Matt Corcoran
266 lines
12 KiB
Plaintext
266 lines
12 KiB
Plaintext
#include <Trade/Trade.mqh>
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#include <MyLibs/utils/AtrHandleManager.mqh>
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CTrade trade;
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AtrHandleManager atr_manager;
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class AdjustPosition {
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public:
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void set_breakeven_sl(string symbol, int runner_magic_no, double buffer_points = 5);
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void set_breakeven_if_profit_target_hit(string symbol, int runner_magic_no, double buffer_points = 5);
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void set_fixed_sl(string symbol, int runner_magic_no, double fixed_sl_price);
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void set_trailing_sl(string symbol, int runner_magic_no, double sl_offset_points = 5);
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void trailing_stop_atr(string symbol, int magic_number, ENUM_TIMEFRAMES tf = PERIOD_CURRENT, double activation_mult = 1.0,
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double trail_mult = 1.0, int atr_period = 14, bool use_bar_close = false);
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private:
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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);
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};
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// ---------------------------------------------------------
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void AdjustPosition::set_breakeven_sl(string symbol, int runner_magic_no, double buffer_points) {
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int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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double buffer_price = buffer_points * _Point;
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int) PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue;
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long order_type = PositionGetInteger(POSITION_TYPE);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double sl = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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set_breakeven_sl_for_ticket(symbol, ticket, order_type, entry, sl, tp, digits, buffer_price, false);
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}
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}
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// ---------------------------------------------------------
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// Check runner trades for virtual TP hits and set SL to breakeven if crossed.
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// Optimized to avoid unnecessary processing on every OnTimer()/OnTick() call.
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void AdjustPosition::set_breakeven_if_profit_target_hit(string symbol, int runner_magic_no, double buffer_points) {
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// --- Get current bid/ask and symbol precision
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double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
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double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
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int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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double buffer_price = buffer_points * _Point;
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double price_margin = 50 * _Point; // avoid premature checking if far from TP
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// --- Fast check: skip if no runner trades exist for this symbol
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bool has_runner = false;
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int)PositionGetInteger(POSITION_MAGIC) == runner_magic_no) {
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has_runner = true;
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break;
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}
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}
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if (!has_runner) return;
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// --- Loop through positions for breakeven SL
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int)PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue;
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long order_type = PositionGetInteger(POSITION_TYPE);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double sl = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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string comment = PositionGetString(POSITION_COMMENT);
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// --- Parse virtual TP from comment: expected format "runner_tp:1.10500"
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double virtual_tp = 0.0;
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if (StringFind(comment, "runner_tp:") == 0) {
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string tp_str = StringSubstr(comment, StringLen("runner_tp:"));
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virtual_tp = StringToDouble(tp_str);
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}
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if (virtual_tp <= 0.0) continue; // no valid virtual TP
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if (tp > 0.0) {
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PrintFormat("Warning: Runner trade on %s (ticket %d) has TP set: %.5f", symbol, ticket, tp);
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}
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// --- Skip early if price not near virtual TP
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if (order_type == POSITION_TYPE_BUY && bid < virtual_tp - price_margin) continue;
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if (order_type == POSITION_TYPE_SELL && ask > virtual_tp + price_margin) continue;
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// --- Check if virtual TP was hit
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bool tp_hit = false;
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if (order_type == POSITION_TYPE_BUY && bid >= virtual_tp) tp_hit = true;
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if (order_type == POSITION_TYPE_SELL && ask <= virtual_tp) tp_hit = true;
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if (!tp_hit) continue;
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// Calculate expected breakeven SL
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double expected_sl = (order_type == POSITION_TYPE_BUY)
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? entry + buffer_price
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: entry - buffer_price;
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// Skip if SL already set to breakeven
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if (NormalizeDouble(sl, digits) == NormalizeDouble(expected_sl, digits)) continue;
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// --- Set breakeven SL
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set_breakeven_sl_for_ticket(symbol, ticket, order_type, entry, sl, tp, digits, buffer_price, true);
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}
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}
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// ---------------------------------------------------------------------
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// TRAILING STOP ATR LOGIC
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// ---------------------------------------------------------------------
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// This function updates the stop-loss of runner trades based on ATR.
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// It only applies to trades with the given magic number and symbol.
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//
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// Parameters:
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// - symbol : The trading symbol.
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// - _magic_number : Magic number to identify trades.
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// - tf : Timeframe used for ATR calculation.
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// - activation_mult: Multiplier to determine when to activate trailing.
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// - trail_mult : Multiplier to determine trailing distance.
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// - atr_period : ATR period to use.
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// - use_bar_close : If true, use bar close instead of live price.
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//
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// Logic:
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// - Trailing starts only after activation distance is reached.
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// - SL is only updated if it moves closer to price (i.e., improves).
