mirror of
https://github.com/vdemydiuk/mtapi.git
synced 2026-07-30 12:07:51 +00:00
Add a advanced example
It uses its own API which I packed between MTApi5 and MatLab. Possible that this is useless, but errors from the .NET assembly are more tradable.
This commit is contained in:
Christian_x7
@@ -0,0 +1,507 @@
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classdef Mt5Api < handle
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%CONNECTMT5 Connects to the MtApi Client via .NET
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properties
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MTApi5_dll_Location = 'dll\MtApi5.dll'
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% MTApi5_dll_Location = 'E:\GitHub-RePos\MtApi\build\products\Release\MtApi5.dll';% 1.021
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% MTApi5_dll_Location = ' E:\GitHub-RePos\MtApi\MtApi5\bin\x64\Release\MtApi5.dll' ;% 1.021
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% MTApi5_dll_Location = 'd:\Git-Extern\mtapi\build\products\Debug\MtApi5.dll';% 1.019
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% MTApi5_dll_Location = 'D:\GitHub-RePos\MtApi\build\products\Release\MtApi5.dll'; % 1.0191
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vVersion = 1.021;
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h;
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asm;
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cAccount;
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cCommon;
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cCheckup;
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cDateTime;
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cEvents;
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cMarketInfo;
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cObject;
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cProp;
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cTeIndicator;
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cTimeSeries;
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cTrade;
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cLogger;
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fDeleteLogger;
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hQuoteAddedListener;
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hQuoteListener;
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hConnectionListener;
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hOnTradeTransactionListener;
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hOnTesterDeInitListener % Listener for Tester DeInit Event
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charConnectionState = 'StartUp';
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bStatusDeInit = false; % Status Flag of DeInit Tester
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end
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methods
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%% constructor
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function obj = Mt5Api(MTApi5_dll_Location)
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if nargin > 1
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if isempty(MTApi5_dll_Location)
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disp('No Path for API dll using standard');
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end
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end
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obj.MTApi5_dll_Location = strcat(pwd(),'\',MTApi5_dll_Location);
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[obj.cLogger, obj.fDeleteLogger] = logging.getLogger('ApiLogMain');
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MtApi_asm = NET.addAssembly(obj.MTApi5_dll_Location);
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obj.cLogger.debug('Net Assembly loaded',0);
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obj.cLogger.debug(char(MtApi_asm.AssemblyHandle.CodeBase),0);
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obj.cLogger.debug(char(MtApi_asm.AssemblyHandle.ToString),0);
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obj.h = MtApi5.MtApi5Client();
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obj.asm = MtApi_asm;
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obj.cAccount = cntMt5Api_account(obj);
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obj.cCommon = cntMt5Api_common(obj);
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obj.cCheckup = cntMt5Api_checkup(obj);
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obj.cDateTime = cntMt5Api_datetime(obj);
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obj.cEvents = cntMt5Api_events(obj);
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obj.cMarketInfo = cntMt5Api_marketinfo(obj);
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obj.cTeIndicator = cntMt5Api_teindicator(obj);
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obj.cTimeSeries = cntMt5Api_timeseries(obj);
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obj.cTimeSeries.mSymbol = 'EURUSD';
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obj.cTrade = cntMt5Api_trade(obj);
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% obj.cEnum = cntMtApi_enums(obj);
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end
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%% destructor
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function delete(self)
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self.asm.delete;
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% delete(self.hOnTesterDeInitListener);
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end
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%% class functions
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function ok = startMT5 (self,addr,port)
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%% Handle to the .NET client
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self.cLogger.info(sprintf('Connecting to %s:%d ...',addr,port));
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ok = false;
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t = timer('TimerFcn', @errorWhileNoConnection, 'StartDelay',60);
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start(t);
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status=true;
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while (status==true)
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try
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self.h.BeginConnect(addr,port);
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catch ME
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end
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pause(1);
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if self.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
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stop(t);
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delete(t);
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ok = true;
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self.cLogger.info(sprintf('Conneced to %s:%d ',addr,port));
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return;
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end
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end
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ok = false;
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self.cLogger.error('Connection Timer Out!');
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function errorWhileNoConnection(self,event)
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status=false;
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stop(t);
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delete(t);
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end
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end
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function stopMT5(self)
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self.cLogger.info('Close Connection...');
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self.h.BeginDisconnect();
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end
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function init_Loggers(self,cmdLineLevel,logLevel,WebHook,Instance)
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% cmdLineLevel,logLevel -> ALL,TRACE,DEBUG,INFO,WARNING,ERROR,CRITICAL,OFF
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self.cLogger.setSlackWebHook(WebHook);
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self.cLogger.setSlackInstance(Instance)
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% self.cLogger = logging.getLogger('ApiLog');
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self.cLogger.setFilename('C:\Work\NeuronalTrader_matlab\Log\Api.log');
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switch logLevel
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case 'ALL'
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self.cLogger.setLogLevel(logging.logging.ALL);
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case 'TRACE'
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self.cLogger.setLogLevel(logging.logging.TRACE);
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case 'DEBUG'
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self.cLogger.setLogLevel(logging.logging.DEBUG);
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case 'INFO'
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self.cLogger.setLogLevel(logging.logging.INFO);
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case 'WARNING'
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self.cLogger.setLogLevel(logging.logging.WARNING);
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case 'ERROR'
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self.cLogger.setLogLevel(logging.logging.ERROR);
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case 'CRITICAL'
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self.cLogger.setLogLevel(logging.logging.CRITICAL);
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case 'OFF'
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self.cLogger.setLogLevel(logging.logging.OFF);
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otherwise
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error('cLogger Init');
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end
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switch cmdLineLevel
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case 'ALL'
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self.cLogger.setCommandWindowLevel(logging.logging.ALL);
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case 'TRACE'
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self.cLogger.setCommandWindowLevel(logging.logging.TRACE);
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case 'DEBUG'
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self.cLogger.setCommandWindowLevel(logging.logging.DEBUG);
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case 'INFO'
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self.cLogger.setCommandWindowLevel(logging.logging.INFO);
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case 'WARNING'
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self.cLogger.setCommandWindowLevel(logging.logging.WARNING);
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case 'ERROR'
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self.cLogger.setCommandWindowLevel(logging.logging.ERROR);
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case 'CRITICAL'
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self.cLogger.setCommandWindowLevel(logging.logging.CRITICAL);
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case 'OFF'
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self.cLogger.setCommandWindowLevel(logging.logging.OFF);
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otherwise
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error('cLogger Init');
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end
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self.cLogger.info(' ********* Parameter: LogLevel = ALL **************** ');
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self.cLogger.trace('Trace Line Test');
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self.cLogger.debug('Debug Line Test');
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self.cLogger.info('Info Line Test');
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self.cLogger.warn('Warning Line Test');
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self.cLogger.error('Error Line Test');
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self.cLogger.critical('Critical Line Test');
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self.cLogger.info('Api Logger is started');
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end
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function result = isApiConnected(self)
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% Check if Api is Connected
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if self.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
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result = true;
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else
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result = false;
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end
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end
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function result = isMarketOpen(self)
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% Check if Market is Open
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end
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function res = isTesterMode(self)
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% Checks if the Expert Advisor runs in the testing mode..
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res = self.h.IsTesting();
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end
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function res = send_TesterStop(self)
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% Checks if the Expert Advisor runs in the testing mode..
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res = self.cCommon.TimeGMT();
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end
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function res = GetQuotes(self)
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% Load quotes connected into MetaTrader API.
