| // TradeManager.mqh
|
| // Handles all trade execution logic.
|
|
|
| #property copyright "2025, Windsurf Engineering"
|
| #property link "https://www.windsurf.ai"
|
|
|
| #include <Trade\Trade.mqh>
|
| #include <Trade\PositionInfo.mqh>
|
| #include <Trade\OrderInfo.mqh>
|
| #include <Trade\DealInfo.mqh>
|
| #include <Arrays\ArrayObj.mqh>
|
| #include <Object.mqh>
|
| #include "IStrategy.mqh"
|
| #include "..\Include\Indicators\ATR.mqh"
|
| #include "LogMiddleware.mqh"
|
|
|
| // Use TrailingType from IStrategy.mqh instead of defining a duplicate enum
|
|
|
| // Execution mode for trade manager
|
| enum ENUM_EXEC_MODE
|
| {
|
| EXEC_DISABLED = 0, // No trades allowed (log only)
|
| EXEC_ENABLED = 1, // Normal execution
|
| EXEC_SHADOW = 2 // Log intent but don't send orders
|
| };
|
|
|
| class CTradeManager
|
| {
|
| private:
|
| // Trailing stop configuration
|
| class CTrailConfig : public CObject
|
| {
|
| public:
|
| string symbol; // Symbol this config applies to
|
| bool enabled; // Whether trailing is enabled
|
| TrailingType type; // Type of trailing (points, ATR, etc.)
|
| int distance_points; // Distance in points for fixed trailing
|
| int activation_points; // Activation distance in points
|
| int step_points; // Minimum step in points for adjustment
|
| int atr_period; // Period for ATR calculation
|
| double atr_multiplier; // Multiplier for ATR distance
|
|
|
| // Constructor with defaults
|
| CTrailConfig() : enabled(false), type(TRAIL_NONE), distance_points(100),
|
| activation_points(50), step_points(10), atr_period(14),
|
| atr_multiplier(2.0) {}
|
| };
|
|
|
| CTrade m_trade;
|
| string m_symbol;
|
| double m_lot_size;
|
| int m_magic_number;
|
| CArrayObj m_trails; // Array of CTrailConfig objects
|
| ENUM_EXEC_MODE m_exec_mode; // Execution mode (disabled/enabled/shadow)
|
|
|
| // Find trail configuration by symbol - implementation moved to public section
|
|
|
| // Normalize and validate volume according to symbol constraints
|
| double NormalizeVolume(double lots)
|
| {
|
| double vmin = 0.0, vmax = 0.0, vstep = 0.0;
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN, vmin);
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX, vmax);
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP, vstep);
|
| if(vstep<=0.0) vstep = vmin; // safety fallback
|
| // Derive volume digits from step (e.g., 0.01 -> 2)
|
| int vdigits = 0;
|
| double tmp = vstep;
|
| for(int i=0;i<8 && (MathRound(tmp) != tmp); ++i) { tmp *= 10.0; vdigits++; }
|
| // Clamp to range first
|
| double clamped = lots;
|
| if(clamped < vmin) clamped = vmin;
|
| if(clamped > vmax) clamped = vmax;
|
| // Snap to step grid (floor to avoid exceeding max)
|
| double steps = MathFloor((clamped + 1e-12) / vstep);
|
| double snapped = steps * vstep;
|
| // Ensure not below min after snapping
|
| if(snapped < vmin) snapped = vmin;
|
| // Normalize to derived volume digits
|
| double norm = NormalizeDouble(snapped, vdigits);
|
| // Final guard
|
| if(norm < vmin || norm > vmax)
|
| {
|
| LOG(StringFormat("[VOL] Normalized volume %.4f out of bounds [%.4f..%.4f] step=%.5f for %s, falling back to min",
|
| norm, vmin, vmax, vstep, m_symbol));
|
| norm = vmin;
|
| }
|
| return norm;
|
| }
|
|
|
| // --- Price/tick helpers
|
| // default to manager symbol
|
| double TickSize() { double ts=0.0; SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_SIZE, ts); if(ts<=0.0) SymbolInfoDouble(m_symbol, SYMBOL_POINT, ts); return ts; }
|
| double TickSize(const string sym) { double ts=0.0; SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_SIZE, ts); if(ts<=0.0) SymbolInfoDouble(sym, SYMBOL_POINT, ts); return ts; }
|
| int PriceDigits() { return (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS); }
|
| int PriceDigits(const string sym) { return (int)SymbolInfoInteger(sym, SYMBOL_DIGITS); }
|
| double RoundToTick(double price)
|
| {
|
| double ts = TickSize(); if(ts<=0.0) return price; int dg = PriceDigits();
|
| // snap to nearest tick
|
| double ticks = MathRound(price/ts);
|
| return NormalizeDouble(ticks*ts, dg);
|
| }
|
| double RoundToTick(double price, const string sym)
|
| {
|
| double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
|
| double ticks = MathRound(price/ts);
|
| return NormalizeDouble(ticks*ts, dg);
|
| }
|
| double RoundToTickBelow(double price, const string sym)
|
| {
|
| double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
|
