MQLArticles/PosMgmt/Partials.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                     Partials.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                     https://www.mql5.com/es/users/nique_372/news |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com/es/users/nique_372/news"
#property strict

#ifndef MQLARTICLES_POSMGMT_PARTIALS_MQH
#define MQLARTICLES_POSMGMT_PARTIALS_MQH

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include  "..\\RM\\RiskManagement.mqh"

//+------------------------------------------------------------------+
//| Structures                                                       |
//+------------------------------------------------------------------+
struct PartialTakeProfit
 {
  double             partial_price;
  double             tp_level_percentage;
  double             volume_percentage_to_close;

  inline void               Reset()
   {
    ZeroMemory(this);
   }

 };

struct TrackedPosition
 {
  PartialTakeProfit  tp_levels[];
  ulong              ticket;
  ENUM_POSITION_TYPE type;
  int                current_partial_index;
 };

//+------------------------------------------------------------------+
//| Defines                                                          |
//+------------------------------------------------------------------+
#define CPARCIAL_RESERVE_ARR 5
#define CPARCIAL_RESERVE_TO_DELETE 5
#define PARTIAL_NO_APPLIED "0"

//+------------------------------------------------------------------+
//| Class that implements partial closures                           |
//+------------------------------------------------------------------+
class CPartials : public CAccountGestor
 {
private:
  //--- General variables
  ulong              m_magic_number;          // Magic number used to apply partials only to certain operations
  CTrade*            m_trade_executor;        // CTrade type instance to apply partials
  bool               m_disable_partials_flag; // Boolean that indicates if partials can be executed
  bool               m_auto;

  //--- Symbol variables
  string             m_trading_symbol;     // Symbol from which minimum volume and volume step data will be obtained
  double             m_volume_step;        // Volume step
  double             m_minimum_volume;     // Minimum volume
  int                m_price_digits;       // Symbol digits

  //--- Variables for partials
  int                m_max_partial_levels;  // Number of partials to take from each operation
  TrackedPosition    m_tracked_positions[]; // Array of operations to which partials will be applied
  int                m_indices_to_remove[]; // Indices to remove from the m_tracked_positions array

  //--- Arrays to take, both arrays must be the same size.
  double             m_volume_percentages_to_close[];
  double             m_tp_level_percentages[];


  //--- Temporary hashmap
  CHashMap<double, double> m_temporary_hashmap;


  //--- Function to add a new partial to the internal array
  void               AddToTrackedPositions(TrackedPosition & new_tracked_position);


public:
                     CPartials(bool is_global_instance);
                    ~CPartials();

  //--- Initialize function
  bool               Init(ulong magic_number_, string symbol_, string volume_percentages_string, string tp_percentages_string);


  //--- Main function for position review
  void               CheckTrackedPositions();

  //--- Function that will be automatically invoked by account status each time a position is opened or closed
  void               OnOpenClosePosition(const ROnOpenClosePosition &pos) override;


  //--- Function to add a position to the internal array manually (this is automatically invoked in OnOpen..... for all positions
  // opened with the magic number and with a valid tp).
  bool               AddPositionToTrack(ulong position_ticket, double position_tp, double entry_price, ENUM_POSITION_TYPE position_type, string symbol);
  bool               AddPositionToTrack(ulong position_ticket);

  //--- Function that returns true if partials are allowed to be used
  inline bool        IsPartialsEnabled() const { return m_disable_partials_flag == false; }

  //---
  // Auto mode
  inline bool        AutoMode() const { return m_auto; }
  void               AutoMode(bool auto) { m_auto = auto; }

  // Symbol
  inline string      Symbol() const { return m_trading_symbol; }

  // Magic
  inline ulong       MagicNumber() const { return m_magic_number; }
 };

//+------------------------------------------------------------------+
//| Constructor and Destructor                                       |
//+------------------------------------------------------------------+
CPartials::CPartials(bool is_global_instance)
  : CAccountGestor(is_global_instance),
    m_magic_number(NOT_MAGIC_NUMBER), m_disable_partials_flag(true), m_trading_symbol(NULL), m_volume_step(0.00),
    m_minimum_volume(0.00), m_price_digits(0), m_max_partial_levels(0), m_auto(true)
 {
  m_trade_executor = new CTrade();
  account_status.RegisterEvent(&this, ACCOUNT_STATUS_REG_FLAG_ON_OPEN_CLOSE_POSITION);
 }