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res = self.h.GetQuotes();
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end
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%% ASM Functions
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function version = getVersion(self)
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version = char(self.asm.AssemblyHandle.ToString());
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self.cLogger.info(version),0;
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end
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function path = getBasePath(self)
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path = char(self.asm.AssemblyHandle.CodeBase);
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self.cLogger.info(path),0;
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end
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%% develop function
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function ticks = readTicks(self)
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end
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function eurusd = runOnX7Live(self)
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self.InitLogger;
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self.cLogger.info('Develop on X7 live started');
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self.setConnectionListener;
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self.setOnTradeTransactionListener;
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if self.startMT5('192.168.178.15',8228) % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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self.setQuoteListener(eurusd);
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end
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end
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function stopX7Live(self)
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self.cLogger.trace('Cleanup Listener ,Objects');
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self.hConnectionListener.delete;
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self.hOnTradeTransactionListener.delete;
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self.stopMT5;
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while self.isApiConnected()
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pause(0.1);
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end
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logging.clearLogger('ApiLogMain')
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end
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function [connected ,eurusd] = runOn(self,mode)
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self.cLogger.info('Setup Connection');
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self.setConnectionListener();
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self.setOnTradeTransactionListener();
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switch mode
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case 'AA'
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self.startMT5('192.168.178.15',8301); % Connnect to Pool Tester AA
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'AB'
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self.startMT5('192.168.178.15',8302); % Connnect to Pool Tester AB
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'AC'
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self.startMT5('192.168.178.15',8303); % Connnect to Pool Tester AC
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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case 'AD'
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self.startMT5('192.168.178.15',8304); % Connnect to Pool Tester AD
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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case 'X7T'
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self.startMT5('192.168.178.15',8230); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X7L'
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self.startMT5('192.168.178.15',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3CommandPoolAA'
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self.startMT5('127.0.0.1',8231); % Connnect to Pool Tester AA
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3T'
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self.startMT5('192.168.178.25',8231); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3L'
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self.startMT5('192.168.178.25',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X2T'
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self.startMT5('192.168.178.11',8211); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X2L'
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self.startMT5('192.168.178.11',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'default'
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self.startMT5('127.0.0.1',8300); % Connnect to default PC
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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self.setQuoteListener(eurusd);
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end
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if ~self.isApiConnected()
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connected = false;
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return;
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end
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connected = true;
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end
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function stopX7Tester(self)
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self.cLogger.trace('Cleanup Listener ,Objects');
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self.hConnectionListener.delete;
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self.stopMT5;
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while self.isApiConnected()
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pause(0.1);
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end
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logging.clearLogger('ApiLogMain')
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end
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%% Event Listener
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function r = setQuoteListener(self,tickHandle)
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r = addlistener(self.h, 'QuoteUpdate', @(src,event)self.quoteListener(src,event,tickHandle));
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self.hQuoteListener = r;
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end
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function r = setQuoteAddedListener(self)
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r = addlistener(self.h, 'QuoteAdded', @self.quoteAddedListener);
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self.hQuoteAddListener = r;
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end
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function r = setConnectionListener(self)
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r = addlistener(self.h, 'ConnectionStateChanged', @(src,event)self.connectionListener(src,event,self.cLogger));
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self.hConnectionListener = r;
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end
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function r = setDeInitListener(self)
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r = addlistener(self.h, 'OnTesterDeInit', @(src,event)self.OnDeInitListener(src,event,self.cLogger));
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self.hTesterDeInitListener = r;
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end
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function r = setOnTradeTransactionListener(self)
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r = addlistener(self.h, 'OnTradeTransaction', @self.OnTradeTransactionListener);
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self.hOnTradeTransactionListener= r;
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end
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function setupDeInitListener(self)
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self.hOnTesterDeInitListener = addlistener(self.h, 'OnTesterDeInit', @(src,event)self.processOnDeInitEvent(src,event));
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self.cLogger.trace('DeInit Listener set');
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end
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function quoteAddedListener(event)
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askString = num2str(event.Quote.Ask,'%01.5f');
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% askString = sprintf(event.Quote.Ask,'%01.5f');
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bidString = num2str(event.Quote.Bid,'%01.5f');
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% bidString = num2str(event.Quote.Bid,'%01.5f');
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transmitString = strcat(askString,',',bidString);
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fprintf('%s: %s\n',char(event.Quote.Instrument),transmitString);
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end
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function quoteListener(~,~,event,tickHandle)
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% askString = num2str(event.Quote.Ask,'%01.5f');
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% bidString = num2str(event.Quote.Bid,'%01.5f');
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% transmitString = strcat(askString,',',bidString);
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% fprintf('%s: %s\n',char(event.Quote.Instrument),transmitString);
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if ~feature('IsDebugMode')
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tickHandle.storeNewQuoteEvent(event);
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end
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% tickHandle.bid.push(event.Quote.Bid);
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end
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function OnTradeTransactionListener(~,~,event)
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% askString = num2str(event.Quote.Ask,'%01.5f');
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% askString = sprintf(event.Quote.Ask,'%01.5f');
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% bidString = num2str(event.Quote.Bid,'%01.5f');
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% bidString = num2str(event.Quote.Bid,'%01.5f');
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% transmitString = strcat(askString,',',bidString);
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% fprintf('%s: %s\n',char(event.Deal),transmitString);
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end
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function connectionListener(obj,~, event,logger)
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connectState = event.Status.ToString();
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obj.charConnectionState = connectState.char;
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logger.trace('New Connection State:');
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logger.info(char(connectState));
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switch connectState.char
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case 'Connecting'
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case 'Connected'
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case 'Disconnected'
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logger.error('case Disconnected !!!');
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case 'Failed'
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logger.warn('Connection failed');
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logger.warn(sprintf('Reason: %s',char(event.ConnectionMessage)));
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end
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end
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function [ok] = processOnDeInitEvent(self,~,event)
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self.cLogger.trace('DeInit Event: Code 0');
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% disp(event)
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self.bStatusDeInit = true;
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ok=true;
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end
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end
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end
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@@ -0,0 +1,675 @@
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classdef (Sealed) Mt5Enums
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% properties
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||||
% cMt5Api;
|
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% end
|
||||
% function obj = cntMtApi_enums(api)
|
||||
% obj.cMt5Api = api;
|
||||
% end
|
||||
% %% Constructor
|
||||
|
||||
properties (Constant)
|
||||
%% ENUM_TIMEFRAMES
|
||||
% ok
|
||||
TF_CURRENT = MtApi5.ENUM_TIMEFRAMES.PERIOD_CURRENT;
|
||||
TF_M1 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
|
||||
TF_M2 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M2;
|
||||
TF_M3 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M3;
|
||||
TF_M4 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M4;
|
||||
TF_M5 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M5;
|
||||
TF_M6 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M6;
|
||||
TF_M10 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M10;
|
||||
TF_M12 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M12;
|
||||
TF_M15 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M15;
|
||||
TF_M20 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M20;
|
||||
TF_M30 = MtApi5.ENUM_TIMEFRAMES.PERIOD_M30;
|
||||
TF_H1 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H1;
|
||||
TF_H2 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H2;
|
||||
TF_H3 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H3;
|
||||
TF_H4 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H4;
|
||||
TF_H6 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H6;
|
||||
TF_H8 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H8;
|
||||
TF_H12 = MtApi5.ENUM_TIMEFRAMES.PERIOD_H12;
|
||||
TF_D1 = MtApi5.ENUM_TIMEFRAMES.PERIOD_D1;
|
||||
TF_W1 = MtApi5.ENUM_TIMEFRAMES.PERIOD_W1;
|
||||
TF_MN1 = MtApi5.ENUM_TIMEFRAMES.PERIOD_MN1;
|
||||
%% ENUM_TERMINAL_INFO_INTEGER
|
||||
|
||||
TER_BUILD = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_BUILD;
|
||||
TER_COMMUNITY_ACCOUNT = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_COMMUNITY_ACCOUNT;
|
||||
TER_COMMUNITY_CONNECTION = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_COMMUNITY_CONNECTION;
|
||||
TER_CONNECTED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_CONNECTED;
|
||||
TER_DLLS_ALLOWED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_DLLS_ALLOWED;
|
||||
TER_TRADE_ALLOWED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_TRADE_ALLOWED;
|
||||
TER_EMAIL_ENABLED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_EMAIL_ENABLED;
|
||||
TER_FTP_ENABLED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_FTP_ENABLED;
|
||||
TER_NOTIFICATIONS_ENABLED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_NOTIFICATIONS_ENABLED;
|
||||
TER_MAXBARS = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MAXBARS;
|
||||
TER_MQID = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MQID;
|
||||
TER_CODEPAGE = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_CODEPAGE;
|
||||
TER_CPU_CORES = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_CPU_CORES;
|
||||
TER_DISK_SPACE = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_DISK_SPACE;
|
||||
TER_MEMORY_PHYSICAL = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MEMORY_PHYSICAL
|
||||
TER_MEMORY_TOTAL = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MEMORY_TOTAL
|
||||
TER_MEMORY_AVAILABLE = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MEMORY_AVAILABLE
|
||||
TER_MEMORY_USED = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_MEMORY_USED
|
||||
TER_X64 = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_X64
|
||||
TER_OPENCL_SUPPORT = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_OPENCL_SUPPORT
|
||||
TER_SCREEN_DPI = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_SCREEN_DPI
|
||||
TER_PING_LAST = MtApi5.ENUM_TERMINAL_INFO_INTEGER.TERMINAL_PING_LAST
|
||||
%% ENUM_TERMINAL_INFO_DOUBLE
|
||||
|
||||
TER_COMMUNITY_BALANCE = MtApi5.ENUM_TERMINAL_INFO_DOUBLE.TERMINAL_COMMUNITY_BALANCE;
|
||||
%% ENUM_TERMINAL_INFO_STRING
|
||||
|
||||
TER_LANGUAGE = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_LANGUAGE;
|
||||
TER_COMPANY = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_COMPANY;
|
||||
TER_NAME = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_NAME;
|
||||
TER_PATH = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_PATH;
|
||||
TER_DATA_PATH = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_DATA_PATH;
|
||||
TER_COMMONDATA_PATH = MtApi5.ENUM_TERMINAL_INFO_STRING.TERMINAL_COMMONDATA_PATH;
|
||||
%% ENUM_SYMBOL_INFO_INTEGER
|
||||
|
||||
SYMBOL_CUSTOM = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_CUSTOM;
|
||||
SYMBOL_BACKGROUND_COLOR = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_BACKGROUND_COLOR;
|
||||
SYMBOL_CHART_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_CHART_MODE;
|
||||
SYMBOL_SELECT = 0,
|
||||
% FIXME: SYMBOL_VISIBLE not found in MQL5 environment!
|
||||
% SYMBOL_VISIBLE = ?
