MQL5Book/Scripts/p6/SymbolFilterExpiration.mq5

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//+------------------------------------------------------------------+
//| SymbolFilterExpiration.mq5 |
//| Copyright 2022, MetaQuotes Ltd. |
//| https://www.mql5.com |
//| Print out expiration modes for selected symbols |
//+------------------------------------------------------------------+
#property script_show_inputs
#include "..\..\Include\SymbolFilter.mqh"
input bool UseMarketWatch = false;
input bool ShowPerSymbolDetails = false;
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
SymbolFilter f; // filter object
string symbols[]; // array for names
long flags[][2]; // array of int/long tuples as output
MapArray<SYMBOL_EXPIRATION,int> stats; // counters per mode
MapArray<ENUM_SYMBOL_ORDER_GTC_MODE,int> gtc; // counters per GTC
// integer properties to read from symbols
ENUM_SYMBOL_INFO_INTEGER ints[] =
{
SYMBOL_EXPIRATION_MODE,
SYMBOL_ORDER_GTC_MODE
};
// apply the filter and collect flags for symbols
f.select(UseMarketWatch, ints, symbols, flags);
const int n = ArraySize(symbols);
for(int i = 0; i < n; ++i)
{
if(ShowPerSymbolDetails)
{
Print(symbols[i] + ":");
for(int j = 0; j < ArraySize(ints); ++j)
{
// show properties as user-friendly names and "as is" (numbers)
PrintFormat(" %s (%d)",
SymbolMonitor::stringify(flags[i][j], ints[j]),
flags[i][j]);
}
}
const SYMBOL_EXPIRATION mode = (SYMBOL_EXPIRATION)flags[i][0];
for(int j = 0; j < 4; ++j)
{
const SYMBOL_EXPIRATION bit = (SYMBOL_EXPIRATION)(1 << j);
if((mode & bit) != 0)
{
stats.inc(bit);
}
if(bit == SYMBOL_EXPIRATION_GTC)
{
gtc.inc((ENUM_SYMBOL_ORDER_GTC_MODE)flags[i][1]);
}
}
}
PrintFormat("===== Expiration modes for %s symbols =====",
(UseMarketWatch ? "Market Watch" : "all available"));
PrintFormat("Total symbols: %d", n);
Print("Stats per expiration mode:");
stats.print();
Print("Legend: key=expiration mode, value=count");
for(int i = 0; i < stats.getSize(); ++i)
{
PrintFormat("%d -> %s", stats.getKey(i), EnumToString(stats.getKey(i)));
}
Print("Stats per GTC mode:");
gtc.print();
Print("Legend: key=GTC mode, value=count");
for(int i = 0; i < gtc.getSize(); ++i)
{
PrintFormat("%d -> %s", gtc.getKey(i), EnumToString(gtc.getKey(i)));
}
}
//+------------------------------------------------------------------+
/*
example output (1-st run with default settings):
===== Expiration modes for all available symbols =====
Total symbols: 52357
Stats per expiration mode:
[key] [value]
[0] 1 52357
[1] 2 52357
[2] 4 52357
[3] 8 52303
Legend: key=expiration mode, value=count
1 -> _SYMBOL_EXPIRATION_GTC
2 -> _SYMBOL_EXPIRATION_DAY
4 -> _SYMBOL_EXPIRATION_SPECIFIED
8 -> _SYMBOL_EXPIRATION_SPECIFIED_DAY
Stats per GTC mode:
[key] [value]
[0] 0 52357
Legend: key=GTC mode, value=count
0 -> SYMBOL_ORDERS_GTC
example excerpt (2-nd run, UseMarketWatch=true, ShowPerSymbolDetails=true):
EURUSD:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED _SYMBOL_EXPIRATION_SPECIFIED_DAY ] (15)
SYMBOL_ORDERS_GTC (0)
GBPUSD:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED ] (7)
SYMBOL_ORDERS_GTC (0)
USDCHF:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED ] (7)
SYMBOL_ORDERS_GTC (0)
USDJPY:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED ] (7)
SYMBOL_ORDERS_GTC (0)
...
XAUUSD:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED _SYMBOL_EXPIRATION_SPECIFIED_DAY ] (15)
SYMBOL_ORDERS_GTC (0)
SP500m:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED _SYMBOL_EXPIRATION_SPECIFIED_DAY ] (15)
SYMBOL_ORDERS_GTC (0)
UK100:
[ _SYMBOL_EXPIRATION_GTC _SYMBOL_EXPIRATION_DAY _SYMBOL_EXPIRATION_SPECIFIED _SYMBOL_EXPIRATION_SPECIFIED_DAY ] (15)
SYMBOL_ORDERS_GTC (0)
===== Expiration modes for Market Watch symbols =====
Total symbols: 15
Stats per expiration mode:
[key] [value]
[0] 1 15
[1] 2 15
[2] 4 15
[3] 8 6
Legend: key=expiration mode, value=count
1 -> _SYMBOL_EXPIRATION_GTC
2 -> _SYMBOL_EXPIRATION_DAY
4 -> _SYMBOL_EXPIRATION_SPECIFIED
8 -> _SYMBOL_EXPIRATION_SPECIFIED_DAY
Stats per GTC mode:
[key] [value]
[0] 0 15
Legend: key=GTC mode, value=count
0 -> SYMBOL_ORDERS_GTC
*/
//+------------------------------------------------------------------+