update

2025-07-04 16:56:12 +02:00
parent b3357f7bb7
commit 10c1d86a0c
27 changed files with 3161 additions and 2040 deletions
@@ -0,0 +1,153 @@
+#include <Trade/Trade.mqh>
+#include <MyLibs/Utils/TimeZones.mqh>
+#include <MyLibs/Orders/CalculatePositionData.mqh>
+
+class ExitOrders {
+
+   protected:
+      CTrade trade;
+      TimeZones tz;
+      CalculatePositionData cpd;
+
+      ulong posTicket;
+      long position_open_time;
+      long first_allowed_close_time;
+
+   public:
+      bool close_buy_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period,long magic_number);
+      bool close_sell_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period,long magic_number);
+      bool daily_timed_exit(string symbol, datetime exit_time, int delay_days, long magic_number);
+      bool daily_timed_profit_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, string exit_time, string cw_tzone, int delay_days, long magic_number);
+      bool first_profitable_close_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, long magic_number);
+};
+
+
+bool ExitOrders::close_buy_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period,
+                                  long magic_number) {
+
+   for (int i = PositionsTotal() - 1; i >= 0; i--) {
+      posTicket = PositionGetTicket(i);
+
+      if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) {
+         int time_difference = Bars(symbol, close_bar_period, PositionGetInteger(POSITION_TIME), TimeCurrent()) - 1;
+
+         if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) {
+            if (condition || (close_bars > 0 && time_difference >= close_bars)) {
+               trade.PositionClose(posTicket);
+            }
+         }
+      }
+   }
+   return true;
+}
+
+
+bool ExitOrders::close_sell_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period,
+                                   long magic_number) {
+
+   for (int i = PositionsTotal() - 1; i >= 0; i--) {
+      posTicket = PositionGetTicket(i);
+
+      if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) {
+         int time_difference = Bars(symbol, close_bar_period, PositionGetInteger(POSITION_TIME), TimeCurrent()) - 1;
+
+         if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) {
+            if (condition || (close_bars > 0 && time_difference >= close_bars)) {
+               trade.PositionClose(posTicket);
+            }
+         }
+      }
+   }
+   return true;
+}
+
+
+bool ExitOrders::daily_timed_exit(string symbol, datetime exit_time, int delay_days, long magic_number) {
+
+   for (int i = PositionsTotal() - 1; i >= 0; i--) {
+      posTicket = PositionGetTicket(i);
+      position_open_time = PositionGetInteger(POSITION_TIME);
+
+      if ((int)position_open_time > 0) {
+         first_allowed_close_time = position_open_time + (delay_days * PeriodSeconds(PERIOD_D1));
+
+         if (TimeCurrent() > first_allowed_close_time && TimeCurrent() >= exit_time) {
+            if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) {
+               trade.PositionClose(posTicket);
+            }
+         }
+      }
+   }
+   return true;
+}
+
+
+bool ExitOrders::daily_timed_profit_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, string exit_time,
+                                         string cw_tzone, int delay_days, long magic_number) {
+
+   for (int i = PositionsTotal() - 1; i >= 0; i--) {
+      posTicket = PositionGetTicket(i);
+      position_open_time = PositionGetInteger(POSITION_TIME);
+
+      if ((int)position_open_time > 0) {
+         first_allowed_close_time = position_open_time + (delay_days * PeriodSeconds(PERIOD_D1));
+
+         if (TimeCurrent() > first_allowed_close_time) {
+            datetime broker_close_time = tz.timezone_conversions(cw_tzone, StringToTime(exit_time), "Broker");
+
+            if (TimeCurrent() >= broker_close_time &&
+                PositionGetString(POSITION_SYMBOL) == symbol &&
+                PositionGetInteger(POSITION_MAGIC) == magic_number) {
+
+               double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
+               double spread = SymbolInfoDouble(symbol, SYMBOL_ASK) - SymbolInfoDouble(symbol, SYMBOL_BID);
+               double bar_close = iClose(_Symbol, close_bar_period, 1); // shift 1 because 0 is live candle
+               double trading_cost = cpd.calculate_trading_cost(symbol, posTicket);
+
+               if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY &&
+                   bar_close > (position_open_price + spread + trading_cost)) {
+                  trade.PositionClose(posTicket);
+               }
+
+               if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL &&
+                   bar_close < (position_open_price - spread - trading_cost)) {
+                  trade.PositionClose(posTicket);
+               }
+            }
+         }
+      }
+   }
+   return true;
+}
+
+
+bool ExitOrders::first_profitable_close_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, long magic_number) {
+
+   position_open_time = PositionGetInteger(POSITION_TIME);
+   first_allowed_close_time = position_open_time + PeriodSeconds(close_bar_period);
+
+   if ((int)position_open_time > 0 && TimeCurrent() > first_allowed_close_time) {
+      for (int i = PositionsTotal() - 1; i >= 0; i--) {
+         posTicket = PositionGetTicket(i);
+
+         if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) {
+            double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
+            double spread = SymbolInfoDouble(symbol, SYMBOL_ASK) - SymbolInfoDouble(symbol, SYMBOL_BID);
+            double bar_close = iClose(_Symbol, close_bar_period, 1);
+            double trading_cost = cpd.calculate_trading_cost(symbol, posTicket);
+
+            if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY &&
+                bar_close > (position_open_price + spread + trading_cost)) {
+               trade.PositionClose(posTicket);
+            }
+
+            if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL &&
+                bar_close < (position_open_price - spread - trading_cost)) {
+               trade.PositionClose(posTicket);
+            }
+         }
+      }
+   }
+
+   return true;
+}