new version update
This commit is contained in:
9nix6
@@ -0,0 +1,890 @@
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//
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// Copyright 2018, Artur Zas
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// https://www.az-invest.eu
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// https://www.mql5.com/en/users/arturz
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//
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#ifdef __MQL5__
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//--- class for performing trade operations
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#include <Trade\Trade.mqh>
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CTrade trade;
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//--- class for working with orders
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#include <Trade\OrderInfo.mqh>
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COrderInfo orderinfo;
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//--- class for working with positions
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#include <Trade\PositionInfo.mqh>
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CPositionInfo positioninfo;
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//--- introduce the predefined variables from MQL4 for versatility of the code
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#define Ask SymbolInfoDouble(_symbol,SYMBOL_ASK)
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#define Bid SymbolInfoDouble(_symbol,SYMBOL_BID)
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#endif
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#define _point SymbolInfoDouble(_symbol,SYMBOL_POINT)
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//--- redefine the order types from MQL5 to MQL4 for use in common code
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#ifdef __MQL4__
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#define ORDER_TYPE_BUY OP_BUY
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#define ORDER_TYPE_SELL OP_SELL
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#define ORDER_TYPE_BUY_LIMIT OP_BUYLIMIT
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#define ORDER_TYPE_SELL_LIMIT OP_SELLLIMIT
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#define ORDER_TYPE_BUY_STOP OP_BUYSTOP
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#define ORDER_TYPE_SELL_STOP OP_SELLSTOP
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#endif
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enum ENUM_TC_ERROR
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{
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tcErrorNONE = 0,
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tcErrorNotEnoughMoney,
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tcErrorInvalidStops,
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tcErrorOrderLimitReached,
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tcErrorFreezeLevel,
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tcErrorNothingChanged,
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tcErrorInvalidPrice,
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};
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class CTradingChecks
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{
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private:
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ENUM_TC_ERROR _err;
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public:
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CTradingChecks();
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~CTradingChecks();
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string GetCheckErrorToString();
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bool OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp);
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bool OkToModifyOrder(string _symbol,ulong ticket,double price, double sl, double tp);
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#ifdef __MQL5__
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bool OkToOpenPosition(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp);
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bool OkToModifyPosition(string _symbol,ulong ticket, double sl, double tp);
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#endif
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};
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CTradingChecks::CTradingChecks(void)
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{
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}
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CTradingChecks::~CTradingChecks(void)
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{
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}
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string CTradingChecks::GetCheckErrorToString(void)
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{
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switch(_err)
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{
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case tcErrorNONE:
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return "No Error";
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case tcErrorNotEnoughMoney:
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return "Not enough money (check previous message in Experts log)";
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case tcErrorInvalidStops:
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return "Invalid stops (check previous message in Experts log)";
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case tcErrorOrderLimitReached:
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return "Maximum order limit reached";
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case tcErrorFreezeLevel:
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return "Freeze level (check previous message in Experts log)";
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case tcErrorNothingChanged:
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return "Nothing to change";
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case tcErrorInvalidPrice:
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return "Invalid entry price for this order type";
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default:
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return "";
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}
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}
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bool CTradingChecks::OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice,double sl, double tp)
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{
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if(!IsNewPendingOrderAllowed())
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{
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_err = tcErrorOrderLimitReached;
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return false;
