IndianTrailingStopLoss/Trade.mqh

//+------------------------------------------------------------------+
//|                                              GrayMatrixTrade.mqh |
//|                                                        Jay Davis |
//|                                                 512jay.github.io |
//+------------------------------------------------------------------+
#property copyright "Jay Davis"
#property link      "512jay.github.io"
#property version   "1.03"
#include "Database.mqh"
#include<Trade\Trade.mqh>
input bool RunInVirtualMode = false; // Run in virtual mode?
//+------------------------------------------------------------------+
//|  Wrapper class for CTrade class                                  |
//+------------------------------------------------------------------+
class GrayMatrixTrade : public CTrade
  {
private:

protected:

public:
                     GrayMatrixTrade();
                    ~GrayMatrixTrade();
   virtual bool      OrderSend(const MqlTradeRequest &request, MqlTradeResult &result);
   bool              PositionModify(const string symbol, const double sl, const double tp);
   bool              PositionModify(const ulong ticket, const double sl, const double tp);
   virtual bool      PositionClose(const ulong ticket, const ulong deviation);
   virtual bool      PositionClose(const string symbol, const ulong deviation);
  };
//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
GrayMatrixTrade::GrayMatrixTrade()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
GrayMatrixTrade::~GrayMatrixTrade()
  {
  }
//+------------------------------------------------------------------+
//| Send order                                                       |
//+------------------------------------------------------------------+
bool GrayMatrixTrade::OrderSend(const MqlTradeRequest &request, MqlTradeResult &result)
  {
   if(!MQLInfoInteger(MQL_TESTER))
     {
      MqlTradeRequest aRequest = request;
      bool inserted = InsertMqlTradeRequest(aRequest);
      if(RunInVirtualMode)
         if(inserted)
            return true;
         else
            return false;
     }

