RUSLAN SLOBODIANIUK
6ba79702fd
They referred to project documents that are not part of this repository. Comments only; PriceToPips is now documented as not rounding, which is what it does. Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
162 lines
7.9 KiB
MQL5
162 lines
7.9 KiB
MQL5
//+------------------------------------------------------------------+
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//| PipTable.mqh |
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//| Copyright 2026, bandersoft |
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//| https://www.mql5.com/en/users/fats |
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//+------------------------------------------------------------------+
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//| |
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//| Conventional pip sizes for common non-FX symbols. Read-only. |
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//| |
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//| A pip on a CFD is a CONVENTION, not a property the broker |
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//| reports. GetPipSize()'s automatic rule (point * 10 on 3- and |
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//| 5-digit symbols, point otherwise) is the forex convention, and |
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//| makes a gold pip 0.01 - while most traders mean 0.10. Someone |
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//| typing "30 pips" on gold then gets a stop ten times tighter than |
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//| they meant. The table encodes the usual retail convention. |
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//| |
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//| OPT-IN. GetPipSize() does not consult the table; a program |
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//| calls ApplyBuiltInPipSize() for a symbol to adopt it, after any |
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//| explicit override, and should show users the pip in force. |
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//| Both products do; keeping one table keeps them in agreement. |
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//| |
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//| Matching is by PREFIX of the symbol name with leading non-letter |
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//| characters stripped, case-insensitive: "XAUUSD.m", "#XAUUSD" and |
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//| "GOLDmicro" match; "MYGOLD" does not. Prefix rather than |
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//| substring, because a substring match on "DOW" or "CAC" would |
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//| catch unrelated names. |
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//| |
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//| A prefix alone is not enough. MetaQuotes-Demo lists exchange |
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//| stocks and ETFs named BTCO, BTCW, ETHE, ETHU, DJIA (observed |
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//| 2026-10-14); a prefix rule gave each of them a 1.0 pip. So the |
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//| table applies only to forex and CFD calculation modes, and |
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//| crypto needs the quote currency in the name (BTCUSD, ETHEUR). |
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//| |
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//+------------------------------------------------------------------+
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#ifndef STOPFIRST_PIPTABLE_MQH
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#define STOPFIRST_PIPTABLE_MQH
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#include "Symbol.mqh" // SetPipSize - the table only feeds the override
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//+------------------------------------------------------------------+
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//| Upper-case a symbol and drop leading characters that are not |
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//| letters or digits ("#US30" -> "US30") |
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//| Returns: the cleaned name. |
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//+------------------------------------------------------------------+
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string PipTableKey(const string symbol)
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{
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string name = symbol;
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StringToUpper(name);
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int start = 0;
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int length = StringLen(name);
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while(start < length)
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{
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ushort c = StringGetCharacter(name, start);
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bool alnum = (c >= 'A' && c <= 'Z') || (c >= '0' && c <= '9');
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if(alnum) break;
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start++;
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}
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return StringSubstr(name, start);
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}
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bool PipTableStartsWith(const string text, const string head)
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{
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return StringFind(text, head) == 0;
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}
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//+------------------------------------------------------------------+
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//| Conventional pip size for a symbol the table knows |
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//| |
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//| Returns: the pip size in price units, or 0 when the symbol is not |
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//| in the table, or when the table value is finer than the |
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//| symbol's own point (a quote too coarse for the |
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//| convention - the automatic rule is then the honest one). |
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//+------------------------------------------------------------------+
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double BuiltInPipSize(const string symbol)
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{
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//--- exchange-traded instruments (stocks, ETFs, futures, bonds) are
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//--- quoted in plain currency units; the CFD conventions below would