| double ticks = MathFloor(price/ts);
|
| return NormalizeDouble(ticks*ts, dg);
|
| }
|
| double RoundToTickAbove(double price, const string sym)
|
| {
|
| double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
|
| double ticks = MathCeil(price/ts);
|
| return NormalizeDouble(ticks*ts, dg);
|
| }
|
| double MinStopDistance()
|
| {
|
| long lvl = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_STOPS_LEVEL, lvl);
|
| double pt = 0.0; SymbolInfoDouble(m_symbol, SYMBOL_POINT, pt);
|
| return (double)lvl * pt; // price distance
|
| }
|
| double MinStopDistance(const string sym)
|
| {
|
| long lvl = 0; SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL, lvl);
|
| double pt = 0.0; SymbolInfoDouble(sym, SYMBOL_POINT, pt);
|
| return (double)lvl * pt;
|
| }
|
| double FreezeDistance()
|
| {
|
| long lvl = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_FREEZE_LEVEL, lvl);
|
| double pt = 0.0; SymbolInfoDouble(m_symbol, SYMBOL_POINT, pt);
|
| return (double)lvl * pt;
|
| }
|
| double FreezeDistance(const string sym)
|
| {
|
| long lvl = 0; SymbolInfoInteger(sym, SYMBOL_TRADE_FREEZE_LEVEL, lvl);
|
| double pt = 0.0; SymbolInfoDouble(sym, SYMBOL_POINT, pt);
|
| return (double)lvl * pt;
|
| }
|
|
|
| // Ensure symbol is selected, tradable, and has valid bid/ask
|
| bool EnsureSymbolReady()
|
| {
|
| // Select symbol in Market Watch
|
| if(!SymbolSelect(m_symbol, true))
|
| {
|
| LOG(StringFormat("[SYMBOL] Failed to select symbol %s", m_symbol));
|
| return false;
|
| }
|
| // Check trading mode
|
| long tmode = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_MODE, tmode);
|
| if(tmode==SYMBOL_TRADE_MODE_DISABLED)
|
| {
|
| LOG(StringFormat("[SYMBOL] Trading disabled for %s", m_symbol));
|
| return false;
|
| }
|
| // Get latest tick
|
| MqlTick tick; if(!SymbolInfoTick(m_symbol, tick))
|
| {
|
| LOG(StringFormat("[SYMBOL] No tick for %s", m_symbol));
|
| return false;
|
| }
|
| if(tick.bid<=0.0 || tick.ask<=0.0)
|
| {
|
| LOG(StringFormat("[SYMBOL] Invalid bid/ask for %s (bid=%.5f ask=%.5f)", m_symbol, tick.bid, tick.ask));
|
| return false;
|
| }
|
| return true;
|
| }
|
|
|
| // Normalize SL/TP relative to current market and stops level. Return via refs.
|
| void NormalizeStops(const ENUM_ORDER_TYPE otype, double &entry_price, double &sl, double &tp)
|
| {
|
| // Always use a fresh tick snapshot; SymbolInfoDouble can be stale on some brokers/symbols
|
| double bid=0.0, ask=0.0;
|
| MqlTick tick;
|
| if(SymbolInfoTick(m_symbol, tick)) { bid = tick.bid; ask = tick.ask; }
|
| if(bid<=0.0) SymbolInfoDouble(m_symbol, SYMBOL_BID, bid);
|
| if(ask<=0.0) SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
|
| double minDist = MinStopDistance(); double frz = FreezeDistance(); double needDist = MathMax(minDist, frz);
|
| int dg = PriceDigits(); double ts = TickSize();
|
| // Ensure entry price lies on correct side for pending orders and obeys min distance
|
| if(otype==ORDER_TYPE_BUY_LIMIT)
|
| { if(entry_price>=bid - needDist) entry_price = RoundToTickBelow(bid - needDist, m_symbol); }
|
| else if(otype==ORDER_TYPE_SELL_LIMIT)
|
| { if(entry_price<=ask + needDist) entry_price = RoundToTickAbove(ask + needDist, m_symbol); }
|
| else if(otype==ORDER_TYPE_BUY_STOP)
|
| { if(entry_price<=ask + needDist) entry_price = RoundToTickAbove(ask + needDist, m_symbol); }
|
| else if(otype==ORDER_TYPE_SELL_STOP)
|
| { if(entry_price>=bid - needDist) entry_price = RoundToTickBelow(bid - needDist, m_symbol); }
|
| // Market orders: use current market for distance checks
|
| if(otype==ORDER_TYPE_BUY || otype==ORDER_TYPE_BUY_LIMIT || otype==ORDER_TYPE_BUY_STOP)
|
| {
|
| // For market BUY, prefer an entry reference if provided to avoid edge cases when bid/ask shift mid-call
|
| double refBid = (entry_price>0.0 ? entry_price : bid);
|
| double refAsk = (entry_price>0.0 ? entry_price : ask);
|
| if(sl>0.0)
|
| {
|
| double minSL = refBid - needDist; // SL must be below market for BUY
|
| if(sl>=refBid || (refBid - sl) < needDist) sl = RoundToTickBelow(minSL, m_symbol);
|
| }
|
| if(tp>0.0)
|
| {
|
| double minTP = refAsk + needDist; // TP must be above for BUY
|
| if(tp<=refAsk || (tp - refAsk) < needDist) tp = RoundToTickAbove(minTP, m_symbol);
|
| }
|
| }
|
| else if(otype==ORDER_TYPE_SELL || otype==ORDER_TYPE_SELL_LIMIT || otype==ORDER_TYPE_SELL_STOP)
|
| {
|
| double refBid = (entry_price>0.0 ? entry_price : bid);
|
| double refAsk = (entry_price>0.0 ? entry_price : ask);
