Initialize project in MT5 Experts directory
This commit is contained in:
Huthayfa
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//+------------------------------------------------------------------+
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//| Execution/OrderManager.mqh |
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//+------------------------------------------------------------------+
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#ifndef __ORDER_MANAGER_MQH__
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#define __ORDER_MANAGER_MQH__
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#include <Trade\Trade.mqh>
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#include "../Core/Config.mqh"
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#include "../Core/State.mqh"
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#include "../Core/Logger.mqh"
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extern CLogger g_logger;
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class COrderManager
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{
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private:
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CTrade m_trade;
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ulong m_magic;
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AssetProfile m_profile;
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public:
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bool Init(ulong magic, const AssetProfile &profile)
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{
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m_magic = magic;
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m_profile = profile;
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m_trade.SetExpertMagicNumber(magic);
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m_trade.SetDeviationInPoints(10);
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m_trade.SetTypeFilling(ORDER_FILLING_IOC);
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m_trade.SetAsyncMode(false);
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Print("[OrderManager] Execution layer initialized. Magic: ", magic);
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return true;
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}
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bool ExecuteOrder(const SignalData &signal, const TradeParams ¶ms,
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EAState &state, ulong &outTicket)
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{
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outTicket = 0;
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if(!ValidateOrder(signal, params)) return false;
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bool useLimit = ShouldUseLimitOrder(signal, state);
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if(useLimit) return ExecuteLimitOrder(signal, params, state, outTicket);
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else return ExecuteMarketOrder(signal, params, state, outTicket);
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}
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bool ExecuteMarketOrder(const SignalData &signal, const TradeParams ¶ms,
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EAState &state, ulong &outTicket)
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{
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outTicket = 0;
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int slippage = CalculateSlippage(signal.atrValue);
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m_trade.SetDeviationInPoints(slippage);
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bool success = false;
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int retries = 0;
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while(retries <= MAX_RETRIES && !success)
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{
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if(retries > 0)
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{
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int delayMs = RETRY_BASE_MS * (1 << (retries - 1));
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g_logger.LogEvent("ORDER", StringFormat("Retry %d/%d after %d ms", retries, MAX_RETRIES, delayMs));
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Sleep(delayMs);
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}
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if(signal.isBuy)
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success = m_trade.Buy(params.lotSize, _Symbol, signal.entryPrice, signal.slPrice, signal.tp1Price, InpEALabel);
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else
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success = m_trade.Sell(params.lotSize, _Symbol, signal.entryPrice, signal.slPrice, signal.tp1Price, InpEALabel);
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if(!success)
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{
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int err = GetLastError();
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g_logger.LogError("OrderManager", err, GetErrorDescription(err), retries);
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if(!IsRetriableError(err)) { g_logger.LogEvent("ORDER", "Non-retriable error. Aborting."); break; }
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if(err == TRADE_RETCODE_INVALID_STOPS)
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{
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SignalData mutableSignal = signal;
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AdjustStops(mutableSignal);
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}
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else if(err == TRADE_RETCODE_NO_MONEY) { g_logger.LogEvent("ORDER", "No margin. Aborting."); break; }
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else if(err == TRADE_RETCODE_MARKET_CLOSED) { g_logger.LogEvent("ORDER", "Market closed."); break; }
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}
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else outTicket = m_trade.ResultOrder();
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retries++;
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}
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if(success && outTicket > 0)
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{
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if(PositionSelectByTicket(outTicket))
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{
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double lots = PositionGetDouble(POSITION_VOLUME);
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g_logger.LogEvent("ORDER", StringFormat("MARKET ORDER Ticket=%llu Price=%.5f Lots=%.2f", outTicket, openPrice, lots));
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return true;
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}
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}
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return false;
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}
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bool ExecuteLimitOrder(const SignalData &signal, const TradeParams ¶ms,
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EAState &state, ulong &outTicket)
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{
