614 lines
26 KiB
MQL5
614 lines
26 KiB
MQL5
// TradeManager.mqh
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// Handles all trade execution logic.
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#property copyright "2025, Windsurf Engineering"
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#property link "https://www.windsurf.ai"
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Arrays\ArrayObj.mqh>
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#include <Object.mqh>
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#include "IStrategy.mqh"
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class CTradeManager
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{
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private:
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CTrade m_trade;
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string m_symbol;
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double m_lot_size;
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int m_magic_number;
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// Trailing configurations keyed by symbol (netting mode assumption)
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class CTrailConfig : public CObject
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{
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public:
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string symbol;
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bool enabled;
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TrailingType type;
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double distance_points;
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double activation_points;
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double step_points;
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// ATR-based trailing params
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int atr_period;
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double atr_multiplier;
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CTrailConfig(): enabled(false), type(TRAIL_NONE), distance_points(0), activation_points(0), step_points(0), atr_period(14), atr_multiplier(2.0) {}
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};
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CArrayObj m_trails;
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CTrailConfig* FindTrailBySymbol(const string sym)
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{
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for(int i=0;i<m_trails.Total();++i)
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{
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CTrailConfig* cfg = (CTrailConfig*)m_trails.At(i);
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if(CheckPointer(cfg)!=POINTER_INVALID && cfg.symbol==sym)
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return cfg;
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}
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return NULL;
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}
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// Normalize and validate volume according to symbol constraints
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double NormalizeVolume(double lots)
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{
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double vmin = 0.0, vmax = 0.0, vstep = 0.0;
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SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN, vmin);
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SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX, vmax);
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SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP, vstep);
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if(vstep<=0.0) vstep = vmin; // safety fallback
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// Derive volume digits from step (e.g., 0.01 -> 2)
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int vdigits = 0;
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double tmp = vstep;
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for(int i=0;i<8 && (MathRound(tmp) != tmp); ++i) { tmp *= 10.0; vdigits++; }
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// Clamp to range first
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double clamped = lots;
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if(clamped < vmin) clamped = vmin;
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if(clamped > vmax) clamped = vmax;
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// Snap to step grid (floor to avoid exceeding max)
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double steps = MathFloor((clamped + 1e-12) / vstep);
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double snapped = steps * vstep;
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// Ensure not below min after snapping
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if(snapped < vmin) snapped = vmin;
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// Normalize to derived volume digits
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double norm = NormalizeDouble(snapped, vdigits);
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// Final guard
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if(norm < vmin || norm > vmax)
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{
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PrintFormat("[VOL] Normalized volume %.4f out of bounds [%.4f..%.4f] step=%.5f for %s, falling back to min",
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norm, vmin, vmax, vstep, m_symbol);
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norm = vmin;
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}
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return norm;
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}
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// --- Price/tick helpers
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// default to manager symbol
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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; }
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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; }
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int PriceDigits() { return (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS); }
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int PriceDigits(const string sym) { return (int)SymbolInfoInteger(sym, SYMBOL_DIGITS); }
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double RoundToTick(double price)
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{
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double ts = TickSize(); if(ts<=0.0) return price; int dg = PriceDigits();
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// snap to nearest tick
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double ticks = MathRound(price/ts);
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return NormalizeDouble(ticks*ts, dg);
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}
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double RoundToTick(double price, const string sym)
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{
