Finalize EA architecture before strategy development

This commit is contained in:
peter
2026-06-07 16:32:51 -04:00
parent fff49ea9da
commit c88216db03
11 changed files with 1512 additions and 375 deletions
+43 -49
View File
@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| TradeManager.mqh - Trade execution using CTrade class |
//| Handles buy/sell orders with SL/TP and magic number |
//| Handles buy/sell orders with explicit SL/TP and risk controls |
//+------------------------------------------------------------------+
#ifndef __TRADEMANAGER_MQH__
@@ -19,100 +19,105 @@ private:
CRiskManager *mp_risk_manager;
public:
// Constructor
CTradeManager(CLogger *logger, CRiskManager *risk_manager)
{
mp_logger = logger;
mp_risk_manager = risk_manager;
// Set magic number
m_trade.SetExpertMagicNumber((ulong)g_magic_number);
// Set async/sync mode
m_trade.SetAsyncMode(false);
// Set slippage
m_trade.SetDeviationInPoints(10);
}
// Destructor
~CTradeManager()
{
}
// Open BUY trade
bool OpenBuyTrade(const string symbol, double lot)
bool OpenBuyTrade(const string symbol, double lot, double sl, double tp, double setupEntryPrice = 0.0)
{
if(lot <= 0)
if(lot <= 0.0)
{
if(mp_logger)
mp_logger.Error(StringFormat("Invalid lot size: %.2f", lot));
return false;
}
// TP-less trades are intentionally unsupported until TradeSetup has an
// explicit allowNoTakeProfit field; do not infer that from tp = 0.
if(sl <= 0.0 || tp <= 0.0)
{
if(mp_logger)
mp_logger.Error("Invalid SL or TP provided for BUY order");
return false;
}
double ask = mp_risk_manager.GetMarketData().GetAsk();
double sl = mp_risk_manager.CalculateStopLossPrice(true);
double tp = mp_risk_manager.CalculateTakeProfitPrice(true);
if(mp_logger && g_debug_mode)
mp_logger.Info(StringFormat("Opening BUY: lot=%.2f, SL=%.5f, TP=%.5f", lot, sl, tp));
{
double sl_distance = MathAbs(ask - sl);
double tp_distance = MathAbs(tp - ask);
double setup_diff = (setupEntryPrice > 0.0) ? MathAbs(setupEntryPrice - ask) : 0.0;
string setup_info = (setupEntryPrice > 0.0) ? StringFormat("setupEntry=%.5f, execEntry=%.5f, diff=%.5f, ", setupEntryPrice, ask, setup_diff) : "execEntry=" + DoubleToString(ask, 5) + ", ";
mp_logger.Info(StringFormat("Opening BUY: %s lot=%.2f, SL=%.5f, TP=%.5f, SL dist=%.5f, TP dist=%.5f",
setup_info, lot, sl, tp, sl_distance, tp_distance));
}
if(!m_trade.Buy(lot, symbol, ask, sl, tp))
{
if(mp_logger)
{
mp_logger.Error(StringFormat("Buy trade failed. Result code: %d, Error: %s",
m_trade.ResultRetcode(), m_trade.ResultRetcodeDescription()));
}
return false;
}
if(mp_logger)
{
mp_logger.Info(StringFormat("Buy trade opened. Ticket: %I64d, Volume: %.2f",
m_trade.ResultOrder(), lot));
}
mp_logger.Info(StringFormat("Buy trade opened. Ticket: %I64d, Volume: %.2f", m_trade.ResultOrder(), lot));
return true;
}
// Open SELL trade
bool OpenSellTrade(const string symbol, double lot)
bool OpenSellTrade(const string symbol, double lot, double sl, double tp, double setupEntryPrice = 0.0)
{
if(lot <= 0)
if(lot <= 0.0)
{
if(mp_logger)
mp_logger.Error(StringFormat("Invalid lot size: %.2f", lot));
return false;
}
double bid = mp_risk_manager.GetMarketData().GetBid();
double sl = mp_risk_manager.CalculateStopLossPrice(false);
double tp = mp_risk_manager.CalculateTakeProfitPrice(false);
// TP-less trades are intentionally unsupported until TradeSetup has an
// explicit allowNoTakeProfit field; do not infer that from tp = 0.
