效,则将错误代码添加到错误列表中,并在结果中加入 false。 直至完成所有检查后,最终结果将返回到调用方法。
检查所有限制和错误的常规方法:
//+------------------------------------------------------------------+ //| Check limitations and errors | //+------------------------------------------------------------------+ bool CTrading::CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, const CSymbol *symbol_obj, const string source_method, const double limit=0, double sl=0, double tp=0) { //--- the result of conducting all checks bool res=true; //--- Clear the error list this.m_list_errors.Clear(); this.m_list_errors.Sort(); //--- Check trading limitations res &=this.CheckTradeConstraints(volume,action,symbol_obj,source_method,sl,tp); //--- Check the funds sufficiency for opening positions/placing orders if(action<ACTION_TYPE_CLOSE_BY) res &=this.CheckMoneyFree(volume,price,order_type,symbol_obj,source_method); //--- Check parameter values by StopLevel and FreezeLevel res &=this.CheckLevels(action,order_type,price,limit,sl,tp,symbol_obj,source_method); //--- If there are limitations, display the header and the error list if(!res) { //--- Request was rejected before sending to the server due to: int total=this.m_list_errors.Total(); if(this.m_log_level>LOG_LEVEL_NO_MSG) { //--- For MQL5, first display the list header followed by the error list #ifdef __MQL5__ ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_REQUEST_REJECTED_DUE)); for(int i=0;i<total;i++) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); //--- For MQL4, the journal messages are displayed in the reverse order: the error list in the reverse loop is followed by the list header #else for(int i=total-1;i>WRONG_VALUE;i--) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_REQUEST_REJECTED_DUE)); #endif } } return res; } //+------------------------------------------------------------------+
检查交易限制的方法,检查资金充足度的方法 ,开仓或下挂单的方法,以及在方法中顺序调用根据 StopLevel 和 FreezeLevel 检查最小停止单距离的方法。
每个方法的运行结果都将添加到自方法返回的数值中。
如有存在任何限制和错误,会在日志中显示检测到的完整错误列表。
最终,所有检查的结果被返回。
为所有用到的品种及所有交易对象设置启用声音标志的方法:
//+------------------------------------------------------------------+ //| Set the flag enabling sounds | //+------------------------------------------------------------------+ void CTrading::SetUseSounds(const bool flag) { //--- Set the flag enabling sounds this.m_use_sound=flag; //--- Get the symbol list CArrayObj *list=this.m_symbols.GetList(); if(list==NULL || list.Total()==0) return; //--- In a loop by the list of symbols int total=list.Total(); for(int i=0;i<total;i++) { //--- get the next symbol object CSymbol *symbol_obj=list.At(i); if(symbol_obj==NULL) continue; //--- get a symbol trading object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) continue; //--- set the flag enabling sounds for a trading object trade_obj.SetUseSound(flag); } } //+------------------------------------------------------------------+
这个是为交易类设置启用声音全局标志的方法。 依据所有用到的品种在循环中为每个所用品种的每个交易对象设置相似的标记。
鉴于我们已决定使用模板交易方法,如此便可将价格数值作为价格或距离传递给它们,因此在类的公开部分中重新定义先前已定义的交易方法 — 为某些参数设置模板数据类型 :
//--- Open (1) Buy, (2) Sell position template<typename SL,typename TP> bool OpenBuy(const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX); template<typename SL,typename TP> bool OpenSell(const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX); //--- Modify a position template<typename SL,typename TP> bool ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE); //--- Close a position (1) fully, (2) partially, (3) by an opposite one bool ClosePosition(const ulong ticket,const string comment=NULL,const ulong deviation=ULONG_MAX); bool ClosePositionPartially(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=ULONG_MAX); bool ClosePositionBy(const ulong ticket,const ulong ticket_by); //--- Set (1) BuyStop, (2) BuyLimit, (3) BuyStopLimit pending order template<typename PR,typename SL,typename TP> bool PlaceBuyStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename SL,typename TP> bool PlaceBuyLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename PL,typename SL,typename TP> bool PlaceBuyStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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 template<typename PR,typename SL,typename TP> bool PlaceSellStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename SL,typename TP> bool PlaceSellLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename PL,typename SL,typename TP> bool PlaceSellStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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 template<typename PR,typename PL,typename SL,typename TP> bool ModifyOrder(const ulong ticket, const PR price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL limit=WRONG_VALUE, datetime expiration=WRONG_VALUE, ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE); //--- Remove a pending order bool DeleteOrder(const ulong ticket); };
实现开多头仓位的方法:
//+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::OpenBuy(const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX) { ENUM_ACTION_TYPE action=ACTION_TYPE_BUY; ENUM_ORDER_TYPE order=ORDER_TYPE_BUY; //--- Get a symbol object by a symbol name CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes symbol_obj.RefreshRates(); //--- Set the prices if(!this.SetPrices(order,0,sl,tp,0,DFUN,symbol_obj)) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_UNSUPPORTED_PRICE_TYPE_IN_REQ)); return false; } //--- In case of trading limitations, funds insufficiency, //--- StopLevel or FreezeLevel limitations, play the error sound and exit if(!this.CheckErrors(volume,symbol_obj.Ask(),action,ORDER_TYPE_BUY,symbol_obj,DFUN,0,this.m_req_price.sl,this.m_req_price.tp)) { if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order); return false; } //--- Send the request bool res=trade_obj.OpenPosition(POSITION_TYPE_BUY,volume,this.m_req_price.sl,this.m_req_price.tp,magic,comment,deviation); //--- If the request is successful, play the success sound set for a symbol trading object for this type of trading operation if(res) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order); } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order); } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
可以将 Double、long、ulong、int 和 uint 类型数值传递给方法作为止损和止盈参数值。 设置价格的方法会正确计算并将常规化的价格写入 m_req_price 价格结构。 这些已计算价格依次传递给品种交易对象的交易方法。 其余动作也已在代码注释中描述。 我相信,它们不会引发任何问题或误解。 如有情况,欢迎您使用评论板块。
其余的交易方法以类似的方式完成,因此在这里我们不再赘述。 您始终可以参考随附于下的函数库文件,并详细研究它们。
CTrading 类的改进至此完毕。
我们已检查了类中的主要变化。
我们没有考虑次要的修改和改进,因为它们对于理解主要思路无关紧要。 此外,它们都呈现于以下附件当中。
Datas.mqh 现在提供了上一篇文章中遗漏的错误代码常量:
//--- CTrading MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED, // Trade operations are not allowed in the terminal (the AutoTrading button is disabled) MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED, // EA is not allowed to trade (F7 --> Common --> Allow Automated Trading) MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED, // Trading is disabled for the current account MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED, // Trading on the trading server side is disabled for EAs on the current account MSG_LIB_TEXT_TERMINAL_NOT_CONNECTED, // No connection to the trade server MSG_LIB_TEXT_REQUEST_REJECTED_DUE, // Request was rejected before sending to the server due to: MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR, // Insufficient funds for performing a trade MSG_LIB_TEXT_MAX_VOLUME_LIMIT_EXCEEDED, // Exceeded maximum allowed aggregate volume of orders and positions in one direction MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME, // Request volume is less than the minimum acceptable one MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME, // Request volume exceeds the maximum acceptable one MSG_LIB_TEXT_CLOSE_BY_ORDERS_DISABLED, // Close by is disabled MSG_LIB_TEXT_INVALID_VOLUME_STEP, // Request volume is not a multiple of the minimum lot change step gradation MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL, // Symbols of opposite positions are not equal MSG_LIB_TEXT_SL_LESS_STOP_LEVEL, // StopLoss in points is less than a value allowed by symbol's StopLevel parameter MSG_LIB_TEXT_TP_LESS_STOP_LEVEL, // TakeProfit in points is less than a value allowed by symbol's StopLevel parameter MSG_LIB_TEXT_PR_LESS_STOP_LEVEL, // Order distance in points is less than a value allowed by symbol's StopLevel parameter MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL, // The distance from the price to StopLoss is less than a value allowed by symbol's FreezeLevel parameter MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL, // The distance from the price to TakeProfit is less than a value allowed by symbol's FreezeLevel parameter MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL, // The distance from the price to an order activation level is less than a value allowed by symbol's FreezeLevel parameter MSG_LIB_TEXT_UNSUPPORTED_SL_TYPE, // Unsupported StopLoss parameter type (should be 'int' or 'double') MSG_LIB_TEXT_UNSUPPORTED_TP_TYPE, // Unsupported TakeProfit parameter type (should be 'int' or 'double') MSG_LIB_TEXT_UNSUPPORTED_PR_TYPE, // Unsupported price parameter type (should be 'int' or 'double') MSG_LIB_TEXT_UNSUPPORTED_PL_TYPE, // Unsupported limit order price parameter type (should be 'int' or 'double') MSG_LIB_TEXT_UNSUPPORTED_PRICE_TYPE_IN_REQ, // Unsupported price parameter type in a request };
以下是与代码对应的文本:
//--- 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"}, {"В терминале нет разрешения на проведение торговых операций (отключена кнопка \"Авто-торговля\")","No permission to conduct trading operations in terminal (\"AutoTrading\" button disabled)"}, {"Для советника нет разрешения на проведение торговых операций (F7 --> Общие --> \"Разрешить автоматическую торговлю\")","EA does not have permission to conduct trading operations (F7 --> Common --> \"Allow Automatic Trading\")"}, {"Для текущего счёта запрещена торговля","Trading prohibited for the current account"}, {"Для советников на текущем счёте запрещена торговля на стороне торгового сервера","From the side of trade server, trading for EA on the current account prohibited"}, {"Нет связи с торговым сервером","No connection to trading server"}, {"Запрос отклонён до отправки на сервер по причине:","Request rejected before being sent to server due to:"}, {"Недостаточно средств для совершения торговой операции","Not enough money to perform trading operation"}, {"Превышен максимальный совокупный объём ордеров и позиций в одном направлении","Exceeded maximum total volume of orders and positions in one direction"}, {"Объём в запросе меньше минимально-допустимого","Volume in request less than minimum allowable"}, {"Объём