Biblioteca para el desarrollo rápido y sencillo de programas para MetaTrader (Parte XXVIII): Solicitudes comerciales pendientes - Cierre, eliminación y modificación
MetaTrader 5
—
Ejemplos
| 4 marzo 2020, 13:51
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Contenido
- Preparando los datos
- Solicitudes pendientes para el cierre/eliminación/modificación de posiciones y órdenes pendientes
- Simulación
- ¿Qué es lo próximo?
Este es el tercer artíclo sobre el concepto de las solicitudes pendientes. En él, terminaremos con la puesta a punto del concepto propuesto, creando métodos de trabajo con solicitudes pendientes para cerrar posiciones, eliminar órdenes pendientes y modificar órdenes stop, así como cambiar los parámetros de las órdenes pendientes que sean susceptibles de ello.
Asimismo, haremos ciertas adiciones a la clase de orden abstracta.
Por algún motivo que desconocemos, hemos omitido el retorno de los valores de dos propiedades de las órdenes y posiciones: el tipo de
rellenado de la orden y su tipo de expiración. Así que vamos a añadirlas. El código de todos los métodos comerciales del objeto comercial
multiplataforma básico ha sido ligeramente optimizado. No vamos a describir con detalle los cambios, nos limitaremos a exponer un ejemplo
sobre alguno de los métodos modificados.
Preparando los datos
Vamos a necesitar varios mensajes de texto para describir las propiedades de orden abstracta añadidas y un mensaje para la clase de solicitudes pendientes.
Añadimos al archivo Datas.mqh los índices de estos mensajes:
MSG_ORD_TIME_EXP, // Expiration date MSG_ORD_TYPE_FILLING, // Type of execution by remainder MSG_ORD_TYPE_TIME, // Order lifetime MSG_ORD_TYPE, // Type
...
MSG_LIB_TEXT_PEND_REQUEST_CREATED, // Pending request created MSG_LIB_TEXT_PEND_REQUEST_DELETED, // Pending request is removed due to its expiration MSG_LIB_TEXT_PEND_REQUEST_EXECUTED, // Pending request is removed due to its execution
y mensajes de texto que se correspondan con los índices declarados:
{"Дата экспирации","Date of expiration"},
{"Тип исполнения по остатку","Order filling type"},
{"Время жизни ордера","Order lifetime"},
{"Тип","Type"},
...
{"Создан отложенный запрос","Pending request created"},
{"Отложенный запрос удалён в связи с окончанием времени его действия","Pending request deleted due to expiration"},
{"Отложенный запрос удалён в связи с его исполнением","Pending request deleted due to execution"},
Dado que vamos a añadir otras dos propiedades al objeto de orden abstracta, introducimos los cambios referentes a sus propiedades en el archivo Defines.mqh.
Añadimos las dos nuevas propiedades al bloque de propiedades de tipo entero de la orden y aumentamos el número total de propiedades de tipo entero de 24 a 26:
//+------------------------------------------------------------------+ //| Propiedades de tipo entero de la orden, transacción, posición | //+------------------------------------------------------------------+ enum ENUM_ORDER_PROP_INTEGER { ORDER_PROP_TICKET = 0, // Ticket de la orden ORDER_PROP_MAGIC, // Real order magic number ORDER_PROP_TIME_OPEN, // Open time in milliseconds (MQL5 Deal time) ORDER_PROP_TIME_CLOSE, // Close time in milliseconds (MQL5 Execution or removal time - ORDER_TIME_DONE) ORDER_PROP_TIME_EXP, // Fecha de expiración de la orden (para las órdenes pendientes) ORDER_PROP_TYPE_FILLING, // Type of execution by remainder ORDER_PROP_TYPE_TIME, // Order lifetime ORDER_PROP_STATUS, // Estado de la orden (de la enumeración ENUM_ORDER_STATUS) ORDER_PROP_TYPE, // Order/deal type ORDER_PROP_REASON, // Motivo o razón de la transacción/orden/posición ORDER_PROP_STATE, // Order status (from the ENUM_ORDER_STATE enumeration) ORDER_PROP_POSITION_ID, // Indicador de la posición ORDER_PROP_POSITION_BY_ID, // Indicador de la posición opuesta ORDER_PROP_DEAL_ORDER_TICKET, // Ticket of the order that triggered a deal ORDER_PROP_DEAL_ENTRY, // Dirección de la transacción – IN, OUT o IN/OUT ORDER_PROP_TIME_UPDATE, // Position change time in milliseconds ORDER_PROP_TICKET_FROM, // Ticket de la orden padre ORDER_PROP_TICKET_TO, // Ticket de la orden derivada ORDER_PROP_PROFIT_PT, // Beneficio en puntos ORDER_PROP_CLOSE_BY_SL, // Señal de cierre por StopLoss ORDER_PROP_CLOSE_BY_TP, // Señal de cierre por TakeProfit ORDER_PROP_MAGIC_ID, // Order's "magic number" ID ORDER_PROP_GROUP_ID1, // First order/position group ID ORDER_PROP_GROUP_ID2, // Second order/position group ID ORDER_PROP_PEND_REQ_ID, // Pending request ID ORDER_PROP_DIRECTION, // Tipo según la dirección (Buy, Sell) }; #define ORDER_PROP_INTEGER_TOTAL (26) // Total number of integer properties #define ORDER_PROP_INTEGER_SKIP (0) // Number of order properties not used in sorting //+------------------------------------------------------------------+
Vamos a añadir la posibilidad de clasificar las órdenes según estas dos propiedades:
//+------------------------------------------------------------------+ //| Possible criteria of sorting orders and deals | //+------------------------------------------------------------------+ #define FIRST_ORD_DBL_PROP (ORDER_PROP_INTEGER_TOTAL-ORDER_PROP_INTEGER_SKIP) #define FIRST_ORD_STR_PROP (ORDER_PROP_INTEGER_TOTAL+ORDER_PROP_DOUBLE_TOTAL-ORDER_PROP_INTEGER_SKIP) enum ENUM_SORT_ORDERS_MODE { //--- Sort by integer properties SORT_BY_ORDER_TICKET = 0, // Sort by an order ticket SORT_BY_ORDER_MAGIC, // Sort by an order magic number SORT_BY_ORDER_TIME_OPEN, // Sort by an order open time in milliseconds SORT_BY_ORDER_TIME_CLOSE, // Sort by an order close time in milliseconds SORT_BY_ORDER_TIME_EXP, // Sort by an order expiration date SORT_BY_ORDER_TYPE_FILLING, // Sort by execution type by remainder SORT_BY_ORDER_TYPE_TIME, // Sort by order lifetime SORT_BY_ORDER_STATUS, // Sort by an order status (market order/pending order/deal/balance and credit operation) SORT_BY_ORDER_TYPE, // Sort by an order type SORT_BY_ORDER_REASON, // Sort by a deal/order/position reason/source SORT_BY_ORDER_STATE, // Sort by an order status SORT_BY_ORDER_POSITION_ID, // Sort by a position ID SORT_BY_ORDER_POSITION_BY_ID, // Sort by an opposite position ID SORT_BY_ORDER_DEAL_ORDER, // Sort by the order a deal is based on SORT_BY_ORDER_DEAL_ENTRY, // Sort by a deal direction – IN, OUT or IN/OUT SORT_BY_ORDER_TIME_UPDATE, // Sort by position change time in seconds SORT_BY_ORDER_TICKET_FROM, // Sort by a parent order ticket SORT_BY_ORDER_TICKET_TO, // Sort by a derived order ticket SORT_BY_ORDER_PROFIT_PT, // Sort by order profit in points SORT_BY_ORDER_CLOSE_BY_SL, // Sort by the flag of closing an order by StopLoss SORT_BY_ORDER_CLOSE_BY_TP, // Sort by the flag of closing an order by TakeProfit SORT_BY_ORDER_MAGIC_ID, // Sort by an order/position "magic number" ID SORT_BY_ORDER_GROUP_ID1, // Sort by the first order/position group ID SORT_BY_ORDER_GROUP_ID2, // Sort by the second order/position group ID SORT_BY_ORDER_PEND_REQ_ID, // Sort by a pending request ID SORT_BY_ORDER_DIRECTION, // Sort by direction (Buy, Sell) //--- Sort by real properties SORT_BY_ORDER_PRICE_OPEN = FIRST_ORD_DBL_PROP, // Sort by open price SORT_BY_ORDER_PRICE_CLOSE, // Sort by close price SORT_BY_ORDER_SL, // Sort by StopLoss price SORT_BY_ORDER_TP, // Sort by TakeProfit price SORT_BY_ORDER_PROFIT, // Sort by profit SORT_BY_ORDER_COMMISSION, // Sort by commission SORT_BY_ORDER_SWAP, // Sort by swap SORT_BY_ORDER_VOLUME, // Sort by volume SORT_BY_ORDER_VOLUME_CURRENT, // Sort by unexecuted volume SORT_BY_ORDER_PROFIT_FULL, // Sort by profit+commission+swap SORT_BY_ORDER_PRICE_STOP_LIMIT, // Sort by Limit order when StopLimit order is activated //--- Sort by string properties SORT_BY_ORDER_SYMBOL = FIRST_ORD_STR_PROP, // Sort by symbol SORT_BY_ORDER_COMMENT, // Sort by comment SORT_BY_ORDER_COMMENT_EXT, // Sort by custom comment SORT_BY_ORDER_EXT_ID // Sort by order ID in an external trading system }; //+------------------------------------------------------------------+
Dado que ahora hemos pasado completamente al trabajo con solicitudes pendientes, si obtenemos errores del servidor que requieran alguna
espera (en lugar de Sleep(), que retrasa la ejecución del resto de la lógica del
programa durante el tiempo de espera),
eliminamos el punto sobre la creación de la
solicitud pendiente en la enumeración que describe el comportamiento del experto al procesar archivos. Dicho punto se
creará por defecto:
//+------------------------------------------------------------------+ //| EA behavior when handling errors | //+------------------------------------------------------------------+ enum ENUM_ERROR_HANDLING_BEHAVIOR { ERROR_HANDLING_BEHAVIOR_BREAK, // Abort trading attempt ERROR_HANDLING_BEHAVIOR_CORRECT, // Correct invalid parameters ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST, // Create a pending request }; //+------------------------------------------------------------------+
Ahora, esta enumeración tendrá el aspecto siguiente:
//+------------------------------------------------------------------+ //| EA behavior when handling errors | //+------------------------------------------------------------------+ enum ENUM_ERROR_HANDLING_BEHAVIOR { ERROR_HANDLING_BEHAVIOR_BREAK, // Abort trading attempt ERROR_HANDLING_BEHAVIOR_CORRECT, // Correct invalid parameters }; //+------------------------------------------------------------------+
Al igual que antes, tampoco necesitaremos este punto en la enumeración que describe los métodos de procesamiento de los códigos de retorno
del servidor, así que lo eliminamos:
//+------------------------------------------------------------------+ //| The methods of handling errors and server return codes | //+------------------------------------------------------------------+ enum ENUM_ERROR_CODE_PROCESSING_METHOD { ERROR_CODE_PROCESSING_METHOD_OK, // No errors ERROR_CODE_PROCESSING_METHOD_DISABLE, // Disable trading for the EA ERROR_CODE_PROCESSING_METHOD_EXIT, // Exit the trading method ERROR_CODE_PROCESSING_METHOD_CORRECT, // Correct trading request parameters and repeat ERROR_CODE_PROCESSING_METHOD_REFRESH, // Update data and repeat ERROR_CODE_PROCESSING_METHOD_PENDING, // Create a pending request ERROR_CODE_PROCESSING_METHOD_WAIT, // Wait and repeat }; //+------------------------------------------------------------------+
Ahora, esta enumeración tendrá el aspecto siguiente:
//+------------------------------------------------------------------+ //| The methods of handling errors and server return codes | //+------------------------------------------------------------------+ enum ENUM_ERROR_CODE_PROCESSING_METHOD { ERROR_CODE_PROCESSING_METHOD_OK, // No errors ERROR_CODE_PROCESSING_METHOD_DISABLE, // Disable trading for the EA ERROR_CODE_PROCESSING_METHOD_EXIT, // Exit the trading method ERROR_CODE_PROCESSING_METHOD_CORRECT, // Correct trading request parameters and repeat ERROR_CODE_PROCESSING_METHOD_REFRESH, // Update data and repeat ERROR_CODE_PROCESSING_METHOD_WAIT, // Wait and repeat }; //+------------------------------------------------------------------+
Hoy, vamos a añadir a todos los parámetros de las solicitudes pendientes algunas nuevas propiedades; asimismo (adelantando un poco los
acontecimientos), para no tener que volver más al archivo Defines.mqh, vamos a añadir al final de este una enumeración con los
posibles criterios de clasificación de las solicitudes pendientes, que necesitaremos para buscarlas:
//+------------------------------------------------------------------+ //| Possible pending request sorting criteria | //+------------------------------------------------------------------+ enum ENUM_SORT_PEND_REQ_MODE { SORT_BY_PEND_REQ_ID = 0, // Sort by ID SORT_BY_PEND_REQ_TYPE, // Sort by type SORT_BY_PEND_REQ_TICKET, // Sort by ticket }; //+------------------------------------------------------------------+
Ahora, vamos a introducir todos los cambios necesarios directamente en la clase de orden abstracta COrder, en el archivo Order.mqh.