|
||||
SYMBOL_SESSION_DEALS = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SESSION_DEALS;
|
||||
SYMBOL_SESSION_BUY_ORDERS = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SESSION_BUY_ORDERS;
|
||||
SYMBOL_SESSION_SELL_ORDERS = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SESSION_SELL_ORDERS;
|
||||
SYMBOL_VOLUME = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_VOLUME;
|
||||
SYMBOL_VOLUMEHIGH = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_VOLUMEHIGH;
|
||||
SYMBOL_VOLUMELOW = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_VOLUMELOW;
|
||||
SYMBOL_TIME = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TIME;
|
||||
SYMBOL_DIGITS = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_DIGITS;
|
||||
SYMBOL_SPREAD_FLOAT = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SPREAD_FLOAT;
|
||||
SYMBOL_SPREAD = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SPREAD;
|
||||
SYMBOL_TICKS_BOOKDEPTH = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TICKS_BOOKDEPTH;
|
||||
SYMBOL_TRADE_CALC_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TRADE_CALC_MODE;
|
||||
SYMBOL_TRADE_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TRADE_MODE;
|
||||
SYMBOL_START_TIME = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_START_TIME;
|
||||
SYMBOL_EXPIRATION_TIME = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_EXPIRATION_TIME;
|
||||
SYMBOL_TRADE_STOPS_LEVEL = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TRADE_STOPS_LEVEL;
|
||||
SYMBOL_TRADE_FREEZE_LEVEL = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TRADE_FREEZE_LEVEL;
|
||||
SYMBOL_TRADE_EXEMODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_TRADE_EXEMODE;
|
||||
SYMBOL_SWAP_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SWAP_MODE;
|
||||
SYMBOL_SWAP_ROLLOVER3DAYS = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_SWAP_ROLLOVER3DAYS
|
||||
SYMBOL_MARGIN_HEDGED_USE_LEG = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_MARGIN_HEDGED_USE_LEG;
|
||||
SYMBOL_EXPIRATION_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_EXPIRATION_MODE;
|
||||
SYMBOL_FILLING_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_FILLING_MODE;
|
||||
SYMBOL_ORDER_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_ORDER_MODE;
|
||||
SYMBOL_ORDER_GTC_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_ORDER_GTC_MODE;
|
||||
SYMBOL_ORDER_CLOSEBY = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_ORDER_CLOSEBY;
|
||||
SYMBOL_OPTION_MODE = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_OPTION_MODE;
|
||||
SYMBOL_OPTION_RIGHT = MtApi5.ENUM_SYMBOL_INFO_INTEGER.SYMBOL_OPTION_RIGHT;
|
||||
%% ENUM_SYMBOL_INFO_DOUBLE
|
||||
|
||||
SYM_BID = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_BID
|
||||
SYM_BIDHIGH = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_BIDHIGH
|
||||
SYM_BIDLOW = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_BIDLOW
|
||||
SYM_ASK = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_ASK
|
||||
SYM_ASKHIGH = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_ASKHIGH
|
||||
SYM_ASKLOW = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_ASKLOW
|
||||
SYM_LAST = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_LAST
|
||||
SYM_LASTHIGH = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_LASTHIGH
|
||||
SYM_LASTLOW = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_LASTLOW
|
||||
SYM_OPTION_STRIKE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_OPTION_STRIKE
|
||||
SYM_POINT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_POINT
|
||||
SYM_TRADE_TICK_VALUE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_TICK_VALUE
|
||||
SYM_TRADE_TICK_VALUE_PROFIT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_TICK_VALUE_PROFIT
|
||||
SYM_TRADE_TICK_VALUE_LOSS = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_TICK_VALUE_LOSS
|
||||
SYM_TRADE_TICK_SIZE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_TICK_SIZE
|
||||
SYM_TRADE_CONTRACT_SIZE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_CONTRACT_SIZE
|
||||
SYM_TRADE_ACCRUED_INTEREST = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_ACCRUED_INTEREST
|
||||
SYM_TRADE_FACE_VALUE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_FACE_VALUE
|
||||
SYM_TRADE_LIQUIDITY_RATE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_TRADE_LIQUIDITY_RATE
|
||||
SYM_VOLUME_MIN = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_MIN
|
||||
SYM_VOLUME_MAX = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_MAX
|
||||
SYM_VOLUME_STEP = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_STEP
|
||||
SYM_VOLUME_LIMIT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_LIMIT
|
||||
SYM_SWAP_LONG = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SWAP_LONG
|
||||
SYM_SWAP_SHORT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SWAP_SHORT
|
||||
SYM_MARGIN_INITIAL = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_INITIAL
|
||||
SYM_MARGIN_MAINTENANCE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_MAINTENANCE
|
||||
SYM_MARGIN_LONG = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_LONG % FIXME: Undocumented!
|
||||
SYM_MARGIN_SHORT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_SHORT % FIXME: Undocumented!
|
||||
SYM_MARGIN_LIMIT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_LIMIT % FIXME: Undocumented!
|
||||
SYM_MARGIN_STOP = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_STOP % FIXME: Undocumented!
|
||||
SYM_MARGIN_STOPLIMIT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_STOPLIMIT % FIXME: Undocumented!
|
||||
SYM_SESSION_VOLUME = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_VOLUME
|
||||
SYM_SESSION_TURNOVER = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_TURNOVER
|
||||
SYM_SESSION_INTEREST = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_INTEREST
|
||||
SYM_SESSION_BUY_ORDERS_VOLUME = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_BUY_ORDERS_VOLUME
|
||||
SYM_SESSION_SELL_ORDERS_VOLUME = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_SELL_ORDERS_VOLUME
|
||||
SYM_SESSION_OPEN = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_OPEN
|
||||
SYM_SESSION_CLOSE = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_CLOSE
|
||||
SYM_SESSION_AW = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_AW
|
||||
SYM_SESSION_PRICE_SETTLEMENT = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_PRICE_SETTLEMENT
|
||||
SYM_SESSION_PRICE_LIMIT_MIN = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_PRICE_LIMIT_MIN
|
||||
SYM_SESSION_PRICE_LIMIT_MAX = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_SESSION_PRICE_LIMIT_MAX
|
||||
SYM_MARGIN_HEDGED = MtApi5.ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_MARGIN_HEDGED
|
||||
%% ENUM_SYMBOL_INFO_STRING
|
||||
|
||||
SYM_BASIS = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_BASIS
|
||||
SYM_CURRENCY_BASE = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_CURRENCY_BASE
|
||||
SYM_CURRENCY_PROFIT = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_CURRENCY_PROFIT
|
||||
SYM_CURRENCY_MARGIN = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_CURRENCY_MARGIN
|
||||
SYM_BANK = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_BANK
|
||||
SYM_DESCRIPTION = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_DESCRIPTION
|
||||
SYM_FORMULA = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_FORMULA
|
||||
SYM_PAGE = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_PAGE
|
||||
SYM_ISIN = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_ISIN
|
||||
SYM_PATH = MtApi5.ENUM_SYMBOL_INFO_STRING.SYMBOL_PATH
|
||||
%% ENUM_SYMBOL_CHART_MODE
|
||||
|
||||
SYM_CHART_MODE_BID = MtApi5.ENUM_SYMBOL_CHART_MODE.SYMBOL_CHART_MODE_BID
|
||||
SYM_CHART_MODE_LAST = MtApi5.ENUM_SYMBOL_CHART_MODE.SYMBOL_CHART_MODE_LAST
|
||||
%% ENUM_SYMBOL_ORDER_GTC_MODE
|
||||
|
||||
SYM_ORDERS_GTC = MtApi5.ENUM_SYMBOL_ORDER_GTC_MODE.SYMBOL_ORDERS_GTC
|
||||
SYM_ORDERS_DAILY = MtApi5.ENUM_SYMBOL_ORDER_GTC_MODE.SYMBOL_ORDERS_DAILY
|
||||
SYM_ORDERS_DAILY_EXCLUDING_STOPS = MtApi5.ENUM_SYMBOL_ORDER_GTC_MODE.SYMBOL_ORDERS_DAILY_EXCLUDING_STOPS
|
||||
%% ENUM_SYMBOL_OPTION_RIGHT
|
||||
|
||||
SYM_OPTION_RIGHT_CALL = MtApi5.ENUM_SYMBOL_OPTION_RIGHT.SYMBOL_OPTION_RIGHT_CALL
|
||||
SYM_OPTION_RIGHT_PUT = MtApi5.ENUM_SYMBOL_OPTION_RIGHT.SYMBOL_OPTION_RIGHT_PUT
|
||||
%% ENUM_SYMBOL_OPTION_MODE
|
||||
|
||||
SYM_OPTION_MODE_EUROPEAN = MtApi5.ENUM_SYMBOL_OPTION_MODE.SYMBOL_OPTION_MODE_EUROPEAN
|
||||
SYM_OPTION_MODE_AMERICAN = MtApi5.ENUM_SYMBOL_OPTION_MODE.SYMBOL_OPTION_MODE_AMERICAN
|
||||
%% ENUM_SYMBOL_CALC_MODE
|
||||
|
||||
SYM_CALC_MODE_FOREX = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_FOREX
|
||||
SYM_CALC_MODE_FUTURES = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_FUTURES
|
||||
SYM_CALC_MODE_CFD = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_CFD
|
||||
SYM_CALC_MODE_CFDINDEX = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_CFDINDEX
|
||||
SYM_CALC_MODE_CFDLEVERAGE = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_CFDLEVERAGE
|
||||
SYM_CALC_MODE_EXCH_STOCKS = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_EXCH_STOCKS
|
||||
SYM_CALC_MODE_EXCH_FUTURES = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_EXCH_FUTURES
|
||||
SYM_CALC_MODE_EXCH_FUTURES_FORTS = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS
|
||||
SYM_CALC_MODE_SERV_COLLATERAL = MtApi5.ENUM_SYMBOL_CALC_MODE.SYMBOL_CALC_MODE_SERV_COLLATERAL
|
||||
%% ENUM_SYMBOL_TRADE_MODE
|
||||
|
||||