//+------------------------------------------------------------------+
CPartials::~CPartials()
 {
  if(!m_is_global)
    account_status.UnregisterEvent(&this, ACCOUNT_STATUS_REG_FLAG_ON_OPEN_CLOSE_POSITION);

  if(::CheckPointer(m_trade_executor) == POINTER_DYNAMIC)
    delete m_trade_executor;
 }

//+------------------------------------------------------------------+
//| Initialization function                                          |
//+------------------------------------------------------------------+
bool CPartials::Init(ulong magic_number_, string symbol_, string volume_percentages_string, string tp_percentages_string)
 {
//--- Validate if the strings are valid
  if(volume_percentages_string == PARTIAL_NO_APPLIED  || tp_percentages_string == PARTIAL_NO_APPLIED) // "0" as an invalid value
   {
    m_disable_partials_flag = true;
    return false;
   }

//--- Set the variables
  m_disable_partials_flag = false;
  m_magic_number = magic_number_;
  m_trading_symbol = symbol_;
  m_volume_step = ::SymbolInfoDouble(m_trading_symbol, SYMBOL_VOLUME_STEP);
  m_minimum_volume = ::SymbolInfoDouble(m_trading_symbol, SYMBOL_VOLUME_MIN);
  m_price_digits = (int)::SymbolInfoInteger(m_trading_symbol, SYMBOL_DIGITS);
  m_trade_executor.SetExpertMagicNumber(m_magic_number);

//--- Initial resize
  ::ArrayResize(m_tracked_positions, 0, CPARCIAL_RESERVE_ARR);
  ::ArrayResize(m_indices_to_remove, 0, CPARCIAL_RESERVE_TO_DELETE);

//--- Convert strings to double arrays
  StrTo::CstArray(m_volume_percentages_to_close, volume_percentages_string, ',');
  StrTo::CstArray(m_tp_level_percentages, tp_percentages_string, ',');


//--- 2nd validation, we validate that the array size is valid
  if(m_volume_percentages_to_close.Size() < 1 || m_tp_level_percentages.Size() < 1)
   {
    LogCriticalError(::StringFormat("The size of the partial arrays to take %u or percentages to take %u are invalid", m_volume_percentages_to_close.Size(), m_tp_level_percentages.Size()), FUNCION_ACTUAL);
    m_disable_partials_flag = true;
    return false;
   }

//--- 3rd validation, we validate that both arrays are the same size
  if(m_volume_percentages_to_close.Size() != m_tp_level_percentages.Size())
   {
    LogCriticalError(::StringFormat("The size of the partial arrays to take %u and percentages to take %u are not equal", m_volume_percentages_to_close.Size(), m_tp_level_percentages.Size()), FUNCION_ACTUAL);
    m_disable_partials_flag = true;
    return false;
   }

//--- Initial log only if "info" type log is enabled
  if(IsInfoLogEnabled())
   {
    FastLog(FUNCION_ACTUAL, INFO_TEXT, "Arrays before revision");
    PrintArrayAsTable(m_tp_level_percentages, "Percentage of position where partials will be taken", "percentages simplified");
    PrintArrayAsTable(m_volume_percentages_to_close, "Percentage to take", "percentages simplified");
   }

//--- Declaration of indices to remove and hashmap cleanup
  m_temporary_hashmap.Clear();
  int indices_to_remove_temp[];

