Library for easy and quick development of MetaTrader programs (part XIII): Account object events
MetaTrader 5
—
Examples
| 30 August 2019, 15:23
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Contents
- The concept of an account event
- Methods of working with account events
- Testing the account events
- What's next?
The concept of an account event
Previously, we have created a separate class that tracks order and position events (parts IV-XI) and sends data on detected changes to the CEngine main library object.
In order to track account events, we will use another method: since we are able to track events on a single account only (the one the
terminal is currently connected to), a separate class for that would be redundant. Instead, we will create the methods of working with
events directly in the account collection class.
To detect any changes in the account properties, we are going to compare the current account properties with their previous status. If
changes are detected, an event will be sent to the control program chart.
We have already developed some functionality for tracking event accounts in
the previous article when creating the account object collection. In this article, we will improve the existing functionality to make
it fully usable.
Methods of working with account events
Let's start by creating the necessary enumerations and macro substitutions in the Defines.mqh file. Since a response was received from the developers about the actual size allocated for the account string properties in bytes, we will set them tightly in the CAccount class code, thus eliminating the need for the macro substitution setting the size of uchar arrays for storing the account object string properties. Remove the macro substitution from the Defines.mqh listing
#define UCHAR_ARRAY_SIZE (64) // Size of uchar arrays for storing string properties
I have also decided to add all the necessary enumerations and macro substitutions for working with account objects to the very end of the file — after the data for working with trading events since we are going to send not only account event codes but also implemented trading event ones to the program. This means the numerical values of the account event codes are to start from the numerical value of the very last trading event code+1. If the number of trading events increases, we will declare the macro substitution containing the total number of all trading events in order not to re-write numerical values of the account event codes. Also, we will set the macro substitution specifying the total number of account events in case we implement some other events (like symbol events). In this case, numerical codes of these new events start from the total number of account events+1.
At the end of the list of possible trading events on the account, insert the macro substitution specifying the value corresponding to the numerical value of the last trading event+1:
//+------------------------------------------------------------------+ //| List of possible trading events on the account | //+------------------------------------------------------------------+ enum ENUM_TRADE_EVENT { TRADE_EVENT_NO_EVENT = 0, // No trading event TRADE_EVENT_PENDING_ORDER_PLASED, // Pending order placed TRADE_EVENT_PENDING_ORDER_REMOVED, // Pending order removed //--- enumeration members matching the ENUM_DEAL_TYPE enumeration members //--- (constant order below should not be changed, no constants should be added/deleted) TRADE_EVENT_ACCOUNT_CREDIT = DEAL_TYPE_CREDIT, // Accruing credit (3) TRADE_EVENT_ACCOUNT_CHARGE, // Additional charges TRADE_EVENT_ACCOUNT_CORRECTION, // Correcting entry TRADE_EVENT_ACCOUNT_BONUS, // Accruing bonuses TRADE_EVENT_ACCOUNT_COMISSION, // Additional commissions TRADE_EVENT_ACCOUNT_COMISSION_DAILY, // Commission charged at the end of a trading day TRADE_EVENT_ACCOUNT_COMISSION_MONTHLY, // Commission charged at the end of a trading month TRADE_EVENT_ACCOUNT_COMISSION_AGENT_DAILY, // Agent commission charged at the end of a trading day TRADE_EVENT_ACCOUNT_COMISSION_AGENT_MONTHLY, // Agent commission charged at the end of a month TRADE_EVENT_ACCOUNT_INTEREST, // Accrued interest on free funds TRADE_EVENT_BUY_CANCELLED, // Canceled buy deal TRADE_EVENT_SELL_CANCELLED, // Canceled sell deal TRADE_EVENT_DIVIDENT, // Accruing dividends TRADE_EVENT_DIVIDENT_FRANKED, // Accruing franked dividends TRADE_EVENT_TAX = DEAL_TAX, // Tax //--- constants related to the DEAL_TYPE_BALANCE deal type from the DEAL_TYPE_BALANCE enumeration TRADE_EVENT_ACCOUNT_BALANCE_REFILL = DEAL_TAX+1, // Replenishing account balance TRADE_EVENT_ACCOUNT_BALANCE_WITHDRAWAL = DEAL_TAX+2, // Withdrawing funds from an account //--- Remaining possible trading events//--- (constant order below can be changed, constants can be added/deleted) TRADE_EVENT_PENDING_ORDER_ACTIVATED = DEAL_TAX+3, // Pending order activated by price TRADE_EVENT_PENDING_ORDER_ACTIVATED_PARTIAL, // Pending order partially activated by price TRADE_EVENT_POSITION_OPENED, // Position opened TRADE_EVENT_POSITION_OPENED_PARTIAL, // Position opened partially TRADE_EVENT_POSITION_CLOSED, // Position closed TRADE_EVENT_POSITION_CLOSED_BY_POS, // Position closed by an opposite one TRADE_EVENT_POSITION_CLOSED_BY_SL, // Position closed by StopLoss TRADE_EVENT_POSITION_CLOSED_BY_TP, // Position closed by TakeProfit TRADE_EVENT_POSITION_REVERSED_BY_MARKET, // Position reversal by a new deal (netting) TRADE_EVENT_POSITION_REVERSED_BY_PENDING, // Position reversal by activating a pending order (netting) TRADE_EVENT_POSITION_REVERSED_BY_MARKET_PARTIAL, // Position reversal by partial market order execution (netting) TRADE_EVENT_POSITION_REVERSED_BY_PENDING_PARTIAL, // Position reversal by partial pending order activation (netting) TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET, // Added volume to a position by a new deal (netting) TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET_PARTIAL, // Added volume to a position by partial activation of an order (netting) TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING, // Added volume to a position by activating a pending order (netting) TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING_PARTIAL, // Added volume to a position by partial activation of a pending order (netting) TRADE_EVENT_POSITION_CLOSED_PARTIAL, // Position closed partially TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS, // Position closed partially by an opposite one TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_SL, // Position closed partially by StopLoss TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_TP, // Position closed partially by TakeProfit TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER, // StopLimit order activation TRADE_EVENT_MODIFY_ORDER_PRICE, // Changing order price TRADE_EVENT_MODIFY_ORDER_PRICE_STOP_LOSS, // Changing order and StopLoss price TRADE_EVENT_MODIFY_ORDER_PRICE_TAKE_PROFIT, // Changing order and TakeProfit price TRADE_EVENT_MODIFY_ORDER_PRICE_STOP_LOSS_TAKE_PROFIT, // Changing order, StopLoss and TakeProfit price TRADE_EVENT_MODIFY_ORDER_STOP_LOSS_TAKE_PROFIT, // Changing order's StopLoss and TakeProfit price TRADE_EVENT_MODIFY_ORDER_STOP_LOSS, // Changing order Stop Loss TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT, // Changing order Take Profit TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT, // Changing position StopLoss and TakeProfit TRADE_EVENT_MODIFY_POSITION_STOP_LOSS, // Changing position StopLoss TRADE_EVENT_MODIFY_POSITION_TAKE_PROFIT, // Changing position TakeProfit }; #define TRADE_EVENTS_NEXT_CODE (TRADE_EVENT_MODIFY_POSITION_TAKE_PROFIT+1)// The code of the next event after the last trading event code //+------------------------------------------------------------------+
This is the code the account event codes are to start from.
In the previous article, we have set the account integer, real and string properties, as well as possible account sorting criteria and placed them before the data for working with event accounts. Now we move them to the end and provide additional data for working with account events — the list of account event flags and possible account events:
//+------------------------------------------------------------------+ //| Data for working with accounts | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| List of account event flags | //+------------------------------------------------------------------+ enum ENUM_ACCOUNT_EVENT_FLAGS { ACCOUNT_EVENT_FLAG_NO_EVENT = 0, // No event ACCOUNT_EVENT_FLAG_LEVERAGE = 1, // Changing the leverage ACCOUNT_EVENT_FLAG_LIMIT_ORDERS = 2, // Changing the maximum allowed number of active pending orders ACCOUNT_EVENT_FLAG_TRADE_ALLOWED = 4, // Changing permission to trade for the account ACCOUNT_EVENT_FLAG_TRADE_EXPERT = 8, // Changing permission for auto trading for the account ACCOUNT_EVENT_FLAG_BALANCE = 16, // The balance exceeds the specified change value +/- ACCOUNT_EVENT_FLAG_EQUITY = 32, // The equity exceeds the specified change value +/- ACCOUNT_EVENT_FLAG_PROFIT = 64, // The profit exceeds the specified change value +/- ACCOUNT_EVENT_FLAG_CREDIT = 128, // Changing the credit in a deposit currency ACCOUNT_EVENT_FLAG_MARGIN = 256, // The reserved margin on an account in the deposit currency exceeds the specified change value +/- ACCOUNT_EVENT_FLAG_MARGIN_FREE = 512, // The free funds available for opening a position in a deposit currency exceed the specified change value +/- ACCOUNT_EVENT_FLAG_MARGIN_LEVEL = 1024, // The margin level on an account in % exceeds the specified change value +/- ACCOUNT_EVENT_FLAG_MARGIN_INITIAL = 2048, // The funds reserved on an account to ensure a guarantee amount for all pending orders exceed the specified change value +/- ACCOUNT_EVENT_FLAG_MARGIN_MAINTENANCE = 4096, // The funds reserved on an account to ensure a minimum amount for all open positions exceed the specified change value +/- ACCOUNT_EVENT_FLAG_MARGIN_SO_CALL = 8192, // Changing the Margin Call level ACCOUNT_EVENT_FLAG_MARGIN_SO_SO = 16384, // Changing the Stop Out level ACCOUNT_EVENT_FLAG_ASSETS = 32768, // The current assets on an account exceed the specified change value +/- ACCOUNT_EVENT_FLAG_LIABILITIES = 65536, // The current liabilities on an account exceed the specified change value +/- ACCOUNT_EVENT_FLAG_COMISSION_BLOCKED = 131072, // The current sum of blocked commissions on an account exceeds the specified change value +/- }; //+------------------------------------------------------------------+ //| List of possible account events | //+------------------------------------------------------------------+ enum ENUM_ACCOUNT_EVENT { ACCOUNT_EVENT_NO_EVENT = TRADE_EVENTS_NEXT_CODE, // No event ACCOUNT_EVENT_LEVERAGE_INC, // Increasing the leverage ACCOUNT_EVENT_LEVERAGE_DEC, // Decreasing the leverage ACCOUNT_EVENT_LIMIT_ORDERS_INC, // Increasing the maximum allowed number of active pending orders ACCOUNT_EVENT_LIMIT_ORDERS_DEC, // Decreasing the maximum allowed number of active pending orders ACCOUNT_EVENT_TRADE_ALLOWED_ON, // Enabling trading for the account ACCOUNT_EVENT_TRADE_ALLOWED_OFF, // Disabling trading for the account ACCOUNT_EVENT_TRADE_EXPERT_ON, // Enabling auto trading for the account ACCOUNT_EVENT_TRADE_EXPERT_OFF, // Disabling auto trading for the account ACCOUNT_EVENT_BALANCE_INC, // The balance exceeds the specified value ACCOUNT_EVENT_BALANCE_DEC, // The balance falls below the specified value ACCOUNT_EVENT_EQUITY_INC, // The equity exceeds the specified value ACCOUNT_EVENT_EQUITY_DEC, // The equity falls below the specified value ACCOUNT_EVENT_PROFIT_INC, // The profit exceeds the specified value ACCOUNT_EVENT_PROFIT_DEC, // The profit falls below the specified value ACCOUNT_EVENT_CREDIT_INC, // The credit exceeds the specified value ACCOUNT_EVENT_CREDIT_DEC, // The credit falls below the specified value ACCOUNT_EVENT_MARGIN_INC, // Increasing the reserved margin on an account in the deposit currency ACCOUNT_EVENT_MARGIN_DEC, // Decreasing the reserved margin on an account in the deposit currency ACCOUNT_EVENT_MARGIN_FREE_INC, // Increasing the free funds available for opening a position in a deposit currency ACCOUNT_EVENT_MARGIN_FREE_DEC, // Decreasing the free funds available for opening a position in a deposit currency ACCOUNT_EVENT_MARGIN_LEVEL_INC, // Increasing the margin level on an account in % ACCOUNT_EVENT_MARGIN_LEVEL_DEC, // Decreasing the margin level on an account in % ACCOUNT_EVENT_MARGIN_INITIAL_INC, // Increasing the funds reserved on an account to ensure a guarantee amount for all pending orders ACCOUNT_EVENT_MARGIN_INITIAL_DEC, // Decreasing the funds reserved on an account to ensure a guarantee amount for all pending orders ACCOUNT_EVENT_MARGIN_MAINTENANCE_INC, // Increasing the funds reserved on an account to ensure a minimum amount for all open positions ACCOUNT_EVENT_MARGIN_MAINTENANCE_DEC, // Decreasing the funds reserved on an account to ensure a minimum amount for all open positions ACCOUNT_EVENT_MARGIN_SO_CALL_INC, // Increasing the Margin Call level ACCOUNT_EVENT_MARGIN_SO_CALL_DEC, // Decreasing the Margin Call level ACCOUNT_EVENT_MARGIN_SO_SO_INC, // Increasing the Stop Out level ACCOUNT_EVENT_MARGIN_SO_SO_DEC, // Decreasing the Stop Out level ACCOUNT_EVENT_ASSETS_INC, // Increasing the current asset size on the account ACCOUNT_EVENT_ASSETS_DEC, // Decreasing the current asset size on the account ACCOUNT_EVENT_LIABILITIES_INC, // Increasing the current liabilities on the account ACCOUNT_EVENT_LIABILITIES_DEC, // Decreasing the current liabilities on the account ACCOUNT_EVENT_COMISSION_BLOCKED_INC, // Increasing the current sum of blocked commissions on an account ACCOUNT_EVENT_COMISSION_BLOCKED_DEC, // Decreasing the current sum of blocked commissions on an account< }; #define ACCOUNT_EVENTS_NEXT_CODE (ACCOUNT_EVENT_COMISSION_BLOCKED_DEC+1) // The code of the next event after the last account event code //+------------------------------------------------------------------+ //| Account integer properties | //+------------------------------------------------------------------+ enum ENUM_ACCOUNT_PROP_INTEGER { ACCOUNT_PROP_LOGIN, // Account number ACCOUNT_PROP_TRADE_MODE, // Trading account type ACCOUNT_PROP_LEVERAGE, // Provided leverage ACCOUNT_PROP_LIMIT_ORDERS, // Maximum allowed number of active pending orders ACCOUNT_PROP_MARGIN_SO_MODE, // Mode of setting the minimum available margin level ACCOUNT_PROP_TRADE_ALLOWED, // Permission to trade for the current account from the server side ACCOUNT_PROP_TRADE_EXPERT, // Permission to trade for an EA from the server side ACCOUNT_PROP_MARGIN_MODE, // Margin calculation mode ACCOUNT_PROP_CURRENCY_DIGITS, // Number of digits for an account currency necessary for accurate display of trading results ACCOUNT_PROP_SERVER_TYPE // Trade server type (MetaTrader 5, MetaTrader 4) }; #define ACCOUNT_PROP_INTEGER_TOTAL (10) // Total number of account's integer properties #define ACCOUNT_PROP_INTEGER_SKIP (0) // Number of account's integer properties not used in sorting //+------------------------------------------------------------------+ //| Account real properties | //+------------------------------------------------------------------+ enum ENUM_ACCOUNT_PROP_DOUBLE { ACCOUNT_PROP_BALANCE = ACCOUNT_PROP_INTEGER_TOTAL, // Account balance in a deposit currency ACCOUNT_PROP_CREDIT, // Credit in a deposit currency ACCOUNT_PROP_PROFIT, // Current profit on an account in the account currency ACCOUNT_PROP_EQUITY, // Equity on an account in the deposit currency ACCOUNT_PROP_MARGIN, // Reserved margin on an account in a deposit currency ACCOUNT_PROP_MARGIN_FREE, // Free funds available for opening a position in a deposit currency ACCOUNT_PROP_MARGIN_LEVEL, // Margin level on an account in % ACCOUNT_PROP_MARGIN_SO_CALL, // Margin Call level ACCOUNT_PROP_MARGIN_SO_SO, // Stop Out level ACCOUNT_PROP_MARGIN_INITIAL, // Funds reserved on an account to ensure a guarantee amount for all pending orders ACCOUNT_PROP_MARGIN_MAINTENANCE, // Funds reserved on an account to ensure a minimum amount for all open positions ACCOUNT_PROP_ASSETS, // Current assets on an account ACCOUNT_PROP_LIABILITIES, // Current liabilities on an account ACCOUNT_PROP_COMMISSION_BLOCKED // Current sum of blocked commissions on an account }; #define ACCOUNT_PROP_DOUBLE_TOTAL (14) // Total number of account's real properties #define ACCOUNT_PROP_DOUBLE_SKIP (0) // Number of account's real properties not used in sorting //+------------------------------------------------------------------+ //| Account string properties | //+------------------------------------------------------------------+ enum ENUM_ACCOUNT_PROP_STRING { ACCOUNT_PROP_NAME = (ACCOUNT_PROP_INTEGER_TOTAL+ACCOUNT_PROP_DOUBLE_TOTAL), // Client name ACCOUNT_PROP_SERVER, // Trade server name ACCOUNT_PROP_CURRENCY, // Deposit currency ACCOUNT_PROP_COMPANY // Name of a company serving an account }; #define ACCOUNT_PROP_STRING_TOTAL (4) // Total number of account's string properties #define ACCOUNT_PROP_STRING_SKIP (0) // Number of account string properties not used in sorting //+------------------------------------------------------------------+ //| Possible account sorting criteria | //+------------------------------------------------------------------+ #define FIRST_ACC_DBL_PROP (ACCOUNT_PROP_INTEGER_TOTAL-ACCOUNT_PROP_INTEGER_SKIP) #define FIRST_ACC_STR_PROP (ACCOUNT_PROP_INTEGER_TOTAL-ACCOUNT_PROP_INTEGER_SKIP+ACCOUNT_PROP_DOUBLE_TOTAL-ACCOUNT_PROP_DOUBLE_SKIP) enum ENUM_SORT_ACCOUNT_MODE { SORT_BY_ACCOUNT_LOGIN = 0, // Sort by account number SORT_BY_ACCOUNT_TRADE_MODE = 1, // Sort by trading account type SORT_BY_ACCOUNT_LEVERAGE = 2, // Sort by leverage SORT_BY_ACCOUNT_LIMIT_ORDERS = 3, // Sort by maximum acceptable number of existing pending orders SORT_BY_ACCOUNT_MARGIN_SO_MODE = 4, // Sort by mode for setting the minimum acceptable margin level SORT_BY_ACCOUNT_TRADE_ALLOWED = 5, // Sort by permission to trade for the current account SORT_BY_ACCOUNT_TRADE_EXPERT = 6, // Sort by permission to trade for an EA SORT_BY_ACCOUNT_MARGIN_MODE = 7, // Sort by margin calculation mode SORT_BY_ACCOUNT_CURRENCY_DIGITS = 8, // Sort by number of digits for an account currency SORT_BY_ACCOUNT_SERVER_TYPE = 9, // Sort by trade server type (MetaTrader 5, MetaTrader 4) SORT_BY_ACCOUNT_BALANCE = FIRST_ACC_DBL_PROP, // Sort by an account balance in the deposit currency SORT_BY_ACCOUNT_CREDIT = FIRST_ACC_DBL_PROP+1, // Sort by credit in a deposit currency SORT_BY_ACCOUNT_PROFIT = FIRST_ACC_DBL_PROP+2, // Sort by the current profit on an account in the deposit currency SORT_BY_ACCOUNT_EQUITY = FIRST_ACC_DBL_PROP+3, // Sort by an account equity in the deposit currency SORT_BY_ACCOUNT_MARGIN = FIRST_ACC_DBL_PROP+4, // Sort by an account reserved margin in the deposit currency SORT_BY_ACCOUNT_MARGIN_FREE = FIRST_ACC_DBL_PROP+5, // Sort by account free funds available for opening a position in the deposit currency SORT_BY_ACCOUNT_MARGIN_LEVEL = FIRST_ACC_DBL_PROP+6, // Sort by account margin level in % SORT_BY_ACCOUNT_MARGIN_SO_CALL = FIRST_ACC_DBL_PROP+7, // Sort by margin level requiring depositing funds to an account (Margin Call) SORT_BY_ACCOUNT_MARGIN_SO_SO = FIRST_ACC_DBL_PROP+8, // Sort by margin level, at which the most loss-making position is closed (Stop Out) SORT_BY_ACCOUNT_MARGIN_INITIAL = FIRST_ACC_DBL_PROP+9, // Sort by funds reserved on an account to ensure a guarantee amount for all pending orders SORT_BY_ACCOUNT_MARGIN_MAINTENANCE = FIRST_ACC_DBL_PROP+10, // Sort by funds reserved on an account to ensure a minimum amount for all open positions SORT_BY_ACCOUNT_ASSETS = FIRST_ACC_DBL_PROP+11, // Sort by the amount of the current assets on an account SORT_BY_ACCOUNT_LIABILITIES = FIRST_ACC_DBL_PROP+12, // Sort by the current liabilities on an account SORT_BY_ACCOUNT_COMMISSION_BLOCKED = FIRST_ACC_DBL_PROP+13, // Sort by the current amount of blocked commissions on an account SORT_BY_ACCOUNT_NAME = FIRST_ACC_STR_PROP, // Sort by a client name SORT_BY_ACCOUNT_SERVER = FIRST_ACC_STR_PROP+1, // Sort by a trade server name SORT_BY_ACCOUNT_CURRENCY = FIRST_ACC_STR_PROP+2, // Sort by a deposit currency SORT_BY_ACCOUNT_COMPANY = FIRST_ACC_STR_PROP+3 // Sort by a name of a company serving an account }; //+------------------------------------------------------------------+
Since multiple account properties can change at once, we are going to work with a set of event flags in order not to miss a single one of the occurred changes. The flags will be added to an event code variable. Then the presence of a certain flag within the variable will be checked. Based on the flags present in the event code, we will define what exactly happened in the account properties. All detected events are to be stored in the array. The ability to access it is to be provided in the CEngine class and, later, in the program.
As you can see, the list of account integer properties features yet another
property — trade server type. Accordingly, the total
number of integer properties has been changed from 9 to 10.
This account property is to define whether an account belongs to MetaTrader 5 or MetaTrader 4. I have decided to add the property because
the list of all accounts the program ever connected to receives all accounts — both MetaTrader 5 and MetaTrader 4 ones if the library-based
program is launched in both terminals. The property allows us to distinguish the trade server types. It is to be present in the account
description displayed in the journal by the PrintShort() method of the CAccount class. Besides, we are able to sort account objects by the
platform they belong to.
Let's move on to the Acount.mqh file. Add the new property and set the exact size of the arrays for storing the account string properties in the private section of the account data structure:
//+------------------------------------------------------------------+ //| Account class | //+------------------------------------------------------------------+ class CAccount : public CObject { private: struct SData { //--- Account integer properties long login; // ACCOUNT_LOGIN (Account number) int trade_mode; // ACCOUNT_TRADE_MODE (Trading account type) long leverage; // ACCOUNT_LEVERAGE (Leverage) int limit_orders; // ACCOUNT_LIMIT_ORDERS (Maximum allowed number of active pending orders) int margin_so_mode; // ACCOUNT_MARGIN_SO_MODE (Mode of setting the minimum available margin level) bool trade_allowed; // ACCOUNT_TRADE_ALLOWED (Permission to trade for the current account from the server side) bool trade_expert; // ACCOUNT_TRADE_EXPERT (Permission to trade for an EA from the server side) int margin_mode; // ACCOUNT_MARGIN_MODE (Margin calculation mode) int currency_digits; // ACCOUNT_CURRENCY_DIGITS (Number of digits for an account currency) int server_type; // Trade server type (MetaTrader 5, MetaTrader 4) //--- Account real properties double balance; // ACCOUNT_BALANCE (Account balance in the deposit currency) double credit; // ACCOUNT_CREDIT (Credit in the deposit currency) double profit; // ACCOUNT_PROFIT (Current profit on an account in the deposit currency) double equity; // ACCOUNT_EQUITY (Equity on an account in the deposit currency) double margin; // ACCOUNT_MARGIN (Reserved margin on an account in the deposit currency) double margin_free; // ACCOUNT_MARGIN_FREE (Free funds available for opening a position in the deposit currency) double margin_level; // ACCOUNT_MARGIN_LEVEL (Margin level on an account in %) double margin_so_call; // ACCOUNT_MARGIN_SO_CALL (Margin Call level) double margin_so_so; // ACCOUNT_MARGIN_SO_SO (Stop Out level) double margin_initial; // ACCOUNT_MARGIN_INITIAL (Funds reserved on an account to ensure a guarantee amount for all pending orders) double margin_maintenance; // ACCOUNT_MARGIN_MAINTENANCE (Funds reserved on an account to ensure a minimum amount for all open positions) double assets; // ACCOUNT_ASSETS (Current assets on an account) double liabilities; // ACCOUNT_LIABILITIES (Current liabilities on an account) double comission_blocked; // ACCOUNT_COMMISSION_BLOCKED (Current sum of blocked commissions on an account) //--- Account string properties uchar name[128]; // ACCOUNT_NAME (Client name) uchar server[64]; // ACCOUNT_SERVER (Trade server name) uchar currency[32]; // ACCOUNT_CURRENCY (Deposit currency) uchar company[128]; // ACCOUNT_COMPANY (Name of a company serving an account) }; SData m_struct_obj; // Account object structure uchar m_uchar_array[]; // uchar array of the account object structure
In the class public section, add yet another method for a simplified access to the account object properties returning the trade server type:
//+------------------------------------------------------------------+ //| Methods of a simplified access to the account object properties | //+------------------------------------------------------------------+ //--- Return the account's integer propertie ENUM_ACCOUNT_TRADE_MODE TradeMode(void) const { return (ENUM_ACCOUNT_TRADE_MODE)this.GetProperty(ACCOUNT_PROP_TRADE_MODE); } ENUM_ACCOUNT_STOPOUT_MODE MarginSOMode(void) const { return (ENUM_ACCOUNT_STOPOUT_MODE)this.GetProperty(ACCOUNT_PROP_MARGIN_SO_MODE); } ENUM_ACCOUNT_MARGIN_MODE MarginMode(void) const { return (ENUM_ACCOUNT_MARGIN_MODE)this.GetProperty(ACCOUNT_PROP_MARGIN_MODE); } long Login(void) const { returnthis.GetProperty(ACCOUNT_PROP_LOGIN); } long Leverage(void) const { returnthis.GetProperty(ACCOUNT_PROP_LEVERAGE); } long LimitOrders(void) const { returnthis.GetProperty(ACCOUNT_PROP_LIMIT_ORDERS); } long TradeAllowed(void) const { returnthis.GetProperty(ACCOUNT_PROP_TRADE_ALLOWED); } long TradeExpert(void) const { returnthis.GetProperty(ACCOUNT_PROP_TRADE_EXPERT); } long CurrencyDigits(void) const { returnthis.GetProperty(ACCOUNT_PROP_CURRENCY_DIGITS); } long ServerType(void) const { returnthis.GetProperty(ACCOUNT_PROP_SERVER_TYPE); }
In the methods of the account properties description, add yet another method returning the trade server type description:
//+------------------------------------------------------------------+ //| Descriptions of the account object properties | //+------------------------------------------------------------------+ //--- Return the description of the account's (1) integer, (2) real and (3) string properties string GetPropertyDescription(ENUM_ACCOUNT_PROP_INTEGER property); string GetPropertyDescription(ENUM_ACCOUNT_PROP_DOUBLE property); string GetPropertyDescription(ENUM_ACCOUNT_PROP_STRING property); //--- Return the trading account type name (demo, contest, real) string TradeModeDescription(void) const; //--- Return the trade server type name (MetaTrader 5, MetaTrader 4) string ServerTypeDescription(void) const; //--- Return the description of the mode for setting the minimum available margin level string MarginSOModeDescription(void) const; //--- Return the description of the margin calculation mode string MarginModeDescription(void) const; //--- Display the description of the account properties in the journal (full_prop=true - all properties, false - supported ones only) void Print(constbool full_prop=false); //--- Display a short account description in the journal void PrintShort(void);
In the class constructor, fill in the property storing the trade server type:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CAccount::CAccount(void) { //--- Save integer properties this.m_long_prop[ACCOUNT_PROP_LOGIN] = ::AccountInfoInteger(ACCOUNT_LOGIN); this.m_long_prop[ACCOUNT_PROP_TRADE_MODE] = ::AccountInfoInteger(ACCOUNT_TRADE_MODE); this.m_long_prop[ACCOUNT_PROP_LEVERAGE] = ::AccountInfoInteger(ACCOUNT_LEVERAGE); this.m_long_prop[ACCOUNT_PROP_LIMIT_ORDERS] = ::AccountInfoInteger(ACCOUNT_LIMIT_ORDERS); this.m_long_prop[ACCOUNT_PROP_MARGIN_SO_MODE] = ::AccountInfoInteger(ACCOUNT_MARGIN_SO_MODE); this.m_long_prop[ACCOUNT_PROP_TRADE_ALLOWED] = ::AccountInfoInteger(ACCOUNT_TRADE_ALLOWED); this.m_long_prop[ACCOUNT_PROP_TRADE_EXPERT] = ::AccountInfoInteger(ACCOUNT_TRADE_EXPERT); this.m_long_prop[ACCOUNT_PROP_MARGIN_MODE] = #ifdef __MQL5__::AccountInfoInteger(ACCOUNT_MARGIN_MODE) #else ACCOUNT_MARGIN_MODE_RETAIL_HEDGING#endif ; this.m_long_prop[ACCOUNT_PROP_CURRENCY_DIGITS] = #ifdef __MQL5__::AccountInfoInteger(ACCOUNT_CURRENCY_DIGITS) #else 2#endif ; this.m_long_prop[ACCOUNT_PROP_SERVER_TYPE] = (::TerminalInfoString(TERMINAL_NAME)=="MetaTrader 5" ? 5 : 4); //--- Save real properties this.m_double_prop[this.IndexProp(ACCOUNT_PROP_BALANCE)] = ::AccountInfoDouble(ACCOUNT_BALANCE); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_CREDIT)] = ::AccountInfoDouble(ACCOUNT_CREDIT); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_PROFIT)] = ::AccountInfoDouble(ACCOUNT_PROFIT); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_EQUITY)] = ::AccountInfoDouble(ACCOUNT_EQUITY); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN)] = ::AccountInfoDouble(ACCOUNT_MARGIN); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_FREE)] = ::AccountInfoDouble(ACCOUNT_MARGIN_FREE); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_LEVEL)] = ::AccountInfoDouble(ACCOUNT_MARGIN_LEVEL); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_SO_CALL)] = ::AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_SO_SO)] = ::AccountInfoDouble(ACCOUNT_MARGIN_SO_SO); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_INITIAL)] = ::AccountInfoDouble(ACCOUNT_MARGIN_INITIAL); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_MAINTENANCE)]=::AccountInfoDouble(ACCOUNT_MARGIN_MAINTENANCE); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_ASSETS)] = ::AccountInfoDouble(ACCOUNT_ASSETS); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_LIABILITIES)] = ::AccountInfoDouble(ACCOUNT_LIABILITIES); this.m_double_prop[this.IndexProp(ACCOUNT_PROP_COMMISSION_BLOCKED)]=::AccountInfoDouble(ACCOUNT_COMMISSION_BLOCKED); //--- Save string properties this.m_string_prop[this.IndexProp(ACCOUNT_PROP_NAME)] = ::AccountInfoString(ACCOUNT_NAME); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_SERVER)] = ::AccountInfoString(ACCOUNT_SERVER); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_CURRENCY)] = ::AccountInfoString(ACCOUNT_CURRENCY); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_COMPANY)] = ::AccountInfoString(ACCOUNT_COMPANY); } //+-------------------------------------------------------------------+
Here, simply read the terminal name. If this is MetaTrader 5, set 5, otherwise, set 4.