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}
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if(!CheckStopLoss_Takeprofit(_symbol,type,entryPrice,sl,tp))
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{
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_err = tcErrorInvalidStops;
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return false;
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}
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_err = tcErrorNONE;
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return true;
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}
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#ifdef __MQL5__
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bool CTradingChecks::OkToOpenPosition(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice,double sl, double tp)
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{
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#ifdef __MQL5__
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if(!CheckMoneyForTrade(_symbol,lots,type))
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{
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_err = tcErrorNotEnoughMoney;
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return false;
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}
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// if(NewOrderAllowedVolume(_symbol) < lots)
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// return false;
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#else
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if(!CheckMoneyForTrade(_symbol,lots,(int)type))
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{
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_err = tcErrorNotEnoughMoney;
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return false;
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}
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if(!IsNewPendingOrderAllowed())
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{
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_err = tcErrorOrderLimitReached;
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return false;
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}
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#endif
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if(!CheckStopLoss_Takeprofit(_symbol,type,entryPrice,sl,tp))
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{
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_err = tcErrorInvalidStops;
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return false;
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}
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_err = tcErrorNONE;
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return true;
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}
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#endif;
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bool CTradingChecks::OkToModifyOrder(string _symbol, ulong ticket,double price, double sl, double tp)
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{
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#ifdef __MQL5__
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if(!OrderModifyCheck(ticket,price,sl,tp))
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{
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_err = tcErrorNothingChanged;
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return false;
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}
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if(!CheckOrderForFREEZE_LEVEL(_symbol,ticket))
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{
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_err = tcErrorFreezeLevel;
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return false;
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}
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#else
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if(!OrderModifyCheck((int)ticket,price,sl,tp))
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{
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_err = tcErrorNothingChanged;
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return false;
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}
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if(!CheckOrderForFREEZE_LEVEL(_symbol,(int)ticket))
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{
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_err = tcErrorFreezeLevel;
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return false;
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}
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#endif
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if(!CheckPendingOrderEntryChange(_symbol,ticket,price))
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{
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_err = tcErrorInvalidPrice;
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return false;
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}
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_err = tcErrorNONE;
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return true;
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}
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#ifdef __MQL5__
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bool CTradingChecks::OkToModifyPosition(string _symbol, ulong ticket,double sl,double tp)
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{
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if(!PositionModifyCheck(ticket,sl,tp))
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{
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_err = tcErrorNothingChanged;
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return false;
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}
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if(!CheckPositionForFREEZE_LEVEL(_symbol,ticket))
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{
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_err = tcErrorFreezeLevel;
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return false;
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}
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_err = tcErrorNONE;
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return true;
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}
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#endif
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//////////////////////////////////////////////////////////////////
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//
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// Helper functions from https://www.mql5.com/en/articles/2555
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//
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///////////////////////////////////////////////////////////////////
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#ifdef __MQL5__