Añadimos los métodos de retorno de estas nuevas propiedades al bloque con los métodos de acceso simplificado a las propiedades de tipo entero del objeto de orden:
//+------------------------------------------------------------------+ //| Methods of a simplified access to the order object properties | //+------------------------------------------------------------------+ //--- Return (1) ticket, (2) parent order ticket, (3) derived order ticket, (4) magic number, (5) order reason, //--- (6) position ID, (7) opposite position ID, (8) first group ID, (9) second group ID, //--- (10) pending request ID, (11) magic number ID, (12) type, (13) flag of closing by StopLoss, //--- (14) flag of closing by TakeProfit (15) open time, (16) close time, //--- (17) order expiration date, (18) state, (19) status, (20) type by direction, (21) execution type by remainder, (22) order lifetime long Ticket(void) const { return this.GetProperty(ORDER_PROP_TICKET); } long TicketFrom(void) const { return this.GetProperty(ORDER_PROP_TICKET_FROM); } long TicketTo(void) const { return this.GetProperty(ORDER_PROP_TICKET_TO); } long Magic(void) const { return this.GetProperty(ORDER_PROP_MAGIC); } long Reason(void) const { return this.GetProperty(ORDER_PROP_REASON); } long PositionID(void) const { return this.GetProperty(ORDER_PROP_POSITION_ID); } long PositionByID(void) const { return this.GetProperty(ORDER_PROP_POSITION_BY_ID); } long MagicID(void) const { return this.GetProperty(ORDER_PROP_MAGIC_ID); } long GroupID1(void) const { return this.GetProperty(ORDER_PROP_GROUP_ID1); } long GroupID2(void) const { return this.GetProperty(ORDER_PROP_GROUP_ID2); } long PendReqID(void) const { return this.GetProperty(ORDER_PROP_PEND_REQ_ID); } long TypeOrder(void) const { return this.GetProperty(ORDER_PROP_TYPE); } bool IsCloseByStopLoss(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_SL); } bool IsCloseByTakeProfit(void) const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_TP); } long TimeOpen(void) const { return this.GetProperty(ORDER_PROP_TIME_OPEN); } long TimeClose(void) const { return this.GetProperty(ORDER_PROP_TIME_CLOSE); } datetime TimeExpiration(void) const { return (datetime)this.GetProperty(ORDER_PROP_TIME_EXP); } ENUM_ORDER_STATE State(void) const { return (ENUM_ORDER_STATE)this.GetProperty(ORDER_PROP_STATE); } ENUM_ORDER_STATUS Status(void) const { return (ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS); } ENUM_ORDER_TYPE TypeByDirection(void) const { return (ENUM_ORDER_TYPE)this.GetProperty(ORDER_PROP_DIRECTION); } ENUM_ORDER_TYPE_FILLING TypeFilling(void) const { return (ENUM_ORDER_TYPE_FILLING)this.GetProperty(ORDER_PROP_TYPE_FILLING); } ENUM_ORDER_TYPE_TIME TypeTime(void) const { return (ENUM_ORDER_TYPE_TIME)this.GetProperty(ORDER_PROP_TYPE_TIME); }
Los métodos simplemente retornan los valores escritos en los parámetros de tipo entero que corresponden a estas propiedades.
Añadimos en el constructor de la clase el rellenado de las nuevas propiedades del objeto de orden:
//+------------------------------------------------------------------+ //| Constructor paramétrico Closed | //+------------------------------------------------------------------+ COrder::COrder(ENUM_ORDER_STATUS order_status,const ulong ticket) { //--- Guardando las propiedades de tipo entero this.m_ticket=ticket; this.m_long_prop[ORDER_PROP_STATUS] = order_status; this.m_long_prop[ORDER_PROP_MAGIC] = this.OrderMagicNumber(); this.m_long_prop[ORDER_PROP_TICKET] = this.OrderTicket(); this.m_long_prop[ORDER_PROP_TIME_EXP] = this.OrderExpiration(); this.m_long_prop[ORDER_PROP_TYPE_FILLING] = this.OrderTypeFilling(); this.m_long_prop[ORDER_PROP_TYPE_TIME] = this.OrderTypeTime(); this.m_long_prop[ORDER_PROP_TYPE] = this.OrderType(); this.m_long_prop[ORDER_PROP_STATE] = this.OrderState(); this.m_long_prop[ORDER_PROP_DIRECTION] = this.OrderTypeByDirection(); this.m_long_prop[ORDER_PROP_POSITION_ID] = this.OrderPositionID(); this.m_long_prop[ORDER_PROP_REASON] = this.OrderReason(); this.m_long_prop[ORDER_PROP_DEAL_ORDER_TICKET] = this.DealOrderTicket(); this.m_long_prop[ORDER_PROP_DEAL_ENTRY] = this.DealEntry(); this.m_long_prop[ORDER_PROP_POSITION_BY_ID] = this.OrderPositionByID(); this.m_long_prop[ORDER_PROP_TIME_OPEN] = this.OrderOpenTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_CLOSE] = this.OrderCloseTimeMSC(); this.m_long_prop[ORDER_PROP_TIME_UPDATE] = this.PositionTimeUpdateMSC(); //--- Guardando las propiedades de tipo real this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_OPEN)] = this.OrderOpenPrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_CLOSE)] = this.OrderClosePrice(); this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT)] = this.OrderProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_COMMISSION)] = this.OrderCommission(); this.m_double_prop[this.IndexProp(ORDER_PROP_SWAP)] = this.OrderSwap(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME)] = this.OrderVolume(); this.m_double_prop[this.IndexProp(ORDER_PROP_SL)] = this.OrderStopLoss(); this.m_double_prop[this.IndexProp(ORDER_PROP_TP)] = this.OrderTakeProfit(); this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME_CURRENT)] = this.OrderVolumeCurrent(); this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_STOP_LIMIT)] = this.OrderPriceStopLimit(); //--- Guardando las propiedades de tipo string this.m_string_prop[this.IndexProp(ORDER_PROP_SYMBOL)] = this.OrderSymbol(); this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT)] = this.OrderComment(); this.m_string_prop[this.IndexProp(ORDER_PROP_EXT_ID)] = this.OrderExternalID(); //--- Guardando las propiedades adicionales de tipo entero this.m_long_prop[ORDER_PROP_PROFIT_PT] = this.ProfitInPoints(); this.m_long_prop[ORDER_PROP_TICKET_FROM] = this.OrderTicketFrom(); this.m_long_prop[ORDER_PROP_TICKET_TO] = this.OrderTicketTo(); this.m_long_prop[ORDER_PROP_CLOSE_BY_SL] = this.OrderCloseByStopLoss(); this.m_long_prop[ORDER_PROP_CLOSE_BY_TP] = this.OrderCloseByTakeProfit(); this.m_long_prop[ORDER_PROP_MAGIC_ID] = this.GetMagicID(); this.m_long_prop[ORDER_PROP_GROUP_ID1] = this.GetGroupID1(); this.m_long_prop[ORDER_PROP_GROUP_ID2] = this.GetGroupID2(); this.m_long_prop[ORDER_PROP_PEND_REQ_ID] = this.GetPendReqID(); //--- Guardando las propiedades adicionales de tipo real this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT_FULL)] = this.ProfitFull(); //--- Save additional string properties this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT_EXT)] = ""; } //+------------------------------------------------------------------+
Aquí, simplemente tenemos que añadir a los valores correspondientes de la matriz de propiedades de la orden los valores retornados por los métodos de obtención de estas propiedades OrderTypeFilling() y OrderTypeTime().
Añadimos la muestra de la descripción de las dos nuevas propiedades en el método que retorna las descripciones de las propiedades de tipo entero del objeto de orden:
//+------------------------------------------------------------------+ //| Retorna la descripción de la propiedad de tipo entero de la orden| //+------------------------------------------------------------------+ string COrder::GetPropertyDescription(ENUM_ORDER_PROP_INTEGER property) { return ( //--- Propiedades generales property==ORDER_PROP_MAGIC ? CMessage::Text(MSG_ORD_MAGIC)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET ? CMessage::Text(MSG_ORD_TICKET)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_FROM ? CMessage::Text(MSG_ORD_TICKET_FROM)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TICKET_TO ? CMessage::Text(MSG_ORD_TICKET_TO)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : " #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_EXP ? CMessage::Text(MSG_ORD_TIME_EXP)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : (this.GetProperty(property)==0 ? CMessage::Text(MSG_LIB_PROP_NOT_SET) : ": "+::TimeToString(this.GetProperty(property),TIME_DATE|TIME_MINUTES|TIME_SECONDS)) ) : property==ORDER_PROP_TYPE_FILLING ? CMessage::Text(MSG_ORD_TYPE_FILLING)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+OrderTypeFillingDescription((ENUM_ORDER_TYPE_FILLING)this.GetProperty(property)) ) : property==ORDER_PROP_TYPE_TIME ? CMessage::Text(MSG_ORD_TYPE_TIME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+OrderTypeTimeDescription((ENUM_ORDER_TYPE_TIME)this.GetProperty(property)) ) : property==ORDER_PROP_TYPE ? CMessage::Text(MSG_ORD_TYPE)+": "+this.TypeDescription() : property==ORDER_PROP_DIRECTION ? CMessage::Text(MSG_ORD_TYPE_BY_DIRECTION)+": "+this.DirectionDescription() : property==ORDER_PROP_REASON ? CMessage::Text(MSG_ORD_REASON)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetReasonDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_ID ? CMessage::Text(MSG_ORD_POSITION_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ORDER_TICKET ? CMessage::Text(MSG_ORD_DEAL_ORDER_TICKET)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": #"+(string)this.GetProperty(property) ) : property==ORDER_PROP_DEAL_ENTRY ? CMessage::Text(MSG_ORD_DEAL_ENTRY)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetEntryDescription(this.GetProperty(property)) ) : property==ORDER_PROP_POSITION_BY_ID ? CMessage::Text(MSG_ORD_POSITION_BY_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_TIME_OPEN ? CMessage::Text(MSG_ORD_TIME_OPEN)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_CLOSE ? CMessage::Text(MSG_ORD_TIME_CLOSE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" ) : property==ORDER_PROP_TIME_UPDATE ? CMessage::Text(MSG_ORD_TIME_UPDATE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property)!=0 ? TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" : "0") ) : property==ORDER_PROP_STATE ? CMessage::Text(MSG_ORD_STATE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": \""+this.StateDescription()+"\"" ) : //--- Propiedad adicional property==ORDER_PROP_STATUS ? CMessage::Text(MSG_ORD_STATUS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": \""+this.StatusDescription()+"\"" ) : property==ORDER_PROP_PROFIT_PT ? ( this.Status()==ORDER_STATUS_MARKET_PENDING ? CMessage::Text(MSG_ORD_DISTANCE_PT) : CMessage::Text(MSG_ORD_PROFIT_PT) )+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_CLOSE_BY_SL ? CMessage::Text(MSG_LIB_PROP_CLOSE_BY_SL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==ORDER_PROP_CLOSE_BY_TP ? CMessage::Text(MSG_LIB_PROP_CLOSE_BY_TP)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.GetProperty(property) ? CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO)) ) : property==ORDER_PROP_MAGIC_ID ? CMessage::Text(MSG_ORD_MAGIC_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_GROUP_ID1 ? CMessage::Text(MSG_ORD_GROUP_ID1)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_GROUP_ID2 ? CMessage::Text(MSG_ORD_GROUP_ID2)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==ORDER_PROP_PEND_REQ_ID ? CMessage::Text(MSG_ORD_PEND_REQ_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : "" ); } //+------------------------------------------------------------------+
Ya hemos visto el funcionamiento de este método en el primer artículo
dedicado a la creación del objeto de orden abstracta, por lo que no vamos a analizarlo de nuevo.
