Pierre8rTeam
467 lines
39 KiB
Plaintext
467 lines
39 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Position.mqh |
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//| Copyright 2015, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2015, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include <Object.mqh>
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#include "Message.mqh"
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#include "Logs.mqh"
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#include "Trailings\Trailing.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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public:
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CPosition(void);
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bool IsActive();
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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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string EntryComment(void);
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double Profit(void);
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double ProfitInPips(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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bool CloseAtMarket(double volume, ulong deviation, string comment);
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bool CloseAtMarket(double volume, ulong deviation, string comment, bool asynch = false);
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double StopLossValue(void);
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bool StopLossValue(double sl);
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double StopLossPercent(void);
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bool StopLossPercent(double sl);
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double TakeProfitValue(void);
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bool TakeProfitValue(double tp);
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double TakeProfitPercent(void);
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bool TakeProfitPercent(double tp);
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bool IsComplex(void);
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bool CheckStopLevel(double stoplevel);
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CTrailing* Trailing;
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CObject* ExpertData;
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};
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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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Log = CLog::GetLog();
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#ifdef __MQL5__
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#ifdef __HT__
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m_id = HedgePositionGetInteger(HEDGE_POSITION_ID);
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m_magic = (uint)HedgePositionGetInteger(HEDGE_POSITION_MAGIC);
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ENUM_DIRECTION_TYPE type = (ENUM_DIRECTION_TYPE)HedgePositionGetInteger(HEDGE_POSITION_DIRECTION);
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m_direction = type == DIRECTION_LONG ? POSITION_TYPE_BUY : POSITION_TYPE_SELL;
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m_entry_price = HedgePositionGetDouble(HEDGE_POSITION_PRICE_OPEN);
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m_symbol = HedgePositionGetString(HEDGE_POSITION_SYMBOL);
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m_time_open = (datetime)HedgePositionGetInteger(HEDGE_POSITION_ENTRY_TIME_EXECUTED_MSC)/1000;
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m_entry_comment = HedgePositionGetString(HEDGE_POSITION_ENTRY_COMMENT);
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#else
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m_id = PositionGetInteger(POSITION_IDENTIFIER);
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m_maigic = (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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#endif
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#else
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#ifdef __MQL4__
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m_id = OrderTicket();
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m_magic = OrderMagic();
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if(OrderType() == ORDER_TYPE_BUY)
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m_direction = POSITION_TYPE_BUY;
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else
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m_direction = POSITION_TYPE_SELL;
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m_entry_price = OrderOpenPrice();
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m_profit = OrderProfit();
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m_volume = OrderLots();
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m_symbol = OrderSymbol();
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m_time_open = OrderOpenTime();
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m_sl = OrderStopLoss();
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m_tp = OrderTakeProfit();
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m_entry_comment = OrderComment();
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#endif
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#endif
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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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return m_time_open > 0 && !m_is_closed;
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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 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 true if the current position is a part of the |
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//| complex, market-neutral position. It returns |
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//| false otherwise . |
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//+------------------------------------------------------------------+
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bool CPosition::IsComplex(void)
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{
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string comm = EntryComment();
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string cp = StringSubstr(comm, 0, 3);
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if(cp != "CP[")return false;
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cp = StringSubstr(comm, StringLen(comm)-1, 1);
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if(cp != "]")return false;
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return true;
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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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double value = 0.0;
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ulong id = ID();
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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID() + " not find. Get StopLoss failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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}
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value = HedgePositionGetDouble(HEDGE_POSITION_SL);
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#endif
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return value;
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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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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID() + " not find. Set StopLoss failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return false;
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}
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double tp = HedgePositionGetDouble(HEDGE_POSITION_TP);
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HedgeTradeRequest request;
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request.action = REQUEST_MODIFY_SLTP;
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request.sl = sl;
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request.tp = tp;
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bool res = SendTradeRequest(request);
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if(res)
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{
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string text = "Position #" + (string)ID() + ": Set new S/L successfully at " + DoubleToString(sl);
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CMessage* msg_info = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg_info);
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}
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else
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{
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string err = EnumToString(GetHedgeError());
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string text = "Position #" + (string)ID() + ": Set new S/L failed. Reason: " + err;
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CMessage* msg_err = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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}
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return res;
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#endif
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}
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//+------------------------------------------------------------------+
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//| Returns an absolute Take Profit level for the current position. |
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//| If the Take Profit 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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double value = 0.0;
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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID() + " not find. Get TakeProfit failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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}
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value = HedgePositionGetDouble(HEDGE_POSITION_TP);
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#endif
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return value;
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}
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//+------------------------------------------------------------------+
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//| Sets an absolute take profit level |
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//+------------------------------------------------------------------+
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bool CPosition::TakeProfitValue(double tp)
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{
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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID() + " not find. Set TakeProfit failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return false;
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}
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double sl = HedgePositionGetDouble(HEDGE_POSITION_SL);
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HedgeTradeRequest request;
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request.action = REQUEST_MODIFY_SLTP;
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request.sl = sl;
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request.tp = tp;
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bool res = SendTradeRequest(request);
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if(res)
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{
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string text = "Position #" + (string)ID() + ": Set new T/P successfully at " + DoubleToString(tp);
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CMessage* msg_info = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg_info);
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}
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else
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{
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string err = EnumToString(GetHedgeError());
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string text = "Position #" + (string)ID() + ": Set new T/P failed. Reason: " + err;
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CMessage* msg_err = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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}
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return res;
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#endif
