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Creation of Atr haldle manger and other methods

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This commit is contained in:
Matt Corcoran
2025-07-11 16:30:06 +02:00
parent 7de4cf3cb6
commit ec3fc120ce
9 changed files with 516 additions and 367 deletions
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Orders/AdjustPosition.mqh
+123 -45
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@@ -1,13 +1,20 @@
#include <Trade/Trade.mqh>
#include <MyLibs/utils/AtrHandleManager.mqh>
CTrade trade;
AtrHandleManager atr_manager;
class AdjustPosition {
public:
void set_breakeven_sl(string symbol, int runner_magic_no, double buffer_points = 5);
void set_breakeven_sl_if_tp_crossed(string symbol, int runner_magic_no, double buffer_points = 5);
void set_breakeven_if_profit_target_hit(string symbol, int runner_magic_no, double buffer_points = 5);
void set_fixed_sl(string symbol, int runner_magic_no, double fixed_sl_price);
void set_trailing_sl(string symbol, int runner_magic_no, double sl_offset_points = 5);
void trailing_stop_atr(string symbol, int magic_number, ENUM_TIMEFRAMES tf = PERIOD_CURRENT, double activation_mult = 1.0,
double trail_mult = 1.0, int atr_period = 14, bool use_bar_close = false);
private:
void set_breakeven_sl_for_ticket(string symbol, ulong ticket, long order_type, double entry_price, double current_sl, double current_tp,
int digits, double buffer_price, bool remove_tp);
void set_breakeven_sl_for_ticket(string symbol, ulong ticket, long order_type, double entry_price, double current_sl, double current_tp, int digits, double buffer_price, bool remove_tp);
};
// ---------------------------------------------------------
@@ -32,65 +39,136 @@ void AdjustPosition::set_breakeven_sl(string symbol, int runner_magic_no, double
}
// ---------------------------------------------------------
/**
* Check runner trades for virtual take-profit hits and set SL to breakeven if crossed.
*
* Runner trades are assumed to be opened with no TP and a special comment in the format: "runner_tp:1.10500".
* This method parses that comment to determine the virtual TP, and if price has crossed it, moves SL to breakeven ± buffer.
*
* param symbol: Trading symbol to check positions for
* param runner_magic_no: Magic number assigned to runner trades
* param buffer_points: Buffer to add/subtract from entry price when setting SL (in points, converted internally)
*/
void AdjustPosition::set_breakeven_sl_if_tp_crossed(string symbol, int runner_magic_no, double buffer_points) {
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK); // Current ask price (for sell comparisons)
double bid = SymbolInfoDouble(symbol, SYMBOL_BID); // Current bid price (for buy comparisons)
int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS); // Symbol's decimal precision
double buffer_price = buffer_points * _Point; // Convert buffer from points to price
// Check runner trades for virtual TP hits and set SL to breakeven if crossed.
// Optimized to avoid unnecessary processing on every OnTimer()/OnTick() call.
void AdjustPosition::set_breakeven_if_profit_target_hit(string symbol, int runner_magic_no, double buffer_points) {
// --- Get current bid/ask and symbol precision
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
double buffer_price = buffer_points * _Point;
double price_margin = 50 * _Point; // avoid premature checking if far from TP
// --- Fast check: skip if no runner trades exist for this symbol
bool has_runner = false;
for (int i = PositionsTotal() - 1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i); // Get the position ticket
if (!PositionSelectByTicket(ticket)) continue; // Select the position
if (PositionGetString(POSITION_SYMBOL) != symbol) continue; // Only process positions for this symbol
if ((int) PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue; // Ensure it matches runner magic
ulong ticket = PositionGetTicket(i);
if (!PositionSelectByTicket(ticket)) continue;
if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
if ((int)PositionGetInteger(POSITION_MAGIC) == runner_magic_no) {
has_runner = true;
break;
}
}
if (!has_runner) return;
// --- Get position details ---
long order_type = PositionGetInteger(POSITION_TYPE); // POSITION_TYPE_BUY or POSITION_TYPE_SELL
double entry = PositionGetDouble(POSITION_PRICE_OPEN); // Entry price of the trade
double sl = PositionGetDouble(POSITION_SL); // Current stop loss
double tp = PositionGetDouble(POSITION_TP); // Should be 0 for runners
string comment = PositionGetString(POSITION_COMMENT); // Read comment to check for virtual TP
// --- Loop through positions for breakeven SL
for (int i = PositionsTotal() - 1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i);
if (!PositionSelectByTicket(ticket)) continue;
if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
if ((int)PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue;
// --- Parse virtual TP from comment ---
// Format expected: "runner_tp:1.10500"
long order_type = PositionGetInteger(POSITION_TYPE);
double entry = PositionGetDouble(POSITION_PRICE_OPEN);
double sl = PositionGetDouble(POSITION_SL);
double tp = PositionGetDouble(POSITION_TP);
string comment = PositionGetString(POSITION_COMMENT);