En los artículos anteriores, al implementar los métodos de apertura de posiciones y colocación de órdenes pendientes con la ayuda de los objetos de solicitudes pendientes, usábamos para identificar cada solicitud pendiente un identificador único, que, al abrir una posición o colocar una orden, se registraba en el valor del número mágico de la posición u orden. Por eso, ha sido sencillo identificar la presencia de una solicitud creada anteriormente, y también comprender cómo se ha abierto la posición: por una solicitud pendiente o como resultado del funcionamiento de un objeto de orden pendiente. Esto es necesario para no crear varios objetos de solicitudes pendientes para la misma acción.
En cambio, al cerrar una posición, eliminar una orden o modificar una orden o posición, el identificador ya no servirá de ayuda, ya que podemos realizar operaciones comerciales con cualquier orden o posición, y estas se realizan según el ticket. Por eso, necesitamos usar el número del ticket para comprender para qué orden/posición se ha creado la solicitud pendiente. Este ticket se encuentra en la estructura de la solicitud pendiente, en el objeto de solicitud pendiente. De acuerdo con su cometido, podremos determinar de manera unívoca el ticket de la orden/posición para el que se ha creado la solicitud pendiente. Pero también tendremos que determinar el momento en el que se procesado con éxito la solicitud pendiente: cuando, con la ayuda de una solicitud así, se ha enviado una orden comercial al servidor, y esta ha sido ejecutada con éxito. A continuación, deberemos determinar si la solicitud pendiente ha funcionado correctamente y eliminar este objeto de solicitud, de manera que no realice un nuevo intento comercial después que el anterior haya tenido éxito.
Para ello, ya habíamos implementado la clase de eventos comerciales en la cuenta y la clase de colección de estos eventos. La clase de colección de eventos comerciales ya nos da pleno acceso tanto a todos los eventos sucedidos desde el inicio del programa, como a los eventos que ocurren "aquí y ahora". Por eso, para obtener acceso a la clase de colección de eventos comerciales, deberemos incluirla en la clase comercial, es decir, tendremos que ransmitir a la clase comercial el puntero a la clase de colección de eventos comerciales. Para ello, necesitaremos que esta clase pueda retornarse a sí misma. Vamos a implementar esta posibilidad.
En el archivo de la clase de eventos comerciales EventsCollection.mqh, añadimos el método público GetObject():
//+------------------------------------------------------------------+ //| Collection of account trading events | //+------------------------------------------------------------------+ class CEventsCollection : public CBaseObj { private: CListObj m_list_trade_events; // List of events bool m_is_hedge; // Hedge account flag int m_trade_event_code; // Trading event code ENUM_TRADE_EVENT m_trade_event; // Account trading event CEvent m_event_instance; // Event object for searching by property ulong m_position_id; // Position ID (MQL4) ENUM_ORDER_TYPE m_type_first; // Opening order type (MQL4) //--- Create a trading event depending on the (1) order status and (2) change type void CreateNewEvent(COrder* order,CArrayObj* list_history,CArrayObj* list_market,CArrayObj* list_control); void CreateNewEvent(COrderControl* order); //--- Create an event for a (1) hedging account, (2) netting account void NewDealEventHedge(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); void NewDealEventNetto(COrder* deal,CArrayObj* list_history,CArrayObj* list_market); //--- Select and return the list of (1) market pending orders and (2) open positions CArrayObj* GetListMarketPendings(CArrayObj* list); CArrayObj* GetListPositions(CArrayObj* list); //--- Select and return the list of historical (1) closed positions, //--- (2) removed pending orders, (3) deals, (4) all closing orders CArrayObj* GetListHistoryPositions(CArrayObj* list); CArrayObj* GetListHistoryPendings(CArrayObj* list); CArrayObj* GetListDeals(CArrayObj* list); CArrayObj* GetListCloseByOrders(CArrayObj* list); //--- Return the list of (1) all position orders by its ID, (2) all deal positions by its ID //--- (3) all market entry deals by position ID, (4) all market exit deals by position ID, //--- (5) all position reversal deals by position ID CArrayObj* GetListAllOrdersByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsOutByPosID(CArrayObj* list,const ulong position_id); CArrayObj* GetListAllDealsInOutByPosID(CArrayObj* list,const ulong position_id); //--- Return the total volume of all deals (1) IN, (2) OUT of the position by its ID double SummaryVolumeDealsInByPosID(CArrayObj* list,const ulong position_id); double SummaryVolumeDealsOutByPosID(CArrayObj* list,const ulong position_id); //--- Return the (1) first, (2) last and (3) closing order from the list of all position orders, //--- (4) an order by ticket, (5) market position by ID, //--- (6) the last and (7) penultimate InOut deal by position ID COrder* GetFirstOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetLastOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetCloseByOrderFromList(CArrayObj* list,const ulong position_id); COrder* GetHistoryOrderByTicket(CArrayObj* list,const ulong order_ticket); COrder* GetPositionByID(CArrayObj* list,const ulong position_id); //--- Return (1) the control order by a ticket, (2) the type of the opening order by the position ticket (MQL4) COrderControl* GetOrderControlByTicket(CArrayObj* list,const ulong ticket); ENUM_ORDER_TYPE GetTypeFirst(CArrayObj* list,const ulong ticket); //--- Return the flag of the event object presence in the event list bool IsPresentEventInList(CEvent* compared_event); //--- The handler of an existing order/position change event void OnChangeEvent(CArrayObj* list_changes,const int index); public: //--- Return itself CEventsCollection*GetObject(void) { return &this; } //--- Select events from the collection with time within the range from begin_time to end_time CArrayObj *GetListByTime(const datetime begin_time=0,const datetime end_time=0); //--- Return the full event collection list "as is" CArrayObj *GetList(void) { return &this.m_list_trade_events; } //--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion CArrayObj *GetList(ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } CArrayObj *GetList(ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode); } //--- Update the list of events void Refresh(CArrayObj* list_history, CArrayObj* list_market, CArrayObj* list_changes, CArrayObj* list_control, const bool is_history_event, const bool is_market_event, const int new_history_orders, const int new_market_pendings, const int new_market_positions, const int new_deals, const double changed_volume); //--- Return (1) the last trading event on an account, (2) base event object by index and (3) number of new events ENUM_TRADE_EVENT GetLastTradeEvent(void) const { return this.m_trade_event; } CEventBaseObj *GetTradeEventByIndex(const int index) { return this.GetEvent(index,false); } int GetTradeEventsTotal(void) const { return this.m_list_events.Total(); } //--- Reset the last trading event void ResetLastTradeEvent(void) { this.m_trade_event=TRADE_EVENT_NO_EVENT; } //--- Constructor CEventsCollection(void); }; //+------------------------------------------------------------------+
Ahora, la clase CEventsCollection puede retornar el puntero a sí misma, que es precisamente lo que necesitaremos.
Ya hemos mencionado antes que la clase comercial básica se ha sometido a cierta optimización en cuanto al código de los métodos comerciales. Vamos a ver un ejemplo del método de apertura de posiciones. Los cambios se relacionan mayormente con el bloque para el envío de la orden comercial al servidor.
Antes, el código tenía este aspecto:
//+------------------------------------------------------------------+ //| Opening a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { ::ResetLastError(); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = (ENUM_ORDER_TYPE)type; this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server #ifdef __MQL5__ return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result)); #else ::ResetLastError(); int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE); ::SymbolInfoTick(this.m_symbol,this.m_tick); if(ticket!=WRONG_VALUE) { this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.deal=ticket; this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price); this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume); this.m_result.comment=CMessage::Text(this.m_result.retcode); return true; } else { this.m_result.retcode=::GetLastError(); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.comment=CMessage::Text(this.m_result.retcode); return false; } #endif } //+------------------------------------------------------------------+
Si miramos antentamente, podremos ver multitud de construcciones de código que se repiten. Todas ellas se han indtroducido fuera del bloque de comprobación del ticket. Asimismo, se cometió un error de lógica al resetear el código del último error en MQL4; este se resetea antes del envío de la orden comercial al servidor, y después, antes de obtener el código de error, nos encontramos con la función de obtención de precios, que también puede retornar un error. En este caso, el código del último error ya no pertenecerá al código de retorno del servidor comercial a MQL4.
Ahora, teniendo en cuenta lo mencionado anteriormente,
el bloque de envío de la orden comercial al servidor en el método
de apertura de la posición tendrá este aspecto:
//+------------------------------------------------------------------+ //| Opening a position | //+------------------------------------------------------------------+ bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const double sl=0, const double tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { ::ResetLastError(); //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false' if(!::SymbolInfoTick(this.m_symbol,this.m_tick)) { this.m_result.retcode=::GetLastError(); this.m_result.comment=CMessage::Text(this.m_result.retcode); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode)); return false; } //--- Clear the structures ::ZeroMemory(this.m_request); ::ZeroMemory(this.m_result); //--- Fill in the request structure this.m_request.action = TRADE_ACTION_DEAL; this.m_request.symbol = this.m_symbol; this.m_request.magic = (magic==ULONG_MAX ? this.m_magic : magic); this.m_request.type = (ENUM_ORDER_TYPE)type; this.m_request.price = (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid); this.m_request.volume = volume; this.m_request.sl = sl; this.m_request.tp = tp; this.m_request.deviation= (deviation==ULONG_MAX ? this.m_deviation : deviation); this.m_request.comment = (comment==NULL ? this.m_comment : comment); //--- Return the result of sending a request to the server #ifdef __MQL5__ return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result)); #else ::ResetLastError(); int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE); this.m_result.retcode=::GetLastError(); ::SymbolInfoTick(this.m_symbol,this.m_tick); this.m_result.ask=this.m_tick.ask; this.m_result.bid=this.m_tick.bid; this.m_result.comment=CMessage::Text(this.m_result.retcode); if(ticket!=WRONG_VALUE) { this.m_result.deal=ticket; this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price); this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume); return true; } else { return false; } #endif } //+------------------------------------------------------------------+
Exactamente de la misma forma, hemos corregido los demás métodos comerciales de la clase, si bien con alguna pequeña divergencia de un método respecto
a otro, debido a sus especificidades.
El lector podrá ver todos los cambios por sí mismo en los códigos adjuntos al final del artículo.
Ahora, vamos a pasar directamente a la creación de los métodos para trabajar con las solicitudes pendientes de cierre de posiciones/eliminación de órdenes, y la modificación de los parámetros de las posiciones y órdenes.