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}
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//+------------------------------------------------------------------+
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//| Sets stop loss as a percentage of the current price. |
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//| PARAMETERS: |
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//| sl_percent - level as percent from position entry price, |
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//| e.g. sl_percent=3.2 = 3,2% from entry price. |
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//+------------------------------------------------------------------+
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bool CPosition::StopLossPercent(double sl_percent)
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{
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if(sl_percent < 0.0 || sl_percent > 100.0)
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{
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string text = "Position #" + (string)ID() + ": Set S/L must be greater than 0.0 and less than 100 %";
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CMessage* msg = new CMessage(MESSAGE_WARNING, __FUNCTION__, text);
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Log.AddMessage(msg);
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return false;
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}
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double delta = EntryPrice()*sl_percent/100.0;
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double sl = 0.0;
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if(Direction() == POSITION_TYPE_BUY)
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sl = EntryPrice() - delta;
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else
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sl = EntryPrice() + delta;
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return StopLossValue(sl);
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}
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//+------------------------------------------------------------------+
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//| Sets take profit as a percentage of the current price. |
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//| PARAMETERS: |
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//| tp_percent - level as percent from position entry price, |
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//| e.g. tp_percent=3.2 = 3,2% from entry price. |
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//+------------------------------------------------------------------+
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bool CPosition::TakeProfitPercent(double tp_percent)
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{
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if(tp_percent < 0.0 || tp_percent > 100.0)
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{
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string text = "Position #" + (string)ID() + ": Set T/P must be greater than 0.0 and less than 100 %";
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CMessage* msg = new CMessage(MESSAGE_WARNING, __FUNCTION__, text);
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Log.AddMessage(msg);
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return false;
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}
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double delta = EntryPrice()*tp_percent/100.0;
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double tp = 0.0;
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if(Direction() == POSITION_TYPE_BUY)
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tp = EntryPrice() + delta;
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else
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tp = EntryPrice() - delta;
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return TakeProfitValue(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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return CloseAtMarket(Volume(), 0, comment, false);
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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, volume and maximum price deviation. |
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//+------------------------------------------------------------------+
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bool CPosition::CloseAtMarket(double volume, ulong deviation, string comment="")
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{
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return CloseAtMarket(Volume(), 0, comment, false);
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}
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//+------------------------------------------------------------------+
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//| Closes current position by market. |
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//| Parameters: |
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//| volume - the volume that should be closed. Can be equal to or |
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//| less than current position volume. |
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//| deviation - max price deviation in price steps. |
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//| comment - closing comment. |
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//| Return value: True of position is closed successfully |
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//| false if otherwise. |
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//+------------------------------------------------------------------+
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bool CPosition::CloseAtMarket(double volume, ulong deviation, string comment="", bool asynch=false)
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{
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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") not find. Close at market failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return false;
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}
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HedgeTradeRequest request;
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request.action = REQUEST_CLOSE_POSITION;
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request.volume = volume;
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request.exit_comment = comment;
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request.deviation = deviation;
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request.asynch_mode = asynch;
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bool res = SendTradeRequest(request);
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if(res)
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") was successfully closed";
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CMessage* msg = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg);
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}
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else
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") closed failed. Reason: " + EnumToString(GetHedgeError());
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CMessage* msg = new CMessage(MESSAGE_WARNING, __FUNCTION__, text);
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Log.AddMessage(msg);
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}
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m_is_closed = res;
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return res;
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#endif
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return false;
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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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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") not find. Get volume failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return 0.0;
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}
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double vol = HedgePositionGetDouble(HEDGE_POSITION_VOLUME);
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return vol;
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#endif
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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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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") not find. Get profit in currency failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return 0.0;
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}
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double profit = HedgePositionGetDouble(HEDGE_POSITION_PROFIT_CURRENCY);
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return profit;
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#endif
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}
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//+------------------------------------------------------------------+
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//| Returns the current profit in the symbol points. |
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//+------------------------------------------------------------------+
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double CPosition::ProfitInPips(void)
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{
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#ifdef __HT__
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if(!TransactionSelect(ID(), SELECT_BY_TICKET, MODE_TRADES))
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{
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string text = "Position #" + (string)ID()+ "(ExpertMagic = "+ (string)ExpertMagic() + ") not find. Get profit in pips failed.";
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CMessage* msg_err = new CMessage(MESSAGE_ERROR, __FUNCTION__, text);
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Log.AddMessage(msg_err);
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return 0.0;
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}
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double profit = HedgePositionGetDouble(HEDGE_POSITION_PROFIT_POINTS);
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return profit;
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#endif
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}
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//+------------------------------------------------------------------+
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//| Checks the correctness of the passed stoplevel. Returns |
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//| true if the SL level is correct and false in the opposite |
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//| |
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//+------------------------------------------------------------------+
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bool CPosition::CheckStopLevel(double stoplevel)
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{
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double last = 0.0;
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double max = SymbolInfoDouble(m_symbol, SYMBOL_SESSION_PRICE_LIMIT_MAX);
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double min = SymbolInfoDouble(m_symbol, SYMBOL_SESSION_PRICE_LIMIT_MIN);
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if(stoplevel >= max && max != 0.0)
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return false;
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if(stoplevel <= min)
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return false;
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if(m_direction == POSITION_TYPE_BUY)
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{
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if(stoplevel >= SymbolInfoDouble(m_symbol, SYMBOL_BID))
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return false;
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return true;
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}
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else
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{
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if(stoplevel <= SymbolInfoDouble(m_symbol, SYMBOL_ASK))
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return false;
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}
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return true;
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} |