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//--- be wrong for every one of them
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ENUM_SYMBOL_CALC_MODE mode =
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(ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol, SYMBOL_TRADE_CALC_MODE);
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if(mode != SYMBOL_CALC_MODE_FOREX && mode != SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE &&
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mode != SYMBOL_CALC_MODE_CFD && mode != SYMBOL_CALC_MODE_CFDINDEX &&
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mode != SYMBOL_CALC_MODE_CFDLEVERAGE)
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return 0;
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string key = PipTableKey(symbol);
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double pip = 0;
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//--- precious metals
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if(PipTableStartsWith(key, "XAU") || PipTableStartsWith(key, "GOLD"))
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pip = 0.1;
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else if(PipTableStartsWith(key, "XAG") || PipTableStartsWith(key, "SILVER"))
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pip = 0.01;
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else if(PipTableStartsWith(key, "XPT") || PipTableStartsWith(key, "XPD"))
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pip = 0.1;
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//--- energy
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else if(PipTableStartsWith(key, "USOIL") || PipTableStartsWith(key, "UKOIL") ||
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PipTableStartsWith(key, "WTI") || PipTableStartsWith(key, "BRENT") ||
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PipTableStartsWith(key, "XTI") || PipTableStartsWith(key, "XBR"))
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pip = 0.01;
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else if(PipTableStartsWith(key, "XNG") || PipTableStartsWith(key, "NGAS") ||
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PipTableStartsWith(key, "NATGAS"))
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pip = 0.001;
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//--- equity indices: one index point
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else if(PipTableStartsWith(key, "US30") || PipTableStartsWith(key, "DJ30") ||
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PipTableStartsWith(key, "WS30") || PipTableStartsWith(key, "DJI") ||
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PipTableStartsWith(key, "US100") || PipTableStartsWith(key, "NAS100") ||
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PipTableStartsWith(key, "USTEC") || PipTableStartsWith(key, "NDX") ||
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PipTableStartsWith(key, "US500") || PipTableStartsWith(key, "SPX500") ||
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PipTableStartsWith(key, "SP500") || PipTableStartsWith(key, "US2000") ||
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PipTableStartsWith(key, "GER40") || PipTableStartsWith(key, "GER30") ||
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PipTableStartsWith(key, "DE40") || PipTableStartsWith(key, "DE30") ||
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PipTableStartsWith(key, "UK100") || PipTableStartsWith(key, "FTSE") ||
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PipTableStartsWith(key, "JP225") || PipTableStartsWith(key, "JPN225") ||
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PipTableStartsWith(key, "NIKKEI") || PipTableStartsWith(key, "FRA40") ||
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PipTableStartsWith(key, "F40") || PipTableStartsWith(key, "EU50") ||
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PipTableStartsWith(key, "STOXX50")|| PipTableStartsWith(key, "AUS200") ||
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PipTableStartsWith(key, "HK50") || PipTableStartsWith(key, "ESP35") ||
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PipTableStartsWith(key, "SPA35"))
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pip = 1.0;
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//--- crypto: one unit of the quote currency. The quote currency must
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//--- be in the name - a bare "BTC..." prefix also matches ETF tickers
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else if(PipTableStartsWith(key, "BTCUSD") || PipTableStartsWith(key, "BTCEUR") ||
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PipTableStartsWith(key, "BTCUSDT") || PipTableStartsWith(key, "ETHUSD") ||
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PipTableStartsWith(key, "ETHEUR"))
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pip = 1.0;
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if(pip <= 0) return 0;
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double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
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if(point <= 0 || pip < point - 1e-12) return 0;
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return pip;
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}
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//+------------------------------------------------------------------+
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//| Adopt the conventional pip size for a symbol, if the table has one|
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//| |
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//| Parameters: |
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//| symbol - "" for the chart symbol |
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//| |
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//| Returns: true if the table set the pip size through SetPipSize(). |
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//| false, leaving GetPipSize() unchanged, when the symbol is |
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//| not in the table. |
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//+------------------------------------------------------------------+
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bool ApplyBuiltInPipSize(string symbol = "")
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{
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if(symbol == "") symbol = _Symbol;
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double pip = BuiltInPipSize(symbol);
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if(pip <= 0) return false;
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SetPipSize(symbol, pip);
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return true;
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}
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#endif // STOPFIRST_PIPTABLE_MQH
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//+------------------------------------------------------------------+
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