SYM_TRADE_MODE_DISABLED = MtApi5.ENUM_SYMBOL_TRADE_MODE.SYMBOL_TRADE_MODE_DISABLED
|
||||
SYM_TRADE_MODE_LONGONLY = MtApi5.ENUM_SYMBOL_TRADE_MODE.SYMBOL_TRADE_MODE_LONGONLY
|
||||
SYM_TRADE_MODE_SHORTONLY = MtApi5.ENUM_SYMBOL_TRADE_MODE.SYMBOL_TRADE_MODE_SHORTONLY
|
||||
SYM_TRADE_MODE_CLOSEONLY = MtApi5.ENUM_SYMBOL_TRADE_MODE.SYMBOL_TRADE_MODE_CLOSEONLY
|
||||
SYM_TRADE_MODE_FULL = MtApi5.ENUM_SYMBOL_TRADE_MODE.SYMBOL_TRADE_MODE_FULL
|
||||
%% ENUM_SYMBOL_TRADE_EXECUTION
|
||||
|
||||
SYM_TRADE_EXECUTION_REQUEST = MtApi5.ENUM_SYMBOL_TRADE_EXECUTION.SYMBOL_TRADE_EXECUTION_REQUEST
|
||||
SYM_TRADE_EXECUTION_INSTANT = MtApi5.ENUM_SYMBOL_TRADE_EXECUTION.SYMBOL_TRADE_EXECUTION_INSTANT
|
||||
SYM_TRADE_EXECUTION_MARKET = MtApi5.ENUM_SYMBOL_TRADE_EXECUTION.SYMBOL_TRADE_EXECUTION_MARKET
|
||||
SYM_TRADE_EXECUTION_EXCHANGE = MtApi5.ENUM_SYMBOL_TRADE_EXECUTION.SYMBOL_TRADE_EXECUTION_EXCHANGE
|
||||
%% ENUM_SYMBOL_SWAP_MODE
|
||||
|
||||
SYM_SWAP_MODE_DISABLED = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_DISABLED
|
||||
SYM_SWAP_MODE_POINTS = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_POINTS
|
||||
SYM_SWAP_MODE_CURRENCY_SYMBOL = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_CURRENCY_SYMBOL
|
||||
SYM_SWAP_MODE_CURRENCY_MARGIN = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_CURRENCY_MARGIN
|
||||
SYM_SWAP_MODE_CURRENCY_DEPOSIT = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT
|
||||
SYM_SWAP_MODE_INTEREST_CURRENT = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_INTEREST_CURRENT
|
||||
SYM_SWAP_MODE_INTEREST_OPEN = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_INTEREST_OPEN
|
||||
SYM_SWAP_MODE_REOPEN_CURRENT = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_REOPEN_CURRENT
|
||||
SYM_SWAP_MODE_REOPEN_BID = MtApi5.ENUM_SYMBOL_SWAP_MODE.SYMBOL_SWAP_MODE_REOPEN_BID
|
||||
%% ENUM_DAY_OF_WEEK
|
||||
|
||||
DAY_SUNDAY = MtApi5.ENUM_DAY_OF_WEEK.SUNDAY
|
||||
DAY_MONDAY = MtApi5.ENUM_DAY_OF_WEEK.MONDAY
|
||||
DAY_TUESDAY = MtApi5.ENUM_DAY_OF_WEEK.TUESDAY
|
||||
DAY_WEDNESDAY = MtApi5.ENUM_DAY_OF_WEEK.WEDNESDAY
|
||||
DAY_THURSDAY = MtApi5.ENUM_DAY_OF_WEEK.THURSDAY
|
||||
DAY_FRIDAY = MtApi5.ENUM_DAY_OF_WEEK.FRIDAY
|
||||
DAY_SATURDAY = MtApi5.ENUM_DAY_OF_WEEK.SATURDAY
|
||||
%% ENUM_ACCOUNT_INFO_INTEGER
|
||||
|
||||
ACC_LOGIN = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_LOGIN % Account number
|
||||
ACC_TRADE_MODE = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_TRADE_MODE % Account trade mode
|
||||
ACC_LEVERAGE = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_LEVERAGE % Account leverage
|
||||
ACC_LIMIT_ORDERS = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_LIMIT_ORDERS % Maximum allowed number of active pending orders
|
||||
ACC_MARGIN_SO_MODE = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_MARGIN_SO_MODE % Mode for setting the minimal allowed margin
|
||||
ACC_TRADE_ALLOWED = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_TRADE_ALLOWED % Allowed trade for the current account
|
||||
ACC_TRADE_EXPERT = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_TRADE_EXPERT % Allowed trade for an Expert Advisor
|
||||
ACC_MARGIN_MODE = MtApi5.ENUM_ACCOUNT_INFO_INTEGER.ACCOUNT_MARGIN_MODE % Margin calculation mode
|
||||
%% ENUM_ACCOUNT_INFO_DOUBLE
|
||||
|
||||
ACC_BALANCE = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_BALANCE % Account balance in the deposit currency
|
||||
ACC_CREDIT = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_CREDIT % Account credit in the deposit currency
|
||||
ACC_PROFIT = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_PROFIT % Current profit of an account in the deposit currency
|
||||
ACC_EQUITY = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_EQUITY % Account equity in the deposit currency
|
||||
ACC_MARGIN = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN % Account margin used in the deposit currency
|
||||
ACC_MARGIN_FREE = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_FREE % Free margin of an account in the deposit currency
|
||||
ACC_MARGIN_LEVEL = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_LEVEL % Account margin level in percents
|
||||
ACC_MARGIN_SO_CALL = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_SO_CALL % Margin call level
|
||||
ACC_MARGIN_SO_SO = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_SO_SO % Margin stop out level
|
||||
ACC_MARGIN_INITIAL = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_INITIAL % Initial margin
|
||||
ACC_MARGIN_MAINTENANCE = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_MARGIN_MAINTENANCE % Maintenance margin
|
||||
ACC_ASSETS = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_ASSETS % The current assets of an account
|
||||
ACC_LIABILITIES = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_LIABILITIES % The current liabilities on an account
|
||||
ACC_COMMISSION_BLOCKED = MtApi5.ENUM_ACCOUNT_INFO_DOUBLE.ACCOUNT_COMMISSION_BLOCKED % The current blocked commission amount on an account
|
||||
%% ENUM_ACCOUNT_INFO_STRING
|
||||
|
||||
ACC_NAME = MtApi5.ENUM_ACCOUNT_INFO_STRING.ACCOUNT_NAME % Client name
|
||||
ACC_SERVER = MtApi5.ENUM_ACCOUNT_INFO_STRING.ACCOUNT_SERVER % Trade server name
|
||||
ACC_CURRENCY = MtApi5.ENUM_ACCOUNT_INFO_STRING.ACCOUNT_CURRENCY % Account currency
|
||||
ACC_COMPANY = MtApi5.ENUM_ACCOUNT_INFO_STRING.ACCOUNT_COMPANY % Name of a company that serves the account
|
||||
%% ENUM_ACCOUNT_TRADE_MODE
|
||||
|
||||
ACC_TRADE_MODE_DEMO = MtApi5.ENUM_ACCOUNT_TRADE_MODE.ACCOUNT_TRADE_MODE_DEMO % Demo account
|
||||
ACC_TRADE_MODE_CONTEST = MtApi5.ENUM_ACCOUNT_TRADE_MODE.ACCOUNT_TRADE_MODE_CONTEST % Contest account
|
||||
ACC_TRADE_MODE_REAL = MtApi5.ENUM_ACCOUNT_TRADE_MODE.ACCOUNT_TRADE_MODE_REAL % Real account
|
||||
%% ENUM_ACCOUNT_STOPOUT_MODE
|
||||
|
||||
ACC_STOPOUT_MODE_PERCENT = MtApi5.ENUM_ACCOUNT_STOPOUT_MODE.ACCOUNT_STOPOUT_MODE_PERCENT % Account stop out mode in percents
|
||||
ACC_STOPOUT_MODE_MONEY = MtApi5.ENUM_ACCOUNT_STOPOUT_MODE.ACCOUNT_STOPOUT_MODE_MONEY % Account stop out mode in money
|
||||
%% ENUM_ACCOUNT_MARGIN_MODE
|
||||
|
||||
ACC_MARGIN_MODE_RETAIL_NETTING = MtApi5.ENUM_ACCOUNT_MARGIN_MODE.ACCOUNT_MARGIN_MODE_RETAIL_NETTING % Used for the OTC markets to interpret positions in the "netting" mode
|
||||
ACC_MARGIN_MODE_EXCHANGE = MtApi5.ENUM_ACCOUNT_MARGIN_MODE.ACCOUNT_MARGIN_MODE_EXCHANGE % Used for the exchange markets
|
||||
ACC_MARGIN_MODE_RETAIL_HEDGING = MtApi5.ENUM_ACCOUNT_MARGIN_MODE.ACCOUNT_MARGIN_MODE_RETAIL_HEDGING % Used for the exchange markets where individual positions are possible
|
||||
%% ENUM_SERIES_INFO_INTEGER
|
||||
|
||||
SER_BARS_COUNT = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_BARS_COUNT % Bars count for the symbol-period for the current moment
|
||||
SER_FIRSTDATE = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_FIRSTDATE % The very first date for the symbol-period for the current moment
|
||||
SER_LASTBAR_DATE = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_LASTBAR_DATE % Open time of the last bar of the symbol-period
|
||||
SER_SERVER_FIRSTDATE = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_SERVER_FIRSTDATE % The very first date in the history of the symbol on the server regardless of the timeframe
|
||||
SER_TERMINAL_FIRSTDATE = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_TERMINAL_FIRSTDATE % The very first date in the history of the symbol in the client terminal, regardless of the timeframe
|
||||
SER_SYNCHRONIZED = MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_SYNCHRONIZED % Symbol/period data synchronization flag for the current moment
|
||||
%% ENUM_ORDER_PROPERTY_INTEGER
|
||||
|
||||
order_TICKET = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TICKET % Order ticket. Unique number assigned to each order
|
||||
order_TIME_SETUP = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TIME_SETUP % Order setup time
|
||||
order_TYPE = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TYPE % Order type
|
||||
order_STATE = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_STATE % Order state
|
||||
order_TIME_EXPIRATION = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TIME_EXPIRATION % Order expiration time
|
||||
order_TIME_DONE = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TIME_DONE % Order execution or cancellation time
|
||||
order_TIME_SETUP_MSC = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TIME_SETUP_MSC % The time of placing an order for execution in milliseconds since 01.01.1970
|
||||
order_TIME_DONE_MSC = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TIME_DONE_MSC % Order execution/cancellation time in milliseconds since 01.01.1970
|
||||
order_TYPE_FILLING = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TYPE_FILLING % Order filling type
|
||||
order_TYPE_TIME = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_TYPE_TIME % Order lifetime
|
||||
order_MAGIC = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_MAGIC % ID of an Expert Advisor that has placed the order (designed to ensure that each Expert Advisor places its own unique number)
|
||||
order_REASON = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_REASON % The reason or source for placing an order
|
||||
order_POSITION_ID = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_POSITION_ID % Position identifier that is set to an order as soon as it is executed. Each executed order results in a deal that opens or modifies an already existing position. The identifier of exactly this position is set to the executed order at this moment.
