93 lines
8.9 KiB
Plaintext
93 lines
8.9 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| TradeDetect.mqh |
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//| Copyright 2015, MetaQuotes Software Corp. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2015, MetaQuotes Software Corp."
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#property link "https://www.mql5.com"
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#include <Dictionary.mqh>
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//+------------------------------------------------------------------+
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//| Pending order. |
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//+------------------------------------------------------------------+
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class CPendingOrder : public CObject
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{
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public:
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CPendingOrder(void) : Price(0.0){;}
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double Price; // Trigger price
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};
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//+------------------------------------------------------------------+
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//| Trade environment module. Detects its change |
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//| (number of historic/active orders and trades). Based on the |
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//| change in the trade environment, CStrategy defines the status of |
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//| its trading operations. The class allows avoiding calls of |
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//| ambiguous OnTrade and OnTradeTransaction. |
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//+------------------------------------------------------------------+
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class CTradeEnvironment
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{
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private:
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CDictionary m_pending_orders;
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int m_last_deals_count; // Last remembered number of trades
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int m_last_pending_orders; // Last remembered number of pending orders
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int m_last_historders_count; // Last remembered number of historic orders
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bool m_changed; // The flag indicates a change in the trading environment
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ulong m_last_change_time; // The time of the last change of the trading environment
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uint m_last_access; // The time of the last access to the history of trades.
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ulong m_last_microseconds; // The time of the last history change in microseconds since program start.
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bool DetectPendingChanges();
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datetime StartTimeTerminal(void);
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public:
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CTradeEnvironment(void);
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bool ChangeEnvironment(void);
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void RememberEnvironment(void);
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ulong LastMicrosecondsState(void);
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};
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//+------------------------------------------------------------------+
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//| Default constructor. |
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//+------------------------------------------------------------------+
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CTradeEnvironment::CTradeEnvironment(void) : m_changed(true)
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{
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}
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//+------------------------------------------------------------------+
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//| Returns true if the trading environment has changed |
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//+------------------------------------------------------------------+
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bool CTradeEnvironment::ChangeEnvironment(void)
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{
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if(m_changed)return true;
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datetime dt=D'2115.01.01';
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HistorySelect(0,dt);
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if(HistoryDealsTotal()!=m_last_deals_count)
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{
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m_changed=true;
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}
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return m_changed;
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}
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//+------------------------------------------------------------------+
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//| Saves the current trading state |
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//+------------------------------------------------------------------+
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void CTradeEnvironment::RememberEnvironment(void)
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{
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HistorySelect(0,D'2115.01.01');
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m_last_deals_count=HistoryDealsTotal();
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m_changed=false;
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m_last_microseconds=GetMicrosecondCount();
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}
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//+------------------------------------------------------------------+
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//| Returns the terminal start time. |
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//+------------------------------------------------------------------+
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datetime CTradeEnvironment::StartTimeTerminal(void)
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{
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uint start_seconds=(uint)MathRound(GetMicrosecondCount()/1000000.0)+1;
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datetime time_begin=TimeCurrent()-start_seconds;
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return time_begin;
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}
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//+------------------------------------------------------------------+
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//| Returns the time of the last change of the trading state |
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//| in microseconds since program start. |
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//+------------------------------------------------------------------+
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ulong CTradeEnvironment::LastMicrosecondsState(void)
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{
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return m_last_microseconds;
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}
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//+------------------------------------------------------------------+
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�
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