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bool CheckMoneyForTrade(string symb,double lots,ENUM_ORDER_TYPE type)
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{
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//--- Getting the opening price
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MqlTick mqltick;
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SymbolInfoTick(symb,mqltick);
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double price=mqltick.ask;
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if(type==ORDER_TYPE_SELL)
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price=mqltick.bid;
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//--- values of the required and free margin
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double margin,free_margin=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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//--- call of the checking function
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if(!OrderCalcMargin(type,symb,lots,price,margin))
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{
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//--- something went wrong, report and return false
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Print("Error in ",__FUNCTION__," code=",GetLastError());
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return(false);
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}
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//--- if there are insufficient funds to perform the operation
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if(margin>free_margin)
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{
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//--- report the error and return false
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Print("Not enough money for ",EnumToString(type)," ",lots," ",symb," Error code=",GetLastError());
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Print("Required margin:"+DoubleToString(margin,2)+"; free margin:"+DoubleToString(free_margin,2));
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return(false);
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}
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//--- checking successful
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return(true);
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}
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#else
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bool CheckMoneyForTrade(string symb, double lots,int type)
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{
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double free_margin=AccountFreeMarginCheck(symb,type, lots);
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//-- if there is not enough money
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if(free_margin<0)
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{
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string oper=(type==OP_BUY)? "Buy":"Sell";
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Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError());
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return(false);
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}
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//--- checking successful
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return(true);
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}
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#endif
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//+------------------------------------------------------------------+
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//| Check if another order can be placed |
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//+------------------------------------------------------------------+
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bool IsNewPendingOrderAllowed()
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{
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//--- get the number of pending orders allowed on the account
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int max_allowed_orders=(int)AccountInfoInteger(ACCOUNT_LIMIT_ORDERS);
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//--- if there is no limitation, return true; you can send an order
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if(max_allowed_orders==0) return(true);
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//--- if we passed to this line, then there is a limitation; find out how many orders are already placed
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int orders=OrdersTotal();
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//--- return the result of comparing
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return(orders<max_allowed_orders);
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}
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#ifdef __MQL5__
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//+------------------------------------------------------------------+
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//| Return the size of position on the specified symbol |
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//+------------------------------------------------------------------+
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double PositionVolume(string symbol)
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{
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//--- try to select position by a symbol
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bool selected=PositionSelect(symbol);
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//--- there is a position
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if(selected)
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//--- return volume of the position
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return(PositionGetDouble(POSITION_VOLUME));
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else
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{
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//--- report a failure to select position
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Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
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symbol," Error ",GetLastError());
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return(-1);
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}
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}
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//+------------------------------------------------------------------+
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//| returns the volume of current pending order by a symbol |
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//+------------------------------------------------------------------+
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double PendingsVolume(string symbol)
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{
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double volume_on_symbol=0;