|
| if(sl>0.0)
|
| {
|
| double minSL = refAsk + needDist; // SL must be above market for SELL
|
| if(sl<=refAsk || (sl - refAsk) < needDist) sl = RoundToTickAbove(minSL, m_symbol);
|
| }
|
| if(tp>0.0)
|
| {
|
| double minTP = refBid - needDist; // TP must be below for SELL
|
| if(tp>=refBid || (refBid - tp) < needDist) tp = RoundToTickBelow(minTP, m_symbol);
|
| }
|
| }
|
| // Final side sanity: if still invalid (crossed), re-adjust to a valid minimal level instead of dropping to zero
|
| if(otype==ORDER_TYPE_BUY || otype==ORDER_TYPE_BUY_LIMIT || otype==ORDER_TYPE_BUY_STOP)
|
| {
|
| if(sl>0.0 && bid>0.0 && sl>=bid) sl = RoundToTickBelow(bid - needDist, m_symbol);
|
| if(tp>0.0 && ask>0.0 && tp<=ask) tp = RoundToTickAbove(ask + needDist, m_symbol);
|
| }
|
| else
|
| {
|
| if(sl>0.0 && ask>0.0 && sl<=ask) sl = RoundToTickAbove(ask + needDist, m_symbol);
|
| if(tp>0.0 && bid>0.0 && tp>=bid) tp = RoundToTickBelow(bid - needDist, m_symbol);
|
| }
|
| // Normalize to digits
|
| if(sl>0.0) sl = NormalizeDouble(RoundToTick(sl), dg);
|
| if(tp>0.0) tp = NormalizeDouble(RoundToTick(tp), dg);
|
| if(entry_price>0.0) entry_price = NormalizeDouble(RoundToTick(entry_price), dg);
|
| }
|
|
|
| // Compute safe default SL/TP using ATR and broker min distances when one or both are missing
|
| void EnsureFallbackStops(const ENUM_ORDER_TYPE otype, double &entry_price, double &sl, double &tp)
|
| {
|
| if(sl>0.0 && tp>0.0) return; // already provided
|
| double bid=0.0, ask=0.0; SymbolInfoDouble(m_symbol, SYMBOL_BID, bid); SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
|
| double pt=0.0; SymbolInfoDouble(m_symbol, SYMBOL_POINT, pt);
|
| if(pt<=0.0) pt = TickSize();
|
| double needDist = MathMax(MinStopDistance(), FreezeDistance());
|
| // Try ATR-based distance (14-period on current chart TF)
|
| double atr_dist = 0.0;
|
| int h = iATR(m_symbol, _Period, 14);
|
| if(h!=INVALID_HANDLE)
|
| {
|
| double buf[]; int c = CopyBuffer(h, 0, 0, 1, buf);
|
| IndicatorRelease(h);
|
| if(c==1 && buf[0]>0.0) atr_dist = buf[0] * 2.0; // 2x ATR for SL/TP baseline
|
| }
|
| if(atr_dist<=0.0)
|
| {
|
| // Fallback to conservative multiple of broker min distance or 100 points
|
| double fallback = 100.0 * pt;
|
| atr_dist = MathMax(fallback, needDist * 3.0);
|
| }
|
| // Use entry price if provided (pending orders), else use current market
|
| if(otype==ORDER_TYPE_BUY || otype==ORDER_TYPE_BUY_LIMIT || otype==ORDER_TYPE_BUY_STOP)
|
| {
|
| double ref_sl = (entry_price>0.0 ? entry_price : bid);
|
| double ref_tp = (entry_price>0.0 ? entry_price : ask);
|
| if(sl<=0.0) sl = RoundToTickBelow(ref_sl - MathMax(atr_dist, needDist), m_symbol);
|
| if(tp<=0.0) tp = RoundToTickAbove(ref_tp + MathMax(atr_dist, needDist), m_symbol);
|
| }
|
| else if(otype==ORDER_TYPE_SELL || otype==ORDER_TYPE_SELL_LIMIT || otype==ORDER_TYPE_SELL_STOP)
|
| {
|
| double ref_sl = (entry_price>0.0 ? entry_price : ask);
|
| double ref_tp = (entry_price>0.0 ? entry_price : bid);
|
| if(sl<=0.0) sl = RoundToTickAbove(ref_sl + MathMax(atr_dist, needDist), m_symbol);
|
| if(tp<=0.0) tp = RoundToTickBelow(ref_tp - MathMax(atr_dist, needDist), m_symbol);
|
| }
|
| }
|
| // Find trail config by symbol - implementation is in the public section
|
|
|
| // Normalize SL for an existing position with given side; return false if cannot make valid
|
| bool NormalizeSLForPosition(const ENUM_POSITION_TYPE ptype, double &sl)
|
| {
|
| return NormalizeSLForPosition(m_symbol, ptype, sl);
|
| }
|
| bool NormalizeSLForPosition(const string sym, const ENUM_POSITION_TYPE ptype, double &sl)
|
| {
|
| double bid = 0.0, ask = 0.0;
|
| if(!SymbolInfoDouble(sym, SYMBOL_BID, bid) || !SymbolInfoDouble(sym, SYMBOL_ASK, ask))
|
| return false;
|
|
|
| double minDist = MinStopDistance(sym);
|
| double frz = FreezeDistance(sym);
|
| double needDist = MathMax(minDist, frz);
|
| int dg = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
|
|
|
| if(ptype == POSITION_TYPE_BUY)
|
| {
|
| if(sl <= 0.0) return false;
|
| double maxSL = bid - needDist;
|
| if(sl >= bid || (bid - sl) < needDist) sl = RoundToTickBelow(maxSL, sym);
|
| if(sl >= bid) return false;
|
| }
|
| else if(ptype == POSITION_TYPE_SELL)
|
| {
|
| if(sl <= 0.0) return false;
|
| double minSL = ask + needDist;
|
| if(sl <= ask || (sl - ask) < needDist) sl = RoundToTickAbove(minSL, sym);
|
| if(sl <= ask) return false;
|
| }
|
|
|
| sl = NormalizeDouble(sl, dg);
|
