forked from rosh/MQL5Book
150 lines
6.8 KiB
MQL5
150 lines
6.8 KiB
MQL5
//+------------------------------------------------------------------+
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//| AllPendingsOrderSend.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Construct MqlTradeRequest for all pending order types and call OrderSend with TRADE_ACTION_PENDING."
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#property description "Expiration, Stop Loss and Take Profit can be set optionally."
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#define SHOW_WARNINGS // output extended info into the log, with changes in data state
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#define WARNING Print // use simple Print for warnings (instead of a built-in format with line numbers etc.)
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#include "..\..\Include\MqlTradeSync.mqh"
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input ulong Magic = 1234567890;
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input int Distance2SLTP = 0; // Distance to SL/TP in points (0 = no)
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input ENUM_ORDER_TYPE_TIME Expiration = ORDER_TIME_GTC;
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input datetime Until = 0;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(AccountInfoInteger(ACCOUNT_TRADE_MODE) != ACCOUNT_TRADE_MODE_DEMO)
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{
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Alert("This is a test EA! Run it on a DEMO account only!");
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return INIT_FAILED;
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}
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// setup timer for postponed execution
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EventSetTimer(1);
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Prepare MqlTradeRequest struct and call OrderSend with it |
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//| to place a pending order of specific type with respect to |
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//| given daily price range |
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//+------------------------------------------------------------------+
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bool PlaceOrder(const ENUM_ORDER_TYPE type, const double range)
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{
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bool success = false;
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MqlTradeRequestSync request;
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// distance for orders of different types from current market price,
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// indices are ENUM_ORDER_TYPE
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static double coefficients[] =
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{
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0 , // ORDER_TYPE_BUY - not used
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0 , // ORDER_TYPE_SELL - not used
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-0.5, // ORDER_TYPE_BUY_LIMIT - below price
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+0.5, // ORDER_TYPE_SELL_LIMIT - above price
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+1.0, // ORDER_TYPE_BUY_STOP - far above price
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-1.0, // ORDER_TYPE_SELL_STOP - far below price
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+0.7, // ORDER_TYPE_BUY_STOP_LIMIT - middle price above current
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-0.7, // ORDER_TYPE_SELL_STOP_LIMIT - middle price below current
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0 , // ORDER_TYPE_CLOSE_BY - not used
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};
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// default values
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const double volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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const double price = TU::GetCurrentPrice(type) + range * coefficients[type];
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const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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// origin is filled only for *_STOP_LIMIT-orders
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const bool stopLimit = type == ORDER_TYPE_BUY_STOP_LIMIT || type == ORDER_TYPE_SELL_STOP_LIMIT;
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const double origin = stopLimit ? TU::GetCurrentPrice(type) : 0;
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TU::TradeDirection dir(type);
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const double stop = Distance2SLTP == 0 ? 0 :
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dir.negative(stopLimit ? origin : price, Distance2SLTP * point);
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const double take = Distance2SLTP == 0 ? 0 :
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dir.positive(stopLimit ? origin : price, Distance2SLTP * point);
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// Fill the struct:
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// Here we assign the required field 'type' directly, but do it only
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// to place many orders of different types in a loop,
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// and don't want a switch to call different methods like
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// buyStop/sellStop/buyLimit/sellLimit etc.
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// Instead we call the underlying '_pending' method.
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request.type = type; // required field (here filled directly only for the purpose of this demo)
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request.magic = Magic; // optional field (always filled directly, when necessary)
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// Normally you should call specific public methods -
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// buyStop/sellStop/buyLimit/sellLimit etc (see PendingOrderSend.mq5)
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// to prepare an order of corresponding type
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ResetLastError();
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// send request and wait for results
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const ulong order = request._pending(_Symbol, volume, price, stop, take, Expiration, Until, origin);
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if(order != 0 && request.completed())
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{
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Print("OK order placed: #=", order);
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success = true;
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}
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Print(TU::StringOf(request));
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Print(TU::StringOf(request.result));
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return success;
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}
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//+------------------------------------------------------------------+
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//| Timer event handler |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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// once executed, wait for another setup from user
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EventKillTimer();
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const double range = iHigh(_Symbol, PERIOD_D1, 1) - iLow(_Symbol, PERIOD_D1, 1);
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Print("Autodetected daily range: ", TU::StringOf(range));
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int count = 0;
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for(ENUM_ORDER_TYPE i = ORDER_TYPE_BUY_LIMIT; i <= ORDER_TYPE_SELL_STOP_LIMIT; ++i)
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{
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count += PlaceOrder(i, range);
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}
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if(count > 0)
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{
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Alert(StringFormat("%d pending orders placed - remove them manually, please", count));
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}
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}
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//+------------------------------------------------------------------+
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/*
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example output (EURUSD, default settings):
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Autodetected daily range: 0.01413
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OK order placed: #=1282032135
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.08824, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032135, V=0.01, Request executed, Req=73
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OK order placed: #=1282032136
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10238, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032136, V=0.01, Request executed, Req=74
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OK order placed: #=1282032138
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP, V=0.01, ORDER_FILLING_FOK, @ 1.10944, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032138, V=0.01, Request executed, Req=75
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OK order placed: #=1282032141
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP, V=0.01, ORDER_FILLING_FOK, @ 1.08118, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032141, V=0.01, Request executed, Req=76
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OK order placed: #=1282032142
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10520, X=1.09531, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032142, V=0.01, Request executed, Req=77
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OK order placed: #=1282032144
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TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.08542, X=1.09531, ORDER_TIME_GTC, M=1234567890
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DONE, #=1282032144, V=0.01, Request executed, Req=78
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Alert: 6 pending orders placed - remove them manually, please
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*/
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//+------------------------------------------------------------------+
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