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ulong ticket;
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//--- get the number of all currently placed orders by all symbols
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int all_orders=OrdersTotal();
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//--- get over all orders in the loop
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for(int i=0;i<all_orders;i++)
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{
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//--- get the ticket of an order by its position in the list
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ticket = OrderGetTicket(i);
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if((bool)ticket)
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{
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//--- if our symbol is specified in the order, add the volume of this order
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if(symbol==OrderGetString(ORDER_SYMBOL))
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volume_on_symbol+=OrderGetDouble(ORDER_VOLUME_INITIAL);
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}
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}
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//--- return the total volume of currently placed pending orders for a specified symbol
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return(volume_on_symbol);
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}
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//+------------------------------------------------------------------+
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//| Return the maximum allowed volume for an order on the symbol |
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//+------------------------------------------------------------------+
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double NewOrderAllowedVolume(string symbol)
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{
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double allowed_volume=0;
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//--- get the limitation on the maximal volume of an order
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double symbol_max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
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//--- get the limitation on the volume by a symbol
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double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_LIMIT);
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//--- get the volume of the open position by a symbol
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double opened_volume=PositionVolume(symbol);
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if(opened_volume>=0)
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{
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//--- if we have exhausted the volume
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if(max_volume-opened_volume<=0)
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return(0);
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//--- volume of the open position doesn't exceed max_volume
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double orders_volume_on_symbol=PendingsVolume(symbol);
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allowed_volume=max_volume-opened_volume-orders_volume_on_symbol;
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if(allowed_volume>symbol_max_volume) allowed_volume=symbol_max_volume;
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}
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return(allowed_volume);
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}
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#endif
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//+------------------------------------------------------------------+
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//| Check the correctness of StopLoss and TakeProfit |
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//+------------------------------------------------------------------+
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bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,double SL,double TP)
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{
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//--- get the SYMBOL_TRADE_STOPS_LEVEL level
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int stops_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
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if(stops_level!=0)
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{
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PrintFormat("SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must"+
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" not be nearer than %d points from the closing price",stops_level,stops_level);
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}
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//---
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bool SL_check=false,TP_check=false;
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//--- check the order type
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switch(type)
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{
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//--- Buy operation
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case ORDER_TYPE_BUY:
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{
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//--- check the StopLoss
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SL_check= (SL==0) ? true : (Bid-SL>stops_level*_point);
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if(!SL_check)
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PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
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" (Bid=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),SL,Bid-stops_level*_point,Bid,stops_level);
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//--- check the TakeProfit
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TP_check= (TP==0) ? true : (TP-Bid>stops_level*_point);
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if(!TP_check)
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PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
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" (Bid=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),TP,Bid+stops_level*_point,Bid,stops_level);
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//--- return the result of checking
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return(SL_check&&TP_check);
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}
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//--- Sell operation
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case ORDER_TYPE_SELL:
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{
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//--- check the StopLoss