Add filling in the new property to the ObjectToStruct() method for creating an object structure:
//+------------------------------------------------------------------+ //| Create the account object structure | //+------------------------------------------------------------------+ bool CAccount::ObjectToStruct(void) { //--- Save the integer properties this.m_struct_obj.login=this.Login(); this.m_struct_obj.trade_mode=this.TradeMode(); this.m_struct_obj.leverage=this.Leverage(); this.m_struct_obj.limit_orders=(int)this.LimitOrders(); this.m_struct_obj.margin_so_mode=this.MarginSOMode(); this.m_struct_obj.trade_allowed=this.TradeAllowed(); this.m_struct_obj.trade_expert=this.TradeExpert(); this.m_struct_obj.margin_mode=this.MarginMode(); this.m_struct_obj.currency_digits=(int)this.CurrencyDigits(); this.m_struct_obj.server_type=(int)this.ServerType(); //--- Save the real properties this.m_struct_obj.balance=this.Balance(); this.m_struct_obj.credit=this.Credit(); this.m_struct_obj.profit=this.Profit(); this.m_struct_obj.equity=this.Equity(); this.m_struct_obj.margin=this.Margin(); this.m_struct_obj.margin_free=this.MarginFree(); this.m_struct_obj.margin_level=this.MarginLevel(); this.m_struct_obj.margin_so_call=this.MarginSOCall(); this.m_struct_obj.margin_so_so=this.MarginSOSO(); this.m_struct_obj.margin_initial=this.MarginInitial(); this.m_struct_obj.margin_maintenance=this.MarginMaintenance(); this.m_struct_obj.assets=this.Assets(); this.m_struct_obj.liabilities=this.Liabilities(); this.m_struct_obj.comission_blocked=this.ComissionBlocked(); //--- Save the string properties ::StringToCharArray(this.Name(),this.m_struct_obj.name); ::StringToCharArray(this.Server(),this.m_struct_obj.server); ::StringToCharArray(this.Currency(),this.m_struct_obj.currency); ::StringToCharArray(this.Company(),this.m_struct_obj.company); //--- Save the structure to the uchar array ::ResetLastError(); if(!::StructToCharArray(this.m_struct_obj,this.m_uchar_array)) { ::Print(DFUN,TextByLanguage("Не удалось сохранить структуру объекта в uchar-массив, ошибка ","Failed to save object structure to uchar array, error "),(string)::GetLastError()); returnfalse; } returntrue; } //+------------------------------------------------------------------+
while the method for creating an object from the StructToObject() structure receives obtaining a property from the structure:
//+------------------------------------------------------------------+ //| Create the account object from the structure | //+------------------------------------------------------------------+ void CAccount::StructToObject(void) { //--- Save integer properties this.m_long_prop[ACCOUNT_PROP_LOGIN] = this.m_struct_obj.login; this.m_long_prop[ACCOUNT_PROP_TRADE_MODE] = this.m_struct_obj.trade_mode; this.m_long_prop[ACCOUNT_PROP_LEVERAGE] = this.m_struct_obj.leverage; this.m_long_prop[ACCOUNT_PROP_LIMIT_ORDERS] = this.m_struct_obj.limit_orders; this.m_long_prop[ACCOUNT_PROP_MARGIN_SO_MODE] = this.m_struct_obj.margin_so_mode; this.m_long_prop[ACCOUNT_PROP_TRADE_ALLOWED] = this.m_struct_obj.trade_allowed; this.m_long_prop[ACCOUNT_PROP_TRADE_EXPERT] = this.m_struct_obj.trade_expert; this.m_long_prop[ACCOUNT_PROP_MARGIN_MODE] = this.m_struct_obj.margin_mode; this.m_long_prop[ACCOUNT_PROP_CURRENCY_DIGITS] = this.m_struct_obj.currency_digits; this.m_long_prop[ACCOUNT_PROP_SERVER_TYPE] = this.m_struct_obj.server_type; //--- Save real properties this.m_double_prop[this.IndexProp(ACCOUNT_PROP_BALANCE)] = this.m_struct_obj.balance; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_CREDIT)] = this.m_struct_obj.credit; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_PROFIT)] = this.m_struct_obj.profit; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_EQUITY)] = this.m_struct_obj.equity; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN)] = this.m_struct_obj.margin; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_FREE)] = this.m_struct_obj.margin_free; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_LEVEL)] = this.m_struct_obj.margin_level; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_SO_CALL)] = this.m_struct_obj.margin_so_call; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_SO_SO)] = this.m_struct_obj.margin_so_so; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_INITIAL)] = this.m_struct_obj.margin_initial; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_MARGIN_MAINTENANCE)]=this.m_struct_obj.margin_maintenance; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_ASSETS)] = this.m_struct_obj.assets; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_LIABILITIES)] = this.m_struct_obj.liabilities; this.m_double_prop[this.IndexProp(ACCOUNT_PROP_COMMISSION_BLOCKED)]=this.m_struct_obj.comission_blocked; //--- Save string properties this.m_string_prop[this.IndexProp(ACCOUNT_PROP_NAME)] = ::CharArrayToString(this.m_struct_obj.name); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_SERVER)] = ::CharArrayToString(this.m_struct_obj.server); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_CURRENCY)] = ::CharArrayToString(this.m_struct_obj.currency); this.m_string_prop[this.IndexProp(ACCOUNT_PROP_COMPANY)] = ::CharArrayToString(this.m_struct_obj.company); } //+------------------------------------------------------------------+
Now add displaying the trade server type in the method for displaying short descriptions of the account properties:
//+------------------------------------------------------------------+ //| Display a short account description in the journal | //+------------------------------------------------------------------+ void CAccount::PrintShort(void) { string mode=(this.MarginMode()==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING ? ", Hedge" : this.MarginMode()==ACCOUNT_MARGIN_MODE_EXCHANGE ? ", Exhange" : ""); string names=TextByLanguage("Счёт ","Account ")+(string)this.Login()+": "+this.Name()+" ("+this.Company()+" "; string values=::DoubleToString(this.Balance(),(int)this.CurrencyDigits())+" "+this.Currency()+", 1:"+(string)+this.Leverage()+mode+", "+this.TradeModeDescription()+" "+this.ServerTypeDescription()+")"; ::Print(names,values); } //+------------------------------------------------------------------+
Add the new property description to the method returning the description of the account integer properties:
//+------------------------------------------------------------------+ //| Display a description of an account integer property | //+------------------------------------------------------------------+ string CAccount::GetPropertyDescription(ENUM_ACCOUNT_PROP_INTEGER property) { return ( property==ACCOUNT_PROP_LOGIN ? TextByLanguage("Номер счёта","Account number")+": "+(string)this.GetProperty(property) : property==ACCOUNT_PROP_TRADE_MODE ? TextByLanguage("Тип торгового счета","Account trade mode")+": "+this.TradeModeDescription() : property==ACCOUNT_PROP_LEVERAGE ? TextByLanguage("Размер предоставленного плеча","Account leverage")+": "+(string)this.GetProperty(property) : property==ACCOUNT_PROP_LIMIT_ORDERS ? TextByLanguage("Максимально допустимое количество действующих отложенных ордеров","Maximum allowed number of active pending orders")+": "+ (string)this.GetProperty(property) : property==ACCOUNT_PROP_MARGIN_SO_MODE ? TextByLanguage("Режим задания минимально допустимого уровня залоговых средств","Mode for setting the minimal allowed margin")+": "+ this.MarginSOModeDescription() : property==ACCOUNT_PROP_TRADE_ALLOWED ? TextByLanguage("Разрешенность торговли для текущего счета","Allowed trade for the current account")+": "+ (this.GetProperty(property) ? TextByLanguage("Да","Yes") : TextByLanguage("Нет","No")) : property==ACCOUNT_PROP_TRADE_EXPERT ? TextByLanguage("Разрешенность торговли для эксперта","Allowed trade for an Expert Advisor")+": "+ (this.GetProperty(property) ? TextByLanguage("Да","Yes") : TextByLanguage("Нет","No")) : property==ACCOUNT_PROP_MARGIN_MODE ? TextByLanguage("Режим расчета маржи","Margin calculation mode")+": "+ this.MarginModeDescription() : property==ACCOUNT_PROP_CURRENCY_DIGITS ? TextByLanguage("Количество знаков после запятой для валюты счета","Number of decimal places in account currency")+": "+ (string)this.GetProperty(property) : property==ACCOUNT_PROP_SERVER_TYPE ? TextByLanguage("Тип торгового сервера","Type of trading server")+": "+ (string)this.GetProperty(property) : "" ); } //+------------------------------------------------------------------+
Implement the method returning the name of the trade server type:
//+------------------------------------------------------------------+ //| Return the trading server type name | //+------------------------------------------------------------------+ string CAccount::ServerTypeDescription(void) const { return(this.ServerType()==5 ? "MetaTrader5" : "MetaTrader4"); } //+------------------------------------------------------------------+
This concludes the improvement of the CAccount class.
Now let's introduce the necessary changes to the account collection class since we decided to track events from the CAccountCollection class. All found changes that occurred simultaneously will be written to the int array. To achieve this, use the ready-made class of the int or uint type variables' dynamic array of the CArrayInt standard library.
To use it, include the class file to the AccountsCollection.mqh library file:
//+------------------------------------------------------------------+ //| AccountsCollection.mqh | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright"Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include <Arrays\ArrayInt.mqh> #include "ListObj.mqh" #include "..\Services\Select.mqh" #include "..\Objects\Accounts\Account.mqh" //+------------------------------------------------------------------+ //| Account collection | //+------------------------------------------------------------------+ class CAccountsCollection : public CListObj {
Let's determine what we want to get. We need to know the moments when some account properties changed. A property may be enabled or disabled — for example, permission to trade on an account in general or permission to use EAs for trading. We need to know if this property has changed. In the same way, changing MarginCall or StopOut level may affect the EA efficiency in sustaining a drawdown, etc. Besides, we also need to track increase and decrease of the funds and the balance to make certain EA-related decisions.
For example, there is a certain number of open positions, and we want to close some of them when a positive or negative amount of funds has been reached. First, we need to set a certain threshold, upon exceeding which an event is generated. Next, we need to make a certain decision depending on whether we are facing growth or decline of funds above/below the specified value. The same logic is applicable to the current profit on an account, balance, free margin and deposit load.
Thus, for some properties, we need to have threshold growth/decline values and the current property value, while for others, we only need the value that may become enabled/disabled or changed/unchanged.
Add all the necessary class member variables to the private section
of the class in order to store the growth/decline values of tracked properties and their current values, remove
the
SavePrevValues() method which turned out to be redundant and add the methods for initializing
tracked and controlled account data, the
method for checking account changes and returning a change code, the
method setting the event type and filling the event list and finally the
method returning the flag presence in the account event:
//--- Save the current data status values of the current account as previous ones
void SavePrevValues(void)
//+------------------------------------------------------------------+ //| Account collection | //+------------------------------------------------------------------+ class CAccountsCollection : public CListObj { private: struct MqlDataAccount { double hash_sum; // Account data hash sum //--- Account integer properties long login; // ACCOUNT_LOGIN (Account number) long leverage; // ACCOUNT_LEVERAGE (Leverage) int limit_orders; // ACCOUNT_LIMIT_ORDERS (Maximum allowed number of active pending orders) bool trade_allowed; // ACCOUNT_TRADE_ALLOWED (Permission to trade for the current account from the server side) bool trade_expert; // ACCOUNT_TRADE_EXPERT (Permission to trade for an EA from the server side) //--- Account real properties double balance; // ACCOUNT_BALANCE (Account balance in a deposit currency) double credit; // ACCOUNT_CREDIT (Credit in a deposit currency) double profit; // ACCOUNT_PROFIT (Current profit on an account in the account currency) double equity; // ACCOUNT_EQUITY (Equity on an account in the deposit currency) double margin; // ACCOUNT_MARGIN (Reserved margin on an account in a deposit currency) double margin_free; // ACCOUNT_MARGIN_FREE (Free funds available for opening a position in a deposit currency) double margin_level; // ACCOUNT_MARGIN_LEVEL (Margin level on an account in %) double margin_so_call; // ACCOUNT_MARGIN_SO_CALL (Margin Call) double margin_so_so; // ACCOUNT_MARGIN_SO_SO (Stop Out) double margin_initial; // ACCOUNT_MARGIN_INITIAL (Funds reserved on an account to ensure a guarantee amount for all pending orders) double margin_maintenance; // ACCOUNT_MARGIN_MAINTENANCE (Funds reserved on an account to ensure a minimum amount for all open positions) double assets; // ACCOUNT_ASSETS (Current assets on an account) double liabilities; // ACCOUNT_LIABILITIES (Current liabilities on an account) double comission_blocked; // ACCOUNT_COMMISSION_BLOCKED (Current sum of blocked commissions on an account) }; MqlDataAccount m_struct_curr_account; // Account current data MqlDataAccount m_struct_prev_account; // Account previous data MqlTick m_tick; // Tick structure string m_symbol; // Current symbol long m_chart_id; // Control program chart ID CListObj m_list_accounts; // Account object list CArrayInt m_list_changes; // Account change list string m_folder_name; // Name of the folder storing the account objects int m_index_current; // Index of an account object featuring the current account data //--- Tracking account changes bool m_is_account_event; // Event flag in the account data int m_change_code; // Account change code //--- Leverage long m_changed_leverage_value; // Leverage change value bool m_is_change_leverage_inc; // Leverage increase flag bool m_is_change_leverage_dec; // Leverage decrease flag //--- Number of active pending orders int m_changed_limit_orders_value; // Change value of the maximum allowed number of active pending orders bool m_is_change_limit_orders_inc; // Increase flag of the maximum allowed number of active pending orders bool m_is_change_limit_orders_dec; // Decrease flag of the maximum allowed number of active pending orders //--- Trading on an account bool m_is_change_trade_allowed_on; // The flag allowing to trade for the current account from the server side bool m_is_change_trade_allowed_off; // The flag prohibiting trading for the current account from the server side //--- Auto trading on an account bool m_is_change_trade_expert_on; // The flag allowing to trade for an EA from the server side bool m_is_change_trade_expert_off; //The flag prohibiting trading for an EA from the server side //--- Balance double m_control_balance_inc; // Tracked balance growth value double m_control_balance_dec; // Tracked balance decrease value double m_changed_balance_value; // Balance change value bool m_is_change_balance_inc; // The flag of the balance change exceeding the growth value bool m_is_change_balance_dec; // The flag of the balance change exceeding the decrease value //--- Credit double m_changed_credit_value; // Credit change value bool m_is_change_credit_inc; // Credit increase flag bool m_is_change_credit_dec; // Credit decrease flag //--- Profit double m_control_profit_inc; // Tracked profit growth value double m_control_profit_dec; // Tracked profit decrease value double m_changed_profit_value; // Profit change value bool m_is_change_profit_inc; // The flag of the profit change exceeding the growth value bool m_is_change_profit_dec; // The flag of the profit change exceeding the decrease value //--- Funds (equity) double m_control_equity_inc; // Tracked funds growth value double m_control_equity_dec; // Tracked funds decrease value double m_changed_equity_value; // Funds change value bool m_is_change_equity_inc; // The flag of the funds change exceeding the growth value bool m_is_change_equity_dec; // The flag of the funds change exceeding the decrease value //--- Margin double m_control_margin_inc; // Tracked margin growth value double m_control_margin_dec; // Tracked margin decrease value double m_changed_margin_value; // Margin change value bool m_is_change_margin_inc; // The flag of the margin change exceeding the growth value bool m_is_change_margin_dec; // The flag of the margin change exceeding the decrease value //--- Free margin double m_control_margin_free_inc; // Tracked free margin growth value double m_control_margin_free_dec; // Tracked free margin decrease value< double m_changed_margin_free_value; // Free margin change value bool m_is_change_margin_free_inc; // The flag of the free margin change exceeding the growth value bool m_is_change_margin_free_dec; // The flag of the free margin change exceeding the decrease value //--- Margin level double m_control_margin_level_inc; // Tracked margin level growth value double m_control_margin_level_dec; // Tracked margin level decrease value double m_changed_margin_level_value; // Margin level change value bool m_is_change_margin_level_inc; // The flag of the margin level change exceeding the growth value bool m_is_change_margin_level_dec; // The flag of the margin level change exceeding the decrease value //--- Margin Call double m_changed_margin_so_call_value; // Margin Call level change value bool m_is_change_margin_so_call_inc; // Margin Call level increase value bool m_is_change_margin_so_call_dec; // Margin Call level decrease value //--- MarginStopOut double m_changed_margin_so_so_value; // Margin StopOut level change value bool m_is_change_margin_so_so_inc; // Margin StopOut level increase flag bool m_is_change_margin_so_so_dec; // Margin StopOut level decrease flag //--- Guarantee sum for pending orders double m_control_margin_initial_inc; // Tracked growth value of the reserved funds for providing the guarantee sum for pending orders double m_control_margin_initial_dec; // Tracked decrease value of the reserved funds for providing the guarantee sum for pending orders double m_changed_margin_initial_value; // The change value of the reserved funds for providing the guarantee sum for pending orders bool m_is_change_margin_initial_inc; // The flag of the reserved funds for providing the guarantee sum for pending orders exceeding the growth value bool m_is_change_margin_initial_dec; // The flag of the reserved funds for providing the guarantee sum for pending orders exceeding the decrease value //--- Guarantee sum for open positions double m_control_margin_maintenance_inc; // The tracked increase value of the funds reserved on an account to ensure a minimum amount for all open positions double m_control_margin_maintenance_dec; // The tracked decrease value of the funds reserved on an account to ensure a minimum amount for all open positions double m_changed_margin_maintenance_value; // The change value of the funds reserved on an account to ensure a minimum amount for all open positions bool m_is_change_margin_maintenance_inc; // The flag of the funds reserved on an account to ensure a minimum amount for all open positions exceeding the growth value bool m_is_change_margin_maintenance_dec; // The flag of the funds reserved on an account to ensure a minimum amount for all open positions exceeding the decrease value //--- Assets double m_control_assets_inc; // Tracked assets growth value double m_control_assets_dec; // Tracked assets decrease value double m_changed_assets_value; // Assets change value bool m_is_change_assets_inc; // The flag of the assets change exceeding the growth value bool m_is_change_assets_dec; // The flag of the assets change exceeding the decrease value //--- Liabilities double m_control_liabilities_inc; // Tracked liabilities growth value double m_control_liabilities_dec; // Tracked liabilities decrease value double m_changed_liabilities_value; // Liabilities change values bool m_is_change_liabilities_inc; // The flag of the liabilities change exceeding the growth value bool m_is_change_liabilities_dec; // The flag of the liabilities change exceeding the decrease value //--- Blocked commissions double m_control_comission_blocked_inc; // Tracked blocked commissions growth value double m_control_comission_blocked_dec; // Tracked blocked commissions decrease value double m_changed_comission_blocked_value; // Blocked commissions changed value bool m_is_change_comission_blocked_inc; // The flag of the tracked commissions change exceeding the growth value bool m_is_change_comission_blocked_dec; // The flag of the tracked commissions change exceeding the decrease value //--- Initialize the variables of (1) tracked, (2) controlled account data void InitChangesParams(void); void InitControlsParams(void); //--- Check account changes, return a change code int SetChangeCode(void); //--- Set an event type and fill in the event list void SetTypeEvent(void); //--- return the flag presence in the account event bool IsPresentEventFlag(constint change_code) const { return (this.m_change_code & change_code)==change_code; } //--- Write the current account data to the account object properties void SetAccountsParams(CAccount* account); //--- Check the account object presence in the collection list bool IsPresent(CAccount* account); //--- Find and return the account object index with the current account data int Index(void); public:
The SavePrevValues() method has turned out to be redundant. When defining the account property change, we need to write the new property value to the structure storing the data on the changed property's previous status right away. The remaining properties should be left the same they were during the previous check before their actual change. The SavePrevValues() method saves all account properties as previous ones thus violating tracking a certain change value set by default for each of the tracked properties that can be set separately using specific methods of setting a tracked value.