|
||||
order_POSITION_BY_ID = MtApi5.ENUM_ORDER_PROPERTY_INTEGER.ORDER_POSITION_BY_ID % Identifier of an opposite position used for closing by order order_TYPE_CLOSE_BY
|
||||
%% ENUM_ORDER_PROPERTY_DOUBLE
|
||||
|
||||
order_VOLUME_INITIAL = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_VOLUME_INITIAL % Order initial volume
|
||||
order_VOLUME_CURRENT = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_VOLUME_CURRENT % Order current volume
|
||||
order_PRICE_OPEN = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_PRICE_OPEN % Price specified in the order
|
||||
order_SL = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_SL % Stop Loss value
|
||||
order_TP = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_TP % Take Profit value
|
||||
order_PRICE_CURRENT = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_PRICE_CURRENT % The current price of the order symbol
|
||||
order_PRICE_STOPLIMIT = MtApi5.ENUM_ORDER_PROPERTY_DOUBLE.ORDER_PRICE_STOPLIMIT % The Limit order price for the StopLimit order
|
||||
%% ENUM_ORDER_PROPERTY_STRING
|
||||
|
||||
order_SYMBOL = MtApi5.ENUM_ORDER_PROPERTY_STRING.ORDER_SYMBOL % Symbol of the order
|
||||
order_COMMENT = MtApi5.ENUM_ORDER_PROPERTY_STRING.ORDER_COMMENT % Order comment
|
||||
order_EXTERNAL_ID = MtApi5.ENUM_ORDER_PROPERTY_STRING.ORDER_EXTERNAL_ID % Order identifier in an external trading system (on the Exchange)
|
||||
%% ENUM_ORDER_TYPE
|
||||
|
||||
order_TYPE_BUY = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_BUY % Market Buy order
|
||||
order_TYPE_SELL = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_SELL % Market Sell order
|
||||
order_TYPE_BUY_LIMIT = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_BUY_LIMIT % Buy Limit pending order
|
||||
order_TYPE_SELL_LIMIT = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_SELL_LIMIT % Sell Limit pending order
|
||||
order_TYPE_BUY_STOP = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_BUY_STOP % Buy Stop pending order
|
||||
order_TYPE_SELL_STOP = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_SELL_STOP % Sell Stop pending order
|
||||
order_TYPE_BUY_STOP_LIMIT = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_BUY_STOP_LIMIT % Upon reaching the order price, a pending Buy Limit order is places at the StopLimit price
|
||||
order_TYPE_SELL_STOP_LIMIT = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_SELL_STOP_LIMIT % Upon reaching the order price, a pending Sell Limit order is places at the StopLimit price
|
||||
order_TYPE_CLOSE_BY = MtApi5.ENUM_ORDER_TYPE.ORDER_TYPE_CLOSE_BY % Order to close a position by an opposite one
|
||||
%% ENUM_ORDER_STATE
|
||||
|
||||
order_STATE_STARTED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_STARTED % Order checked, but not yet accepted by broker
|
||||
order_STATE_PLACED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_PLACED % Order accepted
|
||||
order_STATE_CANCELED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_CANCELED % Order canceled by client
|
||||
order_STATE_PARTIAL = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_PARTIAL % Order partially executed
|
||||
order_STATE_FILLED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_FILLED % Order fully executed
|
||||
order_STATE_REJECTED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_REJECTED % Order rejected
|
||||
order_STATE_EXPIRED = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_EXPIRED % Order expired
|
||||
order_STATE_REQUEST_ADD = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_REQUEST_ADD % Order is being registered (placing to the trading system)
|
||||
order_STATE_REQUEST_MODIFY = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_REQUEST_MODIFY % Order is being modified (changing its parameters)
|
||||
order_STATE_REQUEST_CANCEL = MtApi5.ENUM_ORDER_STATE.ORDER_STATE_REQUEST_CANCEL % Order is being deleted (deleting from the trading system)
|
||||
%% ENUM_ORDER_TYPE_FILLING
|
||||
|
||||
order_FILLING_FOK = MtApi5.ENUM_ORDER_TYPE_FILLING.ORDER_FILLING_FOK
|
||||
order_FILLING_IOC = MtApi5.ENUM_ORDER_TYPE_FILLING.ORDER_FILLING_IOC
|
||||
order_FILLING_RETURN = MtApi5.ENUM_ORDER_TYPE_FILLING.ORDER_FILLING_RETURN
|
||||
%% ENUM_ORDER_TYPE_TIME
|
||||
|
||||
order_TIME_GTC = MtApi5.ENUM_ORDER_TYPE_TIME.ORDER_TIME_GTC
|
||||
order_TIME_DAY = MtApi5.ENUM_ORDER_TYPE_TIME.ORDER_TIME_DAY
|
||||
order_TIME_SPECIFIED = MtApi5.ENUM_ORDER_TYPE_TIME.ORDER_TIME_SPECIFIED
|
||||
order_TIME_SPECIFIED_DAY = MtApi5.ENUM_ORDER_TYPE_TIME.ORDER_TIME_SPECIFIED_DAY
|
||||
%% ENUM_ORDER_REASON
|
||||
|
||||
order_REASON_CLIENT = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_CLIENT % The order was placed from a desktop terminal
|
||||
order_REASON_MOBILE = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_MOBILE % The order was placed from a mobile application
|
||||
order_REASON_WEB = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_WEB % The order was placed from a web platform
|
||||
order_REASON_EXPERT = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_EXPERT % The order was placed from an MQL5-program, i.e. by an Expert Advisor or a script
|
||||
order_REASON_SL = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_SL % The order was placed as a result of Stop Loss activation
|
||||
order_REASON_TP = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_TP % The order was placed as a result of Take Profit activation
|
||||
order_REASON_SO = MtApi5.ENUM_ORDER_REASON.ORDER_REASON_SO % The order was placed as a result of the Stop Out event
|
||||
%% ENUM_POSITION_PROPERTY_INTEGER
|
||||
|
||||
POSITION_TICKET = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TICKET % Position ticket
|
||||
POSITION_TIME = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TIME % Position open time
|
||||
POSITION_TIME_MSC = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TIME_MSC % Position opening time in milliseconds since 01.01.1970
|
||||
POSITION_TIME_UPDATE = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TIME_UPDATE % Position changing time in seconds since 01.01.1970
|
||||
POSITION_TIME_UPDATE_MSC = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TIME_UPDATE_MSC % Position changing time in milliseconds since 01.01.1970
|
||||
POSITION_TYPE = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_TYPE % Position type
|
||||
POSITION_MAGIC = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_MAGIC % Position magic number
|
||||
POSITION_IDENTIFIER = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_IDENTIFIER % Position identifier is a unique number that is assigned to every newly opened position and doesn't change during the entire lifetime of the position. Position turnover doesn't change its identifier.
|
||||
POSITION_REASON = MtApi5.ENUM_POSITION_PROPERTY_INTEGER.POSITION_REASON % The reason for opening a position
|
||||
%% ENUM_POSITION_PROPERTY_DOUBLE
|
||||
|
||||
POSITION_VOLUME = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_VOLUME % Position volume
|
||||
POSITION_PRICE_OPEN = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_PRICE_OPEN % Position open price
|
||||
POSITION_SL = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_SL % Stop Loss level of opened position
|
||||
POSITION_TP = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_TP % Take Profit level of opened position
|
||||
POSITION_PRICE_CURRENT = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_PRICE_CURRENT % Current price of the position symbol
|
||||
POSITION_COMMISSION = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_COMMISSION % FIXME: Undocumented!
