223 lines
19 KiB
Plaintext
223 lines
19 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| PositionMT5.mqh |
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//| Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
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//| https://www.mql5.com/en/users/c-4 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "https://www.mql5.com/en/users/c-4"
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#include <Object.mqh>
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#include "Logs.mqh"
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#include "Trailings\Trailing.mqh"
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#include <Trade\Trade.mqh>
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//+------------------------------------------------------------------+
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//| Active position class for classical strategies |
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//+------------------------------------------------------------------+
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class CPosition : public CObject
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{
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private:
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ulong m_id; // Unique position identifier
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uint m_magic; // Unique ID of the EA the position belongs to.
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ENUM_POSITION_TYPE m_direction; // Position direction
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double m_entry_price; // Position entry price
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string m_symbol; // The symbol the position is open for
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datetime m_time_open; // Open time
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string m_entry_comment; // Incoming comment
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bool m_is_closed; // True if the position has been closed
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CLog* Log; // Logging
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CTrade m_trade; // Trading module
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public:
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CPosition(void);
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~CPosition(void);
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uint ExpertMagic(void);
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ulong ID(void);
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ENUM_POSITION_TYPE Direction(void);
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double EntryPrice(void);
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double CurrentPrice(void);
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string EntryComment(void);
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double Profit(void);
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double Volume(void);
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string Symbol(void);
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datetime TimeOpen(void);
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bool CloseAtMarket(string comment="");
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double StopLossValue(void);
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bool StopLossValue(double sl);
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double TakeProfitValue(void);
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bool TakeProfitValue(double tp);
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bool IsActive(void);
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CTrailing* Trailing;
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CObject* ExpertData;
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};
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//+------------------------------------------------------------------+
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//| Initialization of the basic properties of a position |
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//+------------------------------------------------------------------+
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void CPosition::CPosition(void) : m_id(0),
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m_entry_price(0.0),
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m_symbol(""),
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m_time_open(0)
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{
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m_id=PositionGetInteger(POSITION_IDENTIFIER);
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m_magic=(uint)PositionGetInteger(POSITION_MAGIC);
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m_direction=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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m_entry_price=PositionGetDouble(POSITION_PRICE_OPEN);
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m_symbol=PositionGetString(POSITION_SYMBOL);
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m_time_open=(datetime)PositionGetInteger(POSITION_TIME);
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m_entry_comment=PositionGetString(POSITION_COMMENT);
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m_trade.SetExpertMagicNumber(m_magic);
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}
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//+------------------------------------------------------------------+
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//| Returns position direction. |
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//+------------------------------------------------------------------+
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CPosition::~CPosition(void)
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{
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if(CheckPointer(Trailing) == POINTER_DYNAMIC)
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delete Trailing;
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}
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//+------------------------------------------------------------------+
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//| Returns position direction. |
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//+------------------------------------------------------------------+
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ENUM_POSITION_TYPE CPosition::Direction(void)
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{
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return m_direction;
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}
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//+------------------------------------------------------------------+
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//| Returns the unique ID of the Expert Advisor |
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//| the position belongs to. |
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//+------------------------------------------------------------------+
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uint CPosition::ExpertMagic(void)
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{
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return m_magic;
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}
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//+------------------------------------------------------------------+
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//| Returns the unique position identifier. |
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//+------------------------------------------------------------------+
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ulong CPosition::ID(void)
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{
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return m_id;
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}
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//+------------------------------------------------------------------+
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//| Returns position entry price. |
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//+------------------------------------------------------------------+
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double CPosition::EntryPrice(void)
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{
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return m_entry_price;
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}
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//+------------------------------------------------------------------+
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//| Returns current position price. |
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//+------------------------------------------------------------------+
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double CPosition::CurrentPrice(void)
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{
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double price = 0.0;
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int digits = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
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if(Direction() == POSITION_TYPE_BUY)
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price = SymbolInfoDouble(m_symbol, SYMBOL_BID);
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else
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price = SymbolInfoDouble(m_symbol, SYMBOL_ASK);
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return NormalizeDouble(price, digits);
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}
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//+------------------------------------------------------------------+
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//| Returns incoming comment of the active position. |
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//+------------------------------------------------------------------+
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string CPosition::EntryComment(void)
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{
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return m_entry_comment;
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}
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//+------------------------------------------------------------------+
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//| Returns the name of the symbol for which there is currently open |
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//| position |
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//+------------------------------------------------------------------+
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string CPosition::Symbol(void)
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{
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return m_symbol;
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}
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//+------------------------------------------------------------------+
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//| Returns position open time. |
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//+------------------------------------------------------------------+
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datetime CPosition::TimeOpen(void)
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{
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return m_time_open;
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}
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//+------------------------------------------------------------------+
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//| Returns an absolute Stop Loss level for the current position. |
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//| If the Stop Loss level is not set, returns 0.0 |
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//+------------------------------------------------------------------+
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double CPosition::StopLossValue(void)
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{
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if(!IsActive())
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return 0.0;
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return PositionGetDouble(POSITION_SL);
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}
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//+------------------------------------------------------------------+
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//| Sets an absolute stop loss level |
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//+------------------------------------------------------------------+
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bool CPosition::StopLossValue(double sl)
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{
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if(!IsActive())
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return false;
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return m_trade.PositionModify(m_id, sl, TakeProfitValue());
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}
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//+------------------------------------------------------------------+
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//| Returns an absolute Stop Loss level for the current position. |
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//| If the Stop Loss level is not set, returns 0.0 |
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//+------------------------------------------------------------------+
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double CPosition::TakeProfitValue(void)
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{
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if(!IsActive())
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return 0.0;
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return PositionGetDouble(POSITION_TP);
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}
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//+------------------------------------------------------------------+
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//| Sets an absolute stop loss level |
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//+------------------------------------------------------------------+
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bool CPosition::TakeProfitValue(double tp)
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{
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if(!IsActive())
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return false;
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return m_trade.PositionModify(m_id, StopLossValue(), tp);
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}
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//+------------------------------------------------------------------+
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//| Closes the current position by market and sets a closing |
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//| comment equal to 'comment' |
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//+------------------------------------------------------------------+
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bool CPosition::CloseAtMarket(string comment="")
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{
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if(!IsActive())
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return false;
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m_trade.PositionModify(m_id, 0.0, 0.0);
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ENUM_ACCOUNT_MARGIN_MODE mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
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if(mode != ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
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return m_trade.PositionClose(m_symbol);
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return m_trade.PositionClose(m_id);
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}
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//+------------------------------------------------------------------+
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//| Returns current position volume. |
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//+------------------------------------------------------------------+
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double CPosition::Volume(void)
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{
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if(!IsActive())
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return 0.0;
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return PositionGetDouble(POSITION_VOLUME);
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}
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//+------------------------------------------------------------------+
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//| Returns current profit of position in deposit currency. |
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//+------------------------------------------------------------------+
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double CPosition::Profit(void)
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{
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if(!IsActive())
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return 0.0;
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return PositionGetDouble(POSITION_PROFIT);
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}
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//+------------------------------------------------------------------+
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//| Returns true if the position is active. Returns false |
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//| if otherwise. |
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//+------------------------------------------------------------------+
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bool CPosition::IsActive(void)
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{
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ENUM_ACCOUNT_MARGIN_MODE mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
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if(mode!=ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
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return PositionSelect(m_symbol);
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else
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return PositionSelectByTicket(m_id);
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}
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//+------------------------------------------------------------------+
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//#include "Trailing.mqh"�
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