Solicitudes pendientes para el cierre/eliminación/modificación de posiciones y órdenes pendientes
En primer lugar, incluimos en el archivo de la clase comercial principal Trading.mqh la clase de colección de eventos comerciales de la cuenta:
//+------------------------------------------------------------------+ //| Trading.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/es/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/es/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Archivos de inclusión | //+------------------------------------------------------------------+ #include <Arrays\ArrayInt.mqh> #include "Objects\Trade\TradeObj.mqh" #include "Collections\AccountsCollection.mqh" #include "Collections\SymbolsCollection.mqh" #include "Collections\MarketCollection.mqh" #include "Collections\HistoryCollection.mqh" #include "Collections\EventsCollection.mqh" //+------------------------------------------------------------------+
En la clase del objeto de solicitud pendiente CPendingReq , cuyo listado se encuentra en este mismo archivo,
añadimos
los métodos de retorno del ticket de la orden, el
ticket de la posición y el tipo de operación comercial:
//+------------------------------------------------------------------+ //| Pending request object class | //+------------------------------------------------------------------+ class CPendingReq : public CObject { private: MqlTradeRequest m_request; // Trade request structure uchar m_id; // Trading request ID int m_type; // Pending request type int m_retcode; // Result a request is based on double m_price_create; // Price at the moment of a request generation ulong m_time_create; // Request generation time ulong m_time_activate; // Next attempt activation time ulong m_waiting_msc; // Waiting time between requests uchar m_current_attempt; // Current attempt index uchar m_total_attempts; // Number of attempts //--- Copy trading request data void CopyRequest(const MqlTradeRequest &request) { this.m_request=request; } //--- Compare CPendingReq objects by IDs virtual int Compare(const CObject *node,const int mode=0) const; public: //--- Return (1) the request structure, (2) the price at the moment of the request generation, //--- (3) request generation time, (4) next attempt activation time, //--- (5) waiting time between requests, (6) current attempt index, //--- (7) number of attempts, (8) request ID //--- (9) result a request is based on, //--- (10) order ticket, (11) position ticket, (12) trading operation type MqlTradeRequest MqlRequest(void) const { return this.m_request; } double PriceCreate(void) const { return this.m_price_create; } ulong TimeCreate(void) const { return this.m_time_create; } ulong TimeActivate(void) const { return this.m_time_activate; } ulong WaitingMSC(void) const { return this.m_waiting_msc; } uchar CurrentAttempt(void) const { return this.m_current_attempt; } uchar TotalAttempts(void) const { return this.m_total_attempts; } uchar ID(void) const { return this.m_id; } int Retcode(void) const { return this.m_retcode; } ulong Order(void) const { return this.m_request.order; } ulong Position(void) const { return this.m_request.position;} ENUM_TRADE_REQUEST_ACTIONS Action(void) const { return this.m_request.action; }
Y añadimos los métodos de establecimiento del ticket de la orden y el ticket de la posición:
//--- Set (1) the price when creating a request, (2) request creation time, //--- (3) current attempt time, (4) waiting time between requests, //--- (5) current attempt index, (6) number of attempts, (7) ID, //--- (8) order ticket, (9) position ticket void SetPriceCreate(const double price) { this.m_price_create=price; } void SetTimeCreate(const ulong time) { this.m_time_create=time; } void SetTimeActivate(const ulong time) { this.m_time_activate=time; } void SetWaitingMSC(const ulong miliseconds) { this.m_waiting_msc=miliseconds;} void SetCurrentAttempt(const uchar number) { this.m_current_attempt=number; } void SetTotalAttempts(const uchar number) { this.m_total_attempts=number; } void SetID(const uchar id) { this.m_id=id; } void SetOrder(const ulong ticket) { this.m_request.order=ticket; } void SetPosition(const ulong ticket) { this.m_request.position=ticket;}
El método Compare(), encargado de comparar los objetos de la clase CPendingReq entre sí según las propiedades establecidas, también ha
sufrido ciertos cambios.
Antes era así:
//+------------------------------------------------------------------+ //| Compare CPendingReq objects by properties | //+------------------------------------------------------------------+ int CPendingReq::Compare(const CObject *node,const int mode=0) const { const CPendingReq *compared_req=node; return ( //--- Compare by ID mode==0 ? (this.ID()>compared_req.ID() ? 1 : this.ID()<compared_req.ID() ? -1 : 0) : //--- Compare by type (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0) ); } //+------------------------------------------------------------------+
es decir, la comparación se realizaba solo según dos propiedades del objeto de solicitud pendiente.
Ahora que
hemos añadido una tercera propiedad para la comparación, el método queda así:
//+------------------------------------------------------------------+ //| Compare CPendingReq objects by properties | //+------------------------------------------------------------------+ int CPendingReq::Compare(const CObject *node,const int mode=0) const { const CPendingReq *compared_req=node; return ( //--- Compare by ID mode==SORT_BY_PEND_REQ_ID ? (this.ID()>compared_req.ID() ? 1 : this.ID()<compared_req.ID() ? -1 : 0) : //--- Compare by type mode==SORT_BY_PEND_REQ_TYPE ? (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0) : //--- Compare by ticket ( //--- modifying position sl, tp, opening/closing a position or closing by an opposite one this.m_request.action==TRADE_ACTION_SLTP || this.m_request.action==TRADE_ACTION_DEAL || this.m_request.action==TRADE_ACTION_CLOSE_BY ? (this.m_request.position>compared_req.m_request.position ? 1 : this.m_request.position<compared_req.m_request.position ? -1 : 0) : //--- modifying parameters, placing/removing a pending order this.m_request.action==TRADE_ACTION_MODIFY || this.m_request.action==TRADE_ACTION_PENDING || this.m_request.action==TRADE_ACTION_REMOVE ? (this.m_request.order>compared_req.m_request.order ? 1 : this.m_request.order<compared_req.m_request.order ? -1 : 0) : //--- otherwise 0 ) ); } //+------------------------------------------------------------------+
- Si el modo de comparación transmitido al método es igual al valor de la constante SORT_BY_PEND_REQ_ID de la enumeración ENUM_SORT_PEND_REQ_MODE, la comparación se realizará según el identificador del objeto de solicitud pendiente;
- Si el modo de comparación es igual a SORT_BY_PEND_REQ_TYPE, la comparación se realizará según el tipo del objeto de solicitud pendiente;
- El tercer modo de comparación (SORT_BY_PEND_REQ_TICKET) se realiza de la forma siguiente:
- comprobamos el tipo de la operación comercial, y - si se trata de la modificación de órdenes stop, la apertura, el cierre o el cierre por opuesta, la comparación se realizará según el valor de los campos position de la estructura de la solicitud comercial, pues en ellos se guardan los tickets de las posiciones;
- si se trata de la modificación de parámetros, o la colocación o eliminación de una orden pendiente, la comparación se realizará según el valor de los campos order de la estructura de la solicitud comercial, pues en ellos se guardan los tickets de las órdenes;
- de lo contrario, se retornará cero.
En la sección privada de la clase comercial CTrading, declaramos el puntero a la clase de colección de los eventos comerciales de la cuenta:
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading { private: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CEventsCollection *m_events; // Pointer to the event collection list CArrayObj m_list_request; // List of pending requests CArrayInt m_list_errors; // Error list bool m_is_trade_disable; // Flag disabling trading bool m_use_sound; // The flag of using sounds of the object trading events uchar m_total_try; // Number of trading attempts ENUM_LOG_LEVEL m_log_level; // Logging level MqlTradeRequest m_request; // Trading request prices ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags; // Flags of error source in a trading method ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error
Y en la misma sección, declaramos los métodos que retornan el índice
del objeto de solicitud pendiente según el ticket de la orden y según el
ticket de la posición:
//--- Return the request object index in the list by (1) ID, //--- (2) order ticket, (3) position ticket in the request int GetIndexPendingRequestByID(const uchar id); int GetIndexPendingRequestByOrder(const ulong ticket); int GetIndexPendingRequestByPosition(const ulong ticket); public:
Los implementamos fuera del cuerpo de la clase:
//+------------------------------------------------------------------+ //| Return the request object index in the list by the order ticket | //+------------------------------------------------------------------+ int CTrading::GetIndexPendingRequestByOrder(const ulong ticket) { CPendingReq *req=new CPendingReq(); if(req==NULL) return WRONG_VALUE; req.SetOrder(ticket); this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET); int index=this.m_list_request.Search(req); delete req; return index; } //+------------------------------------------------------------------+ //| Return the request object index in the list by the position ticket| //+------------------------------------------------------------------+ int CTrading::GetIndexPendingRequestByPosition(const ulong ticket) { CPendingReq *req=new CPendingReq(); if(req==NULL) return WRONG_VALUE; req.SetPosition(ticket); this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET); int index=this.m_list_request.Search(req); delete req; return index; } //+------------------------------------------------------------------+
En el artículo anterior, ya analizamos un método idéntico para retornar el índice de un objeto de solicitud según el identificador: siempre podemos regresar a su descripción y desarrollar su funcionamiento. Aquí, todo es exactamente igual.
En la sección pública de la clase, completamos el método de inicialización de la clase a cuya clase comercial se transmiten los punteros a todas las listas de colección necesarias para su funcionamiento.
Le añadimos la transmisión del puntero a la colección de eventos
comerciales, así como el registro de este puntero en el valor de la
variable m_events:
public: //--- Constructor CTrading(); //--- Timer void OnTimer(void); //--- Get the pointers to the lists (make sure to call the method in program's OnInit() since the symbol collection list is created there) void OnInit(CAccount *account,CSymbolsCollection *symbols,CMarketCollection *market,CHistoryCollection *history,CEventsCollection *events) { this.m_account=account; this.m_symbols=symbols; this.m_market=market; this.m_history=history; this.m_events=events; }
En el método de limitación de errores, añadimos la transmisión de otro parámetro, el ticket de una orden o posición:
//--- Check limitations and errors ENUM_ERROR_CODE_PROCESSING_METHOD CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0, ulong ticket=0);
Según el ticket, podremos determinar si hay en el método un objeto de solicitud pendiente para la orden o una posición con el ticket establecido que se hayan creado anteriormente. ¿Por qué? Para no tener que mostrar en el diario el mismo mensaje sobre el mismo error. es decir, la primera vez que el servidor ha retornado error, mostramos un mensaje sobre el error en el diario, creamos una solicitud pendiente y salimos del método comercial. Al repetirse el error, miramos "si ya existe un objeto creado de solicitud pendiente para la orden o posición con ese ticket"; si existe, significará que ya ha habido un mensaje sobre este error, y no tendremos que repetirlo.
Vamos a mirar la implementación del método completado:
//+------------------------------------------------------------------+ //| Check limitations and errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::CheckErrors(const double volume, const double price, const ENUM_ACTION_TYPE action, const ENUM_ORDER_TYPE order_type, CSymbol *symbol_obj, CTradeObj *trade_obj, const string source_method, const double limit=0, double sl=0, double tp=0, ulong ticket=0) { //--- Check the previously set flag disabling trading for an EA if(this.IsTradingDisable()) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_FATAL_ERROR; this.AddErrorCodeToList(MSG_LIB_TEXT_TRADING_DISABLE); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); return ERROR_CODE_PROCESSING_METHOD_DISABLE; } //--- result of all checks and error flags this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; bool res=true; //--- Clear the error list this.m_list_errors.Clear(); this.m_list_errors.Sort(); //--- Check trading limitations res &=this.CheckTradeConstraints(volume,action,symbol_obj,source_method,sl,tp); //--- Check the funds sufficiency for opening positions/placing orders if(action<ACTION_TYPE_CLOSE_BY) res &=this.CheckMoneyFree(volume,price,order_type,symbol_obj,source_method); //--- Check parameter values by StopLevel and FreezeLevel res &=this.CheckLevels(action,order_type,price,limit,sl,tp,symbol_obj,source_method); //--- If there are limitations and errors, display the header and the error list if(!res) { //--- Declare the pending request index int index=WRONG_VALUE; //--- Request was rejected before sending to the server due to: int total=this.m_list_errors.Total(); if(this.m_log_level>LOG_LEVEL_NO_MSG) { //--- in case of closing by an opposite position or opening/closing a position, the index is received by the position ticket if(action==ACTION_TYPE_CLOSE_BY || action<ACTION_TYPE_BUY_LIMIT) index=this.GetIndexPendingRequestByPosition(ticket); //--- if a trading operation is closing a position, removing an order or modifying it... else if(action>ACTION_TYPE_CLOSE_BY) { //--- if this is a position, receive the index by a position ticket if(order_type<ORDER_TYPE_BUY_LIMIT) index=this.GetIndexPendingRequestByPosition(ticket); //--- otherwise, receive the index by an order ticket else index=this.GetIndexPendingRequestByOrder(ticket); } //--- otherwise, if a trading operation is placing a pending order, receive the index by an order ticket else index=this.GetIndexPendingRequestByOrder(ticket); //--- if no index is received, there is no such pending request object, display the error message if(index==WRONG_VALUE) { //--- For MQL5, first display the list header followed by the error list #ifdef __MQL5__ ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); for(int i=0;i<total;i++) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); //--- For MQL4, the journal messages are displayed in the reverse order: the error list in the reverse loop is followed by the list header #else for(int i=total-1;i>WRONG_VALUE;i--) ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i))); ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST)); #endif } } //--- If the action is performed at the "abort trading operation" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK) return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- If the action is performed at the "correct parameters" error if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_CORRECT) { if(this.m_log_level>LOG_LEVEL_NO_MSG && index==WRONG_VALUE) ::Print(CMessage::Text(MSG_LIB_TEXT_CORRECTED_TRADE_REQUEST)); //--- Return the result of an attempt to correct the request parameters return this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); } } //--- No limitations and errors trade_obj.SetResultRetcode(0); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
La lógica al completo se describe en los comentarios al código. Consideramos que todo se comprende bien sin aclaraciones adicionales.