| return true;
|
| }
|
|
|
| // Find trailing configuration by symbol
|
| CTrailConfig* FindTrailBySymbol(const string symbol)
|
| {
|
| for(int i = 0; i < m_trails.Total(); i++)
|
| {
|
| CTrailConfig* cfg = (CTrailConfig*)m_trails.At(i);
|
| if(cfg != NULL && cfg.symbol == symbol)
|
| return cfg;
|
| }
|
| return NULL;
|
| }
|
|
|
| public:
|
| CTradeManager(string symbol, double lot_size, int magic_number);
|
| ~CTradeManager();
|
|
|
| // Execution mode control
|
| void SetExecutionMode(ENUM_EXEC_MODE mode) { m_exec_mode = mode; }
|
| ENUM_EXEC_MODE GetExecutionMode() const { return m_exec_mode; }
|
| bool IsExecutionEnabled() const { return m_exec_mode == EXEC_ENABLED; }
|
| bool IsShadowMode() const { return m_exec_mode == EXEC_SHADOW; }
|
|
|
| bool ExecuteOrder(const TradeOrder &order);
|
| // Accessors for last trade results
|
| uint ResultRetcode();
|
| ulong ResultDeal();
|
| ulong ResultOrder();
|
| double ResultPrice();
|
|
|
| // Trailing management
|
| void ConfigureTrailing(const TradeOrder &order);
|
| void UpdateTrailingStops();
|
|
|
| // Find trail configuration by symbol (implementation moved from private section)
|
| CTrailConfig* FindTrailConfig(const string symbol);
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Constructor |
|
| //+------------------------------------------------------------------+
|
| CTradeManager::CTradeManager(string symbol, double lot_size, int magic_number)
|
| {
|
| m_symbol = symbol;
|
| m_lot_size = lot_size;
|
| m_magic_number = magic_number;
|
| m_exec_mode = EXEC_ENABLED; // Default to enabled
|
| m_trade.SetExpertMagicNumber(m_magic_number);
|
| m_trade.SetMarginMode();
|
| m_trails.Clear();
|
| // Ensure symbol is visible/ready upfront
|
| if(!SymbolSelect(m_symbol, true))
|
| {
|
| LOG(StringFormat("[SYMBOL] Failed to select on ctor: %s", m_symbol));
|
| }
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Destructor |
|
| //+------------------------------------------------------------------+
|
| CTradeManager::~CTradeManager()
|
| {
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Executes any type of trade order based on the TradeOrder struct |
|
| //+------------------------------------------------------------------+
|
| bool CTradeManager::ExecuteOrder(const TradeOrder &order)
|
| {
|
| if(order.action == ACTION_NONE) return false;
|
|
|
| // EXECUTION MODE CHECK
|
| if(m_exec_mode == EXEC_DISABLED)
|
| {
|
| LOG(StringFormat("[EXEC-DISABLED] Order blocked: %s on %s (execution disabled)", EnumToString(order.order_type), m_symbol));
|
| return false;
|
| }
|
|
|
| if(m_exec_mode == EXEC_SHADOW)
|
| {
|
| // Log intent but don't execute
|
| LOG(StringFormat("[SHADOW] Would execute: %s %s vol=%.2f price=%.5f sl=%.5f tp=%.5f strategy=%s",
|
| EnumToString(order.order_type), m_symbol, order.lots>0.0?order.lots:m_lot_size,
|
| order.price, order.stop_loss, order.take_profit, order.strategy_name));
|
| return true; // Shadow mode reports success but doesn't trade
|
| }
|
|
|
| bool ok = false;
|
| if(!EnsureSymbolReady())
|
| {
|
| LOG(StringFormat("[SYMBOL] Not ready for trading: %s. Skipping order %s", m_symbol, EnumToString(order.order_type)));
|
| return false;
|
| }
|
| double vol_in = (order.lots>0.0 ? order.lots : m_lot_size);
|
| bool lots_overridden = (order.lots>0.0);
|
| double vol = NormalizeVolume(vol_in);
|
| if(vol<=0.0)
|
| {
|
| double vmin=0,vmax=0,vstep=0; SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_MIN,vmin); SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_MAX,vmax); SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_STEP,vstep);
|
| LOG(StringFormat("[VOL] Invalid normalized volume (%.4f). Symbol %s constraints: min=%.4f max=%.4f step=%.4f", vol, m_symbol, vmin, vmax, vstep));
|
| return false;
|
| }
|
| double sl = order.stop_loss;
|
| double tp = order.take_profit;
|
| double entry_px = order.price;
|
| NormalizeStops(order.order_type, entry_px, sl, tp);
|
| // Enforce fallback SL/TP if missing
|
| if(sl<=0.0 || tp<=0.0)
|
| {
|
| EnsureFallbackStops(order.order_type, entry_px, sl, tp);
|
| NormalizeStops(order.order_type, entry_px, sl, tp);
|
| }
|
| // If NormalizeStops zeroed one side (e.g., TP ended up on wrong side), recompute deterministically
|
| if(sl<=0.0 || tp<=0.0)
|
| {
|
| double bid=0.0, ask=0.0; SymbolInfoDouble(m_symbol, SYMBOL_BID, bid); SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
|