в запросе больше максимально-допустимого","Volume in request greater than maximum allowable"}, {"Закрытие встречным запрещено","CloseBy orders prohibited"}, {"Объём в запросе не кратен минимальной градации шага изменения лота","Volume in request not a multiple of minimum gradation of step for changing lot"}, {"Символы встречных позиций не равны","Symbols of two opposite positions not equal"}, {"Размер StopLoss в пунктах меньше разрешённого параметром StopLevel символа","StopLoss in points less than allowed by symbol's StopLevel"}, {"Размер TakeProfit в пунктах меньше разрешённого параметром StopLevel символа","TakeProfit in points less than allowed by symbol's StopLevel"}, {"Дистанция установки ордера в пунктах меньше разрешённой параметром StopLevel символа","Distance to place order in points less than allowed by symbol's StopLevel"}, {"Дистанция от цены до StopLoss меньше разрешённой параметром FreezeLevel символа","Distance from price to StopLoss less than allowed by symbol's FreezeLevel"}, {"Дистанция от цены до TakeProfit меньше разрешённой параметром FreezeLevel символа","Distance from price to TakeProfit less than allowed by symbol's FreezeLevel"}, {"Дистанция от цены до цены срабатывания ордера меньше разрешённой параметром FreezeLevel символа","Distance from price to order triggering price less than allowed by symbol's FreezeLevel"}, {"Неподдерживаемый тип параметра StopLoss (необходимо int или double)","Unsupported StopLoss parameter type (int or double required)"}, {"Неподдерживаемый тип параметра TakeProfit (необходимо int или double)","Unsupported TakeProfit parameter type (int or double required)"}, {"Неподдерживаемый тип параметра цены (необходимо int или double)","Unsupported price parameter type (int or double required)"}, {"Неподдерживаемый тип параметра цены limit-ордера (необходимо int или double)","Unsupported type of price parameter for limit order (int or double required)"}, {"Неподдерживаемый тип параметра цены в запросе","Unsupported price parameter type in request"}, };
我已收到一些用户报告,称接收最后一个交易事件时检测到错误。 与文章相关的测试 EA,描述了如何接收交易事件,通过比较先前与当前事件值来获取所发生交易事件的数据。 这足以应对测试函数库的交易事件跟踪目的,因为在撰写有关交易事件的文章时,我并未打算在定制应用程序中使用未完工的函数库版本。 但是事实证明,获取有关交易事件信息的需求很高,因此了解最后所发生事件的确切信息非常重要。
获取交易事件的实现方法也许跳过了一些事件。 例如,如果您一次下了两笔挂单,则程序中不会跟踪第二笔挂单(函数库跟踪所有事件),因为它与倒数第二笔相匹配(“下挂单”),尽管实际上有所区别。
因此,我们将修复此行为。 今天,我们将实现一个简单标志,将所发生事件通知给程序,以便我们能够在程序中查看有关事件的数据。 在下一篇文章中,我们将为同时发生的所有事件创建完整列表,并将其发送到程序,从而完成获取程序中交易事件的操作。 因此,我们不仅可以搜索已发生交易事件,还可以查看同时发生的所有事件,如同帐户和品种集合事件里做到的那样。
打开 EventsCollection.mqh 事件集合文件,并进行所有必要的改进。
在类构造函数中重置最后的事件标志:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CEventsCollection::CEventsCollection(void) : m_trade_event(TRADE_EVENT_NO_EVENT),m_trade_event_code(TRADE_EVENT_FLAG_NO_EVENT) { this.m_list_trade_events.Clear(); this.m_list_trade_events.Sort(SORT_BY_EVENT_TIME_EVENT); this.m_list_trade_events.Type(COLLECTION_EVENTS_ID); this.m_is_hedge=#ifdef __MQL4__ true #else bool(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) #endif; this.m_chart_id=::ChartID(); this.m_is_event=false; ::ZeroMemory(this.m_tick); } //+------------------------------------------------------------------+
还有,在 Refresh() 方法的最开始处重置最后事件标志:
//+------------------------------------------------------------------+ //| Update the event list | //+------------------------------------------------------------------+ void CEventsCollection::Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume) { //--- Exit if the lists are empty if(list_history==NULL || list_market==NULL) return; //--- this.m_is_event=false; //--- If the event is in the market environment if(is_market_event) {
在模块中,每种创建交易事件的方法都将交易事件添加到列表,并发送到控制程序图表,以及设置最后事件的数值:
//--- Add the event object if it is not in the list if(!this.IsPresentEventInList(event)) { this.m_list_trade_events.InsertSort(event); //--- Send a message about the event and set the value of the last trading event event.SendEvent(); this.m_trade_event=event.TradeEvent(); }
完成设置交易事件标记:
if(!this.IsPresentEventInList(event)) { this.m_list_trade_events.InsertSort(event); //--- Send a message about the event and set the value of the last trading event this.m_trade_event=event.TradeEvent(); this.m_is_event=true; event.SendEvent(); }
利用 Ctrl+F 可以方便地找到所有设置标志的聚集处。 在搜索栏里输入 “event.SendEvent();”(不带引号)。 如上清单所示,在每个检测到的代码聚集处添加设置事件标志。
在 Engine.mqh 文件中进行一些修改。
在 CEngine 类的公开部分中,添加返回所发生交易事件标志的方法:
//--- Return the (1) hedge account, (2) working in the tester, (3) account event, (4) symbol event and (5) trading event flag 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(); }
包含声音处理方法的模块提供了设置声音启用标志的方法:
//--- Set standard sounds (symbol==NULL) for a symbol trading object, (symbol!=NULL) for trading objects of all symbols void SetSoundsStandart(const string symbol=NULL) { this.m_trading.SetSoundsStandart(symbol); } //--- Set the flag of using sounds void SetUseSounds(const bool flag) { this.m_trading.SetUseSounds(flag); } //--- Set a sound for a specified order/position type and symbol. 'mode' specifies an event a sound is set for //--- (symbol=NULL) for trading objects of all symbols, (symbol!=NULL) for a trading object of a specified symbol void SetSound(const ENUM_MODE_SET_SOUND mode,const ENUM_ORDER_TYPE action,const string sound,const string symbol=NULL) { this.m_trading.SetSound(mode,action,sound,symbol); } //--- Play a sound by its description bool PlaySoundByDescription(const string sound_description);
