370 lines
No EOL
15 KiB
MQL5
370 lines
No EOL
15 KiB
MQL5
//+------------------------------------------------------------------+
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//| S6_Transmissao1_v4_1.mq5 |
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//| PRODUCAO |
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//| OXFORD |
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//| HEDGING HORN CAPITAL |
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//| https://www.hhcapital.com.br |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2022, HEDGING HORN CAPITAL"
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#property link "https://www.hhcapital.com.br"
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#property version "PROD_v1"
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#property description "HFT MARKET MAKING BASED ON OXFORD'S STUDIES. MINI INDICE."
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//INDICE
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//+===================================================================================================================================================================================+
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//| 0 - SESSAO DE CABECALHO / ADMISSAO
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//+===================================================================================================================================================================================+
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//+------------------------------------------------------------------+
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//| 0.1 - IMPORTACOES |
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//+------------------------------------------------------------------+
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#include <Trade/Trade.mqh>
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#include <Trade/SymbolInfo.mqh>
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#include "S0_Admissao1_v4_1.mqh"
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//+===================================================================================================================================================================================+
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//| 6 - SESSAO DE OPERACOES E EXECUCOES / ESCAPAMENTO
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//+===================================================================================================================================================================================+
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//+------------------------------------------------------------------+
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//| 6.1 - FUNCAO DE COMPRA LIMITADA |
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//+------------------------------------------------------------------+
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void CompraLimite(operacao &Operacao, slot &Slots[], int i)
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{
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//Limpar informacoes das estruturas
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ZeroMemory(Operacao.request);
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ZeroMemory(Operacao.result);
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ZeroMemory(Operacao.check_result);
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Operacao.request.magic = Operacao.magic;
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Operacao.request.symbol = _Symbol;
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Operacao.request.action = TRADE_ACTION_PENDING;
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Operacao.request.type = ORDER_TYPE_BUY_LIMIT;
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Operacao.request.type_filling = ORDER_FILLING_RETURN;
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Operacao.request.type_time = ORDER_TIME_DAY;
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Operacao.request.volume = Slots[i].qtd;
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Operacao.request.price = Slots[i].precoEnvio;
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// request.price = NormalizeDouble(precoEnvio,normalizeDoubleSize);
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Operacao.request.deviation = 0;
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// request.sl = NormalizeDouble(precoStop,normalizeDoubleSize);
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Operacao.request.sl = Slots[i].precoStop;
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// request.stoplimit = tickMin;
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Operacao.request.tp = Slots[i].precoAlvo;
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Operacao.request.comment = "Compra Limitada";
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// request.expiration = TimeCurrent()+2;
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// Print(request.price, " ",request.tp, " ",request.sl);
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// Print("Tipo: Compra Limitada", "/ Preco: ", NormalizeDouble(precoEnvio,normalizeDoubleSize),"/ Preco Stop: ", NormalizeDouble(precoStop,normalizeDoubleSize), "/ QTD: ", qtd);
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ResetLastError();
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if(!OrderCheck(Operacao.request, Operacao.check_result))
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{
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PrintFormat("Erro em OrderCheck: %d", GetLastError());
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Print("Compra - Codigo de retorno: ", Operacao.check_result.retcode, " preco envio: ", Slots[i].precoEnvio, " preco stop: ", Slots[i].precoStop, " preco alvo: ", Slots[i].precoAlvo);
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return;
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}
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else
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{
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if(!OrderSend(Operacao.request, Operacao.result))
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{
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PrintFormat("Erro em OrderSend: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.result.retcode);
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return;
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}
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else
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{
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// Print("Ordem enviada com sucesso");
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}
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}
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Slots[i].idOrdem = Operacao.result.order;
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}
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//+------------------------------------------------------------------+
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//| 6.2 - FUNCAO DE VENDA LIMITADA |
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//+------------------------------------------------------------------+
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void VendaLimite(operacao &Operacao, slot &Slots[], int i)
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{
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//Limpar informacoes das estruturas
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ZeroMemory(Operacao.request);
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ZeroMemory(Operacao.result);
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ZeroMemory(Operacao.check_result);
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Operacao.request.magic = Operacao.magic;
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Operacao.request.symbol = _Symbol;
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Operacao.request.action = TRADE_ACTION_PENDING;
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Operacao.request.type = ORDER_TYPE_SELL_LIMIT;
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Operacao.request.type_filling = ORDER_FILLING_RETURN;
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Operacao.request.type_time = ORDER_TIME_DAY;
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Operacao.request.volume = Slots[i].qtd;
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Operacao.request.price = Slots[i].precoEnvio;
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// request.price = NormalizeDouble(precoEnvio,normalizeDoubleSize);
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Operacao.request.deviation = 0;
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// request.sl = NormalizeDouble(precoStop,normalizeDoubleSize);
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Operacao.request.sl = Slots[i].precoStop;
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// request.stoplimit = tickMin;
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Operacao.request.tp = Slots[i].precoAlvo;
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Operacao.request.comment = "Venda Limitada";
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// request.expiration = TimeCurrent()+2;
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// Print("Tipo: Venda Limitada", "/ Preco: ", NormalizeDouble(precoEnvio,normalizeDoubleSize),"/ Preco Stop: ", NormalizeDouble(precoStop,normalizeDoubleSize), "/ QTD: ", qtd);
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ResetLastError();
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if(!OrderCheck(Operacao.request, Operacao.check_result))
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{
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PrintFormat("Erro em OrderCheck: %d", GetLastError());
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Print("Venda - Codigo de retorno: ", Operacao.check_result.retcode, " preco envio: ", Slots[i].precoEnvio, " preco stop: ", Slots[i].precoStop, " preco alvo: ", Slots[i].precoAlvo);
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return;