Let's write the method of initializing tracked data outside the class body:
//+------------------------------------------------------------------+ //| Initialize the variables of tracked account data | //+------------------------------------------------------------------+ void CAccountsCollection::InitChangesParams(void) { //--- List and code of changes this.m_list_changes.Clear(); // Clear the change list this.m_list_changes.Sort(); // Sort the change list //--- Leverage this.m_changed_leverage_value=0; // Leverage change value this.m_is_change_leverage_inc=false; // Leverage increase flag this.m_is_change_leverage_dec=false; // Leverage decrease flag //--- Number of active pending orders this.m_changed_limit_orders_value=0; // Change value of the maximum allowed number of active pending orders this.m_is_change_limit_orders_inc=false; // Increase flag of the maximum allowed number of active pending orders this.m_is_change_limit_orders_dec=false; // Decrease flag of the maximum allowed number of active pending orders //--- Trading on an account this.m_is_change_trade_allowed_on=false; // The flag allowing to trade for the current account from the server side this.m_is_change_trade_allowed_off=false; // The flag prohibiting trading for the current account from the server side //--- Auto trading on an account this.m_is_change_trade_expert_on=false; // The flag allowing to trade for an EA from the server side this.m_is_change_trade_expert_off=false; // The flag prohibiting trading for an EA from the server side //--- Balance this.m_changed_balance_value=0; // Balance change value this.m_is_change_balance_inc=false; // The flag of the balance change exceeding the growth value this.m_is_change_balance_dec=false; // The flag of the balance change exceeding the decrease value //--- Credit this.m_changed_credit_value=0; // Credit change value this.m_is_change_credit_inc=false; // Credit increase flag this.m_is_change_credit_dec=false; // Credit decrease flag //--- Profit this.m_changed_profit_value=0; // Profit change value this.m_is_change_profit_inc=false; // The flag of the profit change exceeding the growth value this.m_is_change_profit_dec=false; // The flag of the profit change exceeding the decrease value //--- Funds this.m_changed_equity_value=0; // Funds change value this.m_is_change_equity_inc=false; // The flag of the funds change exceeding the growth value this.m_is_change_equity_dec=false; // The flag of the funds change exceeding the decrease value //--- Margin this.m_changed_margin_value=0; // Margin change value this.m_is_change_margin_inc=false; // The flag of the margin change exceeding the growth value this.m_is_change_margin_dec=false; // The flag of the margin change exceeding the decrease value //--- Free margin this.m_changed_margin_free_value=0; // Free margin change value this.m_is_change_margin_free_inc=false; // The flag of the free margin change exceeding the growth value this.m_is_change_margin_free_dec=false; // The flag of the free margin change exceeding the decrease value //--- Margin level this.m_changed_margin_level_value=0; // Margin level change value this.m_is_change_margin_level_inc=false; // The flag of the margin level change exceeding the growth value this.m_is_change_margin_level_dec=false; // The flag of the margin level change exceeding the decrease value //--- Margin Call level this.m_changed_margin_so_call_value=0; // Margin Call level change value this.m_is_change_margin_so_call_inc=false; // Margin Call level increase flag this.m_is_change_margin_so_call_dec=false; // Margin Call level decrease flag //--- Margin StopOut level this.m_changed_margin_so_so_value=0; // Margin StopOut level change value this.m_is_change_margin_so_so_inc=false; // Margin StopOut level increase flag this.m_is_change_margin_so_so_dec=false; // Margin StopOut level decrease flag //--- Guarantee sum for pending orders this.m_changed_margin_initial_value=0; // The change value of the reserved funds for providing the guarantee sum for pending orders this.m_is_change_margin_initial_inc=false; // The flag of the reserved funds for providing the guarantee sum for pending orders exceeding the growth value this.m_is_change_margin_initial_dec=false; // The flag of the reserved funds for providing the guarantee sum for pending orders exceeding the decrease value //--- Guarantee sum for open positions this.m_changed_margin_maintenance_value=0; // The change value of the funds reserved on an account to ensure a minimum amount for all open positions this.m_is_change_margin_maintenance_inc=false; // The flag of the funds reserved on an account to ensure a minimum amount for all open positions exceeding the growth value this.m_is_change_margin_maintenance_dec=false; // The flag of the funds reserved on an account to ensure a minimum amount for all open positions exceeding the decrease value //--- Assets this.m_changed_assets_value=0; // Assets change value this.m_is_change_assets_inc=false; // The flag of the assets change exceeding the growth value this.m_is_change_assets_dec=false; // The flag of the assets change exceeding the decrease value //--- Liabilities this.m_changed_liabilities_value=0; // Liabilities change value this.m_is_change_liabilities_inc=false; // The flag of the liabilities change exceeding the growth value this.m_is_change_liabilities_dec=false; // The flag of the liabilities change exceeding the decrease value //--- Blocked commissions this.m_changed_comission_blocked_value=0; // Blocked commissions change value this.m_is_change_comission_blocked_inc=false; // The flag of the tracked commissions change exceeding the growth value this.m_is_change_comission_blocked_dec=false; // The flag of the tracked commissions change exceeding the decrease value } //+------------------------------------------------------------------+
The method of initializing controlled data:
//+------------------------------------------------------------------+ //| Initialize the variables of controlled account data | //+------------------------------------------------------------------+ void CAccountsCollection::InitControlsParams(void) { //--- Balance this.m_control_balance_inc=50; // Tracked balance growth value this.m_control_balance_dec=50; // Tracked balance decrease value //--- Profit this.m_control_profit_inc=20; // Tracked profit growth value this.m_control_profit_dec=20; // Tracked profit decrease value //--- Funds (equity) this.m_control_equity_inc=15; // Tracked funds growth value this.m_control_equity_dec=15; // Tracked funds decrease value //--- Margin this.m_control_margin_inc=1000; // Tracked margin growth value this.m_control_margin_dec=1000; // Tracked margin decrease value //--- Free margin this.m_control_margin_free_inc=1000; // Tracked free margin growth value this.m_control_margin_free_dec=1000; // Tracked free margin decrease value //--- Margin level this.m_control_margin_level_inc=10000; // Tracked margin level growth value this.m_control_margin_level_dec=500; // Tracked margin level decrease value //--- Guarantee sum for pending orders this.m_control_margin_initial_inc=1000; // Tracked growth value of the reserved funds for providing the guarantee sum for pending orders this.m_control_margin_initial_dec=1000; // Tracked decrease value of the reserved funds for providing the guarantee sum for pending orders //--- Guarantee sum for open positions this.m_control_margin_maintenance_inc=1000; // The tracked increase value of the funds reserved on an account to ensure a minimum amount for all open positions this.m_control_margin_maintenance_dec=1000; // The tracked decrease value of the funds reserved on an account to ensure a minimum amount for all open positions //--- Assets this.m_control_assets_inc=1000; // Tracked assets growth value this.m_control_assets_dec=1000; // Tracked assets decrease value //--- Liabilities this.m_control_liabilities_inc=1000; // Tracked liabilities growth value this.m_control_liabilities_dec=1000; // Tracked liabilities decrease value //--- Blocked commissions this.m_control_comission_blocked_inc=1000; // Tracked blocked commissions growth value this.m_control_comission_blocked_dec=1000; // Tracked blocked commissions decrease value } //+------------------------------------------------------------------+
In this method, we simply initialize the variables by default values. If the properties exceed the values set in the variables, an
appropriate account event is generated. These properties can also be set by directly calling the appropriate methods of setting
controlled account properties.
The method that checks the account properties change and fills in the event code with the appropriate flags:
//+------------------------------------------------------------------+ //| Check account changes, return the change code | //+------------------------------------------------------------------+ int CAccountsCollection::SetChangeCode(void) { this.m_change_code=ACCOUNT_EVENT_FLAG_NO_EVENT; if(this.m_struct_curr_account.trade_allowed!=this.m_struct_prev_account.trade_allowed) this.m_change_code+=ACCOUNT_EVENT_FLAG_TRADE_ALLOWED; if(this.m_struct_curr_account.trade_expert!=this.m_struct_prev_account.trade_expert) this.m_change_code+=ACCOUNT_EVENT_FLAG_TRADE_EXPERT; if(this.m_struct_curr_account.leverage-this.m_struct_prev_account.leverage!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_LEVERAGE; if(this.m_struct_curr_account.limit_orders-this.m_struct_prev_account.limit_orders!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_LIMIT_ORDERS; if(this.m_struct_curr_account.balance-this.m_struct_prev_account.balance!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_BALANCE; if(this.m_struct_curr_account.credit-this.m_struct_prev_account.credit!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_CREDIT; if(this.m_struct_curr_account.profit-this.m_struct_prev_account.profit!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_PROFIT; if(this.m_struct_curr_account.equity-this.m_struct_prev_account.equity!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_EQUITY; if(this.m_struct_curr_account.margin-this.m_struct_prev_account.margin!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN; if(this.m_struct_curr_account.margin_free-this.m_struct_prev_account.margin_free!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_FREE; if(this.m_struct_curr_account.margin_level-this.m_struct_prev_account.margin_level!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_LEVEL; if(this.m_struct_curr_account.margin_so_call-this.m_struct_prev_account.margin_so_call!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_SO_CALL; if(this.m_struct_curr_account.margin_so_so-this.m_struct_prev_account.margin_so_so!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_SO_SO; if(this.m_struct_curr_account.margin_initial-this.m_struct_prev_account.margin_initial!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_INITIAL; if(this.m_struct_curr_account.margin_maintenance-this.m_struct_prev_account.margin_maintenance!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_MARGIN_MAINTENANCE; if(this.m_struct_curr_account.assets-this.m_struct_prev_account.assets!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_ASSETS; if(this.m_struct_curr_account.liabilities-this.m_struct_prev_account.liabilities!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_LIABILITIES; if(this.m_struct_curr_account.comission_blocked-this.m_struct_prev_account.comission_blocked!=0) this.m_change_code+=ACCOUNT_EVENT_FLAG_COMISSION_BLOCKED; //--- returnthis.m_change_code; } //+------------------------------------------------------------------+
First, an event code is reset in the method. Next, the values of the controlled account parameters are compared in the current data structure and the previous data structure. If the data is not similar, the appropriate flag is added to the event code.