| double needDist = MathMax(MinStopDistance(), FreezeDistance());
|
| int dg = PriceDigits();
|
| if(order.order_type==ORDER_TYPE_BUY || order.order_type==ORDER_TYPE_BUY_LIMIT || order.order_type==ORDER_TYPE_BUY_STOP)
|
| {
|
| // BUY: SL must be < bid, TP must be > ask
|
| if(sl<=0.0)
|
| sl = RoundToTickBelow((bid>0.0 ? bid : entry_px) - MathMax(needDist*2.0, needDist), m_symbol);
|
| if(tp<=0.0)
|
| tp = RoundToTickAbove((ask>0.0 ? ask : entry_px) + MathMax(needDist*2.0, needDist), m_symbol);
|
| }
|
| else
|
| {
|
| // SELL: SL must be > ask, TP must be < bid
|
| if(sl<=0.0)
|
| sl = RoundToTickAbove((ask>0.0 ? ask : entry_px) + MathMax(needDist*2.0, needDist), m_symbol);
|
| if(tp<=0.0)
|
| tp = RoundToTickBelow((bid>0.0 ? bid : entry_px) - MathMax(needDist*2.0, needDist), m_symbol);
|
| }
|
| NormalizeStops(order.order_type, entry_px, sl, tp);
|
| if(sl>0.0) sl = NormalizeDouble(sl, dg);
|
| if(tp>0.0) tp = NormalizeDouble(tp, dg);
|
| }
|
| // Log final stops state
|
| if(sl==0.0 || tp==0.0)
|
| {
|
| LOG(StringFormat("[STOPS] Warning: SL/TP zero after fallback for %s on %s -> SL=%.5f TP=%.5f (entry=%.5f)", EnumToString(order.order_type), m_symbol, sl, tp, entry_px));
|
| }
|
| else
|
| {
|
| LOG(StringFormat("[STOPS] Using SL/TP for %s on %s -> SL=%.5f TP=%.5f (entry=%.5f)", EnumToString(order.order_type), m_symbol, sl, tp, entry_px));
|
| }
|
|
|
| // CRITICAL SAFETY CHECK: Prevent execution without SL/TP
|
| if(sl <= 0.0 || tp <= 0.0)
|
| {
|
| LOG(StringFormat("[SAFETY] BLOCKING ORDER: Cannot execute %s on %s without valid SL/TP (SL=%.5f TP=%.5f)",
|
| EnumToString(order.order_type), m_symbol, sl, tp));
|
| LOG("[SAFETY] This indicates a critical bug in signal generation or gate processing");
|
| LOG(StringFormat("[SAFETY] Order details: entry=%.5f volume=%.4f strategy=%s", entry_px, vol, order.strategy_name));
|
| return false; // BLOCK EXECUTION
|
| }
|
|
|
| // Margin-aware downscaling: if requested lots cannot be opened, reduce down to min lot/step
|
| double vmin=0.0, vmax=0.0, vstep=0.0;
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN, vmin);
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX, vmax);
|
| SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP, vstep);
|
| if(vstep<=0.0) vstep = (vmin>0.0 ? vmin : 0.01);
|
| double free_margin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
|
| if(free_margin > 0.0)
|
| {
|
| double margin_req = 0.0;
|
| // OrderCalcMargin uses the current market for market orders; entry_px is used for pending
|
| double margin_price = entry_px;
|
| if(margin_price <= 0.0)
|
| {
|
| double bid=0.0, ask=0.0; SymbolInfoDouble(m_symbol, SYMBOL_BID, bid); SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
|
| margin_price = (order.order_type==ORDER_TYPE_SELL || order.order_type==ORDER_TYPE_SELL_LIMIT || order.order_type==ORDER_TYPE_SELL_STOP) ? bid : ask;
|
| }
|
|
|
| if(OrderCalcMargin(order.order_type, m_symbol, vol, margin_price, margin_req))
|
| {
|
| if(margin_req > free_margin)
|
| {
|
| double vol_try = vol;
|
| // Step down volume until it fits or we hit min lot
|
| while(vol_try > vmin + 1e-12)
|
| {
|
| double next = MathMax(vmin, vol_try - vstep);
|
| next = NormalizeVolume(next);
|
| double mr = 0.0;
|
| if(!OrderCalcMargin(order.order_type, m_symbol, next, margin_price, mr))
|
| break;
|
| vol_try = next;
|
| if(mr <= free_margin)
|
| break;
|
| if(vol_try <= vmin + 1e-12)
|
| break;
|
| }
|
|
|
| double mr_final = 0.0;
|
| if(!OrderCalcMargin(order.order_type, m_symbol, vol_try, margin_price, mr_final) || mr_final > free_margin)
|
| {
|
| LOG(StringFormat("[MARGIN] Cannot open even min lot for %s on %s. free=%.2f required=%.2f lots=%.4f", EnumToString(order.order_type), m_symbol, free_margin, mr_final, vol_try));
|
| return false;
|
| }
|
|
|
| if(vol_try < vol)
|
| {
|
| LOG(StringFormat("[MARGIN] Downscaling lots due to free margin: %.4f -> %.4f (free=%.2f req=%.2f)", vol, vol_try, free_margin, mr_final));
|
| vol = vol_try;
|
| }
|
| }
|
| }
|
| else
|
| {
|
| LOG(StringFormat("[MARGIN] OrderCalcMargin failed for %s on %s (lots=%.4f price=%.5f err=%d)", EnumToString(order.order_type), m_symbol, vol, margin_price, GetLastError()));
|
| }
|
| }
|
|
|
| // NON-BLOCKING RETRY: Single attempt only to avoid Sleep on tick path
|
| // Retry responsibility moved to caller (OnTimer) or async handling
|
| int max_attempts = 1; // Reduced from 3 to avoid blocking
|
| int attempt = 0;
|
| ulong t_start = GetTickCount();