|
||||
POSITION_SWAP = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_SWAP % Cumulative swap
|
||||
POSITION_PROFIT = MtApi5.ENUM_POSITION_PROPERTY_DOUBLE.POSITION_PROFIT % Current profit
|
||||
%% ENUM_POSITION_PROPERTY_STRING
|
||||
|
||||
POSITION_SYMBOL = MtApi5.ENUM_POSITION_PROPERTY_STRING.POSITION_SYMBOL % Symbol of the position
|
||||
POSITION_COMMENT = MtApi5.ENUM_POSITION_PROPERTY_STRING.POSITION_COMMENT % Position comment
|
||||
%% ENUM_POSITION_TYPE
|
||||
|
||||
POSITION_TYPE_BUY = MtApi5.ENUM_POSITION_TYPE.POSITION_TYPE_BUY % Buy
|
||||
POSITION_TYPE_SELL = MtApi5.ENUM_POSITION_TYPE.POSITION_TYPE_SELL % Sell
|
||||
%% ENUM_POSITION_REASON
|
||||
|
||||
POSITION_REASON_CLIENT = MtApi5.ENUM_POSITION_REASON.POSITION_REASON_CLIENT % The position was opened as a result of activation of an order placed from a desktop terminal
|
||||
POSITION_REASON_MOBILE = MtApi5.ENUM_POSITION_REASON.POSITION_REASON_MOBILE % The position was opened as a result of activation of an order placed from a mobile application
|
||||
POSITION_REASON_WEB = MtApi5.ENUM_POSITION_REASON.POSITION_REASON_WEB % The position was opened as a result of activation of an order placed from the web platform
|
||||
POSITION_REASON_EXPERT = MtApi5.ENUM_POSITION_REASON.POSITION_REASON_EXPERT % The position was opened as a result of activation of an order placed from an MQL5 program
|
||||
%% ENUM_DEAL_PROPERTY_INTEGER
|
||||
|
||||
DEAL_TICKET = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_TICKET % Deal ticket. Unique number assigned to each deal
|
||||
DEAL_ORDER = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_ORDER % Deal order number
|
||||
DEAL_TIME = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_TIME % Deal time
|
||||
DEAL_TIME_MSC = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_TIME_MSC % The time of a deal execution in milliseconds since 01.01.1970
|
||||
DEAL_TYPE = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_TYPE % Deal type
|
||||
DEAL_ENTRY = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_ENTRY % Deal entry - entry in, entry out, reverse
|
||||
DEAL_MAGIC = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_MAGIC % Deal magic number
|
||||
DEAL_REASON = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_REASON % The reason or source for deal execution
|
||||
DEAL_POSITION_ID = MtApi5.ENUM_DEAL_PROPERTY_INTEGER.DEAL_POSITION_ID % Identifier of a position
|
||||
%% ENUM_DEAL_PROPERTY_DOUBLE
|
||||
|
||||
DEAL_VOLUME = MtApi5.ENUM_DEAL_PROPERTY_DOUBLE.DEAL_VOLUME % Deal volume
|
||||
DEAL_PRICE = MtApi5.ENUM_DEAL_PROPERTY_DOUBLE.DEAL_PRICE % Deal price
|
||||
DEAL_COMMISSION = MtApi5.ENUM_DEAL_PROPERTY_DOUBLE.DEAL_COMMISSION % Deal commission
|
||||
DEAL_SWAP = MtApi5.ENUM_DEAL_PROPERTY_DOUBLE.DEAL_SWAP % Cumulative swap on close
|
||||
DEAL_PROFIT = MtApi5.ENUM_DEAL_PROPERTY_DOUBLE.DEAL_PROFIT % Deal profit
|
||||
%% ENUM_DEAL_PROPERTY_STRING
|
||||
|
||||
DEAL_SYMBOL = MtApi5.ENUM_DEAL_PROPERTY_STRING.DEAL_SYMBOL % Deal symbol
|
||||
DEAL_COMMENT = MtApi5.ENUM_DEAL_PROPERTY_STRING.DEAL_COMMENT % Deal comment
|
||||
DEAL_EXTERNAL_ID = MtApi5.ENUM_DEAL_PROPERTY_STRING.DEAL_EXTERNAL_ID % Deal identifier in an external trading system (on the Exchange)
|
||||
%% ENUM_DEAL_TYPE
|
||||
|
||||
DEAL_TYPE_BUY = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_BUY % Buy
|
||||
DEAL_TYPE_SELL = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_SELL % Sell
|
||||
DEAL_TYPE_BALANCE = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_BALANCE % Balance
|
||||
DEAL_TYPE_CREDIT = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_CREDIT % Credit
|
||||
DEAL_TYPE_CHARGE = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_CHARGE % Additional charge
|
||||
DEAL_TYPE_CORRECTION = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_CORRECTION % Correction
|
||||
DEAL_TYPE_BONUS = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_BONUS % Bonus
|
||||
DEAL_TYPE_COMMISSION = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_COMMISSION % Additional commission
|
||||
DEAL_TYPE_COMMISSION_DAILY = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_COMMISSION_DAILY % Daily commission
|
||||
DEAL_TYPE_COMMISSION_MONTHLY = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_COMMISSION_MONTHLY % Monthly commission
|
||||
DEAL_TYPE_COMMISSION_AGENT_DAILY = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_COMMISSION_AGENT_DAILY % Daily agent commission
|
||||
DEAL_TYPE_COMMISSION_AGENT_MONTHLY = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_COMMISSION_AGENT_MONTHLY % Monthly agent commission
|
||||
DEAL_TYPE_INTEREST = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_INTEREST % Interest rate
|
||||
DEAL_TYPE_BUY_CANCELED = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_BUY_CANCELED % Canceled buy deal
|
||||
DEAL_TYPE_SELL_CANCELED = MtApi5.ENUM_DEAL_TYPE.DEAL_TYPE_SELL_CANCELED % Canceled sell deal
|
||||
DEAL_DIVIDEND = MtApi5.ENUM_DEAL_TYPE.DEAL_DIVIDEND % Dividend operations
|
||||
DEAL_DIVIDEND_FRANKED = MtApi5.ENUM_DEAL_TYPE.DEAL_DIVIDEND_FRANKED % Franked (non-taxable) dividend operations
|
||||
DEAL_TAX = MtApi5.ENUM_DEAL_TYPE.DEAL_TAX % Tax charges
|
||||
%% ENUM_DEAL_ENTRY
|
||||
|
||||
DEAL_ENTRY_IN = MtApi5.ENUM_DEAL_ENTRY.DEAL_ENTRY_IN % Entry in
|
||||
DEAL_ENTRY_OUT = MtApi5.ENUM_DEAL_ENTRY.DEAL_ENTRY_OUT % Entry out
|
||||
DEAL_ENTRY_INOUT = MtApi5.ENUM_DEAL_ENTRY.DEAL_ENTRY_INOUT % Reverse
|
||||
DEAL_ENTRY_STATE = MtApi5.ENUM_DEAL_ENTRY.DEAL_ENTRY_STATE % Close a position by an opposite one
|
||||
%% ENUM_DEAL_REASON
|
||||
|
||||
DEAL_REASON_CLIENT = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_CLIENT % The deal was executed as a result of activation of an order placed from a desktop terminal
|
||||
DEAL_REASON_MOBILE = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_MOBILE % The deal was executed as a result of activation of an order placed from a mobile application
|
||||
DEAL_REASON_WEB = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_WEB % The deal was executed as a result of activation of an order placed from the web platform
|
||||
DEAL_REASON_EXPERT = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_EXPERT % The deal was executed as a result of activation of an order placed from an MQL5 program, i.e. an Expert Advisor or a script
|
||||
DEAL_REASON_SL = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_SL % The deal was executed as a result of Stop Loss activation
|
||||
DEAL_REASON_TP = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_TP % The deal was executed as a result of Take Profit activation
|
||||
DEAL_REASON_SO = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_SO % The deal was executed as a result of the Stop Out event
|
||||
DEAL_REASON_ROLLOVER = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_ROLLOVER % The deal was executed due to a rollover
|
||||
DEAL_REASON_VMARGIN = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_VMARGIN % The deal was executed after charging the variation margin
|
||||
DEAL_REASON_SPLIT = MtApi5.ENUM_DEAL_REASON.DEAL_REASON_SPLIT % The deal was executed after the split (price reduction) of an instrument, which had an open position during split announcement
|
||||
%% ENUM_TRADE_REQUEST_ACTIONS
|
||||
|
||||
TRADE_ACTION_DEAL = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_DEAL % Place a trade order for an immediate execution with the specified parameters (market order)
|
||||
TRADE_ACTION_PENDING = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_PENDING % Place a trade order for the execution under specified conditions (pending order)
|
||||
TRADE_ACTION_SLTP = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_SLTP % Modify Stop Loss and Take Profit values of an opened position
|
||||
TRADE_ACTION_MODIFY = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_MODIFY % Modify the parameters of the order placed previously
|
||||
TRADE_ACTION_REMOVE = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_REMOVE % Delete the pending order placed previously
|
||||
TRADE_ACTION_CLOSE_BY = MtApi5.ENUM_TRADE_REQUEST_ACTIONS.TRADE_ACTION_CLOSE_BY % Close a position by an opposite one
|
||||
%% ENUM_TRADE_TRANSACTION_TYPE
|
||||
|
||||
TRANSACTION_ORDER_ADD = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_ORDER_ADD % Adding a new open order
|
||||
TRANSACTION_ORDER_UPDATE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_ORDER_UPDATE % Updating an open order. The updates include not only evident changes from the client terminal or a trade server sides but also changes of an order state when setting it (for example, transition from ORDER_STATE_STARTED to ORDER_STATE_PLACED or from ORDER_STATE_PLACED to ORDER_STATE_PARTIAL, etc.).