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outTicket = 0;
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double limitPrice = CalculateLimitPrice(signal);
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double currentPrice = signal.isBuy ? SymbolInfoDouble(_Symbol, SYMBOL_ASK) : SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double maxDistance = signal.atrValue * 0.3;
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if(signal.isBuy && limitPrice > currentPrice + maxDistance)
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return ExecuteMarketOrder(signal, params, state, outTicket);
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if(!signal.isBuy && limitPrice < currentPrice - maxDistance)
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return ExecuteMarketOrder(signal, params, state, outTicket);
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MqlTradeRequest request = {};
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MqlTradeResult result = {};
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request.action = TRADE_ACTION_PENDING;
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request.symbol = _Symbol;
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request.volume = params.lotSize;
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request.price = limitPrice;
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request.sl = signal.slPrice;
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request.tp = signal.tp1Price;
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request.deviation = CalculateSlippage(signal.atrValue);
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request.magic = m_magic;
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request.comment = InpEALabel + "_LIMIT";
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request.type = signal.isBuy ? ORDER_TYPE_BUY_LIMIT : ORDER_TYPE_SELL_LIMIT;
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request.type_filling = ORDER_FILLING_IOC;
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request.expiration = ORDER_TIME_GTC;
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bool success = OrderSend(request, result);
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if(success && result.retcode == TRADE_RETCODE_DONE)
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{
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outTicket = result.order;
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g_logger.LogEvent("ORDER", StringFormat("LIMIT ORDER Ticket=%llu Price=%.5f Lots=%.2f", outTicket, limitPrice, params.lotSize));
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return true;
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}
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else
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{
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int err = GetLastError();
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g_logger.LogError("OrderManager", err, "Limit order failed", 0);
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return ExecuteMarketOrder(signal, params, state, outTicket);
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}
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}
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void CancelStaleOrders(int maxAgeMinutes = 30)
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{
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int total = OrdersTotal();
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datetime now = TimeCurrent();
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for(int i = total - 1; i >= 0; i--)
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{
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ulong ticket = OrderGetTicket(i);
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if(ticket == 0) continue;
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if(OrderGetString(ORDER_SYMBOL) != _Symbol) continue;
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if(OrderGetInteger(ORDER_MAGIC) != m_magic) continue;
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datetime orderTime = (datetime)OrderGetInteger(ORDER_TIME_SETUP);
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int ageMinutes = (int)((now - orderTime) / 60);
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if(ageMinutes > maxAgeMinutes)
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{
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MqlTradeRequest request = {};
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MqlTradeResult result = {};
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request.action = TRADE_ACTION_REMOVE;
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request.order = ticket;
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if(OrderSend(request, result))
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g_logger.LogEvent("ORDER", StringFormat("Cancelled stale order %llu (age: %d min)", ticket, ageMinutes));
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}
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}
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}
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private:
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bool ShouldUseLimitOrder(const SignalData &signal, const EAState &state)
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{
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if(state.currentRegime == REGIME_RANGE && InpUseLimitOrders) return true;
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if(signal.pattern == PATTERN_PIN_BAR || signal.pattern == PATTERN_INSIDE_BAR) return InpUseLimitOrders;
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return false;
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}
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double CalculateLimitPrice(const SignalData &signal)
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{
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double currentPrice = signal.isBuy ? SymbolInfoDouble(_Symbol, SYMBOL_ASK) : SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double offset = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE) * 5;
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if(signal.isBuy) return currentPrice - offset;
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else return currentPrice + offset;
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}
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bool ValidateOrder(const SignalData &signal, const TradeParams ¶ms)
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{
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int stopsLevel = (int)SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL);
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double minDist = stopsLevel * _Point;
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double slDist = MathAbs(signal.entryPrice - signal.slPrice);
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double tpDist = MathAbs(signal.entryPrice - signal.tp1Price);
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if(slDist < minDist || tpDist < minDist)
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{
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g_logger.LogEvent("ORDER", "VALIDATION FAIL: SL/TP too close");
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return false;
