240 lines
8.9 KiB
MQL5
240 lines
8.9 KiB
MQL5
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//+------------------------------------------------------------------+
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//| OrderSendTransaction3.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 "Send 3 trade requests (open, adjust sl/tp, close) and confirmed by transaction events.\n"
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"Events are imported via reading of a special indicator buffer, collecting there trade request results!"
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#include "..\..\Include\OrderMonitor.mqh"
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#include "..\..\Include\DealMonitor.mqh"
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#include "..\..\Include\PositionMonitor.mqh"
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#include "..\..\Include\ConverterT.mqh"
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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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#define FIELD_NUM 6 // most important fieds from MqlTradeResult
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#define TIMEOUT 1000 // 1 second
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enum ENUM_ORDER_TYPE_MARKET
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{
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MARKET_BUY = ORDER_TYPE_BUY, // ORDER_TYPE_BUY
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MARKET_SELL = ORDER_TYPE_SELL // ORDER_TYPE_SELL
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};
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input ENUM_ORDER_TYPE_MARKET Type;
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input double Volume; // Volume (0 - minimal lot)
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input uint Distance2SLTP = 1000;
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input ulong Magic = 1234567890;
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input ulong Deviation = 10;
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int handle = 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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const static string indicator = "MQL5Book/p6/TradeTransactionRelay";
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handle = iCustom(_Symbol, PERIOD_D1, indicator);
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if(handle == INVALID_HANDLE)
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{
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Alert("Can't start indicator ", indicator);
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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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//| Import transaction data from helper indicator running in parallel|
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//+------------------------------------------------------------------+
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bool AwaitAsync(MqlTradeRequestSync &r, const int _handle)
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{
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Converter<ulong,double> cnv;
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const int offset = (int)((r.result.request_id * FIELD_NUM)
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% (Bars(_Symbol, _Period) / FIELD_NUM * FIELD_NUM));
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const uint start = GetTickCount();
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// keep looping until results arrive or timeout
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while(!IsStopped() && GetTickCount() - start < TIMEOUT)
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{
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double array[];
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if((CopyBuffer(_handle, 0, offset, FIELD_NUM, array)) == FIELD_NUM)
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{
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ArraySetAsSeries(array, true);
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// when request_id is found, the result is ready
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if((uint)MathRound(array[0]) == r.result.request_id)
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{
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r.result.retcode = (uint)MathRound(array[1]);
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r.result.deal = cnv[array[2]];
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r.result.order = cnv[array[3]];
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r.result.volume = array[4];
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r.result.price = array[5];
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PrintFormat("Got Req=%d at %d ms",
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r.result.request_id, GetTickCount() - start);
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Print(TU::StringOf(r.result));
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return true;
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}
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}
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}
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Print("Timeout for: ");
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Print(TU::StringOf(r));
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return false;
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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 do nothing
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EventKillTimer();
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MqlTradeRequestSync::AsyncEnabled = true;
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// define the struct
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MqlTradeRequestSync request;
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// fill optional fields of the struct
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request.magic = Magic;
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request.deviation = Deviation;
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// default values
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const double volume = Volume == 0 ? SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN) : Volume;
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Print("Start trade");
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ResetLastError();
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if((bool)(Type == MARKET_BUY ? request.buy(volume) : request.sell(volume)))
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{
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Print("OK Open?");
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}
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if(!(AwaitAsync(request, handle) && request.completed()))
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{
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Print("Failed Open");
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return;
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}
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Print("SL/TP modification");
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const double price = PositionGetDouble(POSITION_PRICE_OPEN);
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const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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TU::TradeDirection dir((ENUM_ORDER_TYPE)Type);
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const double SL = dir.negative(price, Distance2SLTP * point);
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const double TP = dir.positive(price, Distance2SLTP * point);
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if(request.adjust(SL, TP))
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{
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Print("OK Adjust?");
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}
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if(!(AwaitAsync(request, handle) && request.completed()))
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{
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Print("Failed Adjust");
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}
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Print("Close down");
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if(request.close(request.result.position))
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{
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Print("OK Close?");
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}
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if(!(AwaitAsync(request, handle) && request.completed()))
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{
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Print("Failed Close");
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}
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Print("Finish");
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}
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/*
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//+------------------------------------------------------------------+
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//| Trade transactions handler |
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//| (it's left here for debugging only: uncomment to see |
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//| transaction log _after_ completion of entire trade plan, |
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//| because this OnTradeTransaction is still called after OnTimer) |
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//+------------------------------------------------------------------+
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void OnTradeTransaction(const MqlTradeTransaction &transaction,
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const MqlTradeRequest &request,
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const MqlTradeResult &result)
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{
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static ulong count = 0;
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PrintFormat(">>>% 6d", ++count);
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Print(TU::StringOf(transaction));
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if(transaction.type == TRADE_TRANSACTION_REQUEST)
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{
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Print(TU::StringOf(request));
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Print(TU::StringOf(result));
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}
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}
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*/
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//+------------------------------------------------------------------+
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/*
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example output (default settings, EURUSD):
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note how MqlTradeResults, received from helper indicator,
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printed during streamlined trading process (DONE statuses)
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Start trade
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OK Open?