El trabajo con solicitudes comerciales pendientes se ha implementado en el temporizador de la clase.
Se han
introducido bastantes cambios, por lo que hemos intentado describir la lógica completa en los comentarios al código:
//+------------------------------------------------------------------+ //| Temporizador | //+------------------------------------------------------------------+ void CTrading::OnTimer(void) { //--- In a loop by the list of pending requests int total=this.m_list_request.Total(); for(int i=total-1;i>WRONG_VALUE;i--) { //--- receive the next request object CPendingReq *req_obj=this.m_list_request.At(i); if(req_obj==NULL) continue; //--- get the request structure and the symbol object a trading operation should be performed for MqlTradeRequest request=req_obj.MqlRequest(); CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(request.symbol); if(symbol_obj==NULL || !symbol_obj.RefreshRates()) continue; //--- if the current attempt exceeds the defined number of trading attempts, //--- or the current time exceeds the waiting time of all attempts //--- remove the current request object and move on to the next one if(req_obj.CurrentAttempt()>req_obj.TotalAttempts() || req_obj.CurrentAttempt()>=UCHAR_MAX || (long)symbol_obj.Time()>long(req_obj.TimeCreate()+req_obj.WaitingMSC()*req_obj.TotalAttempts())) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } //--- If this is a position opening or placing a pending order if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()==0) || req_obj.Action()==TRADE_ACTION_PENDING) { //--- Get the pending request ID uchar id=this.GetPendReqID((uint)request.magic); //--- Get the list of orders/positions containing the order/position with the pending request ID CArrayObj *list=this.m_market.GetList(ORDER_PROP_PEND_REQ_ID,id,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the order/position is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- Otherwise: full and partial position closure, removing an order, modifying order parameters and position stop orders else { CArrayObj *list=NULL; //--- if this is a position closure, including a closure by an opposite one if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()>0) || req_obj.Action()==TRADE_ACTION_CLOSE_BY) { //--- Get a position with the necessary ticket from the list of open positions list=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- If the market has no such position - the request is handled: remove it and proceed to the next one if(list.Total()==0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } //--- Otherwise, if the position still exists, this is a partial closure else { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event is a partial closure or there was a partial closure when closing by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL || event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketFirstOrderPosition()==req_obj.Position()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } } //--- If this is a modification of position stop orders if(req_obj.Action()==TRADE_ACTION_SLTP) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this is a change of the position's stop orders if(event.TypeEvent()>TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketFirstOrderPosition()==req_obj.Position()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one if(::CheckPointer(req_obj)==POINTER_INVALID) continue; } //--- If this is a pending order removal if(req_obj.Action()==TRADE_ACTION_REMOVE) { //--- Get the list of removed pending orders list=this.m_history.GetList(ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_PENDING,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) continue; //--- Leave a single order with the necessary ticket in the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,req_obj.Order(),EQUAL); //--- If the order is present, the request is handled: remove it and proceed to the next if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); continue; } } //--- If this is a pending order modification if(req_obj.Action()==TRADE_ACTION_MODIFY) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) continue; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event involves any change of modified pending order parameters if(event.TypeEvent()>TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER && event.TypeEvent()<TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT) { //--- If an order ticket in a trading event coincides with the ticket in a pending trading request - //--- the request is handled: remove it and break the loop by the list of account trading events if(event.TicketOrderEvent()==req_obj.Order()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(i); break; } } } } } //--- Exit if the pending request object has been removed after checking its operation if(::CheckPointer(req_obj)==POINTER_INVALID) return; //--- Set the request activation time in the request object req_obj.SetTimeActivate(req_obj.TimeCreate()+req_obj.WaitingMSC()*(req_obj.CurrentAttempt()+1)); //--- If the current time is less than the request activation time, //--- this is not the request time - move on to the next request in the list if((long)symbol_obj.Time()<(long)req_obj.TimeActivate()) continue; //--- Set the attempt number in the request object req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()+1)); //--- Display the number of a trading attempt in the journal if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_RE_TRY_N)+(string)req_obj.CurrentAttempt()); //--- Depending on the type of action performed in the trading request switch(request.action) { //--- Opening/closing a position case TRADE_ACTION_DEAL : //--- If no ticket is present in the request structure - this is opening a position if(request.position==0) this.OpenPosition((ENUM_POSITION_TYPE)request.type,request.volume,request.symbol,request.magic,request.sl,request.tp,request.comment,request.deviation,request.type_filling); //--- If the ticket is present in the request structure - this is a position closure else this.ClosePosition(request.position,request.volume,request.comment,request.deviation); break; //--- Modify StopLoss/TakeProfit position case TRADE_ACTION_SLTP : this.ModifyPosition(request.position,request.sl,request.tp); break; //--- Close by an opposite one case TRADE_ACTION_CLOSE_BY : this.ClosePositionBy(request.position,request.position_by); break; //--- //--- Place a pending order case TRADE_ACTION_PENDING : this.PlaceOrder(request.type,request.volume,request.symbol,request.price,request.stoplimit,request.sl,request.tp,request.magic,request.comment,request.expiration,request.type_time,request.type_filling); break; //--- Modify a pending order case TRADE_ACTION_MODIFY : this.ModifyOrder(request.order,request.price,request.sl,request.tp,request.stoplimit,request.expiration,request.type_time,request.type_filling); break; //--- Remove a pending order case TRADE_ACTION_REMOVE : Print(DFUN,RequestActionDescription(req_obj.MqlRequest())); this.DeleteOrder(request.order); break; //--- default: break; } } } //+------------------------------------------------------------------+
Precisamente aquí, hemos necesitado la lista con todos los eventos comerciales: para determinar la activación de una solicitud pendiente y para
eliminar la misma. Sin esto, la solicitud pendiente existiría hasta que finalizaran todos los intentos comerciales destinados a ella. Por
ejemplo, al darse el cierre parcial de una posición, esta solicitud pendiente cerraría paulatinamente parte de la posición una y otra vez
hasta que se cerrara toda la posición o se agotaran los intentos comerciales. Y esto no debería ser así. Por eso, determinamos el evento
comercial sucedido y lo comparamos con el objeto de la solicitud comercial pendiente. Si coinciden, eliminamos este objeto como
ejecutado, mostrando en el diario el mensaje correspondiente.
En el método que retorna el modo de procesamiento de errores, trasladamos el error de ausencia de permiso para realizar operaciones comerciales por parte del terminal al bloque que retorna la espera:
//+------------------------------------------------------------------+ //| Return the error handling method | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::ResultProccessingMethod(const uint result_code) { switch(result_code) { #ifdef __MQL4__ //--- Malfunctional trade operation case 9 : //--- Account disabled case 64 : //--- Invalid account number case 65 : return ERROR_CODE_PROCESSING_METHOD_DISABLE; //--- No error but result is unknown case 1 : //--- General error case 2 : //--- Old client terminal version case 5 : //--- Not enough rights case 7 : //--- Market closed case 132 : //--- Trading disabled case 133 : //--- Order is locked and being processed case 139 : //--- Buy only case 140 : //--- The number of open and pending orders has reached the limit set by the broker case 148 : //--- Attempt to open an opposite order if hedging is disabled case 149 : //--- Attempt to close a position on a symbol contradicts the FIFO rule case 150 : return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- Invalid trading request parameters case 3 : //--- Invalid price case 129 : //--- Invalid stop levels case 130 : //--- Invalid volume case 131 : //--- Not enough money to perform the operation case 134 : //--- Expirations are denied by broker case 147 : return ERROR_CODE_PROCESSING_METHOD_CORRECT; //--- Trade server is busy case 4 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- No connection to the trade server case 6 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- Too frequent requests case 8 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- No price case 136 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Broker is busy case 137 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds //--- Too many requests case 141 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Modification denied because the order is too close to market case 145 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Trade context is busy case 146 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Trade timeout case 128 : //--- Price has changed case 135 : //--- New prices case 138 : return ERROR_CODE_PROCESSING_METHOD_REFRESH; //--- MQL5 #else //--- Auto trading disabled by the server case 10026 : return ERROR_CODE_PROCESSING_METHOD_DISABLE; //--- Request canceled by a trader case 10007 : //--- Request handling error case 10011 : //--- Request expired case 10012 : //--- Trading disabled case 10017 : //--- Market closed case 10018 : //--- Order status changed case 10023 : //--- Request unchanged case 10025 : //--- Request blocked for handling case 10028 : //--- Transaction is allowed for live accounts only case 10032 : //--- The maximum number of pending orders is reached case 10033 : //--- Reached the maximum order and position volume for this symbol case 10034 : //--- Invalid or prohibited order type case 10035 : //--- Position with the specified ID already closed case 10036 : //--- A close order is already present for a specified position case 10039 : //--- The maximum number of open positions is reached case 10040 : //--- Request to activate a pending order is rejected, the order is canceled case 10041 : //--- Request is rejected, because the rule "Only long positions are allowed" is set for the symbol case 10042 : //--- Request is rejected, because the rule "Only short positions are allowed" is set for the symbol case 10043 : //--- Request is rejected, because the rule "Only closing of existing positions is allowed" is set for the symbol case 10044 : //--- Request is rejected, because the rule "Only closing of existing positions by FIFO rule is allowed" is set for the symbol case 10045 : return ERROR_CODE_PROCESSING_METHOD_EXIT; //--- Requote case 10004 : //--- Prices changed case 10020 : return ERROR_CODE_PROCESSING_METHOD_REFRESH; //--- Invalid request case 10013 : //--- Invalid request volume case 10014 : //--- Invalid request price case 10015 : //--- Invalid request stop levels case 10016 : //--- Insufficient funds for request execution case 10019 : //--- Invalid order expiration in a request case 10022 : //--- The specified type of order execution by balance is not supported case 10030 : //--- Closed volume exceeds the current position volume case 10038 : return ERROR_CODE_PROCESSING_METHOD_CORRECT; //--- Request rejected case 10006 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds //--- No quotes to handle the request case 10021 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds //--- Too frequent requests case 10024 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- Auto trading disabled by the client terminal case 10027 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- An order or a position is frozen case 10029 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds //--- No connection to the trade server case 10031 : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds //--- Order placed case 10008 : //--- Request executed case 10009 : //--- Request executed partially case 10010 : #endif //--- "OK" default: break; } return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
De esta forma, si desactivamos el botón "Trading automático" en el terminal e intentamos enviar una solicitud comercial, se creará una solicitud pendiente. Después de activar el botón "Trading automático", esta solicitud pendiente deberá activarse. En esencia, este error debería procesarse esperando a la activación del comercio automático, pero solo en el caso de que el tiempo total de espera reservado para todos los intentos comerciales no haya finalizado aún.