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SL_check= (SL==0) ? true : (SL-Ask>stops_level*_point);
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if(!SL_check)
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PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
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" (Ask=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),SL,Ask+stops_level*_point,Ask,stops_level);
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//--- check the TakeProfit
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TP_check= (TP==0) ? true : (Ask-TP>stops_level*_point);
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if(!TP_check)
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PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
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" (Ask=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),TP,Ask-stops_level*_point,Ask,stops_level);
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//--- return the result of checking
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return(TP_check&&SL_check);
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}
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break;
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//--- BuyLimit pending order
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case ORDER_TYPE_BUY_LIMIT:
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{
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//--- check the StopLoss
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SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
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if(!SL_check)
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PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
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" (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
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//--- check the TakeProfit
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TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
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if(!TP_check)
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PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
|
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" (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
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EnumToString(type),TP,price+stops_level*_point,(int)((TP-price)/_point),stops_level);
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//--- return the result of checking
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return(SL_check&&TP_check);
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}
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//--- SellLimit pending order
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case ORDER_TYPE_SELL_LIMIT:
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{
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//--- check the StopLoss
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SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
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if(!SL_check)
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PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
|
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" (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
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EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
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//--- check the TakeProfit
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TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
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if(!TP_check)
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PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
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" (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
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EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
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//--- return the result of checking
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return(TP_check&&SL_check);
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}
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break;
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//--- BuyStop pending order
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case ORDER_TYPE_BUY_STOP:
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{
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//--- check the StopLoss
|
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SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
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if(!SL_check)
|
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PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
|
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" (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
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EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
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//--- check the TakeProfit
|
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TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
|
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if(!TP_check)
|
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PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
|
||||
" (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
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EnumToString(type),TP,price-stops_level*_point,(int)((TP-price)/_point),stops_level);
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//--- return the result of checking
|
||||
return(SL_check&&TP_check);
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}
|
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//--- SellStop pending order
|
||||
case ORDER_TYPE_SELL_STOP:
|
||||
{
|
||||
//--- check the StopLoss
|
||||
SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
|
||||
if(!SL_check)
|
||||
PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
|
||||
" (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
||||
EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
|
||||
//--- check the TakeProfit
|
||||
TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
|
||||
if(!TP_check)
|
||||
PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
|
||||
" (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
|
||||
EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
|
||||
//--- return the result of checking
|
||||
return(TP_check&&SL_check);
|
||||
}
|
||||
break;
|
||||
}
|
||||
|
||||
//---
|
||||
return false;
|
||||
}
|
||||
|
||||
#ifdef __MQL5__
|
||||
//+------------------------------------------------------------------+
|
||||
//| Checking the new values of levels before order modification |
|
||||
//+------------------------------------------------------------------+
|
||||