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Got Req=1 at 16 ms
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DONE, D=1282677007, #=1300045365, V=0.01, @ 1.10564, Bid=1.10564, Ask=1.10564, Request executed, Req=1
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Waiting for position for deal D=1282677007
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SL/TP modification
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OK Adjust?
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Got Req=2 at 16 ms
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DONE, Request executed, Req=2
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Close down
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OK Close?
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Got Req=3 at 0 ms
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DONE, D=1282677008, #=1300045366, V=0.01, @ 1.10564, Bid=1.10564, Ask=1.10564, Request executed, Req=3
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Finish
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this is debug output of the transactions above
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>>> 1
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TRADE_TRANSACTION_ORDER_ADD, #=1300045365(ORDER_TYPE_BUY/ORDER_STATE_STARTED), EURUSD, @ 1.10564, V=0.01
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>>> 2
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TRADE_TRANSACTION_ORDER_DELETE, #=1300045365(ORDER_TYPE_BUY/ORDER_STATE_FILLED), EURUSD, @ 1.10564, P=1300045365
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>>> 3
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TRADE_TRANSACTION_DEAL_ADD, D=1282677007(DEAL_TYPE_BUY), #=1300045365(ORDER_TYPE_BUY/ORDER_STATE_STARTED), EURUSD, @ 1.10564, V=0.01, P=1300045365
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>>> 4
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TRADE_TRANSACTION_HISTORY_ADD, #=1300045365(ORDER_TYPE_BUY/ORDER_STATE_FILLED), EURUSD, @ 1.10564, P=1300045365
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>>> 5
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TRADE_TRANSACTION_REQUEST
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TRADE_ACTION_DEAL, EURUSD, ORDER_TYPE_BUY, V=0.01, ORDER_FILLING_FOK, @ 1.10564, D=10, #=1300045365, M=1234567890
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DONE, D=1282677007, #=1300045365, V=0.01, @ 1.10564, Bid=1.10564, Ask=1.10564, Req=1
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>>> 6
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TRADE_TRANSACTION_POSITION, EURUSD, @ 1.10564, SL=1.09564, TP=1.11564, V=0.01, P=1300045365
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>>> 7
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TRADE_TRANSACTION_REQUEST
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TRADE_ACTION_SLTP, EURUSD, ORDER_TYPE_BUY, V=0.01, ORDER_FILLING_FOK, SL=1.09564, TP=1.11564, D=10, P=1300045365, M=1234567890
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DONE, Req=2
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>>> 8
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TRADE_TRANSACTION_ORDER_ADD, #=1300045366(ORDER_TYPE_SELL/ORDER_STATE_STARTED), EURUSD, @ 1.10564, V=0.01, P=1300045365
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>>> 9
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TRADE_TRANSACTION_ORDER_DELETE, #=1300045366(ORDER_TYPE_SELL/ORDER_STATE_FILLED), EURUSD, @ 1.10564, P=1300045365
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>>> 10
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TRADE_TRANSACTION_HISTORY_ADD, #=1300045366(ORDER_TYPE_SELL/ORDER_STATE_FILLED), EURUSD, @ 1.10564, P=1300045365
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>>> 11
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TRADE_TRANSACTION_DEAL_ADD, D=1282677008(DEAL_TYPE_SELL), #=1300045366(ORDER_TYPE_BUY/ORDER_STATE_STARTED), EURUSD, @ 1.10564, SL=1.09564, TP=1.11564, V=0.01, P=1300045365
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>>> 12
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TRADE_TRANSACTION_REQUEST
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TRADE_ACTION_DEAL, EURUSD, ORDER_TYPE_SELL, V=0.01, ORDER_FILLING_FOK, @ 1.10564, D=10, #=1300045366, P=1300045365, M=1234567890
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DONE, D=1282677008, #=1300045366, V=0.01, @ 1.10564, Bid=1.10564, Ask=1.10564, Req=3
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*/
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//+------------------------------------------------------------------+
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