|
| for(attempt=1; attempt<=max_attempts; ++attempt)
|
| {
|
| ok = false;
|
| switch(order.order_type)
|
| {
|
| case ORDER_TYPE_BUY:
|
| ok = m_trade.Buy(vol, m_symbol, 0, sl, tp, order.strategy_name);
|
| break;
|
| case ORDER_TYPE_SELL:
|
| ok = m_trade.Sell(vol, m_symbol, 0, sl, tp, order.strategy_name);
|
| break;
|
| case ORDER_TYPE_BUY_STOP:
|
| ok = m_trade.BuyStop(vol, entry_px, m_symbol, sl, tp, ORDER_TIME_GTC, 0, order.strategy_name);
|
| break;
|
| case ORDER_TYPE_SELL_STOP:
|
| ok = m_trade.SellStop(vol, entry_px, m_symbol, sl, tp, ORDER_TIME_GTC, 0, order.strategy_name);
|
| break;
|
| case ORDER_TYPE_BUY_LIMIT:
|
| ok = m_trade.BuyLimit(vol, entry_px, m_symbol, sl, tp, ORDER_TIME_GTC, 0, order.strategy_name);
|
| break;
|
| case ORDER_TYPE_SELL_LIMIT:
|
| ok = m_trade.SellLimit(vol, entry_px, m_symbol, sl, tp, ORDER_TIME_GTC, 0, order.strategy_name);
|
| break;
|
| default:
|
| LOG(StringFormat("Unsupported order type in TradeManager: %s", EnumToString(order.order_type)));
|
| ok = false;
|
| break;
|
| }
|
| uint rc = m_trade.ResultRetcode();
|
| ulong deal = m_trade.ResultDeal();
|
| ulong ord = m_trade.ResultOrder();
|
| double px = m_trade.ResultPrice();
|
| datetime now = TimeCurrent();
|
| LOG(StringFormat("OrderSend: type=%s symbol=%s lots_req=%.4f lots_used=%.4f override=%s retcode=%u deal=%I64u order=%I64u price=%.5f ok=%s attempt=%d time=%s",
|
| EnumToString(order.order_type), m_symbol, vol_in, vol, (lots_overridden?"true":"false"), rc, deal, ord, px, (ok?"true":"false"), attempt, TimeToString(now, TIME_DATE|TIME_SECONDS)));
|
| if(ok) break;
|
| // Log transient errors but DO NOT Sleep on tick path
|
| if(rc==10004 || rc==10006 || rc==10007 || rc==10009 || rc==10010 || rc==10013 || rc==10014)
|
| {
|
| LOG(StringFormat("[RETRY-SKIPPED] Trade failed with transient retcode=%u (attempt %d/%d) at %s. Retry deferred to next timer cycle.", rc, attempt, max_attempts, TimeToString(now, TIME_DATE|TIME_SECONDS)));
|
| // Sleep(200); // REMOVED: Do not block tick thread
|
| }
|
| else
|
| {
|
| LOG(StringFormat("[FAIL] Trade failed with non-retryable retcode=%u at %s.", rc, TimeToString(now, TIME_DATE|TIME_SECONDS)));
|
| break;
|
| }
|
| }
|
| ulong t_end = GetTickCount();
|
| LOG(StringFormat("OrderSend: total attempts=%d duration_ms=%d final_ok=%s", attempt, (int)(t_end-t_start), (ok?"true":"false")));
|
| return ok;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Accessors for last trade result |
|
| //+------------------------------------------------------------------+
|
| uint CTradeManager::ResultRetcode()
|
| {
|
| return m_trade.ResultRetcode();
|
| }
|
|
|
| ulong CTradeManager::ResultDeal()
|
| {
|
| return m_trade.ResultDeal();
|
| }
|
|
|
| ulong CTradeManager::ResultOrder()
|
| {
|
| return m_trade.ResultOrder();
|
| }
|
|
|
| double CTradeManager::ResultPrice()
|
| {
|
| return m_trade.ResultPrice();
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Configure trailing for current symbol from TradeOrder |
|
| //+------------------------------------------------------------------+
|
| void CTradeManager::ConfigureTrailing(const TradeOrder &order)
|
| {
|
| CTrailConfig* cfg = FindTrailBySymbol(m_symbol);
|
| if(cfg==NULL)
|
| {
|
| cfg = new CTrailConfig();
|
| cfg.symbol = m_symbol;
|
| m_trails.Add(cfg);
|
| }
|
| cfg.enabled = order.trailing_enabled;
|
| cfg.type = order.trailing_type;
|
| cfg.distance_points = (int)order.trail_distance_points;
|
| cfg.activation_points = (int)order.trail_activation_points;
|
| cfg.step_points = (int)order.trail_step_points;
|
| cfg.atr_period = (int)order.atr_period;
|
| cfg.atr_multiplier = (int)order.atr_multiplier;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Update trailing stops for all positions with our magic number |
|
| //+------------------------------------------------------------------+
|
| void CTradeManager::UpdateTrailingStops()
|
| {
|
| int total = PositionsTotal();
|
| for(int i=0;i<total;++i)
|
| {
|
| // Ensure a valid position context is selected before reading properties
|
| ulong tk = PositionGetTicket(i);
|
| if(tk==0)
|
| continue;
|
| if(!PositionSelectByTicket(tk))
|
| continue;
|
| string sym = PositionGetString(POSITION_SYMBOL);
|
| if(sym=="")
|
| continue;
|
| long pos_magic = (long)PositionGetInteger(POSITION_MAGIC);
|
| if(pos_magic != m_magic_number)
|
| continue;
|
| CTrailConfig* cfg = FindTrailBySymbol(sym);
|
