Pierre8rTeam
149 lines
15 KiB
Plaintext
149 lines
15 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Trade.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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/*
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The class integrates an additional control module to the standard trading module CTradeCustom. Additions:
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1. If one of the trading methods is called earlier than in a certain number of milliseconds
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set using the TradeDelayMsc method, a warning message is displayed,
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notifying of too frequent trade operations and that the trading action fails.
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2. If during buying or selling of a required volume the volume of the aggregate net position
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exceeds the maximum allowed value set by the AddLimit method, the volume is corrected
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with a new value of the trade operation is rejected.
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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 <Dictionary.mqh>
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#include <Strategy\TradeCustom.mqh>
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#include <Strategy\Message.mqh>
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#include <Strategy\Logs.mqh>
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//+------------------------------------------------------------------+
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//| The trade class based on CTradeCustom. It includes the |
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//| additional risk management modules. |
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//+------------------------------------------------------------------+
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class CTradeControl : public CTradeCustom
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{
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private:
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uint m_last_trade_action; // The time of the last performed trading action.
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uint m_trade_delay; // Delay time in milliseconds, before which a re-order to execute a trade cannot be received.
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CLog* Log; // Logging
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public:
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CTradeCustom Trade; // Basic trading module. Added to public to access the information about the deal status.
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CTradeControl(void);
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/* Configuring properties of CTradeCustom */
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void TradeDelayMsc(uint msec);
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void AsynchMode(bool asynch);
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/* Overridden trading methods CTradeCustom */
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virtual bool Buy(const double volume,const string symbol,const string comment="");
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virtual bool Sell(const double volume,const string symbol,const string comment="");
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virtual bool BuyLimit(const double volume,const double price,const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC,const datetime expiration=0,const string comment="");
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virtual bool BuyStop(const double volume,const double price,const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC,const datetime expiration=0,const string comment="");
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virtual bool SellLimit(const double volume,const double price,const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC,const datetime expiration=0,const string comment="");
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virtual bool SellStop(const double volume,const double price,const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=ORDER_TIME_GTC,const datetime expiration=0,const string comment="");
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};
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//+------------------------------------------------------------------+
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//| Constructor. |
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//+------------------------------------------------------------------+
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CTradeControl::CTradeControl(void) : m_trade_delay(0),
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m_last_trade_action(0)
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{
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Log=CLog::GetLog();
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}
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//+------------------------------------------------------------------+
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//| Sets the flag of order execution in the asynchronous mode. |
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//+------------------------------------------------------------------+
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void CTradeControl::AsynchMode(bool asynch)
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{
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Trade.SetAsyncMode(asynch);
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}
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//+------------------------------------------------------------------+
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//| A market Buy. |
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//+------------------------------------------------------------------+
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bool CTradeControl::Buy(const double volume,const string symbol,const string comment="")
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{
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bool res=CTradeCustom::Buy(volume,symbol,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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//| A market Buy. |
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//+------------------------------------------------------------------+
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bool CTradeControl::Sell(const double volume,const string symbol,const string comment="")
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{
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bool res=CTradeCustom::Sell(volume,symbol,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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//| Set buy-stop. |
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//+------------------------------------------------------------------+
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bool CTradeControl::BuyStop(const double volume,
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const double price,
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const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=0,
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const datetime expiration=0,
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const string comment="")
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{
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bool res=CTradeCustom::BuyStop(volume,price,symbol,type_time,expiration,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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//| Set the sell stop order. |
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//+------------------------------------------------------------------+
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bool CTradeControl::SellStop(const double volume,
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const double price,
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const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=0,
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const datetime expiration=0,
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const string comment="")
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{
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bool res=CTradeCustom::SellStop(volume,price,symbol,type_time,expiration,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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//| Set the buy limit order. |
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//+------------------------------------------------------------------+
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bool CTradeControl::BuyLimit(const double volume,
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const double price,
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const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=0,
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const datetime expiration=0,
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const string comment="")
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{
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bool res=CTradeCustom::BuyLimit(volume,price,symbol,type_time,expiration,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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//| Set the buy limit order. |
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//+------------------------------------------------------------------+
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bool CTradeControl::SellLimit(const double volume,
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const double price,
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const string symbol,
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const ENUM_ORDER_TYPE_TIME type_time=0,
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const datetime expiration=0,
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const string comment="")
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{
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bool res=CTradeCustom::SellLimit(volume,price,symbol,type_time,expiration,comment);
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if(res)
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m_last_trade_action=GetTickCount();
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return res;
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}
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//+------------------------------------------------------------------+
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