|
||||
TRANSACTION_ORDER_DELETE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_ORDER_DELETE % Removing an order from the list of the open ones. An order can be deleted from the open ones as a result of setting an appropriate request or execution (filling) and moving to the history.
|
||||
TRANSACTION_DEAL_ADD = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_DEAL_ADD % Adding a deal to the history. The action is performed as a result of an order execution or performing operations with an account balance.
|
||||
TRANSACTION_DEAL_UPDATE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_DEAL_UPDATE % Updating a deal in the history. There may be cases when a previously executed deal is changed on a server. For example, a deal has been changed in an external trading system (exchange) where it was previously transferred by a broker.
|
||||
TRANSACTION_DEAL_DELETE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_DEAL_DELETE % Deleting a deal from the history. There may be cases when a previously executed deal is deleted from a server. For example, a deal has been deleted in an external trading system (exchange) where it was previously transferred by a broker.
|
||||
TRANSACTION_HISTORY_ADD = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_HISTORY_ADD % Adding an order to the history as a result of execution or cancellation.
|
||||
TRANSACTION_HISTORY_UPDATE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_HISTORY_UPDATE % Changing an order located in the orders history. This type is provided for enhancing functionality on a trade server side.
|
||||
TRANSACTION_HISTORY_DELETE = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_HISTORY_DELETE % Deleting an order from the orders history. This type is provided for enhancing functionality on a trade server side.
|
||||
TRANSACTION_POSITION = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_POSITION % Changing a position not related to a deal execution. This type of transaction shows that a position has been changed on a trade server side. Position volume, open price, Stop Loss and Take Profit levels can be changed. Data on changes are submitted in MqlTradeTransaction structure via OnTradeTransaction handler. Position change (adding, changing or closing), as a result of a deal execution, does not lead to the occurrence of TRADE_TRANSACTION_POSITION transaction.
|
||||
TRANSACTION_REQUEST = MtApi5.ENUM_TRADE_TRANSACTION_TYPE.TRADE_TRANSACTION_REQUEST % Notification of the fact that a trade request has been processed by a server and processing result has been received. Only type field (trade transaction type) must be analyzed for such transactions in MqlTradeTransaction structure. The second and third parameters of OnTradeTransaction (request and result) must be analyzed for additional data.
|
||||
%% ENUM_BOOK_TYPE
|
||||
|
||||
BOOK_TYPE_SELL = MtApi5.ENUM_BOOK_TYPE.BOOK_TYPE_SELL % Sell order (Offer)
|
||||
BOOK_TYPE_BUY = MtApi5.ENUM_BOOK_TYPE.BOOK_TYPE_BUY % Buy order (Bid)
|
||||
BOOK_TYPE_SELL_MARKET = MtApi5.ENUM_BOOK_TYPE.BOOK_TYPE_SELL_MARKET % Sell order by Market
|
||||
BOOK_TYPE_BUY_MARKET = MtApi5.ENUM_BOOK_TYPE.BOOK_TYPE_BUY_MARKET % Buy order by Market
|
||||
%% ENUM_OBJECT
|
||||
|
||||
OBJ_VLINE = 0, % Vertical Line
|
||||
OBJ_HLINE = 1, % Horizontal Line
|
||||
OBJ_TREND = 2, % Trend Line
|
||||
OBJ_TRENDBYANGLE = 3, % Trend Line By Angle
|
||||
OBJ_CYCLES = 4, % Cycle Lines
|
||||
OBJ_ARROWED_LINE = 108, % Arrowed Line
|
||||
OBJ_CHANNEL = 5, % Equidistant Channel
|
||||
OBJ_STDDEVCHANNEL = 6, % Standard Deviation Channel
|
||||
OBJ_REGRESSION = 7, % Linear Regression Channel
|
||||
OBJ_PITCHFORK = 8, % Andrews? Pitchfork
|
||||
OBJ_GANNLINE = 9, % Gann Line
|
||||
OBJ_GANNFAN = 10, % Gann Fan
|
||||
OBJ_GANNGRID = 11, % Gann Grid
|
||||
OBJ_FIBO = 12, % Fibonacci Retracement
|
||||
OBJ_FIBOTIMES = 13, % Fibonacci Time Zones
|
||||
OBJ_FIBOFAN = 14, % Fibonacci Fan
|
||||
OBJ_FIBOARC = 15, % Fibonacci Arcs
|
||||
OBJ_FIBOCHANNEL = 16, % Fibonacci Channel
|
||||
OBJ_EXPANSION = 17, % Fibonacci Expansion
|
||||
OBJ_ELLIOTWAVE5 = 18, % Elliott Motive Wave
|
||||
OBJ_ELLIOTWAVE3 = 19, % Elliott Correction Wave
|
||||
OBJ_RECTANGLE = 20, % Rectangle
|
||||
OBJ_TRIANGLE = 21, % Triangle
|
||||
OBJ_ELLIPSE = 22, % Ellipse
|
||||
OBJ_ARROW_THUMB_UP = 23, % Thumbs Up
|
||||
OBJ_ARROW_THUMB_DOWN = 24, % Thumbs Down
|
||||
OBJ_ARROW_UP = 25, % Arrow Up
|
||||
OBJ_ARROW_DOWN = 26, % Arrow Down
|
||||
OBJ_ARROW_STOP = 27, % Stop Sign
|
||||
OBJ_ARROW_CHECK = 28, % Check Sign
|
||||
OBJ_ARROW_LEFT_PRICE = 29, % Left Price Label
|
||||
OBJ_ARROW_RIGHT_PRICE = 30, % Right Price Label
|
||||
OBJ_ARROW_BUY = 31, % Buy Sign
|
||||
OBJ_ARROW_SELL = 32, % Sell Sign
|
||||
OBJ_ARROW = 100, % Arrow
|
||||
OBJ_TEXT = 101, % Text
|
||||
OBJ_LABEL = 102, % Label
|
||||
OBJ_BUTTON = 103, % Button
|
||||
OBJ_CHART = 104, % Chart
|
||||
OBJ_BITMAP = 105, % Bitmap
|
||||
OBJ_BITMAP_LABEL = 106, % Bitmap Label
|
||||
OBJ_EDIT = 107, % Edit
|
||||
OBJ_EVENT = 109, % The "Event" object corresponding to an event in the economic calendar
|
||||
OBJ_RECTANGLE_LABEL = 110 % The "Rectangle label" object for creating and designing the custom graphical interface.
|
||||
%% ENUM_OBJECT_PROPERTY_DOUBLE
|
||||
|
||||
OBJPROP_PRICE = 9, % Price coordinate
|
||||
OBJPROP_LEVELVALUE = 204, % Level value
|
||||
OBJPROP_SCALE = 1006, % Scale (properties of Gann objects and Fibonacci Arcs)
|
||||
OBJPROP_ANGLE = 1007, % Angle. For the objects with no angle specified, created from a program, the value is equal to EMPTY_VALUE
|
||||
OBJPROP_DEVIATION = 1010 % Deviation for the Standard Deviation Channel
|
||||
%% ENUM_OBJECT_PROPERTY_INTEGER
|
||||
|
||||
OBJPROP_COLOR = 0, % Color
|
||||
OBJPROP_STYLE = 1, % Style
|
||||
OBJPROP_WIDTH = 2, % Line thickness
|
||||
OBJPROP_BACK = 3, % Object in the background
|
||||
OBJPROP_ZORDER = 207, % Priority of a graphical object for receiving events of clicking on a chart (CHARTEVENT_CLICK). The default zero value is set when creating an object; the priority can be increased if necessary. When objects are placed one atop another, only one of them with the highest priority will receive the CHARTEVENT_CLICK event.
|
||||
OBJPROP_FILL = 1031, % Fill an object with color (for OBJ_RECTANGLE, OBJ_TRIANGLE, OBJ_ELLIPSE, OBJ_CHANNEL, OBJ_STDDEVCHANNEL, OBJ_REGRESSION)
|
||||
OBJPROP_HIDDEN = 208, % Prohibit showing of the name of a graphical object in the list of objects from the terminal menu "Charts" - "Objects" - "List of objects". The true value allows to hide an object from the list. By default, true is set to the objects that display calendar events, trading history and to the objects created from MQL5 programs. To see such graphical objects and access their properties, click on the "All" button in the "List of objects" window.