该方法只是简单调用我们上面曾研究过的 CTrading 类中同名方法。
在交易事件检查方法的开头重置交易事件标志:
//+------------------------------------------------------------------+ //| Check trading events | //+------------------------------------------------------------------+ void CEngine::TradeEventsControl(void) { //--- Initialize trading events' flags this.m_is_market_trade_event=false; this.m_is_history_trade_event=false; this.m_events.SetEvent(false); //--- Update the lists this.m_market.Refresh(); this.m_history.Refresh(); //--- First launch actions if(this.IsFirstStart()) { this.m_last_trade_event=TRADE_EVENT_NO_EVENT; return; } //--- Check the changes in the market status and account history this.m_is_market_trade_event=this.m_market.IsTradeEvent(); this.m_is_history_trade_event=this.m_history.IsTradeEvent(); //--- If there is any event, send the lists, the flags and the number of new orders and deals to the event collection, and update it int change_total=0; CArrayObj* list_changes=this.m_market.GetListChanges(); if(list_changes!=NULL) change_total=list_changes.Total(); if(this.m_is_history_trade_event || this.m_is_market_trade_event || change_total>0) { this.m_events.Refresh(this.m_history.GetList(),this.m_market.GetList(),list_changes,this.m_market.GetListControl(), this.m_is_history_trade_event,this.m_is_market_trade_event, this.m_history.NewOrders(),this.m_market.NewPendingOrders(), this.m_market.NewPositions(),this.m_history.NewDeals(), this.m_market.ChangedVolumeValue()); //--- Receive the last account trading event this.m_last_trade_event=this.m_events.GetLastTradeEvent(); } } //+------------------------------------------------------------------+
与交易类协同操作的方法也已修改。 现在它们也拥有了模板参数:
//--- Open (1) Buy, (2) Sell position template<typename SL,typename TP> bool OpenBuy(const double volume, const string symbol, const ulong magic=ULONG_MAX, SL sl=0, TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX); template<typename SL,typename TP> bool OpenSell(const double volume, const string symbol, const ulong magic=ULONG_MAX, SL sl=0, TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX); //--- Modify a position template<typename SL,typename TP> bool ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE); //--- Close a position (1) fully, (2) partially, (3) by an opposite one bool ClosePosition(const ulong ticket,const string comment=NULL,const ulong deviation=ULONG_MAX); bool ClosePositionPartially(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=ULONG_MAX); bool ClosePositionBy(const ulong ticket,const ulong ticket_by); //--- Set (1) BuyStop, (2) BuyLimit, (3) BuyStopLimit pending order template<typename PR,typename SL,typename TP> bool PlaceBuyStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename SL,typename TP> bool PlaceBuyLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename PL,typename SL,typename TP> bool PlaceBuyStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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 template<typename PR,typename SL,typename TP> bool PlaceSellStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename SL,typename TP> bool PlaceSellLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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); template<typename PR,typename PL,typename SL,typename TP> bool PlaceSellStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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 template<typename PR,typename SL,typename TP,typename PL> bool ModifyOrder(const ulong ticket, const PR price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE); //--- Remove a pending order bool DeleteOrder(const ulong ticket);
交易方法的实现也依据传递给 CTrading 类的交易方法模板数据进行了修改:
//+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CEngine::OpenBuy(const double volume,const string symbol,const ulong magic=ULONG_MAX,SL sl=0,TP tp=0,const string comment=NULL,const ulong deviation=ULONG_MAX) { return this.m_trading.OpenBuy(volume,symbol,magic,sl,tp,comment,deviation); } //+------------------------------------------------------------------+ //| Open a Sell position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CEngine::OpenSell(const double volume,const string symbol,const ulong magic=ULONG_MAX,SL sl=0,TP tp=0,const string comment=NULL,const ulong deviation=ULONG_MAX) { return this.m_trading.OpenSell(volume,symbol,magic,sl,tp,comment,deviation); } //+------------------------------------------------------------------+ //| Modify a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CEngine::ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE) { return this.m_trading.ModifyPosition(ticket,sl,tp); } //+------------------------------------------------------------------+ //| Close a position in full | //+------------------------------------------------------------------+ bool CEngine::ClosePosition(const ulong ticket,const string comment=NULL,const ulong deviation=ULONG_MAX) { return this.m_trading.ClosePosition(ticket,comment,deviation); } //+------------------------------------------------------------------+ //| Close a position partially | //+------------------------------------------------------------------+ bool CEngine::ClosePositionPartially(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=ULONG_MAX) { return