// --- Parse virtual TP from comment: expected format "runner_tp:1.10500"
double virtual_tp = 0.0;
if (StringFind(comment, "runner_tp:") == 0) {
string tp_str = StringSubstr(comment, StringLen("runner_tp:")); // Extract number part
virtual_tp = StringToDouble(tp_str); // Convert to double
string tp_str = StringSubstr(comment, StringLen("runner_tp:"));
virtual_tp = StringToDouble(tp_str);
}
// Skip if no virtual TP was found or invalid
if (virtual_tp <= 0.0) continue;
// Warn if a TP is still set (runner should not have one)
if (virtual_tp <= 0.0) continue; // no valid virtual TP
if (tp > 0.0) {
PrintFormat("Warning: Runner trade on %s (ticket %d) has a non-zero TP: %.5f (should be 0)", symbol, ticket, tp);
PrintFormat("Warning: Runner trade on %s (ticket %d) has TP set: %.5f", symbol, ticket, tp);
}
// --- Check if price has hit virtual TP ---
// --- Skip early if price not near virtual TP
if (order_type == POSITION_TYPE_BUY && bid < virtual_tp - price_margin) continue;
if (order_type == POSITION_TYPE_SELL && ask > virtual_tp + price_margin) continue;
// --- Check if virtual TP was hit
bool tp_hit = false;
if (order_type == POSITION_TYPE_BUY && bid >= virtual_tp) // For buys, bid must be ≥ virtual TP
tp_hit = true;
if (order_type == POSITION_TYPE_SELL && ask <= virtual_tp) // For sells, ask must be ≤ virtual TP
tp_hit = true;
if (order_type == POSITION_TYPE_BUY && bid >= virtual_tp) tp_hit = true;
if (order_type == POSITION_TYPE_SELL && ask <= virtual_tp) tp_hit = true;
if (!tp_hit) continue;
// --- Set breakeven SL if TP was hit ---
// Move SL to entry ± buffer. Leave TP unchanged (but should be 0.0 at init for runners)
// Calculate expected breakeven SL
double expected_sl = (order_type == POSITION_TYPE_BUY)
? entry + buffer_price
: entry - buffer_price;
// Skip if SL already set to breakeven
if (NormalizeDouble(sl, digits) == NormalizeDouble(expected_sl, digits)) continue;
// --- Set breakeven SL
set_breakeven_sl_for_ticket(symbol, ticket, order_type, entry, sl, tp, digits, buffer_price, true);
}
}
// ---------------------------------------------------------------------
// TRAILING STOP ATR LOGIC
// ---------------------------------------------------------------------
// This function updates the stop-loss of runner trades based on ATR.
// It only applies to trades with the given magic number and symbol.
//
// Parameters:
// - symbol : The trading symbol.
// - _magic_number : Magic number to identify trades.
// - tf : Timeframe used for ATR calculation.
// - activation_mult: Multiplier to determine when to activate trailing.
// - trail_mult : Multiplier to determine trailing distance.
// - atr_period : ATR period to use.
// - use_bar_close : If true, use bar close instead of live price.
//
// Logic:
// - Trailing starts only after activation distance is reached.
// - SL is only updated if it moves closer to price (i.e., improves).
// ---------------------------------------------------------------------
void AdjustPosition::trailing_stop_atr(string symbol, int _magic_number, ENUM_TIMEFRAMES tf, double activation_mult, double trail_mult, int atr_period, bool use_bar_close) {
double atr = atr_manager.get_atr_value(symbol, tf, atr_period);
if (atr == EMPTY_VALUE) return;
double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
for (int i = PositionsTotal() - 1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i);
if (!PositionSelectByTicket(ticket)) continue;
if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
if ((int) PositionGetInteger(POSITION_MAGIC) != _magic_number) continue;
long type = PositionGetInteger(POSITION_TYPE);
double entry = PositionGetDouble(POSITION_PRICE_OPEN);
double sl = PositionGetDouble(POSITION_SL);
double price = use_bar_close ? iClose(symbol, tf, 1) : (type == POSITION_TYPE_BUY ? bid : ask);
double trail_distance = atr * trail_mult;
double activation_distance = atr * activation_mult;
bool should_trail = (type == POSITION_TYPE_BUY && price >= entry + activation_distance) || (type == POSITION_TYPE_SELL && price <= entry - activation_distance);
if (!should_trail) continue;
double new_sl = (type == POSITION_TYPE_BUY) ? price - trail_distance : price + trail_distance;
new_sl = NormalizeDouble(new_sl, digits);
if ((type == POSITION_TYPE_BUY && sl >= new_sl) || (type == POSITION_TYPE_SELL && sl <= new_sl)) continue;
if (!trade.PositionModify(ticket, new_sl, PositionGetDouble(POSITION_TP)))
PrintFormat("Trailing SL update failed for %s ticket=%d", symbol, ticket);
else
PrintFormat("Trailing SL updated: %s ticket=%d new SL=%.5f", symbol, ticket, new_sl);
}
}
// ---------------------------------------------------------
void AdjustPosition::set_breakeven_sl_for_ticket(string symbol, ulong ticket, long order_type, double entry_price, double current_sl,
double current_tp, int digits, double buffer_price, bool remove_tp) {
@@ -112,7 +190,7 @@ void AdjustPosition::set_breakeven_sl_for_ticket(string symbol, ulong ticket, lo
if (!OrderSend(request, result)) {
Print("Failed to adjust runner: ", symbol, ". Error: ", result.retcode);
} else if (remove_tp) {
Print("Runner upgraded to trailing: SL at breakeven, TP removed for ", symbol);
Print("Runner upgraded to trailing: SL at breakeven, TP removed for ", symbol);
}
}