bool OrderModifyCheck(ulong ticket,double price,double sl,double tp)
|
||||
{
|
||||
//--- select order by ticket
|
||||
if(orderinfo.Select(ticket))
|
||||
{
|
||||
//--- point size and name of the symbol, for which a pending order was placed
|
||||
string symbol=orderinfo.Symbol();
|
||||
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
|
||||
int digits=(int)SymbolInfoInteger(symbol,SYMBOL_DIGITS);
|
||||
//--- check if there are changes in the Open price
|
||||
bool PriceOpenChanged=(MathAbs(orderinfo.PriceOpen()-price)>point);
|
||||
//--- check if there are changes in the StopLoss level
|
||||
bool StopLossChanged=(MathAbs(orderinfo.StopLoss()-sl)>point);
|
||||
//--- check if there are changes in the Takeprofit level
|
||||
bool TakeProfitChanged=(MathAbs(orderinfo.TakeProfit()-tp)>point);
|
||||
//--- if there are any changes in levels
|
||||
if(PriceOpenChanged || StopLossChanged || TakeProfitChanged)
|
||||
return(true); // order can be modified
|
||||
//--- there are no changes in the Open, StopLoss and Takeprofit levels
|
||||
else
|
||||
//--- notify about the error
|
||||
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
|
||||
ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
|
||||
}
|
||||
//--- came to the end, no changes for the order
|
||||
return(false); // no point in modifying
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Checking the new values of levels before order modification |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionModifyCheck(ulong ticket,double sl,double tp)
|
||||
{
|
||||
//--- select order by ticket
|
||||
if(positioninfo.SelectByTicket(ticket))
|
||||
{
|
||||
//--- point size and name of the symbol, for which a pending order was placed
|
||||
string symbol=positioninfo.Symbol();
|
||||
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
|
||||
//--- check if there are changes in the StopLoss level
|
||||
bool StopLossChanged=(MathAbs(positioninfo.StopLoss()-sl)>point);
|
||||
//--- check if there are changes in the Takeprofit level
|
||||
bool TakeProfitChanged=(MathAbs(positioninfo.TakeProfit()-tp)>point);
|
||||
//--- if there are any changes in levels
|
||||
if(StopLossChanged || TakeProfitChanged)
|
||||
return(true); // position can be modified
|
||||
//--- there are no changes in the StopLoss and Takeprofit levels
|
||||
else
|
||||
//--- notify about the error
|
||||
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
|
||||
ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
|
||||
}
|
||||
//--- came to the end, no changes for the order
|
||||
return(false); // no point in modifying
|
||||
}
|
||||
#else
|
||||
//+------------------------------------------------------------------+
|
||||
//| Checking the new values of levels before order modification |
|
||||
//+------------------------------------------------------------------+
|
||||
bool OrderModifyCheck(int ticket,double price,double sl,double tp)
|
||||
{
|
||||
//--- select order by ticket
|
||||
if(OrderSelect(ticket,SELECT_BY_TICKET))
|
||||
{
|
||||
//--- point size and name of the symbol, for which a pending order was placed
|
||||
string symbol=OrderSymbol();
|
||||
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
|
||||
//--- check if there are changes in the Open price
|
||||
bool PriceOpenChanged=true;
|
||||
int type=OrderType();
|
||||
if(!(type==OP_BUY || type==OP_SELL))
|
||||
{
|
||||
PriceOpenChanged=(MathAbs(OrderOpenPrice()-price)>point);
|
||||
}
|
||||
//--- check if there are changes in the StopLoss level
|
||||
bool StopLossChanged=(MathAbs(OrderStopLoss()-sl)>point);
|
||||
//--- check if there are changes in the Takeprofit level
|
||||
bool TakeProfitChanged=(MathAbs(OrderTakeProfit()-tp)>point);
|
||||
//--- if there are any changes in levels
|
||||
if(PriceOpenChanged || StopLossChanged || TakeProfitChanged)
|
||||
return(true); // order can be modified
|
||||
//--- there are no changes in the Open, StopLoss and Takeprofit levels
|
||||
else
|
||||
//--- notify about the error
|
||||
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
|
||||
ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
|
||||
}
|
||||
//--- came to the end, no changes for the order
|
||||
return(false); // no point in modifying
|
||||
}
|
||||
#endif
|
||||
|
||||
|
||||
#ifdef __MQL5__
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check the distance from opening price to activation price |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
|
||||
{
|
||||
//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
|
||||
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
|
||||
if(freeze_level!=0)
|
||||
{
|
||||
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
|
||||
" nearer than %d points from the activation price",freeze_level,freeze_level);
|
||||
}
|
||||
//--- select order for working
|
||||
if(!OrderSelect(ticket))
|
||||
{
|
||||
//--- failed to select order
|
||||
return(false);
|
||||
}
|
||||
//--- get the order data
|
||||
double price=OrderGetDouble(ORDER_PRICE_OPEN);
|
||||
double sl=OrderGetDouble(ORDER_SL);
|
||||
double tp=OrderGetDouble(ORDER_TP);
|
||||
ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
|
||||
//--- result of checking
|
||||
bool check=false;
|
||||
//--- check the order type
|
||||
switch(type)
|
||||
{
|
||||
//--- BuyLimit pending order
|
||||
case ORDER_TYPE_BUY_LIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((Ask-price)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
EnumToString(type),ticket,(int)((Ask-price)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
//--- BuyLimit pending order
|
||||
case ORDER_TYPE_SELL_LIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((price-Bid)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
EnumToString(type),ticket,(int)((price-Bid)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
//--- BuyStop pending order
|
||||
case ORDER_TYPE_BUY_STOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((price-Ask)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
EnumToString(type),ticket,(int)((price-Ask)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
//--- SellStop pending order
|
||||
case ORDER_TYPE_SELL_STOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((Bid-price)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
EnumToString(type),ticket,(int)((Bid-price)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
}
|
||||
//--- order did not pass the check
|
||||
return (false);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if the TP and SL are too close to activation price |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
|
||||
{
|
||||
|
||||
//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
|
||||
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
|
||||
if(freeze_level!=0)
|
||||
{
|
||||
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
|
||||
" nearer than %d points from the activation price",freeze_level,freeze_level);
|
||||
}
|
||||
//--- select position for working
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
{
|
||||
//--- failed to select position
|
||||
return(false);
|
||||
}
|
||||
//--- get the order data
|
||||