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}
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else
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{
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if(!OrderSend(Operacao.request, Operacao.result))
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{
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PrintFormat("Erro em OrderSend: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.result.retcode);
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return;
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}
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else
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{
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// Print("Ordem enviada com sucesso");
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}
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}
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Slots[i].idOrdem = Operacao.result.order;
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}
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//+------------------------------------------------------------------+
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//| 6.3 - FUNCAO DE COMPRA A MERCADO |
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//+------------------------------------------------------------------+
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void CompraMercado(operacao &Operacao, slot &Slots[], int i)
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{
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//Limpar informacoes das estruturas
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ZeroMemory(Operacao.request);
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ZeroMemory(Operacao.result);
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ZeroMemory(Operacao.check_result);
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Operacao.request.magic = Operacao.magic;
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Operacao.request.symbol = _Symbol;
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Operacao.request.action = TRADE_ACTION_DEAL;
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Operacao.request.type = ORDER_TYPE_BUY;
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Operacao.request.type_filling = ORDER_FILLING_RETURN;
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Operacao.request.type_time = ORDER_TIME_DAY;
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Operacao.request.volume = Slots[i].qtd;
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Operacao.request.sl = NormalizaPreco(Slots[i].precoStop);
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// request.stoplimit = tickMin;
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// request.tp = NormalizeDouble(precoAlvo,2);
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Operacao.request.comment = "Compra Mercado";
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// Print("Tipo: Compra Mercado", "/ Preco Stop: ", NormalizeDouble(precoStop,normalizeDoubleSize), "/ QTD: ", qtd);
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ResetLastError();
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if(!OrderCheck(Operacao.request, Operacao.check_result))
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{
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PrintFormat("Erro em OrderCheck: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.check_result.retcode);
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return;
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}
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else
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{
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if(!OrderSend(Operacao.request, Operacao.result))
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{
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PrintFormat("Erro em OrderSend: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.result.retcode);
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return;
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}
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else
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{
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// Print("Ordem enviada com sucesso");
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 6.4 - FUNCAO DE VENDA A MERCADO |
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//+------------------------------------------------------------------+
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void VendaMercado(operacao &Operacao, slot &Slots[], int i)
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{
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//Limpar informacoes das estruturas
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ZeroMemory(Operacao.request);
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ZeroMemory(Operacao.result);
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ZeroMemory(Operacao.check_result);
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Operacao.request.magic = Operacao.magic;
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Operacao.request.symbol = _Symbol;
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Operacao.request.action = TRADE_ACTION_DEAL;
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Operacao.request.type = ORDER_TYPE_SELL;
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Operacao.request.type_filling = ORDER_FILLING_RETURN;
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Operacao.request.type_time = ORDER_TIME_DAY;
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Operacao.request.volume = Slots[i].qtd;
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Operacao.request.sl = NormalizaPreco(Slots[i].precoStop);
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// request.stoplimit = tickMin;
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// request.tp = NormalizeDouble(precoAlvo,2);
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Operacao.request.comment = "Venda a mercado";
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// Print("Tipo: Venda Mercado", "/ Preco Stop: ",NormalizeDouble(precoStop,normalizeDoubleSize), "/ QTD: ", qtd);
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ResetLastError();
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if(!OrderCheck(Operacao.request, Operacao.check_result))
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{
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PrintFormat("Erro em OrderCheck: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.check_result.retcode);
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return;
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}
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else
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{
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if(!OrderSend(Operacao.request, Operacao.result))
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{
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PrintFormat("Erro em OrderSend: %d", GetLastError());
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PrintFormat("Codigo de retorno: %d", Operacao.result.retcode);
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return;
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}
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else
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{
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// Print("Ordem enviada com sucesso");
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 6.5 - FUNCAO QUE MODIFICA ORDEM ENVIADA |
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//+------------------------------------------------------------------+
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int ModificaOrdemEnviada(operacao &Operacao, slot &Slots[], int iSlot)
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{
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//Percorre todas as ordens
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for(int i=OrdersTotal()-1; i>=0; i--)
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{
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ulong ticket = OrderGetTicket(i);
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string symbol = OrderGetString(ORDER_SYMBOL);
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ulong magicEA = OrderGetInteger(ORDER_MAGIC);
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//Verifica para cada ordem, se eh do simbolo corrente e do mesmo robo
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if((symbol == _Symbol) && (magicEA == Operacao.magic) && (ticket == Slots[iSlot].idOrdem))
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{
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Operacao.negocio.OrderModify(ticket, NormalizaPreco(Slots[iSlot].precoEnvio), NormalizaPreco(Slots[iSlot].precoStop), NormalizaPreco(Slots[iSlot].precoAlvo), ORDER_TIME_DAY, OrderGetInteger(ORDER_TIME_EXPIRATION));
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TimeToStruct(TimeCurrent(), Slots[iSlot].cronometro);
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// Print("Atualiza preco ordem: ", ticket, " Novo preco: ", Slots[iSlot].precoEnvio, " Novo stop: ", Slots[iSlot].precoStop, " Novo alvo: ", Slots[iSlot].precoAlvo);
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}
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}
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return 0;
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}
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//+------------------------------------------------------------------+
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//| 6.10 - FUNCAO DE CANCELAMENTO DE ORDEM PENDENTE DE COMPRA |
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//+------------------------------------------------------------------+
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void CancelaOrdemAberta(operacao &Operacao, int idOrdem)
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{
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// Print("Tentou cancelar ordem aberta");
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//CHECAR!!!!!!!!!!!!!!!!!!!
