624 lines
19 KiB
MQL5
624 lines
19 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| ProjectName |
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//| Copyright 2020, CompanyName |
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//| http://www.companyname.net |
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//+------------------------------------------------------------------+
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#include <errordescription.mqh>
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#include "Trade.mqh"
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enum Signal
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{
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SIGNAL_BUY,
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SIGNAL_SELL,
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SIGNAL_NONE,
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};
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string tradeResponse = "";
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CTradeHedge : public CTrade
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{
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protected:
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ulong OpenPosition(string pSymbol, ENUM_ORDER_TYPE pType, double pVolume, double pStop = 0, double pProfit = 0, string pComment = "Concrete Goonies");
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string orderType;
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public:
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ulong Buy(string pSymbol, double pVolume, double pStop = 0, double pProfit = 0, string pComment = NULL);
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ulong Sell(string pSymbol, double pVolume, double pStop = 0, double pProfit = 0, string pComment = NULL);
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bool ModifyPosition(ulong pTicket, double pStop, double pProfit = 0);
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bool Close(ulong pTicket, double pVolume = 0, string pComment = NULL);
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};
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// Open position
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ulong CTradeHedge::OpenPosition(string pSymbol, ENUM_ORDER_TYPE pType, double pVolume, double pStop = 0, double pProfit = 0, string pComment = "Concrete Goonies")
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{
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ZeroMemory(request);
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ZeroMemory(result);
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request.action = TRADE_ACTION_DEAL;
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request.symbol = pSymbol;
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request.type = pType;
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request.sl = pStop;
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request.tp = pProfit;
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request.comment =pComment ;
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request.volume = pVolume;
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request.deviation = deviation;
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request.type_filling = fillType;
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request.magic = magicNumber;
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int retryCount = -1;
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int checkCode = 0;
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Print(SymbolInfoDouble(pSymbol, SYMBOL_ASK));
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do
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{
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if(pType == ORDER_TYPE_BUY)
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{
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request.price = SymbolInfoDouble(pSymbol, SYMBOL_ASK);
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}
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else
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if(pType == ORDER_TYPE_SELL)
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request.price = SymbolInfoDouble(pSymbol, SYMBOL_BID);
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bool sent = OrderSend(request, result);
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checkCode = CheckReturnCode(result.retcode);
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if(checkCode == CHECK_RETCODE_OK)
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break;
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else
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if(checkCode == CHECK_RETCODE_ERROR)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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Alert("Open market order: Error ", result.retcode, " - ", errDesc);
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tradeResponse = "";
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LogTradeRequest();
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break;
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}
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else
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{
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Print("Server error detected, retrying...");
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Sleep(RETRY_DELAY);
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retryCount++;
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}
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}
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while(retryCount < MAX_RETRIES);
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if(retryCount >= MAX_RETRIES)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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Alert("Max retries exceeded: Error ", result.retcode, " - ", errDesc);
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}
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string orderType = CheckOrderType(pType);
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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//Print("Open ",orderType," order #",result.order,": ",result.retcode," - ",errDesc,", Volume: ",result.volume,", Price: ",result.price);
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if(checkCode == CHECK_RETCODE_OK)
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{
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//Comment(orderType," position #",result.order," opened at ",result.price," on ",pSymbol);
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return(result.order);
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}
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else
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return(0);
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}
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// Modify position
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bool CTradeHedge::ModifyPosition(ulong pTicket, double pStop, double pProfit = 0)
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{
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ZeroMemory(request);
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ZeroMemory(result);
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bool select = PositionSelectByTicket(pTicket);
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string symbol = PositionGetString(POSITION_SYMBOL);
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double price = PositionGetDouble(POSITION_PRICE_OPEN);
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request.action = TRADE_ACTION_SLTP;
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request.sl = pStop;
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request.tp = pProfit;
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request.position = pTicket;
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request.symbol = symbol;
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// Order loop
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int retryCount = 0;
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int checkCode = 0;
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do
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{
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bool sent = OrderSend(request, result);
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checkCode = CheckReturnCode(result.retcode);
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if(checkCode == CHECK_RETCODE_OK)
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break;
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else
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if(checkCode == CHECK_RETCODE_ERROR)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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//Comment("Modify position: Error ",result.retcode," - ",errDesc);
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LogTradeRequest();
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break;
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}
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else
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{
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Print("Server error detected, retrying...");
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Sleep(RETRY_DELAY);
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retryCount++;
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}
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}
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while(retryCount < MAX_RETRIES);
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if(retryCount >= MAX_RETRIES)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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Alert("Max retries exceeded: Error ", result.retcode, " - ", errDesc);