The method setting an event type and adding the event to the list of account changes:
//+------------------------------------------------------------------+ //| Set the account object event type | //+------------------------------------------------------------------+ void CAccountsCollection::SetTypeEvent(void) { this.InitChangesParams(); ENUM_ACCOUNT_EVENT event=ACCOUNT_EVENT_NO_EVENT; //--- Changing permission to trade for the account if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_TRADE_ALLOWED)) { if(!this.m_struct_curr_account.trade_allowed) { this.m_is_change_trade_allowed_off=true; event=ACCOUNT_EVENT_TRADE_ALLOWED_OFF; this.m_struct_prev_account.trade_allowed=this.m_struct_curr_account.trade_allowed; } else { this.m_is_change_trade_allowed_on=true; event=ACCOUNT_EVENT_TRADE_ALLOWED_ON; this.m_struct_prev_account.trade_allowed=this.m_struct_curr_account.trade_allowed; } if(this.m_list_changes.Search(event)==WRONG_VALUE) this.m_list_changes.Add(event); } //--- Changing permission for auto trading for the account if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_TRADE_EXPERT)) { if(!this.m_struct_curr_account.trade_expert) { this.m_is_change_trade_expert_off=true; event=ACCOUNT_EVENT_TRADE_EXPERT_OFF; this.m_struct_prev_account.trade_expert=false; } else { this.m_is_change_trade_expert_on=true; event=ACCOUNT_EVENT_TRADE_EXPERT_ON; this.m_struct_prev_account.trade_expert=true; } if(this.m_list_changes.Search(event)==WRONG_VALUE) this.m_list_changes.Add(event); } //--- Change the leverage if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_LEVERAGE)) { this.m_changed_leverage_value=this.m_struct_curr_account.leverage-this.m_struct_prev_account.leverage; if(this.m_changed_leverage_value>0) { this.m_is_change_leverage_inc=true; event=ACCOUNT_EVENT_LEVERAGE_INC; } else { this.m_is_change_leverage_dec=true; event=ACCOUNT_EVENT_LEVERAGE_DEC; } if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.leverage=this.m_struct_curr_account.leverage; } //--- Changing the maximum allowed number of active pending orders if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_LIMIT_ORDERS)) { this.m_changed_limit_orders_value=this.m_struct_curr_account.limit_orders-this.m_struct_prev_account.limit_orders; if(this.m_changed_limit_orders_value>0) { this.m_is_change_limit_orders_inc=true; event=ACCOUNT_EVENT_LIMIT_ORDERS_INC; } else { this.m_is_change_limit_orders_dec=true; event=ACCOUNT_EVENT_LIMIT_ORDERS_DEC; } if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.limit_orders=this.m_struct_curr_account.limit_orders; } //--- Changing the credit in a deposit currency if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_CREDIT)) { this.m_changed_credit_value=this.m_struct_curr_account.credit-this.m_struct_prev_account.credit; if(this.m_changed_credit_value>0) { this.m_is_change_credit_inc=true; event=ACCOUNT_EVENT_CREDIT_INC; } else { this.m_is_change_credit_dec=true; event=ACCOUNT_EVENT_CREDIT_DEC; } if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.credit=this.m_struct_curr_account.credit; } //--- Changing the Margin Call level if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_SO_CALL)) { this.m_changed_margin_so_call_value=this.m_struct_curr_account.margin_so_call-this.m_struct_prev_account.margin_so_call; if(this.m_changed_margin_so_call_value>0) { this.m_is_change_margin_so_call_inc=true; event=ACCOUNT_EVENT_MARGIN_SO_CALL_INC; } else { this.m_is_change_margin_so_call_dec=true; event=ACCOUNT_EVENT_MARGIN_SO_CALL_DEC; } if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_so_call=this.m_struct_curr_account.margin_so_call; } //--- Changing the Stop Out level if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_SO_SO)) { this.m_changed_margin_so_so_value=this.m_struct_curr_account.margin_so_so-this.m_struct_prev_account.margin_so_so; if(this.m_changed_margin_so_so_value>0) { this.m_is_change_margin_so_so_inc=true; event=ACCOUNT_EVENT_MARGIN_SO_SO_INC; } else { this.m_is_change_margin_so_so_dec=true; event=ACCOUNT_EVENT_MARGIN_SO_SO_DEC; } if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_so_so=this.m_struct_curr_account.margin_so_so; } //--- The balance exceeds the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_BALANCE)) { this.m_changed_balance_value=this.m_struct_curr_account.balance-this.m_struct_prev_account.balance; if(this.m_changed_balance_value>this.m_control_balance_inc) { this.m_is_change_balance_inc=true; event=ACCOUNT_EVENT_BALANCE_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.balance=this.m_struct_curr_account.balance; } elseif(this.m_changed_balance_value<-this.m_control_balance_dec) { this.m_is_change_balance_dec=true; event=ACCOUNT_EVENT_BALANCE_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.balance=this.m_struct_curr_account.balance; } } //--- The profit exceeds the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_PROFIT)) { this.m_changed_profit_value=this.m_struct_curr_account.profit-this.m_struct_prev_account.profit; if(this.m_changed_profit_value>this.m_control_profit_inc) { this.m_is_change_profit_inc=true; event=ACCOUNT_EVENT_PROFIT_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.profit=this.m_struct_curr_account.profit; } elseif(this.m_changed_profit_value<-this.m_control_profit_dec) { this.m_is_change_profit_dec=true; event=ACCOUNT_EVENT_PROFIT_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.profit=this.m_struct_curr_account.profit; } } //--- The equity exceeds the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_EQUITY)) { this.m_changed_equity_value=this.m_struct_curr_account.equity-this.m_struct_prev_account.equity; if(this.m_changed_equity_value>this.m_control_equity_inc) { this.m_is_change_equity_inc=true; event=ACCOUNT_EVENT_EQUITY_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.equity=this.m_struct_curr_account.equity; } elseif(this.m_changed_equity_value<-this.m_control_equity_dec) { this.m_is_change_equity_dec=true; event=ACCOUNT_EVENT_EQUITY_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.equity=this.m_struct_curr_account.equity; } } //--- The reserved margin on an account in the deposit currency change exceeds the specified value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN)) { this.m_changed_margin_value=this.m_struct_curr_account.margin-this.m_struct_prev_account.margin; if(this.m_changed_margin_value>this.m_control_margin_inc) { this.m_is_change_margin_inc=true; event=ACCOUNT_EVENT_MARGIN_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin=this.m_struct_curr_account.margin; } elseif(this.m_changed_margin_value<-this.m_control_margin_dec) { this.m_is_change_margin_dec=true; event=ACCOUNT_EVENT_MARGIN_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin=this.m_struct_curr_account.margin; } } //--- The free funds available for opening a position in a deposit currency exceed the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_FREE)) { this.m_changed_margin_free_value=this.m_struct_curr_account.margin_free-this.m_struct_prev_account.margin_free; if(this.m_changed_margin_free_value>this.m_control_margin_free_inc) { this.m_is_change_margin_free_inc=true; event=ACCOUNT_EVENT_MARGIN_FREE_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_free=this.m_struct_curr_account.margin_free; } elseif(this.m_changed_margin_free_value<-this.m_control_margin_free_dec) { this.m_is_change_margin_free_dec=true; event=ACCOUNT_EVENT_MARGIN_FREE_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_free=this.m_struct_curr_account.margin_free; } } //--- The margin level on an account in % exceeds the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_LEVEL)) { this.m_changed_margin_level_value=this.m_struct_curr_account.margin_level-this.m_struct_prev_account.margin_level; if(this.m_changed_margin_level_value>this.m_control_margin_level_inc) { this.m_is_change_margin_level_inc=true; event=ACCOUNT_EVENT_MARGIN_LEVEL_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_level=this.m_struct_curr_account.margin_level; } elseif(this.m_changed_margin_level_value<-this.m_control_margin_level_dec) { this.m_is_change_margin_level_dec=true; event=ACCOUNT_EVENT_MARGIN_LEVEL_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_level=this.m_struct_curr_account.margin_level; } } //--- The funds reserved on an account to ensure a guarantee amount for all pending orders exceed the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_INITIAL)) { this.m_changed_margin_initial_value=this.m_struct_curr_account.margin_initial-this.m_struct_prev_account.margin_initial; if(this.m_changed_margin_initial_value>this.m_control_margin_initial_inc) { this.m_is_change_margin_initial_inc=true; event=ACCOUNT_EVENT_MARGIN_INITIAL_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_initial=this.m_struct_curr_account.margin_initial; } elseif(this.m_changed_margin_initial_value<-this.m_control_margin_initial_dec) { this.m_is_change_margin_initial_dec=true; event=ACCOUNT_EVENT_MARGIN_INITIAL_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_initial=this.m_struct_curr_account.margin_initial; } } //--- The funds reserved on an account to ensure a minimum amount for all open positions exceed the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_MARGIN_MAINTENANCE)) { this.m_changed_margin_maintenance_value=this.m_struct_curr_account.margin_maintenance-this.m_struct_prev_account.margin_maintenance; if(this.m_changed_margin_maintenance_value>this.m_control_margin_maintenance_inc) { this.m_is_change_margin_maintenance_inc=true; event=ACCOUNT_EVENT_MARGIN_MAINTENANCE_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_maintenance=this.m_struct_curr_account.margin_maintenance; } elseif(this.m_changed_margin_maintenance_value<-this.m_control_margin_maintenance_dec) { this.m_is_change_margin_maintenance_dec=true; event=ACCOUNT_EVENT_MARGIN_MAINTENANCE_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.margin_maintenance=this.m_struct_curr_account.margin_maintenance; } } //--- The current assets on an account exceed the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_ASSETS)) { this.m_changed_assets_value=this.m_struct_curr_account.assets-this.m_struct_prev_account.assets; if(this.m_changed_assets_value>this.m_control_assets_inc) { this.m_is_change_assets_inc=true; event=ACCOUNT_EVENT_ASSETS_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.assets=this.m_struct_curr_account.assets; } elseif(this.m_changed_assets_value<-this.m_control_assets_dec) { this.m_is_change_assets_dec=true; event=ACCOUNT_EVENT_ASSETS_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.assets=this.m_struct_curr_account.assets; } } //--- The current liabilities on an account exceed the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_LIABILITIES)) { this.m_changed_liabilities_value=this.m_struct_curr_account.liabilities-this.m_struct_prev_account.liabilities; if(this.m_changed_liabilities_value>this.m_control_liabilities_inc) { this.m_is_change_liabilities_inc=true; event=ACCOUNT_EVENT_LIABILITIES_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.liabilities=this.m_struct_curr_account.liabilities; } elseif(this.m_changed_liabilities_value<-this.m_control_liabilities_dec) { this.m_is_change_liabilities_dec=true; event=ACCOUNT_EVENT_LIABILITIES_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.liabilities=this.m_struct_curr_account.liabilities; } } //--- The current sum of blocked commissions on an account exceeds the specified change value +/- if(this.IsPresentEventFlag(ACCOUNT_EVENT_FLAG_COMISSION_BLOCKED)) { this.m_changed_comission_blocked_value=this.m_struct_curr_account.comission_blocked-this.m_struct_prev_account.comission_blocked; if(this.m_changed_comission_blocked_value>this.m_control_comission_blocked_inc) { this.m_is_change_comission_blocked_inc=true; event=ACCOUNT_EVENT_COMISSION_BLOCKED_INC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.comission_blocked=this.m_struct_curr_account.comission_blocked; } elseif(this.m_changed_comission_blocked_value<-this.m_control_comission_blocked_dec) { this.m_is_change_comission_blocked_dec=true; event=ACCOUNT_EVENT_COMISSION_BLOCKED_DEC; if(this.m_list_changes.Search(event)==WRONG_VALUE && this.m_list_changes.Add(event)) this.m_struct_prev_account.comission_blocked=this.m_struct_curr_account.comission_blocked; } } } //+------------------------------------------------------------------+
The method features two types of event definition logic:
- simple tracking of a property permission/change,
- tracking a change exceeding a specified value in the direction of its increase/decrease.
Since the method is quite bulky, we will use the two types of the account event definition as an example:
First, all change flags and data are reset and the event type is set to zero.
Next, for the first logic type (using permission to trade on an account):
- check the flag of the permission to trade on an account in the event code
- if trading is currently prohibited , permission has just been disabled
- set the flag prohibiting trading on the account
- set the "trading on the account disabled" event
- save the current status of the account property in the previous data structure for subsequent check
- otherwise, if trading is currently allowed
- set the flag enabling trading on the account
- set the "trading on the account enabled" event
- save the current status of the account property in the previous data structure for subsequent check
- if there is no such an event in the change list
- add an event to the list
For the second logic type (using changing the sum of blocked commissions as an example):
- check the flag of changing the sum of blocked commissions
- calculate the change of the sum of blocked commissions
- if the change value exceeds the controlled growth value
- set the flag of the sum of blocked commissions growth
- set the "sum of blocked commissions increase exceeds the specified value" event
- if there is no such an event in the change list, and the event is successfully added to the list
- save the current status of the account property in the previous data structure for subsequent check
- otherwise, if the change value exceeds the controlled decrease value
- set the flag of the sum of blocked commissions decrease
- set the "sum of blocked commissions decrease exceeds the specified value" event
- if there is no such an event in the change list, and the event is successfully added to the list
- save the current status of the account property in the previous data structure for subsequent check
In the public section of the class, add the methods returning the account
event code, the account event list, the
account event by its index in the list; the methods setting
and
returning a symbol, the
method returning the controlling program chart ID and the method
returning the account event description. Also, add the methods for
receiving and setting the parameters of tracked changes:
public: //--- Return the full account collection list "as is" CArrayObj *GetList(void) { return &this.m_list_accounts; } //--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion CArrayObj *GetList(ENUM_ACCOUNT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByAccountProperty(this.GetList(),property,value,mode);} CArrayObj *GetList(ENUM_ACCOUNT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByAccountProperty(this.GetList(),property,value,mode);} CArrayObj *GetList(ENUM_ACCOUNT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByAccountProperty(this.GetList(),property,value,mode);} //--- Return the (1) current account object index, (2) the flag of the event occurred in the account data, (3) event type int IndexCurrentAccount(void) const { return this.m_index_current; } bool IsAccountEvent(void) const { return this.m_is_account_event; } //--- Return the (1) object account event code, (2) event list, (3) account event by its number in the list int GetEventCode(void) const { return this.m_change_code; } CArrayInt *GetListChanges(void) { return &this.m_list_changes; } ENUM_ACCOUNT_EVENT GetEvent(constint shift=WRONG_VALUE); //--- (1) Set and (2) return the current symbol void SetSymbol(conststring symbol) { this.m_symbol=symbol; } string GetSymbol(void) const { return this.m_symbol; } //--- Set the control program chart ID void SetChartID(constlong id) { this.m_chart_id=id; } //--- Constructor, destructor CAccountsCollection(); ~CAccountsCollection(); //--- Add the account object to the list bool AddToList(CAccount* account); //--- (1) Save account objects from the list to the files //--- (2) Save account objects from the files to the list bool SaveObjects(void); bool LoadObjects(void); //--- Return the account event description string EventDescription(const ENUM_ACCOUNT_EVENT event); //--- Update the current account data void Refresh(void); //--- Get and set the parameters of tracked changes //--- Leverage: //--- (1) Leverage change value, (2) Leverage increase flag, (3) Leverage decrease flag long GetValueChangedLeverage(void) const { return this.m_changed_leverage_value; } bool IsIncreaseLeverage(void) const { return this.m_is_change_leverage_inc; } bool IsDecreaseLeverage(void) const { return this.m_is_change_leverage_dec; } //--- Number of active pending orders: //--- (1) Change value, (2) Increase flag, (3) Decrease flag int GetValueChangedLimitOrders(void) const { return this.m_changed_limit_orders_value; } bool IsIncreaseLimitOrders(void) const { return this.m_is_change_limit_orders_inc; } bool IsDecreaseLimitOrders(void) const { return this.m_is_change_limit_orders_dec; } //--- Trading on an account: //--- (1) The flag allowing to trade for the current account, (2) The flag prohibiting trading for the current account from the server side bool IsOnTradeAllowed(void) const { return this.m_is_change_trade_allowed_on; } bool IsOffTradeAllowed(void) const { return this.m_is_change_trade_allowed_off; } //--- Auto trading on an account: //--- (1) The flag allowing to trade for an EA, (2) The flag prohibiting trading for an EA from the server side bool IsOnTradeExpert(void) const { return this.m_is_change_trade_expert_on; } bool IsOffTradeExpert(void) const { return this.m_is_change_trade_expert_off; } //--- Balance: //--- setting the tracked value of the balance (1) growth, (2) decrease //--- getting (3) the balance change value, //--- getting the flag of the balance change exceeding the (4) growth value, (5) decrease value void SetControlBalanceInc(const double value) { this.m_control_balance_inc=::fabs(value); } void SetControlBalanceDec(const double value) { this.m_control_balance_dec=::fabs(value); } double GetValueChangedBalance(void) const { return this.m_changed_balance_value; } bool IsIncreaseBalance(void) const { return this.m_is_change_balance_inc; } bool IsDecreaseBalance(void) const { return this.m_is_change_balance_dec; } //--- Credit: //--- getting (1) the credit change value, (2) credit increase flag, (3) decrease flag double GetValueChangedCredit(void) const { return this.m_changed_credit_value; } bool IsIncreaseCredit(void) const { return this.m_is_change_credit_inc; } bool IsDecreaseCredit(void) const { return this.m_is_change_credit_dec; } //--- Profit: //--- setting the tracked profit (1) growth, (2) decrease value //--- getting the (3) profit change value, //--- getting the flag of the profit change exceeding the (4) growth, (5) decrease value void SetControlProfitInc(const double value) { this.m_control_profit_inc=::fabs(value); } void SetControlProfitDec(const double value) { this.m_control_profit_dec=::fabs(value); } double GetValueChangedProfit(void) const { return this.m_changed_profit_value; } bool IsIncreaseProfit(void) const { return this.m_is_change_profit_inc; } bool IsDecreaseProfit(void) const { return this.m_is_change_profit_dec; } //--- Equity: //--- setting the tracked equity (1) growth, (2) decrease value //--- getting the (3) equity change value, //--- getting the flag of the equity change exceeding the (4) growth, (5) decrease value void SetControlEquityInc(const double value) { this.m_control_equity_inc=::fabs(value); } void SetControlEquityDec(const double value) { this.m_control_equity_dec=::fabs(value); } double GetValueChangedEquity(void) const { return this.m_changed_equity_value; } bool IsIncreaseEquity(void) const { return this.m_is_change_equity_inc; } bool IsDecreaseEquity(void) const { return this.m_is_change_equity_dec; } //--- Margin: //--- setting the tracked margin (1) growth, (2) decrease value //--- getting the (3) margin change value, //--- getting the flag of the margin change exceeding the (4) growth, (5) decrease value void SetControlMarginInc(const double value) { this.m_control_margin_inc=::fabs(value); } void SetControlMarginDec(const double value) { this.m_control_margin_dec=::fabs(value); } double GetValueChangedMargin(void) const { return this.m_changed_margin_value; } bool IsIncreaseMargin(void) const { return this.m_is_change_margin_inc; } bool IsDecreaseMargin(void) const { return this.m_is_change_margin_dec; } //--- Free margin: //--- setting the tracked free margin (1) growth, (2) decrease value //--- getting the (3) free margin change value, //--- getting the flag of the free margin change exceeding the (4) growth, (5) decrease value void SetControlMarginFreeInc(const double value) { this.m_control_margin_free_inc=::fabs(value); } void SetControlMarginFreeDec(const double value) { this.m_control_margin_free_dec=::fabs(value); } double GetValueChangedMarginFree(void) const { return this.m_changed_margin_free_value; } bool IsIncreaseMarginFree(void) const { return this.m_is_change_margin_free_inc; } bool IsDecreaseMarginFree(void) const { return this.m_is_change_margin_free_dec; } //--- Margin level: //--- setting the tracked margin level (1) growth, (2) decrease value //--- getting the (3) margin level change value, //--- getting the flag of the margin level change exceeding the (4) growth, (5) decrease value void SetControlMarginLevelInc(const double value) { this.m_control_margin_level_inc=::fabs(value); } void SetControlMarginLevelDec(const double value) { this.m_control_margin_level_dec=::fabs(value); } double GetValueChangedMarginLevel(void) const { return this.m_changed_margin_level_value; } bool IsIncreaseMarginLevel(void) const { return this.m_is_change_margin_level_inc; } bool IsDecreaseMarginLevel(void) const { return this.m_is_change_margin_level_dec; } //--- Margin Call: //--- getting (1) Margin Call change value, (2) increase flag, (3) decrease flag double GetValueChangedMarginCall(void) const { return this.m_changed_margin_so_call_value; } bool IsIncreaseMarginCall(void) const { return this.m_is_change_margin_so_call_inc; } bool IsDecreaseMarginCall(void) const { return this.m_is_change_margin_so_call_dec; } //--- Margin StopOut: //--- getting (1) Margin StopOut change value, (2) increase flag, (3) decrease flag double GetValueChangedMarginStopOut(void) const { return this.m_changed_margin_so_so_value; } bool IsIncreaseMarginStopOut(void) const { return this.m_is_change_margin_so_so_inc; } bool IsDecreasMarginStopOute(void) const { return this.m_is_change_margin_so_so_dec; } //--- Guarantee sum for pending orders: //--- setting the tracked value of the reserved funds for providing the guarantee sum for pending orders (1) growth, (2) decrease //--- getting the change value of the (3) reserved funds for providing the guarantee sum, //--- getting the flag of the reserved funds for providing the guarantee sum for pending orders exceeding the (4) growth, (5) decrease value void SetControlMarginInitialInc(const double value) { this.m_control_margin_initial_inc=::fabs(value); } void SetControlMarginInitialDec(const double value) { this.m_control_margin_initial_dec=::fabs(value); } double GetValueChangedMarginInitial(void) const { return this.m_changed_margin_initial_value; } bool IsIncreaseMarginInitial(void) const { return this.m_is_change_margin_initial_inc; } bool IsDecreaseMarginInitial(void) const { return this.m_is_change_margin_initial_dec; } //--- Guarantee sum for open positions: //--- setting the tracked value of the funds reserved on an account to ensure a minimum amount for all open positions (1) growth, (2) decrease //--- getting the change value of the (3) funds reserved on an account to ensure a minimum amount for all open positions, //--- getting the flag of the funds reserved on an account to ensure a minimum amount for all open positions exceeding the (4) growth, (5) decrease value void SetControlMarginMaintenanceInc(const double value) { this.m_control_margin_maintenance_inc=::fabs(value); } void SetControlMarginMaintenanceDec(const double value) { this.m_control_margin_maintenance_dec=::fabs(value); } double GetValueChangedMarginMaintenance(void) const { return this.m_changed_margin_maintenance_value; } bool IsIncreaseMarginMaintenance(void) const { return this.m_is_change_margin_maintenance_inc; } bool IsDecreaseMarginMaintenance(void) const { return this.m_is_change_margin_maintenance_dec; } //--- Assets: //--- setting the tracked value of the assets (1) growth, (2) decrease //--- getting (3) the assets change value, //--- getting the flag of the change exceeding the (4) growth, (5) decrease value void SetControlAssetsInc(const double value) { this.m_control_assets_inc=::fabs(value); } void SetControlAssetsDec(const double value) { this.m_control_assets_dec=::fabs(value); } double GetValueChangedAssets(void) const { return this.m_changed_assets_value; } bool IsIncreaseAssets(void) const { return this.m_is_change_assets_inc; } bool IsDecreaseAssets(void) const { return this.m_is_change_assets_dec; } //--- Liabilities: //--- setting the tracked value of the liabilities (1) growth, (2) decrease //--- getting (3) the liabilities change value, //--- getting the flag of the liabilities change exceeding the (4) growth, (5) decrease value void SetControlLiabilitiesInc(const double value) { this.m_control_liabilities_inc=::fabs(value); } void SetControlLiabilitiesDec(const double value) { this.m_control_liabilities_dec=::fabs(value); } double GetValueChangedLiabilities(void) const { return this.m_changed_liabilities_value; } bool IsIncreaseLiabilities(void) const { return this.m_is_change_liabilities_inc; } bool IsDecreaseLiabilities(void) const { return this.m_is_change_liabilities_dec; } //--- Blocked commissions: //--- setting the tracked blocked commissions (1) growth, (2) decrease value //--- getting (3) the blocked commissions change value, //--- getting the flag of the tracked commissions change exceeding the (4) growth, (5) decrease value void SetControlComissionBlockedInc(const double value) { this.m_control_comission_blocked_inc=::fabs(value); } void SetControlComissionBlockedDec(const double value) { this.m_control_comission_blocked_dec=::fabs(value); } double GetValueChangedComissionBlocked(void) const { return this.m_changed_comission_blocked_value; } bool IsIncreaseComissionBlocked(void) const { return this.m_is_change_comission_blocked_inc; } bool IsDecreaseComissionBlocked(void) const { return this.m_is_change_comission_blocked_dec; } }; //+------------------------------------------------------------------+
Beyond the class body, implement the method returning the account event by its number in the list:
//+------------------------------------------------------------------+ //| Return the account event by its number in the list | //+------------------------------------------------------------------+ ENUM_ACCOUNT_EVENT CAccountsCollection::GetEvent(constint shift=WRONG_VALUE) { int total=this.m_list_changes.Total(); if(total==0) return ACCOUNT_EVENT_NO_EVENT; int index=(shift<0 || shift>total-1 ? total-1 : total-shift-1); int event=this.m_list_changes.At(index); return ENUM_ACCOUNT_EVENT(event!=NULL ? event : ACCOUNT_EVENT_NO_EVENT); } //+------------------------------------------------------------------+
The events in the list of account property changes are located in the order they were added — the very first one is located at index 0, while the
very last one is located at (list_size-1) index. However, we want to let users to obtain a desired event as in a time series — the zero index
should contain the very last event. To achieve this, the method features the index calculation: index = (list_size -
desired_event_number-1). In this case, if we pass 0, the last event in the list is returned; if 1, the last but one; if a number exceeds the list
size, the last event is returned.
So, the index of a desired event is passed to the method.
First,
check the number of events in the list. If there are no events, return 'no event'.
Next,
check a desired event index. If the passed value is less than zero or goes beyond the
array size, the index specifies the last event in the list,
otherwise,
calculate the event index in the list according to the rule: if 0 is
passed to the method, we want to get the last event (as in a time series), if 1 — the last but one, etc. Alternatively, if you need to get the last
event, pass -1 as an index input.
Next, get the event from the list by the calculated index and return it.
If no event is received, return
NULL. This means that the method operation result should be checked for validity
before we use it.
Implement the method returning an account event description:
//+------------------------------------------------------------------+ //| Return an account event description | //+------------------------------------------------------------------+ string CAccountsCollection::EventDescription(const ENUM_ACCOUNT_EVENT event) { int total=this.m_list_accounts.Total(); if(total==0) return(DFUN+TextByLanguage("Ошибка. Список изменений пуст","Error. List of changes is empty")); CAccount* account=this.m_list_accounts.At(this.m_index_current); if(account==NULL) return(DFUN+TextByLanguage("Ошибка. Не удалось получить данные аккаунта","Error. Failed to get account data")); constint dg=(account.MarginSOMode()==ACCOUNT_STOPOUT_MODE_MONEY ? (int)account.CurrencyDigits() : 2); conststring curency=" "+account.Currency(); conststring mode_lev=(account.IsPercentsForSOLevels() ? "%" : " "+curency); return ( event==ACCOUNT_EVENT_NO_EVENT ? TextByLanguage("Нет события","No event") : event==ACCOUNT_EVENT_TRADE_ALLOWED_ON ? TextByLanguage("Торговля на счёте разрешена","Trading on account allowed now") : event==ACCOUNT_EVENT_TRADE_ALLOWED_OFF ? TextByLanguage("Торговля на счёте запрещена","Trading on account prohibited now") : event==ACCOUNT_EVENT_TRADE_EXPERT_ON ? TextByLanguage("Автоторговля на счёте разрешена","Autotrading on account allowed now") : event==ACCOUNT_EVENT_TRADE_EXPERT_OFF ? TextByLanguage("Автоторговля на счёте запрещена","Autotrade on account prohibited now") : event==ACCOUNT_EVENT_LEVERAGE_INC ? TextByLanguage("Плечо увеличено на ","Leverage increased by ")+(string)this.GetValueChangedLeverage()+" (1:"+(string)account.Leverage()+")" : event==ACCOUNT_EVENT_LEVERAGE_DEC ? TextByLanguage("Плечо уменьшено на ","Leverage decreased by ")+(string)this.GetValueChangedLeverage()+" (1:"+(string)account.Leverage()+")" : event==ACCOUNT_EVENT_LIMIT_ORDERS_INC ? TextByLanguage("Максимально допустимое количество действующих отложенных ордеров увеличено на","Maximum allowable number of active pending orders increased by ")+(string)this.GetValueChangedLimitOrders()+" ("+(string)account.LimitOrders()+")" : event==ACCOUNT_EVENT_LIMIT_ORDERS_DEC ? TextByLanguage("Максимально допустимое количество действующих отложенных ордеров уменьшено на","Maximum allowable number of active pending orders decreased by ")+(string)this.GetValueChangedLimitOrders()+" ("+(string)account.LimitOrders()+")" : event==ACCOUNT_EVENT_BALANCE_INC ? TextByLanguage("Баланс счёта увеличен на ","Account balance increased by ")+::DoubleToString(this.GetValueChangedBalance(),dg)+curency+" ("+::DoubleToString(account.Balance(),dg)+curency+")" : event==ACCOUNT_EVENT_BALANCE_DEC ? TextByLanguage("Баланс счёта уменьшен на ","Account balance decreased by ")+::DoubleToString(this.GetValueChangedBalance(),dg)+curency+" ("+::DoubleToString(account.Balance(),dg)+curency+")" : event==ACCOUNT_EVENT_EQUITY_INC ? TextByLanguage("Средства увеличены на ","Equity increased by ")+::DoubleToString(this.GetValueChangedEquity(),dg)+curency+" ("+::DoubleToString(account.Equity(),dg)+curency+")" : event==ACCOUNT_EVENT_EQUITY_DEC ? TextByLanguage("Средства уменьшены на ","Equity decreased by ")+::DoubleToString(this.GetValueChangedEquity(),dg)+curency+" ("+::DoubleToString(account.Equity(),dg)+curency+")" : event==ACCOUNT_EVENT_PROFIT_INC ? TextByLanguage("Текущая прибыль счёта увеличена на ","Account current profit increased by ")+::DoubleToString(this.GetValueChangedProfit(),dg)+curency+" ("+::DoubleToString(account.Profit(),dg)+curency+")" : event==ACCOUNT_EVENT_PROFIT_DEC ? TextByLanguage("Текущая прибыль счёта уменьшена на ","Account current profit decreased by ")+::DoubleToString(this.GetValueChangedProfit(),dg)+curency+" ("+::DoubleToString(account.Profit(),dg)+curency+")" : event==ACCOUNT_EVENT_CREDIT_INC ? TextByLanguage("Предоставленный кредит увеличен на ","Credit increased by ")+::DoubleToString(this.GetValueChangedCredit(),dg)+curency+" ("+::DoubleToString(account.Credit(),dg)+curency+")" : event==ACCOUNT_EVENT_CREDIT_DEC ? TextByLanguage("Предоставленный кредит уменьшен на ","Credit decreased by ")+::DoubleToString(this.GetValueChangedCredit(),dg)+curency+" ("+::DoubleToString(account.Credit(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_INC ? TextByLanguage("Залоговые средства увеличены на ","Margin increased by ")+::DoubleToString(this.GetValueChangedMargin(),dg)+curency+" ("+::DoubleToString(account.Margin(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_DEC ? TextByLanguage("Залоговые средства уменьшены на ","Margin decreased by ")+::DoubleToString(this.GetValueChangedMargin(),dg)+curency+" ("+::DoubleToString(account.Margin(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_FREE_INC ? TextByLanguage("Свободные средства увеличены на ","Free margin increased by ")+::DoubleToString(this.GetValueChangedMarginFree(),dg)+curency+" ("+::DoubleToString(account.MarginFree(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_FREE_DEC ? TextByLanguage("Свободные средства уменьшены на ","Free margin decreased by ")+::DoubleToString(this.GetValueChangedMarginFree(),dg)+curency+" ("+::DoubleToString(account.MarginFree(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_LEVEL_INC ? TextByLanguage("Уровень залоговых средств увеличен на ","Margin level increased by ")+::DoubleToString(this.GetValueChangedMarginLevel(),dg)+"%"+" ("+::DoubleToString(account.MarginLevel(),dg)+"%)" : event==ACCOUNT_EVENT_MARGIN_LEVEL_DEC ? TextByLanguage("Уровень залоговых средств уменьшен на ","Margin level decreased by ")+::DoubleToString(this.GetValueChangedMarginLevel(),dg)+"%"+" ("+::DoubleToString(account.MarginLevel(),dg)+"%)" : event==ACCOUNT_EVENT_MARGIN_INITIAL_INC ? TextByLanguage("Гарантийная сумма по отложенным ордерам увеличена на ","Guarantee sum for pending orders increased by ")+::DoubleToString(this.GetValueChangedMarginInitial(),dg)+curency+" ("+::DoubleToString(account.MarginInitial(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_INITIAL_DEC ? TextByLanguage("Гарантийная сумма по отложенным ордерам уменьшена на ","Guarantee sum for pending orders decreased by ")+::DoubleToString(this.GetValueChangedMarginInitial(),dg)+curency+" ("+::DoubleToString(account.MarginInitial(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_MAINTENANCE_INC ? TextByLanguage("Гарантийная сумма по позициям увеличена на ","Guarantee sum for positions increased by ")+::DoubleToString(this.GetValueChangedMarginMaintenance(),dg)+curency+" ("+::DoubleToString(account.MarginMaintenance(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_MAINTENANCE_DEC ? TextByLanguage("Гарантийная сумма по позициям уменьшена на ","Guarantee sum for positions decreased by ")+::DoubleToString(this.GetValueChangedMarginMaintenance(),dg)+curency+" ("+::DoubleToString(account.MarginMaintenance(),dg)+curency+")" : event==ACCOUNT_EVENT_MARGIN_SO_CALL_INC ? TextByLanguage("Увеличен уровень Margin Call на ","Increased Margin Call level by ")+::DoubleToString(this.GetValueChangedMarginCall(),dg)+mode_lev+" ("+::DoubleToString(account.MarginSOCall(),dg)+mode_lev+")" : event==ACCOUNT_EVENT_MARGIN_SO_CALL_DEC ? TextByLanguage("Уменьшен уровень Margin Call на ","Decreased Margin Call level by ")+::DoubleToString(this.GetValueChangedMarginCall(),dg)+mode_lev+" ("+::DoubleToString(account.MarginSOCall(),dg)+mode_lev+")" : event==ACCOUNT_EVENT_MARGIN_SO_SO_INC ? TextByLanguage("Увеличен уровень Stop Out на ","Increased Margin Stop Out level by ")+::DoubleToString(this.GetValueChangedMarginStopOut(),dg)+mode_lev+" ("+::DoubleToString(account.MarginSOSO(),dg)+mode_lev+")" : event==ACCOUNT_EVENT_MARGIN_SO_SO_DEC ? TextByLanguage("Уменьшен уровень Stop Out на ","Decreased Margin Stop Out level by ")+::DoubleToString(this.GetValueChangedMarginStopOut(),dg)+mode_lev+" ("+::DoubleToString(account.MarginSOSO(),dg)+mode_lev+")" : event==ACCOUNT_EVENT_ASSETS_INC ? TextByLanguage("Размер активов увеличен на ","Assets increased by ")+::DoubleToString(this.GetValueChangedAssets(),dg)+" ("+::DoubleToString(account.Assets(),dg)+")" : event==ACCOUNT_EVENT_ASSETS_DEC ? TextByLanguage("Размер активов уменьшен на ","Assets decreased by ")+::DoubleToString(this.GetValueChangedAssets(),dg)+" ("+::DoubleToString(account.Assets(),dg)+")" : event==ACCOUNT_EVENT_LIABILITIES_INC ? TextByLanguage("Размер обязательств увеличен на ","Liabilities increased by ")+::DoubleToString(this.GetValueChangedLiabilities(),dg)+" ("+::DoubleToString(account.Liabilities(),dg)+")" : event==ACCOUNT_EVENT_LIABILITIES_DEC ? TextByLanguage("Размер обязательств уменьшен на ","Liabilities decreased by ")+::DoubleToString(this.GetValueChangedLiabilities(),dg)+" ("+::DoubleToString(account.Liabilities(),dg)+")" : event==ACCOUNT_EVENT_COMISSION_BLOCKED_INC ? TextByLanguage("Размер заблокированных комиссий увеличен на ","Blocked commissions increased by ")+::DoubleToString(this.GetValueChangedComissionBlocked(),dg)+" ("+::DoubleToString(account.ComissionBlocked(),dg)+")" : event==ACCOUNT_EVENT_COMISSION_BLOCKED_DEC ? TextByLanguage("Размер заблокированных комиссий уменьшен на ","Blocked commissions decreased by ")+::DoubleToString(this.GetValueChangedComissionBlocked(),dg)+" ("+::DoubleToString(account.ComissionBlocked(),dg)+")" : ::EnumToString(event) ); } //+------------------------------------------------------------------+
Here the account event is passed to the method whose
description should be obtained.