this.m_trading.ClosePositionPartially(ticket,volume,comment,deviation); } //+------------------------------------------------------------------+ //| Close a position by an opposite one | //+------------------------------------------------------------------+ bool CEngine::ClosePositionBy(const ulong ticket,const ulong ticket_by) { return this.m_trading.ClosePositionBy(ticket,ticket_by); } //+------------------------------------------------------------------+ //| Place BuyStop pending order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP> bool CEngine::PlaceBuyStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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) { return this.m_trading.PlaceBuyStop(volume,symbol,price,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Place BuyLimit pending order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP> bool CEngine::PlaceBuyLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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) { return this.m_trading.PlaceBuyLimit(volume,symbol,price,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Place BuyStopLimit pending order | //+------------------------------------------------------------------+ template<typename PR,typename PL,typename SL,typename TP> bool CEngine::PlaceBuyStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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) { return this.m_trading.PlaceBuyStopLimit(volume,symbol,price_stop,price_limit,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Place SellStop pending order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP> bool CEngine::PlaceSellStop(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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) { return this.m_trading.PlaceSellStop(volume,symbol,price,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Place SellLimit pending order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP> bool CEngine::PlaceSellLimit(const double volume, const string symbol, const PR price, const SL sl=0, const TP 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) { return this.m_trading.PlaceSellLimit(volume,symbol,price,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Place SellStopLimit pending order | //+------------------------------------------------------------------+ template<typename PR,typename PL,typename SL,typename TP> bool CEngine::PlaceSellStopLimit(const double volume, const string symbol, const PR price_stop, const PL price_limit, const SL sl=0, const TP 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) { return this.m_trading.PlaceSellStopLimit(volume,symbol,price_stop,price_limit,sl,tp,magic,comment,expiration,type_time); } //+------------------------------------------------------------------+ //| Modify a pending order | //+------------------------------------------------------------------+ template<typename PR,typename SL,typename TP,typename PL> bool CEngine::ModifyOrder(const ulong ticket, const PR price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL stoplimit=WRONG_VALUE, datetime expiration=WRONG_VALUE, ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE) { return this.m_trading.ModifyOrder(ticket,price,sl,tp,stoplimit,expiration,type_time); } //+------------------------------------------------------------------+ //| Remove a pending order | //+------------------------------------------------------------------+ bool CEngine::DeleteOrder(const ulong ticket) { return this.m_trading.DeleteOrder(ticket); } //+------------------------------------------------------------------+
调整交易事件的获取,以及交易类的改进至此完毕。
测试
为了测试当前的函数库版本,我们利用上一篇文章中的 EA,并将其保存到 \MQL5\Experts\TestDoEasy\Part23\ 之下,并命名为 TestDoEasyPart23.mq5。
我们略微整理一下。 将所有与函数库初始化有关的动作移至单独的函数 OnInitDoEasy():
//+------------------------------------------------------------------+ //| Initializing DoEasy library | //+------------------------------------------------------------------+ void OnInitDoEasy() { //--- Check if working with the full list is selected used_symbols_mode=InpModeUsedSymbols; if((ENUM_SYMBOLS_MODE)used_symbols_mode==SYMBOLS_MODE_ALL) { int total=SymbolsTotal(false); string ru_n="\nКоличество символов на сервере "+(string)total+".\nМаксимальное количество: "+(string)SYMBOLS_COMMON_TOTAL+" символов."; string en_n="\nNumber of symbols on server "+(string)total+".\nMaximum number: "+(string)SYMBOLS_COMMON_TOTAL+" symbols."; string caption=TextByLanguage("Внимание!","Attention!"); string ru="Выбран режим работы с полным списком.\nВ этом режиме первичная подготовка списка коллекции символов может занять длительное время."+ru_n+"\nПродолжить?\n\"Нет\" - работа с текущим символом \""+Symbol()+"\""; string en="Full list mode selected.\nIn this mode, the initial preparation of the collection symbols list may take a long time."+en_n+"\nContinue?