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}
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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//Print("Modify position #",pTicket,": ",result.retcode," - ",errDesc,", SL: ",request.sl,", TP: ",request.tp,", Bid: ",SymbolInfoDouble(symbol,SYMBOL_BID),", Ask: ",SymbolInfoDouble(symbol,SYMBOL_ASK),", Stop Level: ",SymbolInfoInteger(symbol,SYMBOL_TRADE_STOPS_LEVEL));
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double pi_8 = NormalizeDouble(price, _Digits);
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double pi_11 = NormalizeDouble(request.sl, _Digits);
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double pi_10 = NormalizeDouble(request.tp, _Digits);
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long posType = PositionGetInteger(POSITION_TYPE);
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if(posType == POSITION_TYPE_BUY)
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{
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orderType = "Buy";
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}
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else
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if(posType == POSITION_TYPE_SELL)
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{
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orderType = "Sell";
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}
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if(checkCode == CHECK_RETCODE_OK)
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{
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Alert(orderType, " - Price: ", DoubleToString(pi_8, _Digits), ", SL: ", DoubleToString(pi_11, _Digits), ", TP: ", DoubleToString(pi_10, _Digits));
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/* open = DoubleToString(pi_8, _Digits);
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sl = DoubleToString(pi_11, _Digits);
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tp = DoubleToString(pi_10, _Digits);*/
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return(true);
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}
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else
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return(false);
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}
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// Close position
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bool CTradeHedge::Close(ulong pTicket, double pVolume = 0, string pComment = NULL)
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{
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ZeroMemory(request);
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ZeroMemory(result);
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request.action = TRADE_ACTION_DEAL;
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request.position = pTicket;
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request.deviation = deviation;
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request.type_filling = fillType;
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request.comment = "Concrete Goonies";
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double closeVol = 0;
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long openType = WRONG_VALUE;
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string symbol;
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if(PositionSelectByTicket(pTicket) == true)
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{
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closeVol = PositionGetDouble(POSITION_VOLUME);
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openType = PositionGetInteger(POSITION_TYPE);
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symbol = PositionGetString(POSITION_SYMBOL);
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}
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else
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return(false);
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request.symbol = symbol;
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if(pVolume > closeVol || pVolume <= 0)
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request.volume = closeVol;
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else
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request.volume = pVolume;
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// Order loop
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int retryCount = -1;
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int checkCode = 0;
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do
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{
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if(openType == POSITION_TYPE_BUY)
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{
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request.type = ORDER_TYPE_SELL;
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request.price = SymbolInfoDouble(symbol, SYMBOL_BID);
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}
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else
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if(openType == POSITION_TYPE_SELL)
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{
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request.type = ORDER_TYPE_BUY;
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request.price = SymbolInfoDouble(symbol, SYMBOL_ASK);
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}
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bool sent = OrderSend(request, result);
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checkCode = CheckReturnCode(result.retcode);
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if(checkCode == CHECK_RETCODE_OK)
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break;
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else
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if(checkCode == CHECK_RETCODE_ERROR)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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Alert("Close position: Error ", result.retcode, " - ", errDesc);
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LogTradeRequest();
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break;
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}
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else
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{
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Print("Server error detected, retrying...");
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Sleep(RETRY_DELAY);
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retryCount++;
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}
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}
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while(retryCount < MAX_RETRIES);
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if(retryCount >= MAX_RETRIES)
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{
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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Alert("Max retries exceeded: Error ", result.retcode, " - ", errDesc);
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}
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string posType;
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if(openType == POSITION_TYPE_BUY)
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posType = "Buy";
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else
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if(openType == POSITION_TYPE_SELL)
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posType = "Sell";
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string errDesc = TradeServerReturnCodeDescription(result.retcode);
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//Print("Close ",posType," position #",pTicket,": ",result.retcode," - ",errDesc,", Volume: ",result.volume,", Price: ",result.price);
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if(checkCode == CHECK_RETCODE_OK)
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{
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//Comment(posType," position closed on ",symbol," at ",result.price);
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return(true);
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}
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else
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return(false);
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}
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// Trade opening shortcuts
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ulong CTradeHedge::Buy(string pSymbol, double pVolume, double pStop , double pProfit , string pComment )
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{
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ulong ticket = OpenPosition(pSymbol, ORDER_TYPE_BUY, pVolume, pStop, pProfit, pComment);
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return(ticket);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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ulong CTradeHedge::Sell(string pSymbol, double pVolume, double pStop = 0, double pProfit = 0, string pComment = NULL)
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{
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ulong ticket = OpenPosition(pSymbol, ORDER_TYPE_SELL, pVolume, pStop, pProfit, pComment);
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return(ticket);
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}
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//+------------------------------------------------------------------+
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//| Position Tickets & Counts |