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}
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int freezeLevel = (int)SymbolInfoInteger(_Symbol, SYMBOL_TRADE_FREEZE_LEVEL);
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if(freezeLevel > 0)
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{
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double currentPrice = signal.isBuy ? SymbolInfoDouble(_Symbol, SYMBOL_ASK) : SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(MathAbs(signal.entryPrice - currentPrice) > freezeLevel * _Point * 2)
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{
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g_logger.LogEvent("ORDER", "VALIDATION FAIL: Entry too far");
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return false;
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}
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}
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double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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if(params.lotSize < minLot || params.lotSize > maxLot)
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{
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g_logger.LogEvent("ORDER", StringFormat("VALIDATION FAIL: Lot %.2f outside range", params.lotSize));
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return false;
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}
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return true;
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}
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int CalculateSlippage(double atrValue) const
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{
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double slippagePrice = atrValue * SLIPPAGE_ATR_MULT;
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int slippagePoints = (int)MathRound(slippagePrice / _Point);
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return MathMax(MIN_SLIPPAGE_PTS, MathMin(MAX_SLIPPAGE_PTS, slippagePoints));
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}
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bool IsRetriableError(int err) const
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{
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switch(err)
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{
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case TRADE_RETCODE_REQUOTE:
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case TRADE_RETCODE_REJECT:
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case TRADE_RETCODE_CANCEL:
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case TRADE_RETCODE_TIMEOUT:
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case TRADE_RETCODE_INVALID:
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case TRADE_RETCODE_INVALID_VOLUME:
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case TRADE_RETCODE_INVALID_PRICE:
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case TRADE_RETCODE_INVALID_STOPS:
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case TRADE_RETCODE_TRADE_DISABLED:
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case TRADE_RETCODE_PRICE_OFF:
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case TRADE_RETCODE_CONNECTION:
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case TRADE_RETCODE_PRICE_CHANGED:
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return true;
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default: return false;
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}
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}
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void AdjustStops(SignalData &signal)
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{
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int stopsLevel = (int)SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL);
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double minDist = stopsLevel * _Point + _Point * 2;
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if(signal.isBuy)
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{
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signal.slPrice = signal.entryPrice - minDist;
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if(signal.tp1Price <= signal.entryPrice + minDist)
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signal.tp1Price = signal.entryPrice + minDist * 2;
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}
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else
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{
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signal.slPrice = signal.entryPrice + minDist;
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if(signal.tp1Price >= signal.entryPrice - minDist)
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signal.tp1Price = signal.entryPrice - minDist * 2;
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}
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}
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string GetErrorDescription(int err) const
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{
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switch(err)
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{
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case TRADE_RETCODE_REQUOTE: return "Requote";
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case TRADE_RETCODE_REJECT: return "Rejected";
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case TRADE_RETCODE_CANCEL: return "Canceled";
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case TRADE_RETCODE_DONE: return "Done";
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case TRADE_RETCODE_DONE_PARTIAL: return "Partial";
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case TRADE_RETCODE_ERROR: return "Error";
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case TRADE_RETCODE_TIMEOUT: return "Timeout";
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case TRADE_RETCODE_INVALID: return "Invalid";
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case TRADE_RETCODE_INVALID_VOLUME: return "Invalid Volume";
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case TRADE_RETCODE_INVALID_PRICE: return "Invalid Price";
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case TRADE_RETCODE_INVALID_STOPS: return "Invalid Stops";
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case TRADE_RETCODE_TRADE_DISABLED: return "Trade Disabled";
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case TRADE_RETCODE_MARKET_CLOSED: return "Market Closed";
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case TRADE_RETCODE_NO_MONEY: return "No Money";
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case TRADE_RETCODE_PRICE_OFF: return "Price Off";
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case TRADE_RETCODE_CONNECTION: return "No Connection";
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case TRADE_RETCODE_PRICE_CHANGED: return "Price Changed";
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default: return "Unknown " + IntegerToString(err);
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}
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}
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};
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#endif // __ORDER_MANAGER_MQH__
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