Check the size of the account object list. If it is empty, return the error description.
Since we are able to track only the current account events,
we get the current account object from the account list by the current account
object index. If no object is received, also return the error
description.
Next, get the necessary account properties for the
correct event description display, check the event and return its
description.
In the initialization list of the class constructor, initialize symbol variables and control program chart ID with the default values — the
current symbol and the current chart,
clear the tick structure we will need to define the event time and initialize
editable and controlled account parameters:
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CAccountsCollection::CAccountsCollection(void) : m_folder_name(DIRECTORY+"Accounts"), m_is_account_event(false), m_symbol(::Symbol()), m_chart_id(::ChartID()) { this.m_list_accounts.Clear(); this.m_list_accounts.Sort(SORT_BY_ACCOUNT_LOGIN); this.m_list_accounts.Type(COLLECTION_ACCOUNT_ID); ::ZeroMemory(this.m_struct_prev_account); ::ZeroMemory(this.m_tick); this.InitChangesParams(); this.InitControlsParams(); //--- Create the folder for storing account files ::ResetLastError(); if(!::FolderCreate(this.m_folder_name,FILE_COMMON)) Print(DFUN,TextByLanguage("Не удалось создать папку хранения файлов. Ошибка ","Could not create file storage folder. Error "),::GetLastError()); //--- Create the current account object and add it to the list CAccount* account=new CAccount(); if(account!=NULL) { if(!this.AddToList(account)) { Print(DFUN_ERR_LINE,TextByLanguage("Ошибка. Не удалось добавить текущий объект-аккаунт в список-коллекцию.","Error. Failed to add current account object to collection list.")); delete account; } else account.PrintShort(); } else Print(DFUN,TextByLanguage("Ошибка. Не удалось создать объект-аккаунт с данными текущего счёта.","Error. Failed to create an account object with current account data.")); //--- Download account objects from the files to the collection this.LoadObjects(); //--- Save the current account index this.m_index_current=this.Index(); } //+------------------------------------------------------------------+
Finally, add tracking account changes to the method for updating the account data:
//+------------------------------------------------------------------+ //| Update the current account data | //+------------------------------------------------------------------+ void CAccountsCollection::Refresh(void) { this.m_is_account_event=false; if(this.m_index_current==WRONG_VALUE) return; CAccount* account=this.m_list_accounts.At(this.m_index_current); if(account==NULL) return; ::ZeroMemory(this.m_struct_curr_account); this.SetAccountsParams(account); //--- First launch if(!this.m_struct_prev_account.login) { this.m_struct_prev_account=this.m_struct_curr_account; return; } //--- f the account hash sum changed if(this.m_struct_curr_account.hash_sum!=this.m_struct_prev_account.hash_sum) { this.m_change_code=this.SetChangeCode(); this.SetTypeEvent(); int total=this.m_list_changes.Total(); if(total>0) { this.m_is_account_event=true; for(int i=0;i<total;i++) { ENUM_ACCOUNT_EVENT event=this.GetEvent(i); if(event==NULL || !::SymbolInfoTick(this.m_symbol,this.m_tick)) continue; string sparam=TimeMSCtoString(this.m_tick.time_msc)+": "+this.EventDescription(event); Print(sparam); ::EventChartCustom(this.m_chart_id,(ushort)event,this.m_tick.time_msc,(double)i,sparam); } } this.m_struct_prev_account.hash_sum=this.m_struct_curr_account.hash_sum; } } //+------------------------------------------------------------------+First, reset the account event flag. Since we have removed the SavePrevValues() method, add the string from it instead — saving the current data structure in the previous data one during the first launch. When changing the hash, check and set the event code and the occurred event type.
In the method for setting the event type, all events that occurred simultaneously in the account properties are passed to the change list. Therefore, check the change list size first. If it is not empty, set the occurred change flag, receive the event in a loop by the list data, set its string description consisting of time in milliseconds and the event description, temporarily display the event description in the journal (this feature is to be removed in the future, all the library system messages are to be displayed in the journal only if logging is enabled) and, finally, send the event to the control program using EventChartCustom().
In the EventChartCustom() function parameters, pass:
- an event — to event_id,
- an event time in milliseconds — to lparam
- event index in the list of simultaneously occurred account changes — to dparam
- event string description — to sparam
At the very end of the method, make sure to save the current hash as
the previous one for a subsequent verification.
This concludes the improvement of the CAccountsCollection class.
Let's move on to the CEngine class which is the library's alpha and omega. We need to add all the necessary functionality for working with account events to it.
In the private section of the class, add the variables for
storing the flag of the account properties change event and the last
event occurred on the account. In the public section, add the methods returning the
list of account events occurred simultaneously and the last
account event:
//+------------------------------------------------------------------+ //| Library basis class | //+------------------------------------------------------------------+ class CEngine : public CObject { private: CHistoryCollection m_history; // Collection of historical orders and deals CMarketCollection m_market; // Collection of market orders and deals CEventsCollection m_events; // Event collection CAccountsCollection m_accounts; // Account collection CArrayObj m_list_counters; // List of timer counters bool m_first_start; // First launch flag bool m_is_hedge; // Hedge account flag bool m_is_tester; // Flag of working in the tester bool m_is_market_trade_event; // Account trading event flag bool m_is_history_trade_event; // Account history trading event flag bool m_is_account_event; // Account change event flag ENUM_TRADE_EVENT m_last_trade_event; // Account last trading event ENUM_ACCOUNT_EVENT m_last_account_event; // Last event in account properties //--- Return the counter index by id int CounterIndex(constint id) const; //--- Return (1) the first launch flag, (2) the flag presence in a trading event bool IsFirstStart(void); //--- Working with (1) order, deal and position, as well as (2) account events void TradeEventsControl(void); void AccountEventsControl(void); //--- Return the last (1) market pending order, (2) market order, (3) last position, (4) position by ticket COrder* GetLastMarketPending(void); COrder* GetLastMarketOrder(void); COrder* GetLastPosition(void); COrder* GetPosition(constulong ticket); //--- Return the last (1) removed pending order, (2) historical market order, (3) historical order (market or pending) by its ticket COrder* GetLastHistoryPending(void); COrder* GetLastHistoryOrder(void); COrder* GetHistoryOrder(constulong ticket); //--- Return the (1) first and the (2) last historical market orders from the list of all position orders, (3) the last deal COrder* GetFirstOrderPosition(constulong position_id); COrder* GetLastOrderPosition(constulong position_id); COrder* GetLastDeal(void); public: //--- Return the list of market (1) positions, (2) pending orders and (3) market orders CArrayObj* GetListMarketPosition(void); CArrayObj* GetListMarketPendings(void); CArrayObj* GetListMarketOrders(void); //--- Return the list of historical (1) orders, (2) removed pending orders, (3) deals, (4) all position market orders by its id CArrayObj* GetListHistoryOrders(void); CArrayObj* GetListHistoryPendings(void); CArrayObj* GetListDeals(void); CArrayObj* GetListAllOrdersByPosID(constulong position_id); //--- Return the list of (1) accounts, (2) account events CArrayObj* GetListAllAccounts(void) { returnthis.m_accounts.GetList(); } CArrayInt* GetListAccountEvents(void) { returnthis.m_accounts.GetListChanges(); } //--- Return the list of order, deal and position events CArrayObj* GetListAllOrdersEvents(void) { returnthis.m_events.GetList(); } //--- Reset the last trading event void ResetLastTradeEvent(void) { this.m_events.ResetLastTradeEvent(); } //--- Return the (1) last trading event, (2) the last event in the account properties, (3) hedging account flag, (4) flag of working in the tester ENUM_TRADE_EVENT LastTradeEvent(void) const { returnthis.m_last_trade_event; } ENUM_ACCOUNT_EVENT LastAccountEvent(void) const { returnthis.m_last_account_event; } bool IsHedge(void) const { returnthis.m_is_hedge; } bool IsTester(void) const { returnthis.m_is_tester; } //--- Create the timer counter void CreateCounter(constint id,constulong frequency,constulong pause); //--- Timer void OnTimer(void); //--- Constructor/Destructor CEngine(); ~CEngine(); }; //+------------------------------------------------------------------+
Add initialization of the last account event in the
class constructor's initialization list:
//+------------------------------------------------------------------+ //| CEngine constructor | //+------------------------------------------------------------------+ CEngine::CEngine() : m_first_start(true),m_last_trade_event(TRADE_EVENT_NO_EVENT),m_last_account_event(ACCOUNT_EVENT_NO_EVENT) {
Add the AccountEventsControl() method, which previously was used only for calling the Refresh() method of the account collection class:
//+------------------------------------------------------------------+ //| Check account events | //+------------------------------------------------------------------+ void CEngine::AccountEventsControl(void) { //--- Check account property changes and set the flag of the account change events this.m_accounts.Refresh(); this.m_is_account_event=this.m_accounts.IsAccountEvent(); //--- If there are account property changes if(this.m_is_account_event) { //--- Get the last event of the account property change this.m_last_account_event=this.m_accounts.GetEvent(); } } //+------------------------------------------------------------------+
Here all is simple. First, update the account data. If
any of the account properties has changed, simply write the last event
to the variable. All the remaining data on the event is retrieved in the library-based control program.
Testing the account events
To test the account event, we can use the EA from the previous article,
since the library finds all account properties on its own, sends an appropriate message to the chart event and displays the description of
the occurred account event in the journal.
But let's try to move beyond the library "sandbox" and handle some account events in the program, for example increasing the equity.
Currently, the access to the program features from the outside is very limited. However, this is the case only till we collect and handle the necessary data — the library displays various events in the journal to test the correctness of created classes, collected data and tracked events. Further on, we will introduce a simple and convenient access to any library data greatly simplifying their retrieval from the program.
To obtain data on account property changes right now, let's make slight improvements in the CEngine class. We will need to gain access to the
current account object and events.
To do this, add the necessary methods in the public section of the CEngine class (the Engine.mqh file):
public: //--- Return the list of market (1) positions, (2) pending orders and (3) market orders CArrayObj* GetListMarketPosition(void); CArrayObj* GetListMarketPendings(void); CArrayObj* GetListMarketOrders(void); //--- Return the list of historical (1) orders, (2) removed pending orders, (3) deals, (4) all position market orders by its id CArrayObj* GetListHistoryOrders(void); CArrayObj* GetListHistoryPendings(void); CArrayObj* GetListDeals(void); CArrayObj* GetListAllOrdersByPosID(constulong position_id); //--- Return the list of (1) accounts, (2) account events, (3) account change event by its index in the list //--- (4) the current account, (5) event description CArrayObj* GetListAllAccounts(void) { return this.m_accounts.GetList(); } CArrayInt* GetListAccountEvents(void) { return this.m_accounts.GetListChanges(); } ENUM_ACCOUNT_EVENT GetAccountEventByIndex(const int index) { return this.m_accounts.GetEvent(index); } CAccount* GetAccountCurrent(void); string GetAccountEventDescription(ENUM_ACCOUNT_EVENT event);
Here we added the method for receiving an account event by its index in the change list, the method for receiving the current account object and the method for receiving the account event description.
The method for receiving an account event by index simply
returns the operation result of the previously described GetEvent() method in the account collection class.
At the end of the listing, implement the method for receiving the current account object:
//+------------------------------------------------------------------+ //| Return the current account | //+------------------------------------------------------------------+ CAccount* CEngine::GetAccountCurrent(void) { int index=this.m_accounts.IndexCurrentAccount(); if(index==WRONG_VALUE) return NULL; CArrayObj* list=this.m_accounts.GetList(); return(list!=NULL ? (list.At(index)!=NULL ? list.At(index) : NULL) : NULL); } //+------------------------------------------------------------------+
First, get the current account index from the account collection class. If no index is received, return NULL. Next, get the full list of accounts and return the necessary current account by its index in the account list. In case of a list or account error, return NULL.
Also, let's implement the method returning an account event description:
//+------------------------------------------------------------------+ //| Return the account event description | //+------------------------------------------------------------------+ string CEngine::GetAccountEventDescription(ENUM_ACCOUNT_EVENT event) { return this.m_accounts.EventDescription(event); } //+------------------------------------------------------------------+
The method returns the operation result of the account collection class method returning the account event description.
To test the account events, use the EA from the previous articleTestDoEasyPart12_2.mq5 located in
\MQL5\Experts\TestDoEasy\Part12\ and save it as
TestDoEasyPart13.mq5 in \MQL5\Experts\TestDoEasy\Part13.
Remove the following input right away
inputbool InpFullProperties = false;// Show full accounts properties
together with the fast check of the account collection in the OnInit() handler:
//--- Fast check of the account object collection CArrayObj* list=engine.GetListAllAccounts(); if(list!=NULL) { int total=list.Total(); if(total>0) Print("\n",TextByLanguage("=========== Список сохранённых аккаунтов ===========","=========== List of saved accounts ===========")); for(int i=0;i<total;i++) { CAccount* account=list.At(i); if(account==NULL) continue; Sleep(100); if(InpFullProperties) account.Print(); else account.PrintShort(); } } //---
Since we changed the account object structure (changed the size of uchar arrays for storing account string properties and added another integer property), all previously saved account object files will no longer be downloaded correctly. If they are present in \Files\DoEasy\Accounts\ of the common terminal folder, delete them before launching the test EA. They will be created anew when switching from one account to another with an already new object structure size.
The OnInit() handler now looks as follows:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Calling the function displays the list of enumeration constants in the journal //--- (the list is set in the strings 22 and 25 of the DELib.mqh file) for checking the constants validity //EnumNumbersTest(); //--- Set EA global variables prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_"; for(int i=0;i<TOTAL_BUTT;i++) { butt_data[i].name=prefix+EnumToString((ENUM_BUTTONS)i); butt_data[i].text=EnumToButtText((ENUM_BUTTONS)i); } lot=NormalizeLot(Symbol(),fmax(InpLots,MinimumLots(Symbol())*2.0)); magic_number=InpMagic; stoploss=InpStopLoss; takeprofit=InpTakeProfit; distance_pending=InpDistance; distance_stoplimit=InpDistanceSL; slippage=InpSlippage; trailing_stop=InpTrailingStop*Point(); trailing_step=InpTrailingStep*Point(); trailing_start=InpTrailingStart; stoploss_to_modify=InpStopLossModify; takeprofit_to_modify=InpTakeProfitModify; //--- Check and remove remaining EA graphical objects if(IsPresentObects(prefix)) ObjectsDeleteAll(0,prefix); //--- Create the button panel if(!CreateButtons(InpButtShiftX,InpButtShiftY)) returnINIT_FAILED; //--- Set trailing activation button status ButtonState(butt_data[TOTAL_BUTT-1].name,trailing_on); //--- Set CTrade trading class parameters #ifdef __MQL5__ trade.SetDeviationInPoints(slippage); trade.SetExpertMagicNumber(magic_number); trade.SetTypeFillingBySymbol(Symbol()); trade.SetMarginMode(); trade.LogLevel(LOG_LEVEL_NO); #endif //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
In order to handle all events arriving to the program from the library and avoid cluttering the built-in OnChartEvent(), implement a
separate
OnDoEasyEvent() handler to process all obtained events in it. This makes the code more readable and, more importantly, allows us to
handle events in the tester, which is exactly what we need right now, since we are going to handle the "equity increase exceeding the
specified growth value" account event, and it is much faster and easier to check everything in the tester to achieve that.