En el método de corrección de archivos, eliminamos el bloque de código que realiza el retorno desde el método con el código "salir del método comercial":
//+------------------------------------------------------------------+ //| Correct errors | //+------------------------------------------------------------------+ ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::RequestErrorsCorrecting(MqlTradeRequest &request, const ENUM_ORDER_TYPE order_type, const uint spread_multiplier, CSymbol *symbol_obj, CTradeObj *trade_obj) { //--- The empty error list means no errors are detected, return success int total=this.m_list_errors.Total(); if(total==0) return ERROR_CODE_PROCESSING_METHOD_OK; //--- Trading is disabled for the current account //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading on the trading server side is disabled for EAs on the current account //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading operations are disabled in the terminal //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Trading operations are disabled for the EA //--- write the error code to the base trading class object and return "exit from the trading method" if(this.IsPresentErorCode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; } //--- Disable trading on a symbol
En el bloque de procesamiento de la lista de errores encontrados, añadimos
el retorno del código de espera de 20 segundos desde el método, si no existe permiso para comerciar en el terminal o para el asesor:
//--- View the list of remaining errors and correct trading request parameters for(int i=0;i<total;i++) { int err=this.m_list_errors.At(i); if(err==NULL) continue; switch(err) { //--- Correct an invalid volume and disabling stop levels in a trading request case MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME : case MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME : case MSG_LIB_TEXT_INVALID_VOLUME_STEP : request.volume=symbol_obj.NormalizedLot(request.volume); break; case MSG_SYM_SL_ORDER_DISABLED : request.sl=0; break; case MSG_SYM_TP_ORDER_DISABLED : request.tp=0; break; //--- If unable to select the position lot, return "abort trading attempt" since the funds are insufficient even for the minimum lot case MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR : request.volume=this.CorrectVolume(request.price,order_type,symbol_obj,DFUN); if(request.volume==0) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_EXIT; break; } //--- No quotes to handle the request case 10021 : trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds //--- No connection to the trade server case 10031 : trade_obj.SetResultRetcode(10031); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds //--- Proximity to the order activation level is handled by five-second waiting - during this time, the price may go beyond the freeze level case MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL : case MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL : return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds //--- Trading operations are disabled in the terminal case MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED : //--- Trading operations are disabled for the EA case MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED : return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000; // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds default: break; } } //--- No errors - return ОК trade_obj.SetResultRetcode(0); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); return ERROR_CODE_PROCESSING_METHOD_OK; } //+------------------------------------------------------------------+
En los dos primeros artículos dedicados a la descripción de la creación de solicitudes
pendientes de apertura de posiciones y a la colocación de órdenes pendientes, solo
procesamos los errores obtenidos del servidor comercial. Al obtener un error después de la primera solicitud, creábamos un objeto de
solicitud pendiente, y el resto de intentos comerciales se realizaban ya desde el objeto de solicitud pendiente. Pero también tenemos en
los métodos comerciales una comprobación preliminar para los permisos de comercio y la verificación de la corrección de los parámetros.
Ambos puntos se comprueban antes de que la orden comercial sea enviada al servidor. Los errores encontrados durante estas comprobaciones
no los hemos procesado con solicitudes pendientes.
En este artículo, vamos a añadir a los métodos comerciales la creación de solicitudes pendientes después de determinar de forma preliminar los errores antes del envío de la orden comercial. También añadiremos la creación de solicitudes pendientes a todos los métodos comerciales que no disponen de esta característica, es decir, a los métodos de cierre de posiciones/eliminación de órdenes pendientes, y a los métodos de modificación de posiciones y órdenes pendientes.
Vamos a analizar el método comercial para la apertura de una posición:
//+------------------------------------------------------------------+ //| Opening a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::OpenPosition(const ENUM_POSITION_TYPE type, const double volume, const string symbol, const ulong magic=ULONG_MAX, const SL sl=0, const TP tp=0, const string comment=NULL, const ulong deviation=ULONG_MAX, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { //--- Set the trading request result as 'true' and the error flag as "no errors" bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)type; ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type; //--- Get a symbol object by a symbol name. If failed to get CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); //--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false' if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,sl,tp,0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the volume, deviation, comment and filling type to the request structure this.m_request.volume=volume; this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling()); //--- Get the method of handling errors from the CheckErrors() method while checking for errors in the request parameters double pr=(type==POSITION_TYPE_BUY ? symbol_obj.AskLast() : symbol_obj.BidLast()); ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume,pr,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp); //--- In case of trading limitations, funds insufficiency, //--- if there are limitations by StopLevel or FreezeLevel ... if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled, set the error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.type=order_type; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.OpenPosition(type,this.m_request.volume,this.m_request.sl,this.m_request.tp,magic,comment,deviation,type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order_type); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.type=order_type; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Como podemos ver por el listado del método, aquí, tras realizar las comprobaciones preliminares de los permisos y errores en la orden comercial, y al retornar desde el método la comprobación de los errores del código "esperar y repetir", creamos una solicitud pendiente con los parámetros que existen en este momento en la estructura de la solicitud comercial, y salimos del método comercial. A partir de aquí, funcionará el objeto de solicitud pendiente, enviando de nuevo las solicitudes comerciales indicadas en sus parámetros, el número de intentos establecido para él.
Si se ha superado la comprobación primaria, la orden comercial será enviada al servidor. A continuación, comprobamos el código de retorno del servidor, y si el resultado de la comprobación del código de retorno es el requisito "esperar y repetir", creamos la solicitud pendiente exactamente de la misma forma y salimos del método comercial. Los intentos posteriores se realizarán ya desde el objeto de solicitud pendiente creado.
La lógica completa en cuanto a la creación de los objetos de solicitudes pendientes se ha escrito en todos los métodos comerciales. A continuación, solo vamos a analizar los listados de estos métodos, en los que se destacarán a color el bloque de creación de una solicitud pendiente tras la comprobación primaria, y el bloque de creación de una solicitud pendiente tras obtener el error del servidor comercial. Los siguientes métodos se ofrecen para el estudio autónomo por parte del lector:
Método de modificación de las órdenes stop de una posición abierta:
//+------------------------------------------------------------------+ //| Modify a position | //+------------------------------------------------------------------+ template<typename SL,typename TP> bool CTrading::ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- Get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,0,(sl==WRONG_VALUE ? order.StopLoss() : sl),(tp==WRONG_VALUE ? order.TakeProfit() : tp),0,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- If there are trading limitations, there are StopLevel/FreezeLevel limitations - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true)); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure this.m_request.action=TRADE_ACTION_SLTP; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.ModifyPosition(ticket,this.m_request.sl,this.m_request.tp); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true)); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true)); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request - //--- set the last error code to the return structure and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure this.m_request.action=TRADE_ACTION_SLTP; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Método de cierre de una posición:
//+------------------------------------------------------------------+ //| Close a position in full | //+------------------------------------------------------------------+ bool CTrading::ClosePosition(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); //--- If failed to get the symbol object, display the message and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- Write a deviation and a comment to the request structure this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); //--- If there are trading limitations, //--- there are limitations on FreezeLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol, ticket and volume to the request structure this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.volume=volume; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=(volume==WRONG_VALUE ? trade_obj.ClosePosition(ticket,comment,deviation) : trade_obj.ClosePositionPartially(ticket,volume,comment,deviation)); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder()); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol, ticket and volume to the request structure this.m_request.action=TRADE_ACTION_DEAL; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.volume=volume; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Método de cierre de una posición con una orden opuesta:
//+------------------------------------------------------------------+ //| Close a position by an opposite one | //+------------------------------------------------------------------+ bool CTrading::ClosePositionBy(const ulong ticket,const ulong ticket_by) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE_BY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- trading object of a closed position CTradeObj *trade_obj_pos=this.GetTradeObjByPosition(ticket,DFUN); if(trade_obj_pos==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } if(!this.m_account.IsHedge()) { trade_obj_pos.SetResultRetcode(MSG_ACC_UNABLE_CLOSE_BY); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- check the presence of an opposite position if(!this.CheckPositionAvailablity(ticket_by,DFUN)) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_POSITION_BY_ALREADY_CLOSED); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- trading object of an opposite position CTradeObj *trade_obj_pos_by=this.GetTradeObjByPosition(ticket_by,DFUN); if(trade_obj_pos_by==NULL) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- If a symbol of a closed position is not equal to an opposite position's one, inform of that and exit if(symbol_obj.Name()!=trade_obj_pos_by.GetSymbol()) { trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj_pos.SetResultRetcode(10021); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- If there are trading limitations, there are FreezeLevel limitations - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj_pos,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj_pos.SetResultRetcode(code); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj_pos.SetResultRetcode(code); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol and tickets of two positions to the request structure this.m_request.action=TRADE_ACTION_CLOSE_BY; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.position_by=ticket_by; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj_pos.ClosePositionBy(ticket,ticket_by); //--- If the request is successful, play the success sound set for a symbol trading object for this type of trading operation if(res || trade_obj_pos.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj_pos.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj_pos.GetResultRetcode())); if(this.IsUseSounds()) trade_obj_pos.PlaySoundError(action,(int)order.TypeOrder()); method=this.ResultProccessingMethod(trade_obj_pos.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj_pos.SpreadMultiplier(),symbol_obj,trade_obj_pos); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the position ticket is not present in the list if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the trading operation type, symbol and tickets of two positions to the request structure this.m_request.action=TRADE_ACTION_CLOSE_BY; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.position_by=ticket_by; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Método de colocación de una orden pendiente:
//+------------------------------------------------------------------+ //| Place a pending order | //+------------------------------------------------------------------+ template<typename PS,typename PL,typename SL,typename TP> bool CTrading::PlaceOrder(const ENUM_ORDER_TYPE order_type, const double volume, const string symbol, const PS price_stop, const PL price_limit=0, const SL sl=0, const TP tp=0, const ulong magic=ULONG_MAX, const string comment=NULL, const datetime expiration=0, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type; //--- Get a symbol object by a symbol name CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- Get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type,price_stop,sl,tp,price_limit,DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the volume, comment, as well as expiration and filling types to the request structure this.m_request.volume=volume; this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : trade_obj.GetTypeExpiration()); this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling()); //--- In case of trading limitations, funds insufficiency, //--- there are limitations on StopLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume, this.m_request.price, action, order_type, symbol_obj, trade_obj, DFUN, this.m_request.stoplimit, this.m_request.sl, this.m_request.tp); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the request ID to the magic number, while a symbol name is set in the request structure, //--- trading operation and order types uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.symbol=symbol_obj.Name(); this.m_request.action=TRADE_ACTION_PENDING; this.m_request.type=order_type; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.SetOrder(order_type, this.m_request.volume, this.m_request.price, this.m_request.sl, this.m_request.tp, this.m_request.stoplimit, magic, comment, this.m_request.expiration, this.m_request.type_time, this.m_request.type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,order_type); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the trading request magic number, has no pending request ID if(this.GetPendReqID((uint)magic)==0) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Write the request ID to the magic number, while a symbol name is set in the request structure, //--- trading operation and order types uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic); this.SetPendReqID((uchar)id,mn); this.m_request.magic=mn; this.m_request.symbol=symbol_obj.Name(); this.m_request.action=TRADE_ACTION_PENDING; this.m_request.type=order_type; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Método de modificación de una orden pendiente:
//+------------------------------------------------------------------+ //| Modify a pending order | //+------------------------------------------------------------------+ template<typename PS,typename PL,typename SL,typename TP> bool CTrading::ModifyOrder(const ulong ticket, const PS price=WRONG_VALUE, const SL sl=WRONG_VALUE, const TP tp=WRONG_VALUE, const PL limit=WRONG_VALUE, datetime expiration=WRONG_VALUE, const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE, const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Set the prices //--- If failed to set - write the "internal error" flag, set the error code in the return structure, //--- display the message in the journal and return 'false' if(!this.SetPrices(order_type, (price>0 ? price : order.PriceOpen()), (sl>0 ? sl : sl<0 ? order.StopLoss() : 0), (tp>0 ? tp : tp<0 ? order.TakeProfit() : 0), (limit>0 ? limit : order.PriceStopLimit()), DFUN,symbol_obj)) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); // No quotes to process the request return false; } //--- Write the filling type, as well as expiration date and type to the request structure this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : order.TypeFilling()); this.m_request.expiration=(expiration>WRONG_VALUE ? expiration : order.TimeExpiration()); this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : order.TypeTime()); //--- If there are trading limitations, //--- StopLevel or FreezeLevel limitations, play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,this.m_request.price,action,order_type,symbol_obj,trade_obj,DFUN,this.m_request.stoplimit,this.m_request.sl,this.m_request.tp,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_MODIFY; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.ModifyOrder(ticket,price,sl,tp,limit,expiration,type_time,type_filling); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false)); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_MODIFY; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Método de eliminación de una orden pendiente:
//+------------------------------------------------------------------+ //| Remove a pending order | //+------------------------------------------------------------------+ bool CTrading::DeleteOrder(const ulong ticket) { bool res=true; this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR; ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by an order ticket CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- If there are trading limitations, //--- there are limitations on FreezeLevel - play the error sound and exit ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket); if(method!=ERROR_CODE_PROCESSING_METHOD_OK) { //--- If trading is completely disabled if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "abort trading operation" - set the last error code to the return structure, //--- display a journal message, play the error sound and exit if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED)); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); return false; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and return 'false' if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Play the error sound if(this.IsUseSounds()) trade_obj.PlaySoundError(action,order_type); //--- set the last error code to the return structure int code=this.m_list_errors.At(this.m_list_errors.Total()-1); if(code!=NULL) { if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED) code=10027; trade_obj.SetResultRetcode(code); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); } //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_REMOVE; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts and create a pending request uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); } return false; } } //--- In the loop by the number of attempts for(int i=0;i<this.m_total_try;i++) { //--- Send the request res=trade_obj.DeleteOrder(ticket); //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound //--- set for a symbol trading object for this type of trading operation and return 'true' if(res || trade_obj.IsAsyncMode()) { if(this.IsUseSounds()) trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder()); return true; } //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation else { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode())); if(this.IsUseSounds()) trade_obj.PlaySoundError(action,(int)order.TypeOrder()); //--- Get the error handling method method=this.ResultProccessingMethod(trade_obj.GetResultRetcode()); //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE) { this.SetTradingDisableFlag(true); break; } //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop if(method==ERROR_CODE_PROCESSING_METHOD_EXIT) { break; } //--- If "Correct the parameters and repeat" is received as a result of sending a request - //--- correct the parameters and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT) { this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj); continue; } //--- If "Update data and repeat" is received as a result of sending a request - //--- update data and start the next iteration if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH) { symbol_obj.Refresh(); continue; } //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal, //--- create a pending request and break the loop if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH) { //--- If the pending request object with the order ticket is not present in the list if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE) { //--- Waiting time in milliseconds: //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value, //--- for the "Create a pending request" handling method - till there is a zero waiting time ulong wait=method; //--- Look for the least of the possible IDs. If failed to find //--- or in case of an error while updating the current symbol data, return 'false' int id=this.GetFreeID(); if(id<1 || !symbol_obj.RefreshRates()) return false; //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure this.m_request.action=TRADE_ACTION_REMOVE; this.m_request.symbol=symbol_obj.Name(); this.m_request.order=ticket; //--- Set the number of trading attempts, create a pending request and break the loop uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try); this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj); break; } } } } //--- Return the result of sending a trading request in a symbol trading object return res; } //+------------------------------------------------------------------+
Como podemos ver por el listado de métodos, prácticamente todos los bloques para la creación de solicitudes pendientes son idénticos en métodos diferentes: rellenamos los campos de la estructura de la solicitud comercial, establecemos el número de intentos comerciales, creamos una solicitud pendiente y salimos del método comercial. Posteriormente, ya funcionan los objetos de solicitudes pendientes del temporizador de la clase, que hemos visto anteriormente.