//--- Iteration and array cleanup
  for(int i = 0; i < ::ArraySize(m_tp_level_percentages); i++)
   {
    if(m_tp_level_percentages[i] <= 0.00)
     {
      LogWarning(::StringFormat("The percentage where partials will be taken %f with index %d is invalid, therefore it will not be considered in partials", m_tp_level_percentages[i], i), FUNCION_ACTUAL);
      AddArrayNoVerification(indices_to_remove_temp, i, 0);
      continue;
     }

    if(m_volume_percentages_to_close[i] <= 0.00)
     {
      LogWarning(::StringFormat("The percentage to take %f with index %d is invalid, therefore it will not be considered in partials", m_volume_percentages_to_close[i], i), FUNCION_ACTUAL);
      AddArrayNoVerification(indices_to_remove_temp, i, 0);
      continue;
     }

    if(m_temporary_hashmap.ContainsKey(m_tp_level_percentages[i]))
      AddArrayNoVerification(indices_to_remove_temp, i, 0);
    else
      m_temporary_hashmap.Add(m_tp_level_percentages[i], m_volume_percentages_to_close[i]);
   }

//--- Sort and removal
  RemoveMultipleIndexes(m_tp_level_percentages, indices_to_remove_temp, 0);
  ::ArraySort(m_tp_level_percentages);
  ::ArrayResize(m_volume_percentages_to_close, ::ArraySize(m_tp_level_percentages));


//--- Final iteration
  for(int i = 0; i < ::ArraySize(m_tp_level_percentages); i++)
   {
    double val;
    m_temporary_hashmap.TryGetValue(m_tp_level_percentages[i], val);

    m_volume_percentages_to_close[i] = val / 100.0;
    m_tp_level_percentages[i] /= 100.0;
   }

//--- Final log
  if(IsInfoLogEnabled())
   {
    FastLog(FUNCION_ACTUAL, INFO_TEXT, "Arrays after revision");
    PrintArrayAsTable(m_tp_level_percentages, "Percentage of position where partials will be taken", "percentages simplified");
    PrintArrayAsTable(m_volume_percentages_to_close, "Percentage to take", "percentages simplified");
   }

  m_max_partial_levels = ::ArraySize(m_volume_percentages_to_close);
  return true;
 }

//+--------------------------------------------------------------------+
//| Function that runs every time a position is opened or closed       |
//+--------------------------------------------------------------------+
void CPartials::OnOpenClosePosition(const ROnOpenClosePosition &pos)
 {
  if(m_disable_partials_flag)
    return;

//---
  if(pos.deal_entry_type == DEAL_ENTRY_OUT)
   {
    // Once the position is closed we verify if that ticket is in the internal array, if so the function
    // will remove it.
    RemoveIndexFromAnArrayOfPositions(m_tracked_positions, pos.position.ticket, CPARCIAL_RESERVE_ARR);
   }
  else
    if(m_auto && pos.deal_entry_type  == DEAL_ENTRY_IN && (pos.position.magic == m_magic_number || m_magic_number == NOT_MAGIC_NUMBER))
     {
      LogInfo(::StringFormat("A trade has just been opened with ticket %I64u", pos.position.ticket), FUNCION_ACTUAL);
      AddPositionToTrack(pos.position.ticket, pos.position.tp, pos.position.open_price, pos.position.type, account_status.LastTransctionSymbol());
     }
 }


//+------------------------------------------------------------------+
//| Adds a PositionParcial type structure to the main array          |
//+------------------------------------------------------------------+
void CPartials::AddToTrackedPositions(TrackedPosition &new_tracked_position)
 {
  AddArrayNoVerification2(m_tracked_positions, new_tracked_position, CPARCIAL_RESERVE_ARR)
 }


//+------------------------------------------------------------------+
//| Adds a position with a set of variables to the internal array    |
//| Inputs:                                                          |
//| - position_ticket: position ticket.                              |
//| - position_tp: position takeprofit.                              |
//| - entry_price: position entry price.                             |
//| - position_type: position type (buy or sell)                     |
//| - symbol: position symbol                                        |
//|                                                                  |
//| Outputs:                                                         |
//| - If successful, it returns true; otherwise, it returns false.   |
//|                                                                  |
//| Notes:                                                           |
//| - The mentioned properties can be consulted with the native      |
//|   function: PositionGetDouble(...);                              |
//| - The position must have a valid tp.                             |
//| - The function does not check if the ticket is valid, so if      |
//|   you manually introduce an operation, its ticket must be valid. |
//+------------------------------------------------------------------+
bool CPartials::AddPositionToTrack(ulong position_ticket, double position_tp, double entry_price, ENUM_POSITION_TYPE position_type, string symbol)
 {
  if(m_disable_partials_flag)
    return false;