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// ---------------------------------------------------------------------
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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) {
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double atr = atr_manager.get_atr_value(symbol, tf, atr_period);
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if (atr == EMPTY_VALUE) return;
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double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
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double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
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int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int) PositionGetInteger(POSITION_MAGIC) != _magic_number) continue;
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long type = PositionGetInteger(POSITION_TYPE);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double sl = PositionGetDouble(POSITION_SL);
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double price = use_bar_close ? iClose(symbol, tf, 1) : (type == POSITION_TYPE_BUY ? bid : ask);
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double trail_distance = atr * trail_mult;
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double activation_distance = atr * activation_mult;
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bool should_trail = (type == POSITION_TYPE_BUY && price >= entry + activation_distance) || (type == POSITION_TYPE_SELL && price <= entry - activation_distance);
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if (!should_trail) continue;
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double new_sl = (type == POSITION_TYPE_BUY) ? price - trail_distance : price + trail_distance;
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new_sl = NormalizeDouble(new_sl, digits);
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if ((type == POSITION_TYPE_BUY && sl >= new_sl) || (type == POSITION_TYPE_SELL && sl <= new_sl)) continue;
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if (!trade.PositionModify(ticket, new_sl, PositionGetDouble(POSITION_TP)))
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PrintFormat("Trailing SL update failed for %s ticket=%d", symbol, ticket);
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else
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PrintFormat("Trailing SL updated: %s ticket=%d new SL=%.5f", symbol, ticket, new_sl);
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}
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}
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// ---------------------------------------------------------
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void AdjustPosition::set_breakeven_sl_for_ticket(string symbol, ulong ticket, long order_type, double entry_price, double current_sl,
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double current_tp, int digits, double buffer_price, bool remove_tp) {
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double breakeven_sl = (order_type == POSITION_TYPE_BUY) ? entry_price + buffer_price : entry_price - buffer_price;
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if ((order_type == POSITION_TYPE_BUY && current_sl >= breakeven_sl) || (order_type == POSITION_TYPE_SELL && current_sl <= breakeven_sl))
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return;
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MqlTradeRequest request = {};
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MqlTradeResult result;
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request.action = TRADE_ACTION_SLTP;
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request.symbol = symbol;
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request.position = ticket;
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request.sl = NormalizeDouble(breakeven_sl, digits);
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request.tp = remove_tp ? 0.0 : current_tp;
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request.magic = (int) PositionGetInteger(POSITION_MAGIC);
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if (!OrderSend(request, result)) {
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Print("Failed to adjust runner: ", symbol, ". Error: ", result.retcode);
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} else if (remove_tp) {
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Print("Runner upgraded to trailing: SL at breakeven, TP removed for ", symbol);
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}
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}
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// ---------------------------------------------------------
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void AdjustPosition::set_fixed_sl(string symbol, int runner_magic_no, double fixed_sl_price) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int) PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue;
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double current_sl = PositionGetDouble(POSITION_SL);
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double current_tp = PositionGetDouble(POSITION_TP);
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if (current_sl == fixed_sl_price) continue;
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MqlTradeRequest request = {};
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MqlTradeResult result;
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request.action = TRADE_ACTION_SLTP;
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request.symbol = symbol;
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request.position = ticket;
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request.sl = fixed_sl_price;
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request.tp = current_tp;
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request.magic = runner_magic_no;
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if (!OrderSend(request, result)) {
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Print("Failed to set fixed SL for runner on ", symbol, ". Error: ", result.retcode);
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}
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}
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}
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// ---------------------------------------------------------
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void AdjustPosition::set_trailing_sl(string symbol, int runner_magic_no, double sl_offset_points) {
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int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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double price = 0;
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double sl = 0;
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double offset = sl_offset_points * _Point;
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if (!PositionSelectByTicket(ticket)) continue;
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if (PositionGetString(POSITION_SYMBOL) != symbol) continue;
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if ((int) PositionGetInteger(POSITION_MAGIC) != runner_magic_no) continue;
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long type = PositionGetInteger(POSITION_TYPE);
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double current_sl = PositionGetDouble(POSITION_SL);
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double current_tp = PositionGetDouble(POSITION_TP);
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price = (type == POSITION_TYPE_BUY) ? SymbolInfoDouble(symbol, SYMBOL_BID) : SymbolInfoDouble(symbol, SYMBOL_ASK);
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sl = (type == POSITION_TYPE_BUY) ? price - offset : price + offset;
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if ((type == POSITION_TYPE_BUY && sl <= current_sl) || (type == POSITION_TYPE_SELL && sl >= current_sl)) continue;
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MqlTradeRequest request = {};
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MqlTradeResult result;
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request.action = TRADE_ACTION_SLTP;
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request.symbol = symbol;
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request.position = ticket;
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request.sl = NormalizeDouble(sl, digits);
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request.tp = current_tp;
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request.magic = runner_magic_no;
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if (!OrderSend(request, result)) {
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Print("Failed to update trailing SL for runner on ", symbol, ". Error: ", result.retcode);
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}
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}
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}
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