   bool   res;
   string action="";
   string fmt   ="";
//--- action
   if(m_async_mode)
      res=::OrderSendAsync(request, result);
   else
      res=::OrderSend(request, result);
//--- check
   if(res)
     {
      if(m_log_level>LOG_LEVEL_ERRORS)
         PrintFormat(__FUNCTION__+": %s [%s]", FormatRequest(action, request), FormatRequestResult(fmt, request, result));
     }
   else
     {
      if(m_log_level>LOG_LEVEL_NO)
         PrintFormat(__FUNCTION__+": %s [%s]", FormatRequest(action, request), FormatRequestResult(fmt, request, result));
     }
//--- return the result
   return(res);
  }
//+------------------------------------------------------------------+
//| Close specified opened position                                  |
//+------------------------------------------------------------------+
bool GrayMatrixTrade::PositionClose(const string symbol, const ulong deviation=ULONG_MAX)
  {
   //Print(__FUNCTION__,__FUNCSIG__);
   bool partial_close=false;
   int  retry_count  =10;
   uint retcode      =TRADE_RETCODE_REJECT;
//--- check stopped
   if(IsStopped(__FUNCTION__))
      return(false);
//--- clean
   ClearStructures();
   m_request.comment  ="closed"; // Set special identifying information.
//--- check filling
   if(!FillingCheck(symbol))
      return(false);
   do
     {
      //--- check
      if(SelectPosition(symbol))
        {
         if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
           {
            //--- prepare request for close BUY position
            m_request.type =ORDER_TYPE_SELL;
            m_request.price=SymbolInfoDouble(symbol, SYMBOL_BID);
           }
         else
           {
            //--- prepare request for close SELL position
            m_request.type =ORDER_TYPE_BUY;
            m_request.price=SymbolInfoDouble(symbol, SYMBOL_ASK);
           }
        }
      else
        {
         //--- position not found
         m_result.retcode=retcode;
         return(false);
        }
      //--- setting request
      m_request.action   =TRADE_ACTION_DEAL;
      m_request.symbol   =symbol;
      m_request.volume   =PositionGetDouble(POSITION_VOLUME);
      m_request.magic    =m_magic;
      m_request.deviation=(deviation==ULONG_MAX) ? m_deviation : deviation;
      //--- check volume
      double max_volume=SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
      if(m_request.volume>max_volume)
        {
         m_request.volume=max_volume;
         partial_close=true;
        }
      else
         partial_close=false;
      //--- hedging? just send order
      if(IsHedging())
        {
         m_request.position=PositionGetInteger(POSITION_TICKET);
         return(OrderSend(m_request, m_result));
        }
      //--- order send
      if(!OrderSend(m_request, m_result))
        {
         if(--retry_count!=0)
            continue;
         if(retcode==TRADE_RETCODE_DONE_PARTIAL)
            m_result.retcode=retcode;
         return(false);
        }
      //--- WARNING. If position volume exceeds the maximum volume allowed for deal,
      //--- and when the asynchronous trade mode is on, for safety reasons, position is closed not completely,
      //--- but partially. It is decreased by the maximum volume allowed for deal.
      if(m_async_mode)
         break;
      retcode=TRADE_RETCODE_DONE_PARTIAL;
      if(partial_close)
         Sleep(1000);
     }
   while(partial_close);
//--- succeed
   return(true);
  }
//+------------------------------------------------------------------+
//| Close specified opened position                                  |
//+------------------------------------------------------------------+
bool GrayMatrixTrade::PositionClose(const ulong ticket, const ulong deviation=ULONG_MAX)
  {
//--- check stopped
   if(IsStopped(__FUNCTION__))
      return(false);
//--- check position existence
   if(!PositionSelectByTicket(ticket))
      return(false);
   string symbol=PositionGetString(POSITION_SYMBOL);
//--- clean
   ClearStructures();
   m_request.comment  ="closed"; // Set special identifying information.
//--- check filling
   if(!FillingCheck(symbol))
      return(false);
//--- check
   if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
     {
      //--- prepare request for close BUY position
      m_request.type =ORDER_TYPE_SELL;
      m_request.price=SymbolInfoDouble(symbol, SYMBOL_BID);
     }
   else
     {
      //--- prepare request for close SELL position
      m_request.type =ORDER_TYPE_BUY;
      m_request.price=SymbolInfoDouble(symbol, SYMBOL_ASK);
     }
//--- setting request
   m_request.action   =TRADE_ACTION_DEAL;
   m_request.position =ticket;
   m_request.symbol   =symbol;
   m_request.volume   =PositionGetDouble(POSITION_VOLUME);
   m_request.magic    =m_magic;
   m_request.deviation=(deviation==ULONG_MAX) ? m_deviation : deviation;
//--- close position
   return(OrderSend(m_request, m_result));
  }
//+------------------------------------------------------------------+
//| Modify specified opened position                                 |
//+------------------------------------------------------------------+
bool GrayMatrixTrade::PositionModify(const string symbol, const double sl, const double tp)
  {
//--- check stopped
   if(IsStopped(__FUNCTION__))
      return(false);
//--- check position existence
   if(!SelectPosition(symbol))
      return(false);
//--- clean
   ClearStructures();
//--- setting request
   m_request.action  =TRADE_ACTION_SLTP;
   m_request.symbol  =symbol;
   m_request.magic   =m_magic;
   m_request.sl      =sl;
   m_request.tp      =tp;
   m_request.position=PositionGetInteger(POSITION_TICKET);
//--- action and return the result
   return(OrderSend(m_request, m_result));
  }
//+------------------------------------------------------------------+
//| Modify specified opened position                                 |
//+------------------------------------------------------------------+
bool GrayMatrixTrade::PositionModify(const ulong ticket, const double sl, const double tp)
  {
   Print(__FUNCTION__);
//--- check stopped
   if(IsStopped(__FUNCTION__))
      return(false);
//--- check position existence
   if(!PositionSelectByTicket(ticket))
      return(false);
//--- clean
   ClearStructures();
//--- setting request
   m_request.action  =TRADE_ACTION_SLTP;
   m_request.position=ticket;
   m_request.symbol  =PositionGetString(POSITION_SYMBOL);
   m_request.magic   =m_magic;
   m_request.sl      =sl;
   m_request.tp      =tp;
//--- action and return the result
   return(OrderSend(m_request, m_result));
  }
//+------------------------------------------------------------------+