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double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
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double ticks = MathRound(price/ts);
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return NormalizeDouble(ticks*ts, dg);
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}
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double RoundToTickBelow(double price, const string sym)
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{
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double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
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double ticks = MathFloor(price/ts);
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return NormalizeDouble(ticks*ts, dg);
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}
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double RoundToTickAbove(double price, const string sym)
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{
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double ts = TickSize(sym); if(ts<=0.0) return price; int dg = PriceDigits(sym);
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double ticks = MathCeil(price/ts);
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return NormalizeDouble(ticks*ts, dg);
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}
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double MinStopDistance()
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{
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long lvl = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_STOPS_LEVEL, lvl);
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double pt = 0.0; SymbolInfoDouble(m_symbol, SYMBOL_POINT, pt);
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return (double)lvl * pt; // price distance
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}
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double MinStopDistance(const string sym)
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{
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long lvl = 0; SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL, lvl);
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double pt = 0.0; SymbolInfoDouble(sym, SYMBOL_POINT, pt);
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return (double)lvl * pt;
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}
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double FreezeDistance()
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{
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long lvl = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_FREEZE_LEVEL, lvl);
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double pt = 0.0; SymbolInfoDouble(m_symbol, SYMBOL_POINT, pt);
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return (double)lvl * pt;
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}
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double FreezeDistance(const string sym)
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{
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long lvl = 0; SymbolInfoInteger(sym, SYMBOL_TRADE_FREEZE_LEVEL, lvl);
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double pt = 0.0; SymbolInfoDouble(sym, SYMBOL_POINT, pt);
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return (double)lvl * pt;
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}
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// Ensure symbol is selected, tradable, and has valid bid/ask
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bool EnsureSymbolReady()
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{
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// Select symbol in Market Watch
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if(!SymbolSelect(m_symbol, true))
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{
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PrintFormat("[SYMBOL] Failed to select symbol %s", m_symbol);
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return false;
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}
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// Check trading mode
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long tmode = 0; SymbolInfoInteger(m_symbol, SYMBOL_TRADE_MODE, tmode);
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if(tmode==SYMBOL_TRADE_MODE_DISABLED)
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{
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PrintFormat("[SYMBOL] Trading disabled for %s", m_symbol);
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return false;
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}
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// Get latest tick
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MqlTick tick; if(!SymbolInfoTick(m_symbol, tick))
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{
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PrintFormat("[SYMBOL] No tick for %s", m_symbol);
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return false;
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}
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if(tick.bid<=0.0 || tick.ask<=0.0)
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{
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PrintFormat("[SYMBOL] Invalid bid/ask for %s (bid=%.5f ask=%.5f)", m_symbol, tick.bid, tick.ask);
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return false;
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}
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return true;
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}
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// Normalize SL/TP relative to current market and stops level. Return via refs.
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void NormalizeStops(const ENUM_ORDER_TYPE otype, double &entry_price, double &sl, double &tp)
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{
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double bid=0.0, ask=0.0; SymbolInfoDouble(m_symbol, SYMBOL_BID, bid); SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
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double minDist = MinStopDistance(); double frz = FreezeDistance(); double needDist = MathMax(minDist, frz);
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int dg = PriceDigits(); double ts = TickSize();
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// Ensure entry price lies on correct side for pending orders and obeys min distance
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if(otype==ORDER_TYPE_BUY_LIMIT)
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{ if(entry_price>=bid - needDist) entry_price = RoundToTickBelow(bid - needDist, m_symbol); }
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else if(otype==ORDER_TYPE_SELL_LIMIT)
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{ if(entry_price<=ask + needDist) entry_price = RoundToTickAbove(ask + needDist, m_symbol); }
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else if(otype==ORDER_TYPE_BUY_STOP)
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{ if(entry_price<=ask + needDist) entry_price = RoundToTickAbove(ask + needDist, m_symbol); }
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else if(otype==ORDER_TYPE_SELL_STOP)