| if(cfg==NULL || !cfg.enabled || cfg.type==TRAIL_NONE)
|
| continue;
|
|
|
| // read position
|
| ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
| double open_price = PositionGetDouble(POSITION_PRICE_OPEN);
|
| double sl = PositionGetDouble(POSITION_SL);
|
| double tp = PositionGetDouble(POSITION_TP);
|
| double point = SymbolInfoDouble(sym, SYMBOL_POINT);
|
| int digits = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
|
|
|
| double bid = 0, ask = 0;
|
| SymbolInfoDouble(sym, SYMBOL_BID, bid);
|
| SymbolInfoDouble(sym, SYMBOL_ASK, ask);
|
|
|
| double activation = cfg.activation_points * point;
|
| double distance = cfg.distance_points * point;
|
| double step = cfg.step_points * point;
|
|
|
| if(cfg.type==TRAIL_FIXED_POINTS)
|
| {
|
| if(ptype==POSITION_TYPE_BUY)
|
| {
|
| // Ensure activation
|
| if((bid - open_price) < activation)
|
| continue;
|
| double new_sl = NormalizeDouble(bid - distance, digits);
|
| // Normalize to broker rules (below Bid by min distance)
|
| double tmp_sl = new_sl;
|
| if(!NormalizeSLForPosition(sym, ptype, tmp_sl))
|
| { /* too close or invalid, skip */ }
|
| else
|
| {
|
| if(sl==0 || tmp_sl > sl + step)
|
| {
|
| double fbid=0.0, fask=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid); SymbolInfoDouble(sym, SYMBOL_ASK, fask);
|
| double needDist = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| if(sl==0 || tmp_sl > sl + step)
|
| {
|
| double fbid2=0.0, fask2=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid2); SymbolInfoDouble(sym, SYMBOL_ASK, fask2);
|
| double needDist2 = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| double tick = TickSize(sym);
|
| if(MathAbs(tmp_sl - sl) < tick)
|
| { LOG(StringFormat("[TRAIL] %s BUY skip: delta<tick (sl=%.5f tmp=%.5f tick=%.5f)", sym, sl, tmp_sl, tick)); }
|
| else if(tmp_sl <= fbid2 - needDist2)
|
| {
|
| double new_sl_out = NormalizeDouble(tmp_sl, digits);
|
| // Extra guard: avoid server-side 10025 (no change) by skipping equal normalized SL
|
| double cur_sl_norm = NormalizeDouble(sl, digits);
|
| if(MathAbs(new_sl_out - cur_sl_norm) < (tick*0.1))
|
| { LOG(StringFormat("[TRAIL] %s BUY skip: no-change after normalize (sl=%.5f new=%.5f)", sym, sl, new_sl_out)); }
|
| else
|
| {
|
| LOG(StringFormat("[TRAIL] %s BUY modify: old_sl=%.5f -> new_sl=%.5f bid=%.5f needDist=%.5f", sym, sl, new_sl_out, fbid2, needDist2));
|
| if(!m_trade.PositionModify(sym, new_sl_out, tp))
|
| { LOG(StringFormat("[TRAIL] %s BUY modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError())); }
|
| }
|
| }
|
| else
|
| { LOG(StringFormat("[TRAIL] %s BUY skip: inside needDist (tmp=%.5f bid=%.5f needDist=%.5f)", sym, tmp_sl, fbid2, needDist2)); }
|
| }
|
| }
|
| }
|
| }
|
| else if(ptype==POSITION_TYPE_SELL)
|
| {
|
| if((open_price - ask) < activation)
|
| continue;
|
| double new_sl = NormalizeDouble(ask + distance, digits);
|
| double tmp_sl = new_sl;
|
| if(!NormalizeSLForPosition(sym, ptype, tmp_sl))
|
| { /* too close or invalid, skip */ }
|
| else
|
| {
|
| if(sl==0 || tmp_sl < sl - step)
|
| {
|
| double fbid=0.0, fask=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid); SymbolInfoDouble(sym, SYMBOL_ASK, fask);
|
| double needDist = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| if(sl==0 || tmp_sl < sl - step)
|
| {
|
| double fbid2=0.0, fask2=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid2); SymbolInfoDouble(sym, SYMBOL_ASK, fask2);
|
| double needDist2 = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| double tick = TickSize(sym);
|
| if(MathAbs(tmp_sl - sl) < tick)
|
| { LOG(StringFormat("[TRAIL] %s SELL skip: delta<tick (sl=%.5f tmp=%.5f tick=%.5f)", sym, sl, tmp_sl, tick)); }
|
| else if(tmp_sl >= fask2 + needDist2)
|
| {
|
| double new_sl_out = NormalizeDouble(tmp_sl, digits);
|
| // Extra guard: avoid server-side 10025 (no change) by skipping equal normalized SL
|
| double cur_sl_norm = NormalizeDouble(sl, digits);
|
| if(MathAbs(new_sl_out - cur_sl_norm) < (tick*0.1))
|
| { LOG(StringFormat("[TRAIL] %s SELL skip: no-change after normalize (sl=%.5f new=%.5f)", sym, sl, new_sl_out)); }
|
| else
|
| {
|
| LOG(StringFormat("[TRAIL] %s SELL modify: old_sl=%.5f -> new_sl=%.5f ask=%.5f needDist=%.5f", sym, sl, new_sl_out, fask2, needDist2));
|
| if(!m_trade.PositionModify(sym, new_sl_out, tp))
|
| { LOG(StringFormat("[TRAIL] %s SELL modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError())); }
|
| }
|
| }
|
| else
|
