138 lines
6.3 KiB
Plaintext
138 lines
6.3 KiB
Plaintext
#include <MyLibs/Orders/CalculatePositionData.mqh>
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#include <MyLibs/Utils/TimeZones.mqh>
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#include <Trade/Trade.mqh>
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class ExitOrders {
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protected:
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CTrade trade;
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TimeZones tz;
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CalculatePositionData calc;
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ulong posTicket;
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long position_open_time;
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long first_allowed_close_time;
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public:
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bool close_buy_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period, long _magic_number);
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bool close_sell_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period, long _magic_number);
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bool daily_timed_exit(string symbol, datetime exit_time, int delay_days, long _magic_number);
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bool daily_timed_profit_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, string exit_time, string cw_tzone, int delay_days,
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long _magic_number);
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bool first_profitable_close_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, long _magic_number);
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};
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bool ExitOrders::close_buy_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period, long _magic_number) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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posTicket = PositionGetTicket(i);
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if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == _magic_number) {
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int time_difference = Bars(symbol, close_bar_period, PositionGetInteger(POSITION_TIME), TimeCurrent()) - 1;
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) {
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if (condition || (close_bars > 0 && time_difference >= close_bars)) {
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trade.PositionClose(posTicket);
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}
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}
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}
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}
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return true;
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}
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bool ExitOrders::close_sell_orders(string symbol, bool condition, int close_bars, ENUM_TIMEFRAMES close_bar_period, long _magic_number) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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posTicket = PositionGetTicket(i);
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if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == _magic_number) {
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int time_difference = Bars(symbol, close_bar_period, PositionGetInteger(POSITION_TIME), TimeCurrent()) - 1;
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) {
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if (condition || (close_bars > 0 && time_difference >= close_bars)) {
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trade.PositionClose(posTicket);
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}
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}
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}
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}
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return true;
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}
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bool ExitOrders::daily_timed_exit(string symbol, datetime exit_time, int delay_days, long _magic_number) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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posTicket = PositionGetTicket(i);
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position_open_time = PositionGetInteger(POSITION_TIME);
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if ((int) position_open_time > 0) {
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first_allowed_close_time = position_open_time + (delay_days * PeriodSeconds(PERIOD_D1));
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if (TimeCurrent() > first_allowed_close_time && TimeCurrent() >= exit_time) {
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if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == _magic_number) {
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trade.PositionClose(posTicket);
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}
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}
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}
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}
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return true;
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}
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bool ExitOrders::daily_timed_profit_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, string exit_time, string cw_tzone, int delay_days,
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long _magic_number) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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posTicket = PositionGetTicket(i);
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position_open_time = PositionGetInteger(POSITION_TIME);
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if ((int) position_open_time > 0) {
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first_allowed_close_time = position_open_time + (delay_days * PeriodSeconds(PERIOD_D1));
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if (TimeCurrent() > first_allowed_close_time) {
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datetime broker_close_time = tz.timezone_conversions(cw_tzone, StringToTime(exit_time), "Broker");
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if (TimeCurrent() >= broker_close_time && PositionGetString(POSITION_SYMBOL) == symbol &&
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PositionGetInteger(POSITION_MAGIC) == _magic_number) {
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double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
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double spread = SymbolInfoDouble(symbol, SYMBOL_ASK) - SymbolInfoDouble(symbol, SYMBOL_BID);
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double bar_close = iClose(_Symbol, close_bar_period, 1); // shift 1 because 0 is live candle
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double trading_cost = calc.calculate_trading_cost(symbol, posTicket);
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY &&
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bar_close > (position_open_price + spread + trading_cost)) {
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trade.PositionClose(posTicket);
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}
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL &&
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bar_close < (position_open_price - spread - trading_cost)) {
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trade.PositionClose(posTicket);
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}
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}
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}
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}
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}
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return true;
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}
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bool ExitOrders::first_profitable_close_exit(string symbol, ENUM_TIMEFRAMES close_bar_period, long _magic_number) {
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position_open_time = PositionGetInteger(POSITION_TIME);
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first_allowed_close_time = position_open_time + PeriodSeconds(close_bar_period);
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if ((int) position_open_time > 0 && TimeCurrent() > first_allowed_close_time) {
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for (int i = PositionsTotal() - 1; i >= 0; i--) {
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posTicket = PositionGetTicket(i);
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if (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == _magic_number) {
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double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
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double spread = SymbolInfoDouble(symbol, SYMBOL_ASK) - SymbolInfoDouble(symbol, SYMBOL_BID);
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double bar_close = iClose(_Symbol, close_bar_period, 1);
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double trading_cost = calc.calculate_trading_cost(symbol, posTicket);
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && bar_close > (position_open_price + spread + trading_cost)) {
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trade.PositionClose(posTicket);
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}
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if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && bar_close < (position_open_price - spread - trading_cost)) {
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trade.PositionClose(posTicket);
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}
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}
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}
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}
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return true;
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}
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