//---
  if(symbol != m_trading_symbol)
   {
    LogError("Invalid symbol", FUNCION_ACTUAL);
    return false; // Invalid symbol
   }

//--- Initial check, we verify that the tp is valid
  if(position_tp <= 0.00000000000001)
   {
    LogError(::StringFormat("The take profit with a value of %f from position %I64u is less than or equal to 0", position_tp, position_ticket), FUNCION_ACTUAL);
    return false;
   }

//---
  TrackedPosition new_tracked_position;
  new_tracked_position.ticket = position_ticket;
  new_tracked_position.type = position_type;
  new_tracked_position.current_partial_index = 0;
  ::ArrayResize(new_tracked_position.tp_levels, ::ArraySize(m_volume_percentages_to_close));

  for(int i = 0; i < ::ArraySize(new_tracked_position.tp_levels); i++)
   {
    new_tracked_position.tp_levels[i].Reset();
    new_tracked_position.tp_levels[i].tp_level_percentage = m_tp_level_percentages[i];
    new_tracked_position.tp_levels[i].volume_percentage_to_close = m_volume_percentages_to_close[i];

    if(position_type == POSITION_TYPE_BUY)
     {
      double calculated_partial_price = entry_price + ((position_tp - entry_price) * m_tp_level_percentages[i]);
      new_tracked_position.tp_levels[i].partial_price = calculated_partial_price;
     }
    else
     {
      double calculated_partial_price = entry_price - ((entry_price - position_tp) * m_tp_level_percentages[i]);
      new_tracked_position.tp_levels[i].partial_price = calculated_partial_price;
     }
   }

//--- Log about the "tps" where partials will be taken
  if(IsCautionLogEnabled())
   {
    FastLog("TPS: ", CAUTION_TEXT, FUNCION_ACTUAL);
    ::ArrayPrint(new_tracked_position.tp_levels, m_price_digits, " | ");
   }

//--- Add to internal array
  AddToTrackedPositions(new_tracked_position);
  return true;
 }

//+------------------------------------------------------------------+
bool CPartials::AddPositionToTrack(ulong position_ticket)
 {
  if(!::PositionSelectByTicket(position_ticket))
    return false;

//---
  return AddPositionToTrack(position_ticket, PositionGetDouble(POSITION_TP), PositionGetDouble(POSITION_PRICE_OPEN),
                            ENUM_POSITION_TYPE(PositionGetInteger(POSITION_TYPE)), PositionGetString(POSITION_SYMBOL));
 }


//+------------------------------------------------------------------+
//| Function that will iterate over the m_partials array             |
//| and if necessary will partially close the operation              |
//+------------------------------------------------------------------+
void CPartials::CheckTrackedPositions(void)
 {
//--- Initial check to verify not to execute the function if partials are not allowed
  if(m_disable_partials_flag)
    return;

//--- If the internal array m_partials is empty we do an early exit.
  if(m_tracked_positions.Size() < 1)
    return;

//---
  const double ask = SymbolInfoDouble(m_trading_symbol, SYMBOL_ASK);
  const double bid = SymbolInfoDouble(m_trading_symbol, SYMBOL_BID);
  
//---
  ::ArrayResize(m_indices_to_remove, 0, CPARCIAL_RESERVE_TO_DELETE);

//--- Main iteration
  for(int i = 0; i < ::ArraySize(m_tracked_positions); i++)
   {
    const ulong current_ticket = m_tracked_positions[i].ticket; // Current position ticket

    if(m_tracked_positions[i].type == POSITION_TYPE_BUY)
     {
      const int current_level_index = m_tracked_positions[i].current_partial_index;
      if(ask > m_tracked_positions[i].tp_levels[current_level_index].partial_price)
       {
        // Failed to select the ticket
        if(!::PositionSelectByTicket(current_ticket))
         {
          LogError(::StringFormat("Could not select ticket %I64u, last error = %d", current_ticket, ::GetLastError()), FUNCION_ACTUAL);
          continue;
         }