\n\"No\" - working with the current symbol \""+Symbol()+"\""; string message=TextByLanguage(ru,en); int flags=(MB_YESNO | MB_ICONWARNING | MB_DEFBUTTON2); int mb_res=MessageBox(message,caption,flags); switch(mb_res) { case IDNO : used_symbols_mode=SYMBOLS_MODE_CURRENT; break; default: break; } } //--- Fill in the array of used symbols used_symbols=InpUsedSymbols; CreateUsedSymbolsArray((ENUM_SYMBOLS_MODE)used_symbols_mode,used_symbols,array_used_symbols); //--- Set the type of the used symbol list in the symbol collection engine.SetUsedSymbols(array_used_symbols); //--- Displaying the selected mode of working with the symbol object collection Print(engine.ModeSymbolsListDescription(),TextByLanguage(". Number of used symbols: ",". Number of symbols used: "),engine.GetSymbolsCollectionTotal()); //--- Create resource text files engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_01",TextByLanguage("Звук упавшей монетки 1","Falling coin 1"),sound_array_coin_01); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_02",TextByLanguage("Звук упавших монеток","Falling coins"),sound_array_coin_02); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_03",TextByLanguage("Звук монеток","Coins"),sound_array_coin_03); engine.CreateFile(FILE_TYPE_WAV,"sound_array_coin_04",TextByLanguage("Звук упавшей монетки 2","Falling coin 2"),sound_array_coin_04); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_01",TextByLanguage("Звук щелчка по кнопке 1","Button click 1"),sound_array_click_01); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_02",TextByLanguage("Звук щелчка по кнопке 2","Button click 2"),sound_array_click_02); engine.CreateFile(FILE_TYPE_WAV,"sound_array_click_03",TextByLanguage("Звук щелчка по кнопке 3","Button click 3"),sound_array_click_03); engine.CreateFile(FILE_TYPE_WAV,"sound_array_cash_machine_01",TextByLanguage("Звук кассового аппарата","Cash machine"),sound_array_cash_machine_01); engine.CreateFile(FILE_TYPE_BMP,"img_array_spot_green",TextByLanguage("Изображение \"Зелёный светодиод\"","Image \"Green Spot lamp\""),img_array_spot_green); engine.CreateFile(FILE_TYPE_BMP,"img_array_spot_red",TextByLanguage("Изображение \"Красный светодиод\"","Image \"Red Spot lamp\""),img_array_spot_red); //--- Pass all existing collections to the trading class engine.TradingOnInit(); //--- Set synchronous passing of orders for all used symbols engine.TradingSetAsyncMode(false); //--- Set standard sounds for trading objects of all used symbols engine.SetSoundsStandart(); //--- Set the general flag of using sounds engine.SetUseSounds(InpUseSounds); //--- Set controlled values for symbols //--- Get the list of all collection symbols CArrayObj *list=engine.GetListAllUsedSymbols(); if(list!=NULL && list.Total()!=0) { //--- In a loop by the list, set the necessary values for tracked symbol properties //--- By default, the LONG_MAX value is set to all properties, which means "Do not track this property" //--- It can be enabled or disabled (by setting the value less than LONG_MAX or vice versa - set the LONG_MAX value) at any time and anywhere in the program for(int i=0;i<list.Total();i++) { CSymbol* symbol=list.At(i); if(symbol==NULL) continue; //--- Set control of the symbol price increase by 100 points symbol.SetControlBidInc(100*symbol.Point()); //--- Set control of the symbol price decrease by 100 points symbol.SetControlBidDec(100*symbol.Point()); //--- Set control of the symbol spread increase by 40 points symbol.SetControlSpreadInc(40); //--- Set control of the symbol spread decrease by 40 points symbol.SetControlSpreadDec(40); //--- Set control of the current spread by the value of 40 points symbol.SetControlSpreadLevel(40); } } //--- Set controlled values for the current account CAccount* account=engine.GetAccountCurrent(); if(account!=NULL) { //--- Set control of the profit increase to 10 account.SetControlledValueINC(ACCOUNT_PROP_PROFIT,10.0); //--- Set control of the funds increase to 15 account.SetControlledValueINC(ACCOUNT_PROP_EQUITY,15.0); //--- Set profit control level to 20 account.SetControlledValueLEVEL(ACCOUNT_PROP_PROFIT,20.0); } } //+------------------------------------------------------------------+
以前,该函数的整体内容都编写在 EA 的 OnInit() 处理程序当中。 现在,将函数库初始化动作移至单独的函数(在其中您可以设置 EA 操作所需的全部需求)时,OnInit() 处理程序变得更加整洁,且看起来更便捷:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Calling the function displays the list of enumeration constants in the journal //--- (the list is set in the strings 22 and 25 of the DELib.mqh file) for checking the constants validity //EnumNumbersTest(); //--- Set EA global variables prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_"; for(int i=0;i<TOTAL_BUTT;i++) { butt_data[i].name=prefix+EnumToString((ENUM_BUTTONS)i); butt_data[i].text=EnumToButtText((ENUM_BUTTONS)i); } lot=NormalizeLot(Symbol(),fmax(InpLots,MinimumLots(Symbol())*2.0)); magic_number=InpMagic; stoploss=InpStopLoss; takeprofit=InpTakeProfit; distance_pending=InpDistance; distance_stoplimit=InpDistanceSL; slippage=InpSlippage; trailing_stop=InpTrailingStop*Point(); trailing_step=InpTrailingStep*Point(); trailing_start=InpTrailingStart; stoploss_to_modify=InpStopLossModify; takeprofit_to_modify=InpTakeProfitModify; //--- Initialize DoEasy library OnInitDoEasy(); //--- Check and remove remaining EA graphical objects if(IsPresentObects(prefix)) ObjectsDeleteAll(0,prefix); //--- Create the button panel if(!CreateButtons(InpButtShiftX,InpButtShiftY)) return INIT_FAILED; //--- Set trailing activation button status ButtonState(butt_data[TOTAL_BUTT-1].name,trailing_on); //--- Check playing a standard sound by macro substitution and a custom sound by description engine.PlaySoundByDescription(SND_OK); Sleep(600); engine.PlaySoundByDescription(TextByLanguage("Звук упавшей монетки 2","Falling coin 2")); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