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//+------------------------------------------------------------------+
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// Open position information
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class CPositions
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{
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protected:
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ulong BuyTickets[];
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ulong SellTickets[];
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ulong Tickets[];
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int BuyCount;
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int SellCount;
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int TotalCount;
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void GetOpenPositions(ulong pMagicNumber = 0);
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int ResizeArray(ulong &array[]);
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public:
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int Buy(ulong pMagicNumber);
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int Sell(ulong pMagicNumber);
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int TotalPositions(ulong pMagicNumber);
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void GetBuyTickets(ulong pMagicNumber, ulong &pTickets[]);
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void GetSellTickets(ulong pMagicNumber, ulong &pTickets[]);
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int GetTickets(ulong pMagicNumber, ulong &pTickets[]);
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};
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// Get open positions
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void CPositions::GetOpenPositions(ulong pMagicNumber = 0)
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{
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BuyCount = 0;
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SellCount = 0;
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TotalCount = 0;
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ArrayResize(BuyTickets, 17);
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ArrayInitialize(BuyTickets, 0);
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ArrayResize(SellTickets, 17);
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ArrayInitialize(SellTickets, 0);
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ArrayResize(Tickets, 17);
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ArrayInitialize(Tickets, 0);
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for(int i = 0; i < PositionsTotal(); i++)
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{
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ulong ticket = PositionGetTicket(i);
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PositionSelectByTicket(ticket);
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if(PositionGetInteger(POSITION_MAGIC) != pMagicNumber && pMagicNumber > 0)
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continue;
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if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
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{
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BuyCount++;
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int arrayIndex = ResizeArray(BuyTickets);
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BuyTickets[arrayIndex] = PositionGetInteger(POSITION_TICKET);
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}
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else
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if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
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{
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SellCount++;
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int arrayIndex = ResizeArray(SellTickets);
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SellTickets[arrayIndex] = PositionGetInteger(POSITION_TICKET);
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}
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TotalCount++;
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int arrayIndex = ResizeArray(Tickets);
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Tickets[arrayIndex] = PositionGetInteger(POSITION_TICKET);
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CPositions::ResizeArray(ulong &array[])
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{
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int arrayIndex = 0;
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if(ArraySize(array) > 1)
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{
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int newSize = ArrayResize(array, ArraySize(array) + 1);
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arrayIndex = newSize - 1;
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}
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return arrayIndex;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CPositions::Buy(ulong pMagicNumber)
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{
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GetOpenPositions(pMagicNumber);
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return(BuyCount);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CPositions::Sell(ulong pMagicNumber)
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{
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GetOpenPositions(pMagicNumber);
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return(SellCount);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CPositions::TotalPositions(ulong pMagicNumber)
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{
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GetOpenPositions(pMagicNumber);
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return(TotalCount);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CPositions::GetBuyTickets(ulong pMagicNumber, ulong &pTickets[])
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{
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GetOpenPositions(pMagicNumber);
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ArrayCopy(pTickets, BuyTickets);
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return;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CPositions::GetSellTickets(ulong pMagicNumber, ulong &pTickets[])
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{
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GetOpenPositions(pMagicNumber);
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ArrayCopy(pTickets, SellTickets);
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return;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CPositions::GetTickets(ulong pMagicNumber, ulong &pTickets[])
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{
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GetOpenPositions(pMagicNumber);
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ArrayCopy(pTickets, Tickets);
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| Position Information Functions |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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string PositionComment(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetString(POSITION_COMMENT));
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else
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return(NULL);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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long PositionType(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetInteger(POSITION_TYPE));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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long PositionIdentifier(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetInteger(POSITION_IDENTIFIER));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double PositionOpenPrice(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetDouble(POSITION_PRICE_OPEN));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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long PositionOpenTime(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetInteger(POSITION_TIME));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double PositionVolume(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetDouble(POSITION_VOLUME));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double PositionStopLoss(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetDouble(POSITION_SL));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double PositionTakeProfit(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetDouble(POSITION_TP));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double PositionProfit(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetDouble(POSITION_PROFIT));
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else
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return(WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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long PositionMagicNumber(ulong pTicket = 0)
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{
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bool select = false;
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if(pTicket > 0)
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select = PositionSelectByTicket(pTicket);
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if(select == true)
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return(PositionGetInteger(POSITION_MAGIC));
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else
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return(NULL);
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}
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//+------------------------------------------------------------------+
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