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{ if(entry_price>=bid - needDist) entry_price = RoundToTickBelow(bid - needDist, m_symbol); }
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// Market orders: use current market for distance checks
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if(otype==ORDER_TYPE_BUY || otype==ORDER_TYPE_BUY_LIMIT || otype==ORDER_TYPE_BUY_STOP)
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{
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if(sl>0.0)
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{
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double minSL = bid - needDist; // SL must be below market for BUY
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if(sl>=bid || (bid - sl) < needDist) sl = RoundToTickBelow(minSL, m_symbol);
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}
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if(tp>0.0)
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{
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double minTP = ask + needDist; // TP must be above for BUY
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if(tp<=ask || (tp - ask) < needDist) tp = RoundToTickAbove(minTP, m_symbol);
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}
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}
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else if(otype==ORDER_TYPE_SELL || otype==ORDER_TYPE_SELL_LIMIT || otype==ORDER_TYPE_SELL_STOP)
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{
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if(sl>0.0)
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{
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double minSL = ask + needDist; // SL must be above market for SELL
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if(sl<=ask || (sl - ask) < needDist) sl = RoundToTickAbove(minSL, m_symbol);
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}
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if(tp>0.0)
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{
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double minTP = bid - needDist; // TP must be below for SELL
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if(tp>=bid || (bid - tp) < needDist) tp = RoundToTickBelow(minTP, m_symbol);
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}
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}
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// Final side sanity: if still invalid (crossed), drop to zero to avoid rejection
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if(otype==ORDER_TYPE_BUY || otype==ORDER_TYPE_BUY_LIMIT || otype==ORDER_TYPE_BUY_STOP)
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{
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if(sl>=bid) sl=0.0; if(tp<=ask) tp=0.0;
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}
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else
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{
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if(sl<=ask) sl=0.0; if(tp>=bid) tp=0.0;
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}
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// Normalize to digits
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if(sl>0.0) sl = NormalizeDouble(RoundToTick(sl), dg);
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if(tp>0.0) tp = NormalizeDouble(RoundToTick(tp), dg);
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if(entry_price>0.0) entry_price = NormalizeDouble(RoundToTick(entry_price), dg);
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}
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// Normalize SL for an existing position with given side; return false if cannot make valid
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bool NormalizeSLForPosition(const ENUM_POSITION_TYPE ptype, double &sl)
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{
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double bid=0.0, ask=0.0; SymbolInfoDouble(m_symbol, SYMBOL_BID, bid); SymbolInfoDouble(m_symbol, SYMBOL_ASK, ask);
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double minDist = MinStopDistance(); double frz = FreezeDistance(); double needDist = MathMax(minDist, frz); int dg = PriceDigits();
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if(ptype==POSITION_TYPE_BUY)
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{
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// SL must be below Bid by at least minDist
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if(sl<=0.0) return false;
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double maxSL = bid - needDist;
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if(sl>=bid || (bid - sl) < needDist) sl = RoundToTickBelow(maxSL, m_symbol);
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if(sl>=bid) return false; // still invalid
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}
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else if(ptype==POSITION_TYPE_SELL)
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{
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// SL must be above Ask by at least minDist
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if(sl<=0.0) return false;
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double minSL = ask + needDist;
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if(sl<=ask || (sl - ask) < needDist) sl = RoundToTickAbove(minSL, m_symbol);
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if(sl<=ask) return false;
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}
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sl = NormalizeDouble(sl, dg);
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return true;
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}
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bool NormalizeSLForPosition(const string sym, const ENUM_POSITION_TYPE ptype, double &sl)
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{
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double bid=0.0, ask=0.0; SymbolInfoDouble(sym, SYMBOL_BID, bid); SymbolInfoDouble(sym, SYMBOL_ASK, ask);
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double minDist = MinStopDistance(sym); double frz = FreezeDistance(sym); double needDist = MathMax(minDist, frz); int dg = PriceDigits(sym);
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if(ptype==POSITION_TYPE_BUY)
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{
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if(sl<=0.0) return false;
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double maxSL = bid - needDist;
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if(sl>=bid || (bid - sl) < needDist) sl = RoundToTickBelow(maxSL, sym);
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if(sl>=bid) return false;
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}
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else if(ptype==POSITION_TYPE_SELL)
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{
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if(sl<=0.0) return false;
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double minSL = ask + needDist;
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if(sl<=ask || (sl - ask) < needDist) sl = RoundToTickAbove(minSL, sym);
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if(sl<=ask) return false;