| { LOG(StringFormat("[TRAIL] %s SELL skip: inside needDist (tmp=%.5f ask=%.5f needDist=%.5f)", sym, tmp_sl, fask2, needDist2)); }
|
| }
|
| }
|
| }
|
| }
|
| }
|
| else if(cfg.type==TRAIL_ATR)
|
| {
|
| // Compute ATR and convert to price distance
|
| int handle = iATR(sym, _Period, cfg.atr_period);
|
| if(handle!=INVALID_HANDLE)
|
| {
|
| double atr_buf[];
|
| if(CopyBuffer(handle, 0, 0, 1, atr_buf)==1)
|
| {
|
| double atr = atr_buf[0];
|
| double atr_distance = atr * cfg.atr_multiplier;
|
| // Activation still based on points; distance from ATR
|
| if(ptype==POSITION_TYPE_BUY)
|
| {
|
| if((bid - open_price) < activation)
|
| { IndicatorRelease(handle); continue; }
|
| double new_sl = NormalizeDouble(bid - atr_distance, digits);
|
| double tmp_sl = new_sl;
|
| if(!NormalizeSLForPosition(sym, ptype, tmp_sl))
|
| { /* too close or invalid, skip */ }
|
| else
|
| {
|
| if(sl==0 || tmp_sl > sl + step)
|
| {
|
| double fbid=0.0, fask=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid); SymbolInfoDouble(sym, SYMBOL_ASK, fask);
|
| double needDist = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| double tick = TickSize(sym);
|
| if(MathAbs(tmp_sl - sl) < tick)
|
| { LOG(StringFormat("[TRAIL] %s BUY(ATR) skip: delta<tick (sl=%.5f tmp=%.5f tick=%.5f)", sym, sl, tmp_sl, tick)); }
|
| else if(tmp_sl <= fbid - needDist)
|
| {
|
| double new_sl_out = NormalizeDouble(tmp_sl, digits);
|
| // Extra guard: avoid server-side 10025 (no change) by skipping equal normalized SL
|
| double cur_sl_norm = NormalizeDouble(sl, digits);
|
| if(MathAbs(new_sl_out - cur_sl_norm) < (tick*0.1))
|
| { LOG(StringFormat("[TRAIL] %s BUY(ATR) skip: no-change after normalize (sl=%.5f new=%.5f)", sym, sl, new_sl_out)); }
|
| else
|
| {
|
| LOG(StringFormat("[TRAIL] %s BUY(ATR) modify: old_sl=%.5f -> new_sl=%.5f bid=%.5f needDist=%.5f", sym, sl, new_sl_out, fbid, needDist));
|
| if(!m_trade.PositionModify(sym, new_sl_out, tp))
|
| { LOG(StringFormat("[TRAIL] %s BUY(ATR) modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError())); }
|
| }
|
| }
|
| else
|
| { LOG(StringFormat("[TRAIL] %s BUY(ATR) skip: inside needDist (tmp=%.5f bid=%.5f needDist=%.5f)", sym, tmp_sl, fbid, needDist)); }
|
| }
|
| }
|
| }
|
| else if(ptype==POSITION_TYPE_SELL)
|
| {
|
| if((open_price - ask) < activation)
|
| { IndicatorRelease(handle); continue; }
|
| double new_sl = NormalizeDouble(ask + atr_distance, digits);
|
| double tmp_sl = new_sl;
|
| if(!NormalizeSLForPosition(sym, ptype, tmp_sl))
|
| { /* too close or invalid, skip */ }
|
| else
|
| {
|
| if(sl==0 || tmp_sl < sl - step)
|
| {
|
| double fbid=0.0, fask=0.0; SymbolInfoDouble(sym, SYMBOL_BID, fbid); SymbolInfoDouble(sym, SYMBOL_ASK, fask);
|
| double needDist = MathMax(MinStopDistance(sym), FreezeDistance(sym));
|
| double tick = TickSize(sym);
|
| if(MathAbs(tmp_sl - sl) < tick)
|
| { LOG(StringFormat("[TRAIL] %s SELL(ATR) skip: delta<tick (sl=%.5f tmp=%.5f tick=%.5f)", sym, sl, tmp_sl, tick)); }
|
| else if(tmp_sl >= fask + needDist)
|
| {
|
| double new_sl_out = NormalizeDouble(tmp_sl, digits);
|
| // Extra guard: avoid server-side 10025 (no change) by skipping equal normalized SL
|
| double cur_sl_norm = NormalizeDouble(sl, digits);
|
| if(MathAbs(new_sl_out - cur_sl_norm) < (tick*0.1))
|
| { LOG(StringFormat("[TRAIL] %s SELL(ATR) skip: no-change after normalize (sl=%.5f new=%.5f)", sym, sl, new_sl_out)); }
|
| else
|
| {
|
| LOG(StringFormat("[TRAIL] %s SELL(ATR) modify: old_sl=%.5f -> new_sl=%.5f ask=%.5f needDist=%.5f", sym, sl, new_sl_out, fask, needDist));
|
| if(!m_trade.PositionModify(sym, new_sl_out, tp))
|
| { LOG(StringFormat("[TRAIL] %s SELL(ATR) modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError())); }
|
| }
|
| }
|
| else
|
| { LOG(StringFormat("[TRAIL] %s SELL(ATR) skip: inside needDist (tmp=%.5f ask=%.5f needDist=%.5f)", sym, tmp_sl, fask, needDist)); }
|
| }
|
| }
|
| }
|
| }
|
| IndicatorRelease(handle);
|
| }
|
| }
|
| }
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Find trail configuration by symbol |
|
| //+------------------------------------------------------------------+
|
| CTradeManager::CTrailConfig* CTradeManager::FindTrailConfig(const string symbol)
|
| {
|
| for(int i = 0; i < m_trails.Total(); i++)
|
| {
|
| CTradeManager::CTrailConfig* config = (CTradeManager::CTrailConfig*)m_trails.At(i);
|
| if(config != NULL && config.symbol == symbol)
|
| return config;
|
| }
|
| return NULL;
|
| }
|
