文章 "构建自动运行的 EA（第 08 部分）：OnTradeTransaction"

MetaQuotes 2023.04.13 08:23

新文章构建自动运行的 EA（第 08 部分）：OnTradeTransaction已发布：

在本文中，我们将目睹如何利用事件处理系统快速有效地处理与订单系统相关的问题。配合这个系统，EA 就能更快地工作，如此它就不必持续不断地搜索所需的数据。

现在，以更彻底的方式，我们终于有了彼此友好的 C_Manager 类和 EA。两者都可以工作，并确保它们不会变得激进、或不友好。因此，EA 和 C_Manager 类之间的消息流如图例 02 所示：

图例 02

图例 02. 新函数的消息流

此消息流可能看起来太复杂，或完全不起作用，但这确实是到目前为止已经实现的。

查看图例 02，您可能会认为 EA 代码非常复杂。但它比许多人认为 EA 所需的必要代码要简单得多。尤其是遇到一款自动化 EA 时。请记住以下几点：EA 实际上不会生成任何交易。它只是与交易服务器通信的一种手段或工具。故此，它实际上只是针对所应用的触发器做出反应。

作者：Daniel Jose

Yang Wang 2023.04.20 17:53 #1

Hi, Daniel Jose,

Thank you for dedicating such a wonderful article. I have a problem that confuses me. I wrote a code to open a position.

It can return the correct value when it is run on demo account, but it returns 0 when it is run on a real account, can you help me to advise where is the problem?

My purpose is to return its deal ticket after opening a position.

//+------------------------------------------------------------------+
//|                                                        Test1.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <Trade\Trade.mqh>
CTrade    m_trade;
CDealInfo m_deal;
//+------------------------------------------------------------------+
//| EA交易初始化函数                                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   EventSetMillisecondTimer(1);
   OpenPosition(ORDER_TYPE_BUY, 0.01, 123456);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   EventKillTimer();
  }
//+------------------------------------------------------------------+
//| EA报价函数                                                        |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTimer()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong OpenPosition(const ENUM_ORDER_TYPE type,
                   const double lot,
                   const long magic)
  {
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   m_trade.SetExpertMagicNumber(magic);
   if(m_trade.PositionOpen(_Symbol, type, lot, (type == ORDER_TYPE_BUY) ? ask : bid, 0, 0))
     {
      ulong deal_ticket = m_trade.ResultDeal();
      if(HistoryDealSelect(deal_ticket))
         m_deal.Ticket(deal_ticket);
      string flag = (m_deal.DealType() == DEAL_TYPE_BUY) ? "buy" : "sell";
      printf(StringFormat("open deal ticket= #%%d order ticket= #%%d %%s %%.2f %%s at %%.%df", _Digits),
             deal_ticket, m_deal.Order(), flag, m_deal.Volume(), _Symbol, m_deal.Price());
      return(deal_ticket);
     }
   return(0);
  }

Simple code - but Is it different to ticket loss

Daniel Jose 2023.04.21 10:11 #2

Yang Wang #:

Olá, Daniel José,

Obrigado por dedicar um artigo tão maravilhoso. Estou com um problema que me confunde. Eu escrevi um código para abrir uma posição.

Ele pode retornar o valor correto quando é executado em conta demo, mas retorna 0 quando é executado em uma conta real, você pode me ajudar a informar onde está o problema?

Meu objetivo é devolver seu ticket de negociação após abrir uma posição.

Tente verificar o erro que está sendo retornado, adicionando a linha destacada logo abaixo.

ulong OpenPosition( const ENUM_ORDER_TYPE type,
                   const double lot,
                   const long magic)
  {
   double ask = SymbolInfoDouble ( _Symbol , SYMBOL_ASK );
   double bid = SymbolInfoDouble ( _Symbol , SYMBOL_BID );
   m_trade.SetExpertMagicNumber(magic);
   if (m_trade.PositionOpen( _Symbol , type, lot, (type == ORDER_TYPE_BUY ) ? ask : bid, 0 , 0 ))
     {
       ulong deal_ticket = m_trade.ResultDeal();
       if ( HistoryDealSelect (deal_ticket))
         m_deal.Ticket(deal_ticket);
       string flag = (m_deal.DealType() == DEAL_TYPE_BUY ) ? "buy" : "sell" ;
       printf ( StringFormat ( "open deal ticket= #%%d order ticket= #%%d %%s %%.2f %%s at %%.%df" , _Digits ),
             deal_ticket, m_deal.Order(), flag, m_deal.Volume(), _Symbol , m_deal.Price());
       return (deal_ticket);
     }
   Print("Error: ", m_trade.ResultRetcode());
   return ( 0 );
  }

Yang Wang 2023.04.21 12:49 #3

Daniel Jose #:

Tente verificar o erro que está sendo retornado, adicionando a linha destacada logo abaixo.

No, my purpose is to return a deal ticket

it can return deal ticket of the position on Demo account , but return zero value on Real account, this is for what ?

ulong OpenPosition(const ENUM_ORDER_TYPE type,
                   const double lot,
                   const long magic)
  {
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   m_trade.SetExpertMagicNumber(magic);
   if(m_trade.PositionOpen(_Symbol, type, lot, (type == ORDER_TYPE_BUY) ? ask : bid, 0, 0))
      return(m_trade.ResultDeal());
   return(0);
  }

Daniel Jose 2023.04.22 10:38 #4

Yang Wang #:

Não, meu objetivo é devolver um bilhete de acordo

ele pode retornar ticket de negociação da posição na conta Demo, mas retornar valor zero na conta Real, isso é para quê?

A linha que mandei você adicionar NÃO É ... vou repetir: NÃO É para retornar nenhum valor ... ELA SERVE PARA VERIFICAR O ERRO que está dando ao tentar abrir uma posição ... VOCÊ NÃO DEVE USAR O VALOR RETORNADO .. você deve verificar o ERRO na tabela de erros ... Veja a DOCUMENTAÇÃO

Indicators: VWAP - Volume Exporting pivot point to Order gets rejected when

Zhang Yi 2023.05.06 13:29 #5

Yang Wang #:

Hi, Daniel Jose,

Thank you for dedicating such a wonderful article. I have a problem that confuses me. I wrote a code to open a position.

It can return the correct value when it is run on demo account, but it returns 0 when it is run on a real account, can you help me to advise where is the problem?

My purpose is to return its deal ticket after opening a position.

this function has open position and return DEAL TICKET :

//+------------------------------------------------------------------+
//|                                                        Test1.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
CTrade      m_trade;
CDealInfo   m_deal;
CSymbolInfo m_symbol;
input double TakeProfit = 0;
input double StopLoss   = 0;
input string PositionComment = "";
double m_point;
//+------------------------------------------------------------------+
//| EA交易初始化函数                                                |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   EventSetMillisecondTimer(1);
   if(!m_symbol.Name(_Symbol)) // sets symbol name
      return(INIT_FAILED);
   RefreshRates();
   m_trade.SetMarginMode();
   m_trade.SetTypeFillingBySymbol(m_symbol.Name());
   m_trade.SetDeviationInPoints(INT_MAX);
   int adjust = (m_symbol.Digits() == 3 || m_symbol.Digits() == 5) ? 10 : 1;
   m_point = m_symbol.Point() * adjust;
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   EventKillTimer();
  }
//+------------------------------------------------------------------+
//| EA报价函数                                                       |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTimer()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool RefreshRates(void)
  {
//--- refresh rates
   if(!m_symbol.RefreshRates())
     {
      Print("RefreshRates error");
      return(false);
     }
//--- protection against the return value of "zero"
   if(m_symbol.Ask() == 0 || m_symbol.Bid() == 0)
      return(false);
//---
   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong OpenPosition(const ENUM_ORDER_TYPE type,
                   const double volume,
                   const long magic)
  {
   ulong deal_ticket = 0;
   double sl = 0;
   double tp = 0;
   m_trade.SetExpertMagicNumber(magic);
   RefreshRates();
   double ask = m_symbol.Ask();
   double bid = m_symbol.Bid();
   switch(type)
     {
      case ORDER_TYPE_BUY:
         if(TakeProfit > 0)
            tp = m_symbol.NormalizePrice(ask + TakeProfit * m_point);
         if(StopLoss > 0)
            sl = m_symbol.NormalizePrice(bid - StopLoss * m_point);
         break;
      case ORDER_TYPE_SELL:
         if(TakeProfit > 0)
            tp = m_symbol.NormalizePrice(bid - TakeProfit * m_point);
         if(StopLoss > 0)
            sl = m_symbol.NormalizePrice(ask + StopLoss * m_point);
         break;
     }
   static datetime from_date = iTime(m_symbol.Name(), PERIOD_D1, 0);
   ulong time = GetTickCount64();
   if(m_trade.PositionOpen(m_symbol.Name(), type, volume, (type == ORDER_TYPE_BUY) ? ask : bid, sl, tp, PositionComment))
     {
      ulong open_execution = GetTickCount64() - time;
      do
        {
         ulong order_ticket = m_trade.ResultOrder();
         HistorySelect(from_date, TimeTradeServer());
         int total = HistoryDealsTotal();
         for(int i = total - 1; i >= 0; i--)
           {
            if(!m_deal.SelectByIndex(i))
               continue;
            if(m_deal.Symbol() != m_symbol.Name())
               continue;
            if(m_deal.Entry() != DEAL_ENTRY_IN)
               continue;
            if(m_deal.Order() != order_ticket)
               continue;
            printf(StringFormat("open  #%%I64u %%s %%.2f %%s at %%.%df done in %%I64u ms", m_symbol.Digits()),
                   m_deal.Order(), (type == ORDER_TYPE_BUY) ? "buy" : "sell", m_deal.Volume(), m_deal.Symbol(), m_deal.Price(), open_execution);
            from_date = m_deal.Time();
            deal_ticket = m_deal.Ticket();
            break;
           }
        }
      while(deal_ticket == 0);
     }
   return(deal_ticket);
  }
//+------------------------------------------------------------------+

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