现在,以相同的方式在 OnDoEasyEvent() 函数中实现操控所有函数库事件:
//+------------------------------------------------------------------+ //| Handling DoEasy library events | //+------------------------------------------------------------------+ void OnDoEasyEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { int idx=id-CHARTEVENT_CUSTOM; string event="::"+string(idx); //--- Retrieve (1) event time milliseconds, (2) reason and (3) source from lparam, as well as (4) set the exact event time ushort msc=engine.EventMSC(lparam); ushort reason=engine.EventReason(lparam); ushort source=engine.EventSource(lparam); long time=TimeCurrent()*1000+msc; //--- Handling symbol events if(source==COLLECTION_SYMBOLS_ID) { CSymbol *symbol=engine.GetSymbolObjByName(sparam); if(symbol==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=(idx<SYMBOL_PROP_INTEGER_TOTAL ? 0 : symbol.Digits()); //--- Event text description string id_descr=(idx<SYMBOL_PROP_INTEGER_TOTAL ? symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_INTEGER)idx) : symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_DOUBLE)idx)); //--- Property change text value string value=DoubleToString(dparam,digits); //--- Check event reasons and display its description in the journal if(reason==BASE_EVENT_REASON_INC) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_DEC) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { Print(symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling account events else if(source==COLLECTION_ACCOUNT_ID) { CAccount *account=engine.GetAccountCurrent(); if(account==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=int(idx<ACCOUNT_PROP_INTEGER_TOTAL ? 0 : account.CurrencyDigits()); //--- Event text description string id_descr=(idx<ACCOUNT_PROP_INTEGER_TOTAL ? account.GetPropertyDescription((ENUM_ACCOUNT_PROP_INTEGER)idx) : account.GetPropertyDescription((ENUM_ACCOUNT_PROP_DOUBLE)idx)); //--- Property change text value string value=DoubleToString(dparam,digits); //--- Checking event reasons and handling the increase of funds by a specified value, //--- In case of a property value increase if(reason==BASE_EVENT_REASON_INC) { //--- Display an event in the journal Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); //--- if this is an equity increase if(idx==ACCOUNT_PROP_EQUITY) { //--- Get the list of all open positions CArrayObj* list_positions=engine.GetListMarketPosition(); //--- Select positions with the profit exceeding zero list_positions=CSelect::ByOrderProperty(list_positions,ORDER_PROP_PROFIT_FULL,0,MORE); if(list_positions!=NULL) { //--- Sort the list by profit considering commission and swap list_positions.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the position index with the highest profit int index=CSelect::FindOrderMax(list_positions,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { 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()); } } } } } //--- Other events are simply displayed in the journal if(reason==BASE_EVENT_REASON_DEC) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { Print(account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling market watch window events else if(idx>MARKET_WATCH_EVENT_NO_EVENT && idx<SYMBOL_EVENTS_NEXT_CODE) { //--- Market Watch window event string descr=engine.GetMWEventDescription((ENUM_MW_EVENT)idx); string name=(idx==MARKET_WATCH_EVENT_SYMBOL_SORT ? "" : ": "+sparam); Print(TimeMSCtoString(lparam)," ",descr,name); } //--- Handling trading events else if(idx>TRADE_EVENT_NO_EVENT && idx<TRADE_EVENTS_NEXT_CODE) { Print(DFUN,engine.GetLastTradeEventDescription()); } } //+------------------------------------------------------------------+
在此,根据到达的事件将其划分为多个模块。 正在操控的交易事件体现为日志中最后事件的显示名称。 如果您需要处理某个事件,则可以在这里找到该事件是什么,之后决定如何处理它。 您可以在此处进行操作,也可以为每个交易事件定义一个单独的标志,以便在该处重置交易事件标志,而在程序中的任何位置进行处理。
若在测试器外部运行,会从 EA 的 OnChartEvent() 处理程序调用 OnDoEasyEvent() 函数。
若在测试器内运行时,从 OnTick() 调用 EventsHandling() 函数:
//+------------------------------------------------------------------+ //| Working with events in the tester | //+------------------------------------------------------------------+ void EventsHandling(void) { //--- If a trading event is present if(engine.IsTradeEvent()) { long lparam=0; double dparam=0; string sparam=""; OnDoEasyEvent(CHARTEVENT_CUSTOM+engine.LastTradeEvent(),lparam,dparam,sparam); } //--- If there is an account event if(engine.IsAccountsEvent()) { //--- Get the list of all account events occurred simultaneously CArrayObj* list=engine.GetListAccountEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } //--- If there is a symbol collection event if(engine.IsSymbolsEvent()) { //--- Get the list of all symbol events occurred simultaneously CArrayObj* list=engine.GetListSymbolsEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } } //+------------------------------------------------------------------+
该函数令您可以查看相应事件的列表,并填充事件的参数,然后将其发送到 OnDoEasyEvent() 函数。 因此,无论在何处启动 EA(无论是否在测试器内),我们都将在 OnDoEasyEvent() 函数中布置事件的处理。 如果在测试器中启动,则在 OnTick() 里处理事件,如果在测试器之外启动,则在 OnChartEvent() 里处理事件。
因此,OnTick() 函数现在如下所示:
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- If working in the tester if(MQLInfoInteger(MQL_TESTER)) { engine.OnTimer(); // Working in the timer PressButtonsControl(); // Button pressing control EventsHandling(); // Working with events } //--- If the trailing flag is set if(trailing_on) { TrailingPositions(); // Trailing positions TrailingOrders(); // Trailing of pending orders } } //+------------------------------------------------------------------+
为了检查交易订单参数中控制数值有效性方法的操作,我们需要从 EA中 删除自动更正无效值。
在处理按钮的 ButtonButtonEvents() 函数里,删除更正交易订单参数值有关的所有内容:
//+------------------------------------------------------------------+ //| 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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_BUY,0,stoploss); double tp=takeprofit;//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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_BUY_LIMIT,price_set,stoploss); double tp=takeprofit;//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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_BUY_STOP,price_set_limit,stoploss); double tp=takeprofit;//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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_SELL,0,stoploss); double tp=takeprofit;//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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_LIMIT,price_set,stoploss); double tp=takeprofit;//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 order SellLimit")); } //--- 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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_STOP,price_set,stoploss); double tp=takeprofit;//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=stoploss;//CorrectStopLoss(Symbol(),ORDER_TYPE_SELL_STOP,price_set_limit,stoploss); double tp=takeprofit;//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)) {
实际上,我们仅需参照 EA 设置中设定的参数来退出交易方法调用:
//+------------------------------------------------------------------+ //| 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)) { //--- Open Buy position engine.OpenBuy(lot,Symbol(),magic_number,stoploss,takeprofit); // 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)) { //--- Set BuyLimit order engine.PlaceBuyLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,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)) { //--- Set BuyStop order engine.PlaceBuyStop(lot,Symbol(),distance_pending,stoploss,takeprofit,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)) { //--- Set BuyStopLimit order engine.PlaceBuyStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic_number,TextByLanguage("Отложенный BuyStopLimit","Pending BuyStopLimit order")); } //--- If the BUTT_SELL button is pressed: Open Sell position else if(button==EnumToString(BUTT_SELL)) { //--- Open Sell position engine.OpenSell(lot,Symbol(),magic_number,stoploss,takeprofit); // 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)) { //--- Set SellLimit order engine.PlaceSellLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,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)) { //--- Set SellStop order engine.PlaceSellStop(lot,Symbol(),distance_pending,stoploss,takeprofit,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)) { //--- Set SellStopLimit order engine.PlaceSellStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic_number,TextByLanguage("Отложенный SellStopLimit","Pending order SellStopLimit")); } //--- If the BUTT_CLOSE_BUY button is pressed: Close Buy with the maximum profit else if(button==EnumToString(BUTT_CLOSE_BUY)) {
因此,将检查参数有效性的任务转移至函数库当中,而 EA 负责发送所需订单。 为了操作更舒适,我将逐步添加所有必要的功能。
完整的 EA 代码可以在本文所附的文件中查看。
编译 EA 并在测试器中启动,同时将 Lots 预置为 10,将 StopLoss in points 和 TakeProfit in points 参数设置为 1 个点:
因此,我们尝试以无效的手数开仓,如此导致开仓资金不足,再尝试违反由品种的 StopLevel 参数规定的最小停止单距离:
EA 在日至中显示两个错误 — "Not enough money to perform trading operation" 和 "StopLoss values violate the StopLevel parameter requirements"。 我们已将止盈设为 1 个点。 为什么 EA 并未显示该错误的信息? 实际上,这里没有错误,因为设置止盈和止损价位时小于最小 SYMBOL_TRADE_STOPS_LEVEL 并不违反规则:
在执行相反操作时,止盈和止损价位应与当时的价格进行比较
- 买入按要价(Ask)完成 — 止盈和止损价位应与出价(Bid)比较。
- 卖出按出价(Bid)完成 — 止盈和止损价位应与要价(Ask)比较。
买入按要价(Ask)完成 |
卖出按出价(Bid)完成 |
---|---|
止盈价位 >= 出价(Bid) 止损价位 <= 出价(Bid) |
止盈 <= 要价(Ask) 止损 >= 要价(Ask) |
由于我们按下了多仓按钮,因此平仓价为出价(Bid),而开仓价为要价(Ask)。 停止订单价位是根据开仓价设置的(这里是要价)。 因此,止盈位在 Ask+1 个点,而止损位在 Ask-1 个点。 这意味着止盈高于计算的自出价(Bid)的允许距离,而止损仅在零点差的情况下才落于要求之内。 由于开仓时的点差约为十个点,因此我们落在止损最小距离限制。
下一步是什么?
在下一篇文章中,我们将着手实现发送不正确交易订单、以及交易服务器出错返回时的错误处理。
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
第二十一部分 交易类 - 基准跨平台交易对象
第二十二部分 交易类 - 基准交易类,限制验证
本文由MetaQuotes Ltd译自俄文
原文地址: https://www.mql5.com/ru/articles/7286
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.




你好,Artiom
我不知道如何进入管理员页面。我的问题是这样的:我有一个指标,它给出的信号很好,但只有当我刷新使用中的 TF 时才会出现。如果我什么都不做,信号就不好。但刷新应该是自动进行的。您有办法吗?或者我如何在代码库中找到它?没有什么可搜索的,笑。
非常感谢
Wolf1210
你好,Artiom
我不知道如何进入管理员页面。我的问题是这样的:我有一个指标,它给出的信号很好,但只有当我刷新使用中的 TF 时才会出现。如果我什么都不做,信号就不好。但刷新应该是自动进行的。你有办法吗?或者我如何在代码库中找到它?没有什么可搜索的,笑。
非常感谢
Wolf1210
指标中的数据计算有误。我认为,如果计算正确,它不会变得更好--最有可能的是,它将被重新绘制。
您好,在提交挂单 或开仓之前,建议用什么方法让库检查并修正价格水平(入市价、止损价、止赢价)?第一次阅读您的系列文章时,我的印象是可以通过 CEngine 接口实现,但现在却找不到方法(或者是第一次阅读时理解有误)。我看到的唯一方法都在 Ctrading 中,而且也不是公开的 -CTrading:: CheckLevels()、CTrading::RequestErrorsCorrecting() 等...
您好,在提交挂单 或开仓之前,建议用什么方法让库检查并修正价格水平(入市价、止损价、止赢价)?第一次阅读您的系列文章时,我的印象是可以通过 CEngine 接口实现,但现在却找不到方法了(或者是第一次阅读时理解有误)。我看到的唯一方法都在 Ctrading 中,而且也不是公开的 -CTrading:: CheckLevels()、CTrading::RequestErrorsCorrecting() 等...
你好,Artyom - 能帮我澄清一下吗?
请稍后再说,我现在很忙。