ENUM_POSITION_TYPE pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
double sl=PositionGetDouble(POSITION_SL);
|
||||
double tp=PositionGetDouble(POSITION_TP);
|
||||
//--- result of checking StopLoss and TakeProfit
|
||||
bool SL_check=false,TP_check=false;
|
||||
//--- position type
|
||||
switch(pos_type)
|
||||
{
|
||||
//--- buy
|
||||
case POSITION_TYPE_BUY:
|
||||
{
|
||||
SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
|
||||
if(!SL_check)
|
||||
PrintFormat("Position %s #%d cannot be modified: Bid-StopLoss=%d points"+
|
||||
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
|
||||
EnumToString(pos_type),ticket,(int)((Bid-sl)/_point),freeze_level);
|
||||
TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
|
||||
if(!TP_check)
|
||||
PrintFormat("Position %s #%d cannot be modified: TakeProfit-Bid=%d points"+
|
||||
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
|
||||
EnumToString(pos_type),ticket,(int)((tp-Bid)/_point),freeze_level);
|
||||
//--- return the result of checking
|
||||
return(SL_check&&TP_check);
|
||||
}
|
||||
break;
|
||||
//--- sell
|
||||
case POSITION_TYPE_SELL:
|
||||
{
|
||||
SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
|
||||
if(!SL_check)
|
||||
PrintFormat("Position %s cannot be modified: StopLoss-Ask=%d points"+
|
||||
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
|
||||
EnumToString(pos_type),(int)((sl-Ask)/_point),freeze_level);
|
||||
TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
|
||||
if(!TP_check)
|
||||
PrintFormat("Position %s cannot be modified: Ask-TakeProfit=%d points"+
|
||||
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
|
||||
EnumToString(pos_type),(int)((Ask-tp)/_point),freeze_level);
|
||||
//--- return the result of checking
|
||||
return(SL_check&&TP_check);
|
||||
}
|
||||
break;
|
||||
}
|
||||
//--- position did not pass the check
|
||||
return (false);
|
||||
}
|
||||
#else
|
||||
bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
|
||||
{
|
||||
//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
|
||||
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
|
||||
if(freeze_level!=0)
|
||||
{
|
||||
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
|
||||
" nearer than %d points from the activation price",freeze_level,freeze_level);
|
||||
}
|
||||
//--- select order for working
|
||||
if(!OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
|
||||
{
|
||||
//--- failed to select order
|
||||
return (false);
|
||||
}
|
||||
//--- get the order data
|
||||
double price=OrderOpenPrice();
|
||||
double sl=OrderStopLoss();
|
||||
double tp=OrderTakeProfit();
|
||||
int type=OrderType();
|
||||
//--- result of checking
|
||||
bool check=false;
|
||||
//--- check the order type
|
||||
switch(type)
|
||||
{
|
||||
//--- BuyLimit pending order
|
||||
case OP_BUYLIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((Ask-price)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order OP_BUYLIMIT #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((Ask-price)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
//--- BuyLimit pending order
|
||||
case OP_SELLLIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((price-Bid)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order OP_SELLLIMIT #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((price-Bid)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
//--- BuyStop pending order
|
||||
case OP_BUYSTOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((price-Ask)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order OP_BUYSTOP #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((price-Ask)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
//--- SellStop pending order
|
||||
case OP_SELLSTOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=((Bid-price)>freeze_level*_point);
|
||||
if(!check)
|
||||
PrintFormat("Order OP_SELLSTOP #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((Bid-price)/_point),freeze_level);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
//--- checking opened Buy order
|
||||
case OP_BUY:
|
||||
{
|
||||
//--- check TakeProfit distance to the activation price
|
||||
bool TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
|
||||
if(!TP_check)
|
||||
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((tp-Bid)/_point),freeze_level);
|
||||
//--- check TakeProfit distance to the activation price
|
||||
bool SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
|
||||
if(!SL_check)
|
||||
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((Bid-sl)/_point),freeze_level);
|
||||
return(SL_check&&TP_check);
|
||||
}
|
||||
break;
|
||||
//--- checking opened Sell order
|
||||
case OP_SELL:
|
||||
{
|
||||
//--- check TakeProfit distance to the activation price
|
||||
bool TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
|
||||
if(!TP_check)
|
||||
PrintFormat("Order OP_SELL %d cannot be modified: Ask-TakeProfit=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((Ask-tp)/_point),freeze_level);
|
||||
//--- check TakeProfit distance to the activation price
|
||||
bool SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
|
||||
if(!SL_check)
|
||||
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
|
||||
ticket,(int)((sl-Ask)/_point),freeze_level);
|
||||
return(SL_check&&TP_check);
|
||||
}
|
||||
break;
|
||||
}
|
||||
//--- order did not pass the check
|
||||
return (false);
|
||||
}
|
||||
#endif
|
||||
|
||||
bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryPrice)
|
||||
{
|
||||
//--- select order for working
|
||||
if(!OrderSelect(ticket))
|
||||
{
|
||||
//--- failed to select order
|
||||
return(false);
|
||||
}
|
||||
//--- get the order data
|
||||
ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
|
||||
//--- result of checking
|
||||
bool check=false;
|
||||
//--- check the order type
|
||||
switch(type)
|
||||
{
|
||||
//--- BuyLimit pending order
|
||||
case ORDER_TYPE_BUY_LIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check= (newEntryPrice < Ask);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified",
|
||||
EnumToString(type),ticket);
|
||||
return(check);
|
||||
}
|
||||
//--- BuyLimit pending order
|
||||
case ORDER_TYPE_SELL_LIMIT:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=(newEntryPrice > Bid);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified",
|
||||
EnumToString(type),ticket);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
//--- BuyStop pending order
|
||||
case ORDER_TYPE_BUY_STOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=(newEntryPrice > Ask);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified",
|
||||
EnumToString(type),ticket);
|
||||
return(check);
|
||||
}
|
||||
//--- SellStop pending order
|
||||
case ORDER_TYPE_SELL_STOP:
|
||||
{
|
||||
//--- check the distance from the opening price to the activation price
|
||||
check=(newEntryPrice < Bid);
|
||||
if(!check)
|
||||
PrintFormat("Order %s #%d cannot be modified",
|
||||
EnumToString(type),ticket);
|
||||
return(check);
|
||||
}
|
||||
break;
|
||||
}
|
||||
//--- order did not pass the check
|
||||
return (false);
|
||||
}
|
||||
Reference in New Issue
Block a user