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}
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sl = NormalizeDouble(sl, dg);
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return true;
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}
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public:
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CTradeManager(string symbol, double lot_size, int magic_number);
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~CTradeManager();
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bool ExecuteOrder(const TradeOrder &order);
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// Accessors for last trade results
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uint ResultRetcode();
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ulong ResultDeal();
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ulong ResultOrder();
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double ResultPrice();
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// Trailing management
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void ConfigureTrailing(const TradeOrder &order);
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void UpdateTrailingStops();
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CTradeManager::CTradeManager(string symbol, double lot_size, int magic_number)
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{
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m_symbol = symbol;
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m_lot_size = lot_size;
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m_magic_number = magic_number;
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m_trade.SetExpertMagicNumber(m_magic_number);
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m_trade.SetMarginMode();
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m_trails.Clear();
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// Ensure symbol is visible/ready upfront
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if(!SymbolSelect(m_symbol, true))
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{
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PrintFormat("[SYMBOL] Failed to select on ctor: %s", m_symbol);
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}
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CTradeManager::~CTradeManager()
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{
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}
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//+------------------------------------------------------------------+
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//| Executes any type of trade order based on the TradeOrder struct |
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//+------------------------------------------------------------------+
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bool CTradeManager::ExecuteOrder(const TradeOrder &order)
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{
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if(order.action == ACTION_NONE) return false;
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bool ok = false;
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// Guard: ensure symbol has valid market data before any normalization/sends
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if(!EnsureSymbolReady())
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{
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PrintFormat("[SYMBOL] Not ready for trading: %s. Skipping order %s", m_symbol, EnumToString(order.order_type));
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return false;
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}
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// Normalize volume for this symbol to avoid ERR_INVALID_VOLUME
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double vol = NormalizeVolume(m_lot_size);
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if(vol<=0.0)
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{
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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);
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PrintFormat("[VOL] Invalid normalized volume (%.4f). Symbol %s constraints: min=%.4f max=%.4f step=%.4f", vol, m_symbol, vmin, vmax, vstep);
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return false;
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}
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// Normalize stops and pending price according to broker constraints
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double sl = order.stop_loss;
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double tp = order.take_profit;
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double entry_px = order.price;
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NormalizeStops(order.order_type, entry_px, sl, tp);
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if((order.order_type==ORDER_TYPE_BUY || order.order_type==ORDER_TYPE_SELL) && (sl==0.0 || tp==0.0))
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{
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// Not fatal; we can open without one of the stops if broker distance too tight.
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PrintFormat("[STOPS] Adjusted SL/TP for %s on %s -> SL=%.5f TP=%.5f (entry px=%.5f)", EnumToString(order.order_type), m_symbol, sl, tp, entry_px);
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}
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switch(order.order_type)
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{
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case ORDER_TYPE_BUY:
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ok = m_trade.Buy(vol, m_symbol, 0, sl, tp);
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break;
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case ORDER_TYPE_SELL:
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ok = m_trade.Sell(vol, m_symbol, 0, sl, tp);
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break;
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case ORDER_TYPE_BUY_STOP:
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ok = m_trade.BuyStop(vol, entry_px, m_symbol, sl, tp);
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break;
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case ORDER_TYPE_SELL_STOP:
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ok = m_trade.SellStop(vol, entry_px, m_symbol, sl, tp);
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break;
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case ORDER_TYPE_BUY_LIMIT:
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ok = m_trade.BuyLimit(vol, entry_px, m_symbol, sl, tp);
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break;
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case ORDER_TYPE_SELL_LIMIT:
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ok = m_trade.SellLimit(vol, entry_px, m_symbol, sl, tp);
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break;
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default:
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Print("Unsupported order type in TradeManager: ", EnumToString(order.order_type));