if(sl <= 0.0 || tp <= 0.0)
{
if(mp_logger)
mp_logger.Error("Invalid SL or TP provided for SELL order");
return false;
}
double bid = mp_risk_manager.GetMarketData().GetBid();
if(mp_logger && g_debug_mode)
mp_logger.Info(StringFormat("Opening SELL: lot=%.2f, SL=%.5f, TP=%.5f", lot, sl, tp));
{
double sl_distance = MathAbs(sl - bid);
double tp_distance = MathAbs(bid - tp);
double setup_diff = (setupEntryPrice > 0.0) ? MathAbs(setupEntryPrice - bid) : 0.0;
string setup_info = (setupEntryPrice > 0.0) ? StringFormat("setupEntry=%.5f, execEntry=%.5f, diff=%.5f, ", setupEntryPrice, bid, setup_diff) : "execEntry=" + DoubleToString(bid, 5) + ", ";
mp_logger.Info(StringFormat("Opening SELL: %s lot=%.2f, SL=%.5f, TP=%.5f, SL dist=%.5f, TP dist=%.5f",
setup_info, lot, sl, tp, sl_distance, tp_distance));
}
if(!m_trade.Sell(lot, symbol, bid, sl, tp))
{
if(mp_logger)
{
mp_logger.Error(StringFormat("Sell trade failed. Result code: %d, Error: %s",
m_trade.ResultRetcode(), m_trade.ResultRetcodeDescription()));
}
return false;
}
if(mp_logger)
{
mp_logger.Info(StringFormat("Sell trade opened. Ticket: %I64d, Volume: %.2f",
m_trade.ResultOrder(), lot));
}
mp_logger.Info(StringFormat("Sell trade opened. Ticket: %I64d, Volume: %.2f", m_trade.ResultOrder(), lot));
return true;
}
// Close position by ticket
bool ClosePosition(ulong ticket)
{
if(ticket == 0)
@@ -122,18 +127,13 @@ public:
return false;
double volume = PositionGetDouble(POSITION_VOLUME);
string symbol = PositionGetString(POSITION_SYMBOL);
if(mp_logger && g_debug_mode)
mp_logger.Info(StringFormat("Closing position ticket %I64d, volume %.2f", ticket, volume));
if(!m_trade.PositionClose(ticket))
{
if(mp_logger)
{
mp_logger.Error(StringFormat("Close position failed. Ticket: %I64d, Result: %d",
ticket, m_trade.ResultRetcode()));
}
mp_logger.Error(StringFormat("Close position failed. Ticket: %I64d, Result: %d", ticket, m_trade.ResultRetcode()));
return false;
}
@@ -143,7 +143,6 @@ public:
return true;
}
// Modify position SL and/or TP
bool ModifyPosition(ulong ticket, double sl, double tp)
{
if(ticket == 0)
@@ -158,10 +157,7 @@ public:
if(!m_trade.PositionModify(ticket, sl, tp))
{
if(mp_logger)
{
mp_logger.Error(StringFormat("Position modify failed. Ticket: %I64d, Result: %d",
ticket, m_trade.ResultRetcode()));
}
mp_logger.Error(StringFormat("Position modify failed. Ticket: %I64d, Result: %d", ticket, m_trade.ResultRetcode()));
return false;
}
@@ -171,13 +167,11 @@ public:
return true;
}
// Get last result code
uint GetResultRetcode() const
{
return m_trade.ResultRetcode();
}
// Get CTrade instance
CTrade* GetTradeObject()
{
return &m_trade;