MQL4 CheatSheet

 

Introduction

Hello MQL5 Community, I am here to share a small amount of knowledge with anyone who may find it useful. Below, you will find a large list of code snippets that can be used to make your first EA! 90% of this has been sourced from online blogs, here in the forum, or the MQL4 documentation.

These will include ways of error checking, looping through orders, basic strategies, basic trailing stop, and much more! I will do my best to explain each and every one in a clear and concise way for all to understand.

If anyone has any suggestions on ways to improve the example code, suggestions for additions to the list, or submissions for the list, feel free to comment or DM me.

Code List:

Code Checks:

1-Ensure there is enough money in free margin for trade:

bool CheckMoneyForTrade(string symb, double lots,int type)
{
   double free_margin=AccountFreeMarginCheck(symb,type, lots);
   //-- if there is not enough money
   if(free_margin<0)
   {
      string oper=(type==0)? "Buy":"Sell";
      Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",ErrorDescription(GetLastError()));
      return(0);
   }
   //--- checking successful
   return(1);
}


2-Ensure the trade is a valid size:

bool CheckVolumeValue(double volume,string &description)
{
//--- minimal allowed volume for trade operations
   double min_volume=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
   if(volume<min_volume)
   {
      description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);
      volume=min_volume;
   }

//--- maximal allowed volume of trade operations
   double max_volume=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
   if(volume>max_volume)
   {
      description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);
      volume=max_volume;
   }

//--- get minimal step of volume changing
   double volume_step=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);

   int ratio=(int)MathRound(volume/volume_step);
   if(MathAbs(ratio*volume_step-volume)>0.0000001)
   {
      description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",
                               volume_step,ratio*volume_step);
      return(0);
   }
   description="Correct volume value";
   return(1);
}


3-Ensure that when sending new TP or SL, that it is a valid change to avoid "OrderModify" errors:

bool PositionModifyCheck(int ticket,double sl,double tp)
  {
//--- select order by ticket
   if(OrderSelect(ticket,1,0))
     {
      //--- point size and name of the symbol, for which a pending order was placed
      string symbol=_Symbol;
      double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
      //--- check if there are changes in the StopLoss level
      bool StopLossChanged=(MathAbs(OrderStopLoss()-sl)>point);
      //--- check if there are changes in the Takeprofit level
      bool TakeProfitChanged=(MathAbs(OrderTakeProfit()-tp)>point);
      //--- if there are any changes in levels
      if(StopLossChanged || TakeProfitChanged)
         return(true);  // position can be modified      
      //--- there are no changes in the StopLoss and Takeprofit levels
      else
      //--- notify about the error
         PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
                     ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
     }
//--- came to the end, no changes for the order
   return(false);       // no point in modifying 
  }


Display Useful Information:

1-Get historical accuracy, including commission and swap:

double accuracyPercent()
{
   double wins=0;
   double totalClosed=0;
   double Accuracy=0.0;
   for(int cnt=0; cnt<OrdersHistoryTotal(); cnt++)
   {
      if(OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY)==1)
      {
         if(OrderMagicNumber()==MagicNumber && OrderType()<2) 
         {
            totalClosed++;
            if(OrderProfit()-((int(SymbolInfoInteger(Symbol(),SYMBOL_SPREAD))-OrderSwap()-OrderCommission())*Point())>0)
            {
               wins++;
            }
         }
      }
   }
   if(totalClosed>0 && wins>0)
   {
      Accuracy=(wins/totalClosed)*100;
   }
   return(Accuracy);
}


2- Create a static comment in top left corner of chart displaying useful info (including accuracy from above), place in "OnTick":

int Spread=int(SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)); Comment(StringFormat("Spread = %d\nOpen Orders = %d\nAccount Balance = %g\nFree Margin = %G\nCurrent P/L = %G\nLeverage Used = 1:%d\nHistorical Accuracy = %G percent",    version,Spread,OrdersTotal(),AccountBalance(),AccountFreeMargin(),AccountProfit(),AccountLeverage(),accuracyPercent()));


Order Operations:

1-Close all sell orders at once, including pending orders:

void CloseAllSell()
{
   bool   Result=0;
   int    i,Pos;
   int    Total=OrdersTotal();
   
   if(Total>0)
   {
     for(i=Total-1; i>=0; i--) 
     {
       if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == TRUE) 
       {
         Pos=OrderType();
         if(Pos==OP_SELL)
         {Result=OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, CLR_NONE);}
         if((Pos==OP_SELLSTOP)||(Pos==OP_SELLLIMIT))
         {Result=OrderDelete(OrderTicket(), CLR_NONE);}
//-----------------------
       }   
     }
   }
}