Let's add the necessary functionality for handling the account events in the OnTick() handler:
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- Initialize the last events static ENUM_TRADE_EVENT last_trade_event=WRONG_VALUE; static ENUM_ACCOUNT_EVENT last_account_event=WRONG_VALUE; //--- If working in the tester if(MQLInfoInteger(MQL_TESTER)) { engine.OnTimer(); PressButtonsControl(); } //--- If the last trading event changed if(engine.LastTradeEvent()!=last_trade_event) { last_trade_event=engine.LastTradeEvent(); Comment("\nLast trade event: ",EnumToString(last_trade_event)); } //--- If the last account event changed if(engine.LastAccountEvent()!=last_account_event) { last_account_event=engine.LastAccountEvent(); //--- If this is a tester if(MQLInfoInteger(MQL_TESTER)) { //--- Get the list of all account events occurred simultaneously CArrayInt* list=engine.GetListAccountEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { ENUM_ACCOUNT_EVENT event=(ENUM_ACCOUNT_EVENT)list.At(i); if(event==NULL) continue; string sparam=engine.GetAccountEventDescription(event); long lparam=TimeCurrent()*1000; double dparam=(double)i; //--- Send an event to the event handler OnDoEasyEvent(CHARTEVENT_CUSTOM+event,lparam,dparam,sparam); } } } Comment("\nLast account event: ",EnumToString(last_account_event)); } //--- If the trailing flag is set if(trailing_on) { TrailingPositions(); TrailingOrders(); } } //+------------------------------------------------------------------+
Here we introduced the new variable storing the type of the last account event. Check its current status in relation to the type of the last event returned by the CAccountsCollection class. If the status has changed, there was an account event. Next, for the tester only, get a new event in a loop according to the account list of events occurred simultaneously and send it to the library event handler. The listing comments contain all actions for receiving events and sending them to the handler. When working with the tester, we cannot access data on an event time in milliseconds. Therefore, simply send the current time * 1000.
Now let's improve the OnChartEvent() event handler:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { if(MQLInfoInteger(MQL_TESTER)) return; if(id==CHARTEVENT_OBJECT_CLICK && StringFind(sparam,"BUTT_")>0) { PressButtonEvents(sparam); } //--- DoEasy library event if(id>=CHARTEVENT_CUSTOM) { OnDoEasyEvent(id,lparam,dparam,sparam); } } //+------------------------------------------------------------------+
Here we added calling the library event handler in case the event ID indicates a library event.
Finally, implement the library event handler:
//+------------------------------------------------------------------+ //| Handling DoEasy library events | //+------------------------------------------------------------------+ void OnDoEasyEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { int idx=id-CHARTEVENT_CUSTOM; string event="::"+string(idx); int digits=Digits(); //--- Handling trading events if(idx<TRADE_EVENTS_NEXT_CODE) { event=EnumToString((ENUM_TRADE_EVENT)ushort(idx)); digits=(int)SymbolInfoInteger(sparam,SYMBOL_DIGITS); } //--- Handling account events else if(idx<ACCOUNT_EVENTS_NEXT_CODE) { event=EnumToString((ENUM_ACCOUNT_EVENT)ushort(idx)); digits=0; //--- if this is an equity increase if((ENUM_ACCOUNT_EVENT)idx==ACCOUNT_EVENT_EQUITY_INC) { Print(DFUN,sparam); //--- Close a position with the highest profit when the equity exceeds the value //--- specified in the CAccountsCollection::InitControlsParams() method for //--- the m_control_equity_inc variable tracking the equity growth by 15 units (by default) //--- AccountCollection file, InitControlsParams() method, string 1199 //--- Get the list of all open positions CArrayObj* list_positions=engine.GetListMarketPosition(); //--- Sort the list by profit considering commission and swap list_positions.Sort(SORT_BY_ORDER_PROFIT_FULL); //--- Get the position index with the highest profit int index=CSelect::FindOrderMax(list_positions,ORDER_PROP_PROFIT_FULL); if(index>WRONG_VALUE) { COrder* position=list_positions.At(index); if(position!=NULL) { //--- Get a ticket of a position with the highest profit and close the position by a ticket #ifdef __MQL5__ trade.PositionClose(position.Ticket()); #else PositionClose(position.Ticket(),position.Volume()); #endif } } } } } //+------------------------------------------------------------------+
When sending an event to the control program chart, the value of CHARTEVENT_CUSTOM equal to 1000 is added to the code. Therefore, in order to receive a true code, we need to subtract the CHARTEVENT_CUSTOM value from the obtained code. If the event's numerical value is located within the range from TRADE_EVENTS_NEXT_CODE to ACCOUNT_EVENTS_NEXT_CODE-1, this means an account property change event has arrived. Since we want to close the most profitable position when the equity increases exceeding the value specified in the settings (the default growth value is 15 and higher), we need to check the "equity exceeding the specified value" event, display the event description in the journal and close the most profitable position. The code contains all the necessary comments.
If we now simply launch the EA on the chart, we will get the journal entries concerning the trading being enabled/disabled after a while:
2019.06.1010:56:33.8772019.06.1006:55:29.279: Trading on the account is prohibited now 2019.06.1011:08:56.5492019.06.1007:08:51.900: Trading on the account is allowed now
On MetaQuotes-Demo, such enabling/disabling can be observed several times a day allowing us to check how the library defines such events on a demo account.
Now launch the EA in the tester and open more positions to quickly detect the equity increase event followed by closing the most profitable position:
As we can see, the most profitable position is automatically closed when the equity exceeds the specified value. The journal displays the
messages about the tracked account event.
What's next?
In the next part, I am going to start working with symbols. I want to implement symbol objects, symbol object collection and symbol events.
All files of the current version of the library are attached below together with the test EA files for you to test and download.
Leave
your questions, comments and suggestions in the comments.
Previous articles within the series:
Part 1. Concept, data management.
Part
2. Collection of historical orders and deals.
Part 3. Collection of market orders
and positions, arranging the search.
Part 4. Trading events. Concept.
Part 5. Classes and collection of trading events. Sending events to the program.
Part
6. Netting account events.
Part 7. StopLimit order activation events, preparing
the functionality for order and position modification events.
Part 8. Order and
position modification events.
Part 9. Compatibility with MQL4 - Preparing data.
Part 10. Compatibility with MQL4 - Events of opening a position and activating pending
orders.
Part 11. Compatibility with MQL4 - Position closure events.
Part 12. Account object class and account object collection.
Translated from Russian by MetaQuotes Ltd.
Original article: https://www.mql5.com/ru/articles/6995
Warning: All rights to these materials are reserved by MetaQuotes Ltd. Copying or reprinting of these materials in whole or in part is prohibited.
Library for easy and quick development of MetaTrader programs (part XIV): Symbol object
In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for their further analysis and comparison.
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the collection of account objects and prepare the functionality for tracking account events.
Optimization management (Part II): Creating key objects and add-on logic
This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for the MetaTrader 5 terminal will be created: it will enable the running of the add-on as a managed process via C#. In addition, operation with configuration files and setup files is considered in this article. The application logic is divided into two parts: the first one describes the methods called after pressing a particular key, while the second part covers optimization launch and management.
Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events
We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library compatibility with MQL4 and defined the events of opening positions and activating pending orders. In this article, we will define the events of closing positions and get rid of the unused order properties.
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I was trying to get all events by that for loop in last code block which I sent it in previous comment.
I was getting old events by every new one, so I destroyed private and made everything public; it is not right way, but I did it anyway to make sure that list is clearing (with v13).
Thank you for improvements in next articles. I will check them as soon as possible.
Так как в статьях описываются все этапы создания библиотеки, то я, к сожалению, не счёл необходимым дать сразу полный доступ к списку торговых событий, а дал лишь доступ к последнему событию. А последнее событие всегда возвращается то, которое произошло последним - не важно когда - прямо сейчас, или час назад. Оно всё равно является последним событием, и оно же и возвращается. И я упустил из виду, что два одинаковых события по названию, но разные по свойствам, уже потребуется кому-то получать. По этой причине и не было доведено до нормального состояния получение торговых событий. В классах коллекций аккаунтов и символов уже созданы и работают методы получения всех событий аккаунта или символов, и их легко получить в своих программах. Точно таким же образом в ближайших двух статьях будет дана возможность получения и торговых событий.
К слову - это ещё не всё, что будет реализовано. Далее будут созданы методы для поиска и получения любых данных и событий в своих программах. И сделано это будет весьма удобным и наглядным способом - не нужно будет получать списки, искать и фильтровать данные, а просто вводить префикс с точкой (set., get., find.) и из выпадающего списка (после точки) выбирать нужный метод. Это планировалось ещё на этапе обдумывания концепции библиотеки, но делаться всё будет только тогда, когда будет готов весь базовый функционал библиотеки.
Также будет дана возможность работать с графикой - будет полноценная графическая оболочка, знающая о всех собранных библиотекой данных. Плюс - интерактивные пользовательские графические объекты...
---------------------------------
Since the articles describe all the stages of creating a library, I, unfortunately, did not consider it necessary to give full access to the list of trade events at once, but gave only access to the latest event. And the last event always returns the one that happened last - no matter when - right now, or an hour ago. It is still the last event, and it returns. And I lost sight of the fact that two identical events by name, but different in properties, will already require someone to receive. For this reason, receiving trading events was not brought to normal. In the classes of collections of accounts and symbols, methods have already been created and work to get all the events of the account or symbols, and they are easy to get in their programs. In exactly the same way, the next two articles will give an opportunity to receive trading events.
By the way - this is not all that will be implemented. Next, methods will be created to search and retrieve any data and events in their programs. And this will be done in a very convenient and visual way - you will not need to receive lists, search and filter data, but simply enter a prefix with a dot (set., get., find.) And select the desired method from the drop-down list (after the dot). This was planned at the stage of thinking over the concept of the library, but everything will be done only when all the basic functionality of the library is ready.
It will also be given the opportunity to work with graphics - there will be a full-fledged graphical shell that knows about all the data collected by the library. Plus - interactive custom graphic objects ...
I was trying to get all events by that for loop in last code block which I sent it in previous comment.
I was getting old events by every new one, so I destroyed private and made everything public; it is not right way, but I did it anyway to make sure that list is clearing (with v13).
Thank you for improvements in next articles. I will check them as soon as possible.
В русском сегменте ресурса вышла статья, в которой есть доступ к последнему событию из программы...
---------------------------------------
An article appeared in the Russian segment of the resource in which there is access to the last event from the program:
Thank you Artyom, I found it before,
I think there is a bug: when we Open or Close more than one trades in the same second, it is missing one of them or only detect one of them; also it is detecting twice some times!
let me show you my logs
2019.10.14 15:58:14.489 MT4EventsEA EURUSD,M1: uninit reason 4
2019.10.14 15:57:28.424 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:22.000: Account balance decreased by -0.75 USD (5445.52 USD)
2019.10.14 15:57:28.423 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:22.000: Margin level decreased by -16456.49% (0.00%)
2019.10.14 15:57:27.895 MT4EventsEA EURUSD,M1: CEventsCollection::CreateNewEvent, Line 767: This event already in the list.
2019.10.14 15:57:27.474 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:27:13.000 - EURUSD Close Buy #542264335 at price 1.10304, profit -0.14 USD
2019.10.14 15:57:27.472 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:27:12.000 - EURUSD Close Buy #542264333 at price 1.10304, profit -0.14 USD
2019.10.14 15:57:19.095 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:13.000: Margin level decreased by -32915.87% (16456.49%)
2019.10.14 15:57:18.844 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:13.000 - EURUSD Open 0.01 Buy #542264335 [0.01 Market order Buy #542264335] at price 1.10304
2019.10.14 15:57:18.002 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:12.000 - EURUSD Open 0.01 Buy #542264333 [0.01 Market order Buy #542264333] at price 1.10304
2019.10.14 15:57:17.547 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:12.000: Margin level increased by 49372.35% (49372.35%)
2019.10.14 15:57:17.175 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:11.000 - EURUSD Open 0.01 Buy #542264331 [0.01 Market order Buy #542264331] at price 1.10301
2019.10.14 15:56:17.144 MT4EventsEA EURUSD,M1: 2019.10.14 15:26:11.000: Margin level decreased by -12343.32% (0.00%)
2019.10.14 15:56:16.800 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:40.000 - EURUSD Close Buy #542263747 at price 1.10301, profit -0.07 USD
2019.10.14 15:56:16.798 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:41.000 - EURUSD Close Buy #542263749 at price 1.10301, profit -0.07 USD
2019.10.14 15:56:16.347 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:42.000 - EURUSD Close Buy #542263753 at price 1.10304, profit -0.14 USD
2019.10.14 15:56:15.926 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:42.000 - EURUSD Close Buy #542263753 at price 1.10304, profit -0.14 USD
2019.10.14 15:56:09.140 MT4EventsEA EURUSD,M1: initialized
here is MT4 Account's Trade History:
and it is my code:
What do you think about it, is there any problem in my implementation?
Thank you Artyom, I found it before,
I think there is a bug: when we Open or Close more than one trades in the same second, it is missing one of them or only detect one of them; also it is detecting twice some times!
let me show you my logs
2019.10.14 15:58:14.489 MT4EventsEA EURUSD,M1: uninit reason 4
2019.10.14 15:57:28.424 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:22.000: Account balance decreased by -0.75 USD (5445.52 USD)
2019.10.14 15:57:28.423 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:22.000: Margin level decreased by -16456.49% (0.00%)
2019.10.14 15:57:27.895 MT4EventsEA EURUSD,M1: CEventsCollection::CreateNewEvent, Line 767: This event already in the list.
2019.10.14 15:57:27.474 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:27:13.000 - EURUSD Close Buy #542264335 at price 1.10304, profit -0.14 USD
2019.10.14 15:57:27.472 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:27:12.000 - EURUSD Close Buy #542264333 at price 1.10304, profit -0.14 USD
2019.10.14 15:57:19.095 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:13.000: Margin level decreased by -32915.87% (16456.49%)
2019.10.14 15:57:18.844 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:13.000 - EURUSD Open 0.01 Buy #542264335 [0.01 Market order Buy #542264335] at price 1.10304
2019.10.14 15:57:18.002 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:12.000 - EURUSD Open 0.01 Buy #542264333 [0.01 Market order Buy #542264333] at price 1.10304
2019.10.14 15:57:17.547 MT4EventsEA EURUSD,M1: 2019.10.14 15:27:12.000: Margin level increased by 49372.35% (49372.35%)
2019.10.14 15:57:17.175 MT4EventsEA EURUSD,M1: - Position opened: 2019.10.14 15:27:11.000 - EURUSD Open 0.01 Buy #542264331 [0.01 Market order Buy #542264331] at price 1.10301
2019.10.14 15:56:17.144 MT4EventsEA EURUSD,M1: 2019.10.14 15:26:11.000: Margin level decreased by -12343.32% (0.00%)
2019.10.14 15:56:16.800 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:40.000 - EURUSD Close Buy #542263747 at price 1.10301, profit -0.07 USD
2019.10.14 15:56:16.798 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:41.000 - EURUSD Close Buy #542263749 at price 1.10301, profit -0.07 USD
2019.10.14 15:56:16.347 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:42.000 - EURUSD Close Buy #542263753 at price 1.10304, profit -0.14 USD
2019.10.14 15:56:15.926 MT4EventsEA EURUSD,M1: - Position closed: 2019.10.14 15:22:42.000 - EURUSD Close Buy #542263753 at price 1.10304, profit -0.14 USD
2019.10.14 15:56:09.140 MT4EventsEA EURUSD,M1: initialized
here is MT4 Account's Trade History:
and it is my code:
What do you think about it, is there any problem in my implementation?
Wait for the next article in the Russian segment of the resource.
In the next article, tracking of trading events that occurred simultaneously in one cycle is already ready and working.
And it also provides an example of tracking trading events in an adviser.
Wait for the next article in the Russian segment of the resource.
In the next article, tracking of trading events that occurred simultaneously in one cycle is already ready and working.
And it also provides an example of tracking trading events in an adviser.
Thank you for your helpful replies and articles.