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// Print("idOrdem: ", idOrdem);
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OrderSelect(idOrdem);
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Operacao.negocio.OrderDelete(idOrdem);
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return;
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}
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//+------------------------------------------------------------------+
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//| 6.7 - FUNCAO DE CANCELAMENTO DE ORDENS PENDENTES |
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//+------------------------------------------------------------------+
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void CancelaOrdensAbertas(operacao &Operacao)
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{
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ulong ticket = 0;
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;
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for(int i=OrdersTotal()-1;i>=0;i--)
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{
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ticket = OrderGetTicket(i);
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string symbol = PositionGetString(POSITION_SYMBOL);
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ulong magicEA = PositionGetInteger(POSITION_MAGIC);
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if((symbol == _Symbol) && (magicEA == Operacao.magic))
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{
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Operacao.negocio.OrderDelete(ticket);
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Print("Cancelou ordem aberta");
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}
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}
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return;
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}
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//+------------------------------------------------------------------+
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//| 6.6 - FUNCAO QUE MODIFICA ORDEM EXECUTADA |
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//+------------------------------------------------------------------+
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void ModificaPosicaoAberta(operacao &Operacao, ulong ticket)
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{
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PositionSelect(ticket);
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Operacao.negocio.PositionModify(ticket, Operacao.precoStop, Operacao.precoAlvo);
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return;
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}
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//+------------------------------------------------------------------+
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//| 6.7 - FUNCAO DE FECHAMENTO DE UMA POSICAO ESPECIFICA |
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//+------------------------------------------------------------------+
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void FechaPosicao(operacao &Operacao, ulong ticket)
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{
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PositionSelect(ticket);
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Operacao.negocio.PositionClose(ticket, -1);
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return;
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}
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//+------------------------------------------------------------------+
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//| 6.9 - FUNCAO DE FECHAMENTO DE TODAS AS POSICOES |
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//+------------------------------------------------------------------+
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bool FechaPosicoes(operacao &Operacao)
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{
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int qtd = 0;
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qtd = PositionsTotal();
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//Print("Posicoes totais: ", qtd);
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for(int i=0;i<qtd;i++)
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{
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if(!PositionSelect(_Symbol))
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{
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Print("Nao ha posicoes abertas no fechamento do dia.");
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}
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else
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{
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ulong ticket = PositionGetTicket(i);
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string symbol = PositionGetString(POSITION_SYMBOL);
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ulong magicEA = PositionGetInteger(POSITION_MAGIC);
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int tipoPosicao = 0;
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double volume = 0.0;
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tipoPosicao = PositionGetInteger(POSITION_TYPE);
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volume = PositionGetDouble(POSITION_VOLUME);
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if((symbol == _Symbol) && (magicEA == Operacao.magic))
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{
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if(tipoPosicao == POSITION_TYPE_BUY)
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{
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Operacao.negocio.PositionClose(ticket, -1);
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Print("Saida de posicao comprada por fechamento do dia.");
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}
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else if(tipoPosicao==POSITION_TYPE_SELL)
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{
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Operacao.negocio.PositionClose(ticket, -1);
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Print("Saida de posicao vendida por fechamento do dia.");
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}
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}
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}
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}
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// Operacao.chaveFechaPosicao = false;
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return false;
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}
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//+------------------------------------------------------------------+
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//| 6.12 - FUNCAO QUE NORMALIZA O PRECO PARA O TICK DO ATIVO |
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//+------------------------------------------------------------------+
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double NormalizaPreco(double price)
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{
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double precoNormalizado;
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precoNormalizado = price - MathMod(price,5*_Point);
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return precoNormalizado;
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}
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//+===================================================================================================================================================================================+
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//| FIM DO PROGRAMA
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//+===================================================================================================================================================================================+ |