2-Close all buy orders at once, including pending orders:

void CloseAllBuy()
{
   bool   Result=0;
   int    i,Pos;
   int    Total=OrdersTotal();
   
   if(Total>0)
   {
     for(i=Total-1; i>=0; i--) 
     {
       if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == TRUE) 
       {
         Pos=OrderType();
         if(Pos==OP_BUY)
         {Result=OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, CLR_NONE);}
         if((Pos==OP_BUYSTOP)||(Pos==OP_BUYLIMIT))
         {Result=OrderDelete(OrderTicket(), CLR_NONE);}
//-----------------------
       }   
     }
   }
}


3- Automatic lot sizing:

double RealLot()
{
   double lot=NormalizeDouble(AccountFreeMargin()*Risk/100/1000.0,2);
   if(AutoLot==1)
   {
      LotSize=lot;
   }
   else
   {
      LotSize=LotSize;
   }
   if(LotSize<0.01)
   {
      LotSize=0.01;
   }
   return LotSize;
}


4-Determine point size based on broker digits:

double MyPoint()
{
   double CalcPoint=0;

   if(_Digits==2 || _Digits==3) CalcPoint=0.01;
   else if(_Digits==4 || _Digits==5) CalcPoint=0.0001;

   return(CalcPoint);
}


5- Determine slippage based on broker digits:

int MySlippage()
{
   int CalcSlippage=0;

   if(_Digits==2 || _Digits==4) CalcSlippage=Slippage;
   else if(_Digits==3 || _Digits==5) CalcSlippage=Slippage*10;

   return(CalcSlippage);
}


6- Trailing stop loss:

void ScanForTrail()
{
   if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())  // check for symbol
   {
      if(OrderType()==OP_BUY)
      {
         double New_SL=NormalizeDouble(Bid-(MyPoint()*TrailingStop),_Digits);
         if(TrailingStop>0)  
         {     
            if(OrderOpenPrice()+Bid>MyPoint()*TrailingStop)
            {
               if(OrderStopLoss()<New_SL && New_SL != OrderTakeProfit())
               {
                  bool mod=OrderModify(OrderTicket(),OrderOpenPrice(),New_SL+(TrailingStep*MyPoint()),OrderTakeProfit(),0,Blue);
                  if(!mod)
                  {
                     Print("Error in OrderModify. Error =",ErrorDescription(GetLastError()));
                  }
               }
             }
          }
       }
    else
    {
       double New_SL=NormalizeDouble(Ask+(MyPoint()*TrailingStop),_Digits);
       if(TrailingStop>0)  
       {          
          if((OrderOpenPrice()-Ask)>(MyPoint()*TrailingStop))
          {
             if((OrderStopLoss()>New_SL) && New_SL != OrderStopLoss())
             {
                bool mod=OrderModify(OrderTicket(),OrderOpenPrice(),New_SL-(TrailingStep*MyPoint()),OrderTakeProfit(),0,Red);
                if(!mod)
                {
                  Print("Error in OrderModify. Error =",ErrorDescription(GetLastError()));
                }
             }
          }
        }
     }
  }
}


Trade Strategies

1-Moving average crossover:

int MACROSS()
{
   int cross=0;
   double mafast=iMA(_Symbol,NULL,FastMa,0,FastMaMode,PRICE_CLOSE,0);
   double mafast1=iMA(_Symbol,NULL,FastMa,0,FastMaMode,PRICE_CLOSE,1);
   double maslow=iMA(_Symbol,NULL,SlowMa,0,SlowMaMode,PRICE_CLOSE,0);
   double maslow1=iMA(_Symbol,NULL,SlowMa,0,SlowMaMode,PRICE_CLOSE,1);
   if(mafast>maslow && mafast1<maslow1){cross=1;}
   if(mafast<maslow && mafast1>maslow1){cross=2;}
   return(cross);
}


2-MACD signal crossover:

int MACDSigCross()
{
   int cross=0;
   double macd=iMACD(_Symbol,NULL,FastMACD,SlowMACD,SigMACD,PRICE_CLOSE,MODE_MAIN,0);
   double macdSig=iMACD(_Symbol,NULL,FastMACD,SlowMACD,SigMACD,PRICE_CLOSE,MODE_SIGNAL,0);
   double macd1=iMACD(_Symbol,NULL,FastMACD,SlowMACD,SigMACD,PRICE_CLOSE,MODE_MAIN,1);
   double macdSig1=iMACD(_Symbol,NULL,FastMACD,SlowMACD,SigMACD,PRICE_CLOSE,MODE_SIGNAL,1);
   if(macd>macdSig && macd1<macdSig1){cross=1;}
   if(macd<macdSig && macd1>macdSig1){cross=2;}
   return(cross);
}   
 

Error handling

1- Display error name instead or number:

string ErrorDescription(int error_code)
{
   string error_string;
  
//---
   switch(error_code)
   {
      //--- codes returned from trade server
      case 0:   error_string="no error";                                                   break;
      case 1:   error_string="no error, trade conditions not changed";                     break;
      case 2:   error_string="common error";                                               break;
      case 3:   error_string="invalid trade parameters";                                   break;
      case 4:   error_string="trade server is busy";                                       break;
      case 5:   error_string="old version of the client terminal";                         break;
      case 6:   error_string="no connection with trade server";                            break;
      case 7:   error_string="not enough rights";                                          break;
      case 8:   error_string="too frequent requests";                                      break;
      case 9:   error_string="malfunctional trade operation (never returned error)";       break;
      case 64:  error_string="account disabled";                                           break;
      case 65:  error_string="invalid account";                                            break;
      case 128: error_string="trade timeout";                                              break;
      case 129: error_string="invalid price";                                              break;
      case 130: error_string="invalid stops";                                              break;
      case 131: error_string="invalid trade volume";                                       break;
      case 132: error_string="market is closed";                                           break;
      case 133: error_string="trade is disabled";                                          break;
      case 134: error_string="not enough money";                                           break;
      case 135: error_string="price changed";                                              break;
      case 136: error_string="off quotes";                                                 break;
      case 137: error_string="broker is busy (never returned error)";                      break;
      case 138: error_string="requote";                                                    break;
      case 139: error_string="order is locked";                                            break;
      case 140: error_string="long positions only allowed";                                break;
      case 141: error_string="too many requests";                                          break;
      case 145: error_string="modification denied because order is too close to market";   break;
      case 146: error_string="trade context is busy";                                      break;
      case 147: error_string="expirations are denied by broker";                           break;
      case 148: error_string="amount of open and pending orders has reached the limit";    break;
      case 149: error_string="hedging is prohibited";                                      break;
      case 150: error_string="prohibited by FIFO rules";                                   break;
      
      //--- mql4 errors
      case 4000: error_string="no error (never generated code)";                           break;
      case 4001: error_string="wrong function pointer";                                    break;
      case 4002: error_string="array index is out of range";                               break;
      case 4003: error_string="no memory for function call stack";                         break;
      case 4004: error_string="recursive stack overflow";                                  break;
      case 4005: error_string="not enough stack for parameter";                            break;
      case 4006: error_string="no memory for parameter string";                            break;
      case 4007: error_string="no memory for temp string";                                 break;
      case 4008: error_string="non-initialized string";                                    break;
      case 4009: error_string="non-initialized string in array";                           break;
      case 4010: error_string="no memory for array\' string";                              break;
      case 4011: error_string="too long string";                                           break;
      case 4012: error_string="remainder from zero divide";                                break;
      case 4013: error_string="zero divide";                                               break;
      case 4014: error_string="unknown command";                                           break;
      case 4015: error_string="wrong jump (never generated error)";                        break;
      case 4016: error_string="non-initialized array";                                     break;
      case 4017: error_string="dll calls are not allowed";                                 break;
      case 4018: error_string="cannot load library";                                       break;
      case 4019: error_string="cannot call function";                                      break;
      case 4020: error_string="expert function calls are not allowed";                     break;
      case 4021: error_string="not enough memory for temp string returned from function";  break;
      case 4022: error_string="system is busy (never generated error)";                    break;
      case 4023: error_string="dll-function call critical error";                          break;
      case 4024: error_string="internal error";                                            break;
      case 4025: error_string="out of memory";                                             break;
      case 4026: error_string="invalid pointer";                                           break;
      case 4027: error_string="too many formatters in the format function";                break;
      case 4028: error_string="parameters count is more than formatters count";            break;
      case 4029: error_string="invalid array";                                             break;
      case 4030: error_string="no reply from chart";                                       break;
      case 4050: error_string="invalid function parameters count";                         break;
      case 4051: error_string="invalid function parameter value";                          break;
      case 4052: error_string="string function internal error";                            break;
      case 4053: error_string="some array error";                                          break;
      case 4054: error_string="incorrect series array usage";                              break;
      case 4055: error_string="custom indicator error";                                    break;
      case 4056: error_string="arrays are incompatible";                                   break;
      case 4057: error_string="global variables processing error";                         break;
      case 4058: error_string="global variable not found";                                 break;
      case 4059: error_string="function is not allowed in testing mode";                   break;
      case 4060: error_string="function is not confirmed";                                 break;
      case 4061: error_string="send mail error";                                           break;
      case 4062: error_string="string parameter expected";                                 break;
      case 4063: error_string="integer parameter expected";                                break;
      case 4064: error_string="double parameter expected";                                 break;
      case 4065: error_string="array as parameter expected";                               break;
      case 4066: error_string="requested history data is in update state";                 break;
      case 4067: error_string="internal trade error";                                      break;
      case 4068: error_string="resource not found";                                        break;
      case 4069: error_string="resource not supported";                                    break;
      case 4070: error_string="duplicate resource";                                        break;
      case 4071: error_string="cannot initialize custom indicator";                        break;
      case 4072: error_string="cannot load custom indicator";                              break;
      case 4073: error_string="no history data";                                           break;
      case 4074: error_string="not enough memory for history data";                        break;
      case 4075: error_string="not enough memory for indicator";                           break;
      case 4099: error_string="end of file";                                               break;
      case 4100: error_string="some file error";                                           break;
      case 4101: error_string="wrong file name";                                           break;
      case 4102: error_string="too many opened files";                                     break;
      case 4103: error_string="cannot open file";                                          break;
      case 4104: error_string="incompatible access to a file";                             break;
      case 4105: error_string="no order selected";                                         break;
      case 4106: error_string="unknown symbol";                                            break;
      case 4107: error_string="invalid price parameter for trade function";                break;
      case 4108: error_string="invalid ticket";                                            break;
      case 4109: error_string="trade is not allowed in the expert properties";             break;
      case 4110: error_string="longs are not allowed in the expert properties";            break;
      case 4111: error_string="shorts are not allowed in the expert properties";           break;
      case 4200: error_string="object already exists";                                     break;
      case 4201: error_string="unknown object property";                                   break;
      case 4202: error_string="object does not exist";                                     break;
      case 4203: error_string="unknown object type";                                       break;
      case 4204: error_string="no object name";                                            break;
      case 4205: error_string="object coordinates error";                                  break;
      case 4206: error_string="no specified subwindow";                                    break;
      case 4207: error_string="graphical object error";                                    break;
      case 4210: error_string="unknown chart property";                                    break;
      case 4211: error_string="chart not found";                                           break;
      case 4212: error_string="chart subwindow not found";                                 break;
      case 4213: error_string="chart indicator not found";                                 break;
      case 4220: error_string="symbol select error";                                       break;
      case 4250: error_string="notification error";                                        break;
      case 4251: error_string="notification parameter error";                              break;
      case 4252: error_string="notifications disabled";                                    break;
      case 4253: error_string="notification send too frequent";                            break;
      case 4260: error_string="ftp server is not specified";                               break;
      case 4261: error_string="ftp login is not specified";                                break;
      case 4262: error_string="ftp connect failed";                                        break;
      case 4263: error_string="ftp connect closed";                                        break;
      case 4264: error_string="ftp change path error";                                     break;
      case 4265: error_string="ftp file error";                                            break;
      case 4266: error_string="ftp error";                                                 break;
      case 5001: error_string="too many opened files";                                     break;
      case 5002: error_string="wrong file name";                                           break;
      case 5003: error_string="too long file name";                                        break;
      case 5004: error_string="cannot open file";                                          break;
      case 5005: error_string="text file buffer allocation error";                         break;
      case 5006: error_string="cannot delete file";                                        break;
      case 5007: error_string="invalid file handle (file closed or was not opened)";       break;
      case 5008: error_string="wrong file handle (handle index is out of handle table)";   break;
      case 5009: error_string="file must be opened with FILE_WRITE flag";                  break;
      case 5010: error_string="file must be opened with FILE_READ flag";                   break;
      case 5011: error_string="file must be opened with FILE_BIN flag";                    break;
      case 5012: error_string="file must be opened with FILE_TXT flag";                    break;
      case 5013: error_string="file must be opened with FILE_TXT or FILE_CSV flag";        break;
      case 5014: error_string="file must be opened with FILE_CSV flag";                    break;
      case 5015: error_string="file read error";                                           break;
      case 5016: error_string="file write error";                                          break;
      case 5017: error_string="string size must be specified for binary file";             break;
      case 5018: error_string="incompatible file (for string arrays-TXT, for others-BIN)"; break;
      case 5019: error_string="file is directory, not file";                               break;
      case 5020: error_string="file does not exist";                                       break;
      case 5021: error_string="file cannot be rewritten";                                  break;
      case 5022: error_string="wrong directory name";                                      break;
      case 5023: error_string="directory does not exist";                                  break;
      case 5024: error_string="specified file is not directory";                           break;
      case 5025: error_string="cannot delete directory";                                   break;
      case 5026: error_string="cannot clean directory";                                    break;
      case 5027: error_string="array resize error";                                        break;
      case 5028: error_string="string resize error";                                       break;
      case 5029: error_string="structure contains strings or dynamic arrays";              break;
      default:   error_string="unknown error";
   }
    
//---
   return(error_string);
}


Conclusion:

Hopefully this will help a few people on their path to MQL coding glory, more to be added at a later date.