Estos son todos los cambios a realizar en la clase comercial para poder implementar el trabajo con solicitudes pendientes.
Dado que en la clase comercial, el método OnInit() ahora adopta un parámetro adicional (el puntero al objeto de la clase
de colección de eventos comerciales), deberemos transmitirlo allí.
Esto se hace en la clase del objeto básico de la biblioteca CEngine.
Abrimos el archivo Engine.mqh y realizamos las siguientes
adiciones a su método TradingOnInit():
//--- Pass the pointers to all the necessary collections to the trading class void TradingOnInit(void) { this.m_trading.OnInit(this.GetAccountCurrent(),m_symbols.GetObject(),m_market.GetObject(),m_history.GetObject(),m_events.GetObject()); }
Aquí, llamamos al método OnInit() de la clase comercial CTrading, donde transmitimos
como último parámetro a la clase comercial el puntero al objeto de la clase de colección de eventos comerciales de la cuenta.
Simulación
Para poner a prueba el funcionamiento de los objetos de solicitudes pendientes, nos servirá el
asesor del artículo anterior sin ningún cambio.
No obstante, para mantener el orden, lo guardaremos en la carpeta
\MQL5\Experts\TestDoEasy\Part28\ con el nuevo nombre TestDoEasyPart28.mq5.
Qué vamos a hacer para comprobar el funcionamiento de las solicitudes pendientes:
Desactivamos
el botón "Trading automático" en el terminal y pulsamos el botón de apertura de posición en el panel del experto de prueba.
Obtendremos el error de envío de solicitud comercial, así como una entrada en el diario sobre dicho error y sobre
la creación de una solicitud pendiente.
A continuación, activamos de
nuevo el botón "Trading automático" en el terminal y esperamos a que llegue el momento del nuevo intento comercial (hemos
establecido 20 segundos para la ausencia de permiso de comercio desde el terminal). Una vez llegado el momento del nuevo intento comercial,
se abrirá una posición, se mostrará una entrada sobre ello en el diario, y, de forma adicional, aparecerá
una entrada informando de que la solicitud comercial ha realizado su trabajo y ha sido eliminada:
2019.12.12 15:36:17.878 automated trading is disabled 2019.12.12 15:36:23.206 CTrading::OpenPosition<uint,uint>: Invalid request: 2019.12.12 15:36:23.206 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 15:36:23.206 Correction of trade request parameters ... 2019.12.12 15:36:23.207 Pending request created #1: 2019.12.12 15:36:23.207 ================== Pending trade request's parameters ================== 2019.12.12 15:36:23.207 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 15:36:23.207 - Trade request ID: #1 2019.12.12 15:36:23.207 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 15:36:23.207 - Request creation time: 2019.12.12 10:36:23.006 2019.12.12 15:36:23.207 - Price at time of request create: : 1.11353 2019.12.12 15:36:23.207 - Request activation time: 2019.12.12 10:36:43.006 2019.12.12 15:36:23.207 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 15:36:23.207 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 15:36:23.207 - Total trade attempts: 5 2019.12.12 15:36:23.207 ================== Trade request's parameters ================== 2019.12.12 15:36:23.207 - Trade operation type: Place market order 2019.12.12 15:36:23.207 - Trade symbol: EURUSD 2019.12.12 15:36:23.207 - Requested volume for a deal in lots: 0.10 2019.12.12 15:36:23.207 - Price: 1.11356 2019.12.12 15:36:23.207 - Stop Loss level of the order: 1.11206 2019.12.12 15:36:23.207 - Take Profit level of the order: 1.11506 2019.12.12 15:36:23.207 - Maximal deviation from the price: 5 2019.12.12 15:36:23.207 - Order type: Market-order Buy 2019.12.12 15:36:23.207 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 15:36:23.207 - Magic number: 25821307 2019.12.12 15:36:23.207 - Order comment: "TestDoEasyPart28 by DoEasy" 2019.12.12 15:36:23.207 ================== 2019.12.12 15:36:23.207 2019.12.12 15:36:26.845 automated trading is enabled 2019.12.12 15:36:43.536 Retry trading attempt #1 2019.12.12 15:36:43.883 - Position is open: 2019.12.12 10:36:43.797 - 2019.12.12 15:36:43.883 EURUSD Opened 0.10 Buy #494348590 [0.10 Market-order Buy #494348590] at price 1.11354, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1 2019.12.12 15:36:43.883 OnDoEasyEvent: Position is open 2019.12.12 15:36:44.101 Trade request ID: #1: Pending request deleted due to execution
A continuación, una vez abierta la posición, desactivamos el botón "Trading
automático" en el terminal y pulsamos el botón de cierre de posición en el panel del experto de prueba. Obtendremos el error, así como
una entrada en el diario sobre dicho error y sobre la creación de una solicitud
pendiente.
Acto seguido, activamos de nuevo el botón "Trading
automático" en el terminal y esperamos a que llegue el momento de ejecución del nuevo intento comercial. Una vez llegado el momento
del nuevo intento comercial, se cerrará la posición anteriormente abierta, se mostrará una entrada sobre ello en el diario, y, de forma
adicional, aparecerá una entrada informando de que la solicitud comercial ha realizado
su trabajo y ha sido eliminada:
2019.12.12 15:37:02.347 automated trading is disabled 2019.12.12 15:37:06.566 CTrading::ClosePosition: Invalid request: 2019.12.12 15:37:06.566 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 15:37:06.566 Correction of trade request parameters ... 2019.12.12 15:37:06.566 Pending request created #1: 2019.12.12 15:37:06.566 ================== Pending trade request's parameters ================== 2019.12.12 15:37:06.566 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 15:37:06.566 - Trade request ID: #1 2019.12.12 15:37:06.566 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 15:37:06.566 - Request creation time: 2019.12.12 10:37:03.586 2019.12.12 15:37:06.566 - Price at time of request create: : 1.11351 2019.12.12 15:37:06.566 - Request activation time: 2019.12.12 10:37:23.586 2019.12.12 15:37:06.566 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 15:37:06.566 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 15:37:06.566 - Total trade attempts: 5 2019.12.12 15:37:06.566 ================== Trade request's parameters ================== 2019.12.12 15:37:06.566 - Trade operation type: Place market order 2019.12.12 15:37:06.566 - Trade symbol: EURUSD 2019.12.12 15:37:06.566 - Requested volume for a deal in lots: Value not set 2019.12.12 15:37:06.566 - Price: 1.11354 2019.12.12 15:37:06.566 - Stop Loss level of the order: 1.11206 2019.12.12 15:37:06.566 - Take Profit level of the order: 1.11506 2019.12.12 15:37:06.566 - Maximal deviation from the price: 5 2019.12.12 15:37:06.566 - Order type: Market-order Buy 2019.12.12 15:37:06.566 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 15:37:06.566 - Magic number: 0 2019.12.12 15:37:06.566 - Order comment: "TestDoEasyPart28 by DoEasy" 2019.12.12 15:37:06.566 ================== 2019.12.12 15:37:06.566 2019.12.12 15:37:11.611 automated trading is enabled 2019.12.12 15:37:25.196 Retry trading attempt #1 2019.12.12 15:37:25.679 - Position closed: 2019.12.12 10:36:43.797 - 2019.12.12 15:37:25.679 EURUSD Closed Buy #494348590 [0.10 Market-order Sell #494348941] at price 1.11349, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1, Profit -0.50 USD 2019.12.12 15:37:25.679 OnDoEasyEvent: Position closed 2019.12.12 15:37:25.838 Trade request ID: #1: Pending request deleted due to execution
Ahora, vamos a comprobar el procesamiento de varias órdenes comerciales a la vez.
Desactivamos
el comercio automático y pulsamos uno a uno los botones para colocar órdenes pendientes. Después de cada intento de colocar una
orden, obtendremos un mensaje sobre el error, una entrada sobre la creación de una
solicitud pendiente y sus parámetros.
A continuación, activamos el
comercio automático en el terminal. En cuanto llegue el momento del nuevo intento de cada una de las solicitudes comerciales
pendientes, se mostrará un mensaje sobre el número de intento de cada solicitud, y otro mensaje informando de que cada orden ha sido colocada
con éxito.
Después de ello, todas las solicitudes comerciales pendientes
serán eliminadas, mostrándose los mensajes correspondientes en el diario:
2019.12.12 17:47:16.774 automated trading is disabled 2019.12.12 17:47:20.297 CTrading::PlaceOrder<uint,int,uint,uint>: Invalid request: 2019.12.12 17:47:20.297 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:47:20.298 Correction of trade request parameters ... 2019.12.12 17:47:20.298 Pending request created #1: 2019.12.12 17:47:20.298 ================== Pending trade request's parameters ================== 2019.12.12 17:47:20.298 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:47:20.298 - Trade request ID: #1 2019.12.12 17:47:20.298 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:47:20.298 - Request creation time: 2019.12.12 12:47:18.719 2019.12.12 17:47:20.298 - Price at time of request create: : 1.11293 2019.12.12 17:47:20.298 - Request activation time: 2019.12.12 12:47:38.719 2019.12.12 17:47:20.298 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:47:20.298 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:47:20.298 - Total trade attempts: 5 2019.12.12 17:47:20.298 ================== Trade request's parameters ================== 2019.12.12 17:47:20.298 - Trade operation type: Place pending order 2019.12.12 17:47:20.298 - Trade symbol: EURUSD 2019.12.12 17:47:20.298 - Requested volume for a deal in lots: 0.10 2019.12.12 17:47:20.298 - Price: 1.11343 2019.12.12 17:47:20.298 - StopLimit level of the order: Value not set 2019.12.12 17:47:20.298 - Stop Loss level of the order: 1.11493 2019.12.12 17:47:20.298 - Take Profit level of the order: 1.11193 2019.12.12 17:47:20.298 - Order type: Pending order Sell Limit 2019.12.12 17:47:20.298 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 17:47:20.298 - Order expiration type: Good till cancel order 2019.12.12 17:47:20.298 - Order expiration time: Value not set 2019.12.12 17:47:20.298 - Magic number: 27525243 2019.12.12 17:47:20.298 - Order comment: "Pending order SellLimit" 2019.12.12 17:47:20.298 ================== 2019.12.12 17:47:20.298 2019.12.12 17:47:24.514 Pending request created #2: 2019.12.12 17:47:24.514 ================== Pending trade request's parameters ================== 2019.12.12 17:47:24.514 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:47:24.514 - Trade request ID: #2 2019.12.12 17:47:24.514 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:47:24.514 - Request creation time: 2019.12.12 12:47:23.638 2019.12.12 17:47:24.514 - Price at time of request create: : 1.11296 2019.12.12 17:47:24.514 - Request activation time: 2019.12.12 12:47:43.638 2019.12.12 17:47:24.514 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:47:24.514 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:47:24.514 - Total trade attempts: 5 2019.12.12 17:47:24.514 ================== Trade request's parameters ================== 2019.12.12 17:47:24.514 - Trade operation type: Place pending order 2019.12.12 17:47:24.514 - Trade symbol: EURUSD 2019.12.12 17:47:24.514 - Requested volume for a deal in lots: 0.10 2019.12.12 17:47:24.514 - Price: 1.11251 2019.12.12 17:47:24.514 - StopLimit level of the order: Value not set 2019.12.12 17:47:24.514 - Stop Loss level of the order: 1.11101 2019.12.12 17:47:24.514 - Take Profit level of the order: 1.11401 2019.12.12 17:47:24.514 - Order type: Pending order Buy Limit 2019.12.12 17:47:24.514 - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK) 2019.12.12 17:47:24.514 - Order expiration type: Good till cancel order 2019.12.12 17:47:24.514 - Order expiration time: Value not set 2019.12.12 17:47:24.514 - Magic number: 39387259 2019.12.12 17:47:24.514 - Order comment: "Pending order BuyLimit" 2019.12.12 17:47:24.514 ================== 2019.12.12 17:47:24.514 2019.12.12 17:47:29.167 automated trading is enabled 2019.12.12 17:47:45.796 Retry trading attempt #1 2019.12.12 17:47:46.045 Retry trading attempt #1 2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.319 - 2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1 2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.162 - 2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2 2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed 2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed 2019.12.12 17:47:46.505 Trade request ID: #2: Pending request deleted due to execution 2019.12.12 17:47:46.505 Trade request ID: #1: Pending request deleted due to execution
Ahora, vamos a intentar eliminar simultáneamente ambas órdenes pendientes.
Desactivamos
el comercio automático en el terminal y pulsamos en el panel comercial del asesor de prueba el botón para eliminar todas las órdenes
pendientes (Delete pending). Obtendremos un mesnaje sobre el error, y después una entrada sobre la
creación de una solicitud pendiente y sus parámetros para cada una de las órdenes eliminadas.
A continuación, activamos
el comercio automático en el terminal. En cuanto llegue el momento del nuevo intento de cada una de las solicitudes comerciales
pendientes, se mostrará un mensaje sobre el número de intento de cada solicitud, y otro mensaje informando de que cada orden ha sido
eliminada con éxito.
Después de ello, todas las solicitudes comerciales
pendientes serán eliminadas, mostrándose los mensajes correspondientes en el diario:
2019.12.12 17:47:57.310 automated trading is disabled 2019.12.12 17:48:03.105 CTrading::DeleteOrder: Invalid request: 2019.12.12 17:48:03.105 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:48:03.105 Correction of trade request parameters ... 2019.12.12 17:48:03.105 Pending request created #1: 2019.12.12 17:48:03.106 ================== Pending trade request's parameters ================== 2019.12.12 17:48:03.106 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:48:03.106 - Trade request ID: #1 2019.12.12 17:48:03.106 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:48:03.106 - Request creation time: 2019.12.12 12:48:00.305 2019.12.12 17:48:03.106 - Price at time of request create: : 1.11300 2019.12.12 17:48:03.106 - Request activation time: 2019.12.12 12:48:20.305 2019.12.12 17:48:03.106 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:48:03.106 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:48:03.106 - Total trade attempts: 5 2019.12.12 17:48:03.106 ================== Trade request's parameters ================== 2019.12.12 17:48:03.106 - Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:03.106 - Order ticket: 494419747 2019.12.12 17:48:03.106 ================== 2019.12.12 17:48:03.106 2019.12.12 17:48:03.106 CTrading::DeleteOrder: Invalid request: 2019.12.12 17:48:03.106 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled) 2019.12.12 17:48:03.106 Correction of trade request parameters ... 2019.12.12 17:48:03.106 Pending request created #2: 2019.12.12 17:48:03.106 ================== Pending trade request's parameters ================== 2019.12.12 17:48:03.106 - Pending request type: Pending request that was created as a result of the server code 2019.12.12 17:48:03.106 - Trade request ID: #2 2019.12.12 17:48:03.106 - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal" 2019.12.12 17:48:03.106 - Request creation time: 2019.12.12 12:48:00.305 2019.12.12 17:48:03.106 - Price at time of request create: : 1.11300 2019.12.12 17:48:03.106 - Request activation time: 2019.12.12 12:48:20.305 2019.12.12 17:48:03.106 - Waiting time between trading attempts: 20000 (00:00:20) 2019.12.12 17:48:03.106 - Current trading attempt: Waiting for the onset time of the first trading attempt 2019.12.12 17:48:03.106 - Total trade attempts: 5 2019.12.12 17:48:03.106 ================== Trade request's parameters ================== 2019.12.12 17:48:03.106 - Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:03.106 - Order ticket: 494419742 2019.12.12 17:48:03.106 ================== 2019.12.12 17:48:03.106 2019.12.12 17:48:09.073 automated trading is enabled 2019.12.12 17:48:24.428 Retry trading attempt #1 2019.12.12 17:48:24.428 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:24.593 Retry trading attempt #1 2019.12.12 17:48:24.593 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously 2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.319 - 2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1 2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.162 - 2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2 2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed 2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed 2019.12.12 17:48:25.024 Trade request ID: #2: Pending request deleted due to execution 2019.12.12 17:48:25.024 Trade request ID: #1: Pending request deleted due to execution
Como podemos ver por los mensajes de depuración en el diario, las solicitudes comerciales pendientes se procesan como pleneábamos, después
de lo cual, tras ejecutar con éxito su tarea, son eliminadas.
Esta no es la versión definitiva de los objetos de solicitudes pendientes.
Solo se trata de una comprobación del
concepto para MQL5, además, en una cuenta con cobertura.
Por favor, tenga en cuenta:
¡Insistimos en que los resultados del trabajo con la clase comercial con solicitudes pendientes que hemos descrito en el presente artículo no se deben utilizar en ningún caso en proyectos propios para el comercio real!Por el momento, todas las pruebas se han realizado en una cuenta con cobertura, aún no hemos hecho ninguna en una cuenta con compensación.
Este artículo, así como sus materiales y resultados, constituyen solo una continuación del concepto de las solicitudes pendientes y, en el presente estadio, no suponen de forma alguna un producto definitivo a usar en cuentas reales, sino exclusivamente en el modo demo o el simulador.
¿Qué es lo próximo?
En el próximo artículo, resumiremos las conclusiones del concepto de prueba para trabajar con solicitudes pendientes. Para ello,
organizaremos el objeto de solicitud pendiente en clases aparte, lo que nos dará la posibilidad de ampliar fácilmente la funcionalidad
para trabajar con solicitudes comerciales pendientes.
Más abajo se adjuntan todos los archivos de la versión actual de la biblioteca y los archivos del asesor de prueba. Puede descargarlo todo
y ponerlo a prueba por sí mismo.
Si tiene preguntas, observaciones o sugerencias, podrá concretarlas en los comentarios al
artículo.
Artículos de esta serie:
Parte 1: Concepto y organización de datos
Parte
2: Colecciones de las órdenes y transacciones históricas
Parte 3: Colección de
órdenes y posiciones de mercado, organización de la búsqueda
Parte 4: Eventos
comerciales. Concepto
Parte 5: Clases y colección de eventos comerciales. Envío
de eventos al programa.
Parte 6. Eventos en la cuenta con compensación
Parte 7. Eventos de activación de órdenes StopLimit, preparación de la funcionalidad para el
registro de los eventos de modificación de órdenes y posiciones
Parte 8. Eventos de
modificación de órdenes y posiciones
Parte 9. Compatibilidad con MQL4 -
Preparando los datos
Parte 10. Compatibilidad con MQL4 - Eventos de apertura de
posición y activación de órdenes pendientes
Parte 11. Compatibilidad con MQL4 -
Eventos de cierre de posiciones
Parte 12. Implementando la clase de objeto
"cuenta" y la colección de objetos de cuenta
Parte 13. Eventos del objeto "cuenta"
Parte 14. El objeto "Símbolo"
Parte
15. Colección de objetos de símbolo
Parte 16. Eventos de la colección de símbolos
Parte 17. Interactividad de los objetos de la biblioteca
Parte
18. Interactividad del objeto de cuenta y cualquier otro objeto de la biblioteca
Parte
19. Clase de mensajes de la biblioteca
Parte 20. Creación y guardado de los recursos
del programa
Parte 21. Clases comerciales - El objeto comercial multiplataforma
básico
Parte 22. Clases comerciales - Clase comercial principal, control de
limitaciones
Parte 23. Clase comercial principal - Control de parámetros
permitidos
Parte 24. Clase comercial principal - corrección automática de
parámetros erróneos
Parte 25. Procesando los errores retornados por el servidor
comercial
Parte 26. Trabajando con las solicitudes comerciales pendientes -
primera implementación (apertura de posiciones)
Parte 27. Trabajando con las
solicitudes comerciales pendientes - Colocación de órdenes pendientes
Traducción del ruso hecha por MetaQuotes Ltd.
Artículo original: https://www.mql5.com/ru/articles/7438
Advertencia: todos los derechos de estos materiales pertenecen a MetaQuotes Ltd. Queda totalmente prohibido el copiado total o parcial.
Pasar a la discusión en el foro de los operadores
Biblioteca para el desarrollo rápido y sencillo de programas para MetaTrader (Parte XXIX): Solicitudes comerciales pendientes - Clases de objetos de solicitudes
En artículos anteriores, comprobamos el concepto de solicitudes comerciales pendientes. Una solicitud pendiente, en esencia, es una orden comercial normal, pero ejecutada según una condición concreta. En esta ocasión, vamos a crear clases completas de objetos de solicitudes pendientes: el objeto de solicitud básico y sus herederos.
Biblioteca para el desarrollo rápido y sencillo de programas para MetaTrader (Parte XXVII): Trabajando con las solicitudes comerciales - Colocación de órdenes pendientes
En el presente artículo, continuaremos trabajando con las solicitudes comerciales e implementaremos la colocación de órdenes pendientes. Asimismo, corregiremos algunos errores localizados en el funcionamiento de la clase comercial.
Implementando OLAP en la negociación (Parte 4): Análisis cuantitativo y visual de los informes del Simulador de estrategias
El presente artículo propone un conjunto de herramientas básico para el análisis OLAP de los informes del Simulador sobre las pasadas únicas y resultados de la optimización en forma de los archivos de los formatos estándar (tst y opt), así como, una interfaz gráfica interactiva para este instrumental. Los códigos fuente MQL se adjuntan.
Optimización móvil continua (Parte 2): Mecanismo de creación de informes de optimización para cualquier robot
Si el primer artículo de la serie estaba dedicado a la creación de la biblioteca DLL que utilizaremos en nuestro optimizador automático y en el robot, este estará completamente dedicado al lenguaje MQL5.
Está perdiendo oportunidades comerciales:
- Aplicaciones de trading gratuitas
- 8 000+ señales para copiar
- Noticias económicas para analizar los mercados financieros
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