        const double current_position_volume = ::PositionGetDouble(POSITION_VOLUME); // Current operation volume
        double volume_to_close = current_position_volume * m_tracked_positions[i].tp_levels[current_level_index].volume_percentage_to_close; // Volume that will be "removed" from the position

        if(volume_to_close < m_minimum_volume)
         {
          m_tracked_positions[i].current_partial_index += 1;
          LogError(::StringFormat("The lot to take %f is less than the minimum lot %f", volume_to_close, m_minimum_volume), FUNCION_ACTUAL);
          if(m_tracked_positions[i].current_partial_index == m_max_partial_levels) // Maximum partials reached
           {
            // Remove the partial
            AddArrayNoVerification2(m_indices_to_remove, i, CPARCIAL_RESERVE_TO_DELETE)
           }
          continue;
         }

        volume_to_close = RoundToStep(volume_to_close, m_volume_step);
        m_trade_executor.PositionClosePartial(current_ticket, volume_to_close);
        m_tracked_positions[i].current_partial_index += 1;

        if(m_tracked_positions[i].current_partial_index == m_max_partial_levels) // Maximum partials reached
         {
          // Remove the partial
          AddArrayNoVerification2(m_indices_to_remove, i, CPARCIAL_RESERVE_TO_DELETE)
         }
       }
     }
    else
      if(m_tracked_positions[i].type == POSITION_TYPE_SELL)
       {
        const int current_level_index = m_tracked_positions[i].current_partial_index;
        if(bid < m_tracked_positions[i].tp_levels[current_level_index].partial_price)
         {
          if(!::PositionSelectByTicket(current_ticket))
           {
            LogError(::StringFormat("Could not select ticket %I64u, last error = %d", current_ticket, ::GetLastError()), FUNCION_ACTUAL);
            continue;
           }

          const double current_position_volume = ::PositionGetDouble(POSITION_VOLUME); // Current trade volume
          double volume_to_close = current_position_volume * m_tracked_positions[i].tp_levels[current_level_index].volume_percentage_to_close; // Volume to close

          if(volume_to_close < m_minimum_volume) // Volume too small
           {
            m_tracked_positions[i].current_partial_index += 1; // Continue with the next one
            LogError(::StringFormat("The lot to take %f is less than the minimum lot %f", volume_to_close, m_minimum_volume), FUNCION_ACTUAL);
            if(m_tracked_positions[i].current_partial_index == m_max_partial_levels)
             {
              AddArrayNoVerification2(m_indices_to_remove, i, CPARCIAL_RESERVE_TO_DELETE)
             }
            continue;
           }

          //---
          volume_to_close = RoundToStep(volume_to_close, m_volume_step);
          m_trade_executor.PositionClosePartial(current_ticket, volume_to_close); // Partial closure
          m_tracked_positions[i].current_partial_index += 1; // Move to next index
          if(m_tracked_positions[i].current_partial_index == m_max_partial_levels) // Limit reached, remove this index
           {
            AddArrayNoVerification2(m_indices_to_remove, i, CPARCIAL_RESERVE_TO_DELETE)
           }
         }
       }
   }

//---
  RemoveMultipleIndexes(m_tracked_positions, m_indices_to_remove, CPARCIAL_RESERVE_ARR);
 }

//+-------------------------------------------------------------------------+
//| Receives 2 aligned pairs of tp - volume, as output sets                 |
//| the two strings passed by reference with the values   separated by ","    |
//+-------------------------------------------------------------------------+
void PartialSet(bool use_partials, double volume_percentage1, double tp_percentage1, double volume_percentage2, double tp_percentage2,
                string &out_volume_percentages_string, string &out_tp_percentages_string)
 {
  if(use_partials)
   {
    out_tp_percentages_string = ::StringFormat("%.2f, %.2f", tp_percentage1, tp_percentage2);
    out_volume_percentages_string = ::StringFormat("%.2f, %.2f", volume_percentage1, volume_percentage2);
   }
  else
   {
    out_tp_percentages_string = "0";
    out_volume_percentages_string = "0";
   }
 }

//+------------------------------------------------------------------+
#endif
//+------------------------------------------------------------------+