|
||||
OBJPROP_SELECTED = 4, % Object is selected
|
||||
OBJPROP_READONLY = 1028, % Ability to edit text in the Edit object
|
||||
OBJPROP_TYPE = 7, % Object type
|
||||
OBJPROP_TIME = 8, % Time coordinate
|
||||
OBJPROP_SELECTABLE = 10, % Object availability
|
||||
OBJPROP_CREATETIME = 11, % Time of object creation
|
||||
OBJPROP_LEVELS = 200, % Number of levels
|
||||
OBJPROP_LEVELCOLOR = 201, % Color of the line-level
|
||||
OBJPROP_LEVELSTYLE = 202, % Style of the line-level
|
||||
OBJPROP_LEVELWIDTH = 203, % Thickness of the line-level
|
||||
OBJPROP_ALIGN = 1036, % Horizontal text alignment in the "Edit" object (OBJ_EDIT)
|
||||
OBJPROP_FONTSIZE = 1002, % Font size
|
||||
OBJPROP_RAY_LEFT = 1003, % Ray goes to the left
|
||||
OBJPROP_RAY_RIGHT = 1004, % Ray goes to the right
|
||||
OBJPROP_RAY = 1032, % A vertical line goes through all the windows of a chart
|
||||
OBJPROP_ELLIPSE = 1005, % Showing the full ellipse of the Fibonacci Arc object (OBJ_FIBOARC)
|
||||
OBJPROP_ARROWCODE = 1008, % Arrow code for the Arrow object
|
||||
OBJPROP_TIMEFRAMES = 12, % Visibility of an object at timeframes
|
||||
OBJPROP_ANCHOR = 1011, % Location of the anchor point of a graphical object
|
||||
OBJPROP_XDISTANCE = 1012, % The distance in pixels along the X axis from the binding corner
|
||||
OBJPROP_YDISTANCE = 1013, % The distance in pixels along the Y axis from the binding corner
|
||||
OBJPROP_DIRECTION = 1014, % Trend of the Gann object
|
||||
OBJPROP_DEGREE = 1015, % Level of the Elliott Wave Marking
|
||||
OBJPROP_DRAWLINES = 1016, % Displaying lines for marking the Elliott Wave
|
||||
OBJPROP_STATE = 1018, % Button state (pressed / depressed)
|
||||
OBJPROP_CHART_ID = 1030, % ID of the "Chart" object (OBJ_CHART). It allows working with the properties of this object like with a normal chart using the functions described in Chart Operations, but there some exceptions.
|
||||
OBJPROP_XSIZE = 1019, % The object's width along the X axis in pixels. Specified for OBJ_LABEL (read only), OBJ_BUTTON, OBJ_CHART, OBJ_BITMAP, OBJ_BITMAP_LABEL, OBJ_EDIT, OBJ_RECTANGLE_LABEL objects.
|
||||
OBJPROP_YSIZE = 1020, % The object's height along the Y axis in pixels. Specified for OBJ_LABEL (read only), OBJ_BUTTON, OBJ_CHART, OBJ_BITMAP, OBJ_BITMAP_LABEL, OBJ_EDIT, OBJ_RECTANGLE_LABEL objects.
|
||||
OBJPROP_XOFFSET = 1033, % The X coordinate of the upper left corner of the rectangular visible area in the graphical objects "Bitmap Label" and "Bitmap" (OBJ_BITMAP_LABEL and OBJ_BITMAP). The value is set in pixels relative to the upper left corner of the original image.
|
||||
OBJPROP_YOFFSET = 1034, % The Y coordinate of the upper left corner of the rectangular visible area in the graphical objects "Bitmap Label" and "Bitmap" (OBJ_BITMAP_LABEL and OBJ_BITMAP). The value is set in pixels relative to the upper left corner of the original image.
|
||||
OBJPROP_PERIOD = 1022, % Timeframe for the Chart object
|
||||
OBJPROP_DATE_SCALE = 1023, % Displaying the time scale for the Chart object
|
||||
OBJPROP_PRICE_SCALE = 1024, % Displaying the price scale for the Chart object
|
||||
OBJPROP_CHART_SCALE = 1027, % The scale for the Chart object
|
||||
OBJPROP_BGCOLOR = 1025, % The background color for OBJ_EDIT, OBJ_BUTTON, OBJ_RECTANGLE_LABEL
|
||||
OBJPROP_CORNER = 1026, % The corner of the chart to link a graphical object
|
||||
OBJPROP_BORDER_TYPE = 1029, % Border type for the "Rectangle label" object
|
||||
OBJPROP_BORDER_COLOR = 1035 % Border color for the OBJ_EDIT and OBJ_BUTTON objects
|
||||
%% ENUM_OBJECT_PROPERTY_STRING
|
||||
|
||||
OBJPROP_NAME = 5, % Object name
|
||||
OBJPROP_TEXT = 6, % Description of the object (the text contained in the object)
|
||||
OBJPROP_TOOLTIP = 206, % The text of a tooltip. If the property is not set, then the tooltip generated automatically by the terminal is shown. A tooltip can be disabled by setting the "\n" (line feed) value to it
|
||||
OBJPROP_LEVELTEXT = 205, % Level description
|
||||
OBJPROP_FONT = 1001, % Font
|
||||
OBJPROP_BMPFILE = 1017, % The name of BMP-file for Bitmap Label.
|
||||
OBJPROP_SYMBOL = 1021 % Symbol for the Chart object
|
||||
%% ENUM_BORDER_TYPE
|
||||
|
||||
BORDER_FLAT = 0, % Flat form
|
||||
BORDER_RAISED = 1, % Prominent form
|
||||
BORDER_SUNKEN = 2 % Concave form
|
||||
%% ENUM_ALIGN_MODE
|
||||
|
||||
ALIGN_LEFT = 1, % Left alignment
|
||||
ALIGN_CENTER = 2, % Centered (only for the Edit object)
|
||||
ALIGN_RIGHT = 0, % Right alignment
|
||||
%% ENUM_APPLIED_PRICE
|
||||
|
||||
PRICE_CLOSE = MtApi5.ENUM_APPLIED_PRICE.PRICE_CLOSE % Close price
|
||||
PRICE_OPEN = MtApi5.ENUM_APPLIED_PRICE.PRICE_OPEN % Open price
|
||||
PRICE_HIGH = MtApi5.ENUM_APPLIED_PRICE.PRICE_HIGH % The maximum price for the period
|
||||
PRICE_LOW = MtApi5.ENUM_APPLIED_PRICE.PRICE_LOW % The minimum price for the period
|
||||
PRICE_MEDIAN = MtApi5.ENUM_APPLIED_PRICE.PRICE_MEDIAN % Median price, (high + low)/2
|
||||
PRICE_TYPICAL = MtApi5.ENUM_APPLIED_PRICE.PRICE_TYPICAL % Typical price, (high + low + close)/3
|
||||
PRICE_WEIGHTED = MtApi5.ENUM_APPLIED_PRICE.PRICE_WEIGHTED % Average price, (high + low + close + close)/4
|
||||
%% ENUM_APPLIED_VOLUME
|
||||
|
||||
VOLUME_TICK = MtApi5.ENUM_APPLIED_VOLUME.VOLUME_TICK % Tick volume
|
||||
VOLUME_REAL = MtApi5.ENUM_APPLIED_VOLUME.VOLUME_REAL % Trade volume
|
||||
%% ENUM_STO_PRICE
|
||||
|
||||
STO_LOWHIGH = MtApi5.ENUM_STO_PRICE.STO_LOWHIGH % Calculation is based on Low/High prices
|
||||
STO_CLOSECLOSE = MtApi5.ENUM_STO_PRICE.STO_CLOSECLOSE % Calculation is based on Close/Close prices
|
||||
%% ENUM_MA_METHOD
|
||||
|
||||
MODE_SMA = 0, % Simple averaging
|
||||
MODE_EMA = 1, % Exponential averaging
|
||||
MODE_SMMA = 2, % Smoothed averaging
|
||||
MODE_LWMA = 3 % Linear-weighted averaging
|
||||
%% ENUM_INDICATOR
|
||||
|
||||
IND_AC = 5, % Accelerator Oscillator
|
||||
IND_AD = 6, % Accumulation/Distribution
|
||||
IND_ADX = 8, % Average Directional Index
|
||||
IND_ADXW = 9, % ADX by Welles Wilder
|
||||
IND_ALLIGATOR = 7, % Alligator
|
||||
IND_AMA = 40, % Adaptive Moving Average
|
||||
IND_AO = 11, % Awesome Oscillator
|
||||
IND_ATR = 10, % Average True Range
|
||||
IND_BANDS = 13, % Bollinger Bands®
|
||||
IND_BEARS = 12, % Bears Power
|
||||
IND_BULLS = 14, % Bulls Power
|
||||
IND_BWMFI = 22, % Market Facilitation Index
|
||||
IND_CCI = 15, % Commodity Channel Index
|
||||
IND_CHAIKIN = 41, % Chaikin Oscillator
|
||||
IND_CUSTOM = 43, % Custom indicator
|
||||
IND_DEMA = 36, % Double Exponential Moving Average
|
||||
IND_DEMARKER = 16, % DeMarker
|
||||
IND_ENVELOPES = 17, % Envelopes
|
||||
IND_FORCE = 18, % Force Index
|
||||
IND_FRACTALS = 19, % Fractals
|
||||
IND_FRAMA = 39, % Fractal Adaptive Moving Average
|
||||
IND_GATOR = 20, % Gator Oscillator
|
||||
IND_ICHIMOKU = 21, % Ichimoku Kinko Hyo
|
||||
IND_MA = 26, % Moving Average
|
||||
IND_MACD = 23, % MACD
|
||||
IND_MFI = 25, % