LearnMQL5/DOM.mq5

//+------------------------------------------------------------------+
//|                                                          DOM.mq5 |
//|                        Copyright 2020, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
//---
ulong MagicNumber=12;
//---
int TakeProfitDist=20, StopLossDist=20;
//---
static bool was_position=false;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit() {
//---
   MarketBookAdd(_Symbol);

//---
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
//---
   MarketBookRelease(_Symbol);

//---
}
//+------------------------------------------------------------------+
//| BookEvent function                                               |
//+------------------------------------------------------------------+
void OnBookEvent(const string &symbol) {
//---
   OrdersMonitioring();

//---
   MqlBookInfo DomArr[];

//---
   MarketBookGet(_Symbol,DomArr);

//---
   for(int i=0; i<ArraySize(DomArr); i++) {
      //---
      if(DomArr[i].volume>50) {
         //---
         if(!IsPosition() && OrderCount()==0) {
            //---
            switch(DomArr[i].type) {
            //---
            case BOOK_TYPE_BUY: {
               //---
               double filledbuyPrice;

               //---
               bool buyordersend_mkt=BuyOrderMarket(filledbuyPrice);

               //---
               if(!buyordersend_mkt) {
                  //---
                  Print("Error has occured!!");
               } else {
                  //---
                  double filled_buy_price=filledbuyPrice;

                  //---
                  double tp_price_buy=filled_buy_price+TakeProfitDist*_Point;

                  //---
                  bool tp_send_buy=SendTakeProfitLong(tp_price_buy);

                  //---
                  if(!tp_send_buy) {
                     //---
                     Print("Send Take Profit function failed Long!!!");
                  } else {
                     //---
                     double sl_price_buy=filled_buy_price-StopLossDist*_Point;

                     //---
                     if(!SendStopLossLong(sl_price_buy)) {
                        //---
                        Print("Send Stop Loss function failed!!!");
                     } else {
                        //---
                        Print("Send StopLoss function sucessfully executed");

                        //---
                        Print("All orders have been sucessfully executed.... we are now waiting for sl or tp trigger....");

                        //---
                        was_position=true;
                     }
                  }
               }
            }

               //---
            break;

            //---
            case BOOK_TYPE_SELL: {
               //---
               double filledsellPrice;

               //---
               bool sellordersend_mkt=SellOrderMarket(filledsellPrice);

               //---
               if(!sellordersend_mkt) {
                  //---
                  Print("Error has occured!!");
               } else {
                  //---
                  double filled_sell_price=filledsellPrice;

                  //---
                  double tp_price_sell=filled_sell_price-TakeProfitDist*_Point;

                  //---
                  bool tp_send_sell=SendTakeProfitShort(tp_price_sell);

                  //---
                  if(!tp_send_sell) {
                     //---
                     Print("Send TakeProfit function failed Short!!!");
                  } else {
                     //---
                     double sl_price_sell=filled_sell_price+StopLossDist*_Point;

                     //---
                     if(!SendStopLossShort(sl_price_sell)) {
                        //---
                        Print("Send StopLoss function failed!!!");
                     } else {
                        //---
                        Print("Send StopLoss function sucessfully executed");

                        //---
                        Print("All orders have been sucessfully executed.... we are now waiting for sl or tp trigger....");

                        //---
                        was_position=true;
                     }
                  }
               }
            }

               //---
            break;
            }
         }
      }
   }
//---
}

//+------------------------------------------------------------------+
//| BuyOrderMarket                                                   |
//+------------------------------------------------------------------+
bool BuyOrderMarket(double &filled_buy_price) {
//---
   MqlTradeRequest trade_request;

//---
   MqlTradeResult trade_result;

//---
   ZeroMemory(trade_request);

//---
   trade_request.action=TRADE_ACTION_DEAL;

//---
   trade_request.magic=MagicNumber;

//---
   trade_request.symbol=_Symbol;

//---
   trade_request.volume=1;

//---
   trade_request.price=SymbolInfoDouble(_Symbol,SYMBOL_ASK);

//---
   trade_request.type=ORDER_TYPE_BUY;

//---
   trade_request.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request.comment="My super EA";

//---
   bool ordersend_result=OrderSend(trade_request,trade_result);

//---
   if(!ordersend_result) {
      //---
      Print("Order send Market failed, error code=",trade_result.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Order send Market sucessfully done @",trade_result.price);

      //---
      filled_buy_price=trade_result.price;

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| SendTakeProfitLong                                               |
//+------------------------------------------------------------------+
bool SendTakeProfitLong(double tp_price_long) {
//---
   MqlTradeRequest trade_request_tp;

//---
   MqlTradeResult trade_result_tp;

//---
   ZeroMemory(trade_request_tp);

//---
   trade_request_tp.action=TRADE_ACTION_PENDING;

//---
   trade_request_tp.magic=MagicNumber;

//---
   trade_request_tp.symbol=_Symbol;

//---
   trade_request_tp.volume=1;

//---
   trade_request_tp.price=tp_price_long;

//---
   trade_request_tp.type=ORDER_TYPE_SELL_LIMIT;

//---
   trade_request_tp.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request_tp.type_time=ORDER_TIME_DAY;

//---
   bool ordersend_result_tp=OrderSend(trade_request_tp,trade_result_tp);

//---
   if(!ordersend_result_tp) {
      //---
      Print("Error has occured!! Error code=",trade_result_tp.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Take Profit Order was sucessfully filled... @",trade_result_tp.price);

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| SendStopLossLong                                                 |
//+------------------------------------------------------------------+
bool SendStopLossLong(double sl_price_long) {
//---
   MqlTradeRequest trade_request_sl;

//---
   MqlTradeResult trade_result_sl;

//---
   ZeroMemory(trade_request_sl);

//---
   trade_request_sl.action=TRADE_ACTION_PENDING;

//---
   trade_request_sl.magic=MagicNumber;

//---
   trade_request_sl.symbol=_Symbol;

//---
   trade_request_sl.volume=1;

//---
   trade_request_sl.price=sl_price_long;

//---
   trade_request_sl.type=ORDER_TYPE_SELL_STOP;

//---
   trade_request_sl.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request_sl.type_time=ORDER_TIME_DAY;

//---
   bool ordersend_result_sl=OrderSend(trade_request_sl,trade_result_sl);

//---
   if(!ordersend_result_sl) {
      //---
      Print("Error has occured!! Error code=",trade_result_sl.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Stop Loss Order was sucessfully filled... @",trade_result_sl.price);

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| SellOrderMarket                                                  |
//+------------------------------------------------------------------+
bool SellOrderMarket(double &filled_sell_price) {
//---
   MqlTradeRequest trade_request;

//---
   MqlTradeResult trade_result;

//---
   ZeroMemory(trade_request);

//---
   trade_request.action=TRADE_ACTION_DEAL;

//---
   trade_request.magic=MagicNumber;

//---
   trade_request.symbol=_Symbol;

//---
   trade_request.volume=1;

//---
   trade_request.price=SymbolInfoDouble(_Symbol,SYMBOL_BID);

//---
   trade_request.type=ORDER_TYPE_SELL;

//---
   trade_request.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request.comment="My super EA";

//---
   bool ordersend_result=OrderSend(trade_request,trade_result);

//---
   if(!ordersend_result) {
      //---
      Print("Order send Market failed, error code=",trade_result.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Order send Market sucessfully done @",trade_result.price);

      //---
      filled_sell_price=trade_result.price;

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| SendTakeProfitShort                                              |
//+------------------------------------------------------------------+
bool SendTakeProfitShort(double tp_price_short) {
//---
   MqlTradeRequest trade_request_tp;

//---
   MqlTradeResult trade_result_tp;

//---
   ZeroMemory(trade_request_tp);


//---
   trade_request_tp.action=TRADE_ACTION_PENDING;

//---
   trade_request_tp.magic=MagicNumber;

//---
   trade_request_tp.symbol=_Symbol;

//---
   trade_request_tp.volume=1;

//---
   trade_request_tp.price=tp_price_short;

//---
   trade_request_tp.type=ORDER_TYPE_BUY_LIMIT;

//---
   trade_request_tp.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request_tp.type_time=ORDER_TIME_DAY;

//---
   bool ordersend_result_tp=OrderSend(trade_request_tp,trade_result_tp);

//---
   if(!ordersend_result_tp) {
      //---
      Print("Error has occured!! Error code=",trade_result_tp.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Take Profit Order was sucessfully filled... @",trade_result_tp.price);