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ok = false;
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break;
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}
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// Diagnostics: log retcode and identifiers regardless of success
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uint rc = m_trade.ResultRetcode();
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ulong deal = m_trade.ResultDeal();
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ulong ord = m_trade.ResultOrder();
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double px = m_trade.ResultPrice();
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PrintFormat("OrderSend: type=%s symbol=%s lots=%.4f retcode=%u deal=%I64u order=%I64u price=%.5f ok=%s",
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EnumToString(order.order_type), m_symbol, vol, rc, deal, ord, px, (ok?"true":"false"));
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return ok;
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}
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//+------------------------------------------------------------------+
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//| Accessors for last trade result |
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//+------------------------------------------------------------------+
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uint CTradeManager::ResultRetcode()
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{
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return m_trade.ResultRetcode();
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}
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ulong CTradeManager::ResultDeal()
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{
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return m_trade.ResultDeal();
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}
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ulong CTradeManager::ResultOrder()
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{
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return m_trade.ResultOrder();
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}
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double CTradeManager::ResultPrice()
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{
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return m_trade.ResultPrice();
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}
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//+------------------------------------------------------------------+
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//| Configure trailing for current symbol from TradeOrder |
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//+------------------------------------------------------------------+
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void CTradeManager::ConfigureTrailing(const TradeOrder &order)
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{
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CTrailConfig* cfg = FindTrailBySymbol(m_symbol);
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if(cfg==NULL)
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{
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cfg = new CTrailConfig();
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cfg.symbol = m_symbol;
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m_trails.Add(cfg);
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}
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cfg.enabled = order.trailing_enabled;
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cfg.type = order.trailing_type;
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cfg.distance_points = order.trail_distance_points;
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cfg.activation_points = order.trail_activation_points;
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cfg.step_points = order.trail_step_points;
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cfg.atr_period = order.atr_period;
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cfg.atr_multiplier = order.atr_multiplier;
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}
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//+------------------------------------------------------------------+
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//| Update trailing stops for all positions with our magic number |
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//+------------------------------------------------------------------+
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void CTradeManager::UpdateTrailingStops()
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{
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int total = PositionsTotal();
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for(int i=0;i<total;++i)
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{
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string sym = PositionGetSymbol(i);
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if(sym=="")
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continue;
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if(!PositionSelect(sym))
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continue;
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long pos_magic = (long)PositionGetInteger(POSITION_MAGIC);
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if(pos_magic != m_magic_number)
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continue;
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CTrailConfig* cfg = FindTrailBySymbol(sym);
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if(cfg==NULL || !cfg.enabled || cfg.type==TRAIL_NONE)
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|
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)
|
|
{ PrintFormat("[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);
|
|
PrintFormat("[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))
|
|
{ PrintFormat("[TRAIL] %s BUY modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError()); }
|
|
}
|
|
else
|
|
{ PrintFormat("[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)
|
|
{ PrintFormat("[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);
|
|
PrintFormat("[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))
|
|
{ PrintFormat("[TRAIL] %s SELL modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError()); }
|
|
}
|
|
else
|
|
{ PrintFormat("[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)
|
|
{ PrintFormat("[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);
|
|
PrintFormat("[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))
|
|
{ PrintFormat("[TRAIL] %s BUY(ATR) modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError()); }
|
|
}
|
|
else
|
|
{ PrintFormat("[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)
|
|
{ PrintFormat("[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);
|
|
PrintFormat("[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))
|
|
{ PrintFormat("[TRAIL] %s SELL(ATR) modify failed: ret=%d lastErr=%d", sym, m_trade.ResultRetcode(), GetLastError()); }
|
|
}
|
|
else
|
|
{ PrintFormat("[TRAIL] %s SELL(ATR) skip: inside needDist (tmp=%.5f ask=%.5f needDist=%.5f)", sym, tmp_sl, fask, needDist); }
|
|
}
|
|
}
|
|
}
|
|
}
|
|
IndicatorRelease(handle);
|
|
}
|
|
}
|
|
}
|
|
}
|