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| SendStopLossShort                                                |
//+------------------------------------------------------------------+
bool SendStopLossShort(double sl_price_short) {
//---
   MqlTradeRequest trade_request_sl;

//---
   MqlTradeResult trade_result_sl;

//---
   ZeroMemory(trade_request_sl);

//---
   trade_request_sl.action=TRADE_ACTION_PENDING;

//---
   trade_request_sl.magic=MagicNumber;

//---
   trade_request_sl.symbol=_Symbol;

//---
   trade_request_sl.volume=1;

//---
   trade_request_sl.price=sl_price_short;

//---
   trade_request_sl.type=ORDER_TYPE_BUY_STOP;

//---
   trade_request_sl.type_filling=ORDER_FILLING_RETURN;

//---
   trade_request_sl.type_time=ORDER_TIME_DAY;

//---
   bool ordersend_result_sl=OrderSend(trade_request_sl,trade_result_sl);

//---
   if(!ordersend_result_sl) {
      //---
      Print("Error has occured!! Error code=",trade_result_sl.retcode);

      //---
      return(false);
   } else {
      //---
      Print("Stop LossOrder was sucessfully filled... @",trade_result_sl.price);

      //---
      return(true);
   }
//---
}
//+------------------------------------------------------------------+
//| IsPosition                                                       |
//+------------------------------------------------------------------+
bool IsPosition() {
//---
   bool result=false;

//---
   for(int i=0; i<PositionsTotal(); i++) {
      //---
      ulong ticket=PositionGetTicket(i);

      //---
      if(!PositionSelectByTicket(ticket))
         continue;

      //---
      if(PositionGetString(POSITION_SYMBOL)!=_Symbol)
         continue;

      //---
      if(PositionGetInteger(POSITION_MAGIC)!=MagicNumber)
         continue;

      //---
      result=true;

      //---
      break;
   }

//---
   return(result);
}
//+------------------------------------------------------------------+
//| OrderCount                                                       |
//+------------------------------------------------------------------+
int OrderCount() {
//---
   int result=0;

//---
   for(int i=0; i<OrdersTotal(); i++) {
      //---
      ulong ticket=OrderGetTicket(i);

      //---
      if(!OrderSelect(ticket))
         continue;

      //---
      if(OrderGetString(ORDER_SYMBOL)!=_Symbol)
         continue;

      //---
      if(OrderGetInteger(ORDER_MAGIC)!=MagicNumber)
         continue;

      //---
      result++;
   }

//---
   return(result);
}
//+------------------------------------------------------------------+
//| OrdersMonitioring                                                |
//+------------------------------------------------------------------+
void OrdersMonitioring() {
//---
   if(!IsPosition()) {
      //---
      if(was_position) {
         //---
         if(OrderCount()>0) {
            //---
            OrdersDeleteAll();

            //---
            was_position=false;
         }
      }
   }
//---
}
//+------------------------------------------------------------------+
//| OrdersDeleteAll                                                  |
//+------------------------------------------------------------------+
void OrdersDeleteAll() {
//---
   for(int i=0 ; i<OrdersTotal(); i++) {
      //---
      ulong ticket=OrderGetTicket(i);

      //---
      if(!OrderSelect(ticket))
         continue;

      //---
      if(OrderGetString(ORDER_SYMBOL)!=_Symbol)
         continue;

      //---
      if(OrderGetInteger(ORDER_MAGIC)!=MagicNumber)
         continue;

      //---
      MqlTradeRequest trade_request_delete;

      //---
      MqlTradeResult trade_result_delete;

      //---
      ZeroMemory(trade_request_delete);

      //---
      trade_request_delete.action=TRADE_ACTION_REMOVE;

      //---
      trade_request_delete.symbol=_Symbol;

      //---
      trade_request_delete.order=ticket;

      //---
      bool ordersend_result_delete=OrderSend(trade_request_delete,trade_result_delete);

      //---
      if(!ordersend_result_delete) {
         //---
         Print("Error has occured!! Error code=",trade_result_delete.retcode);

         //---
         //return(false);
      } else {
         //---
         Print("Order was sucessfully deleted... @",trade_result_delete.price);

         //---
         //return(true);
      }
   }
//---
}
//+------------------------------------------------------------------+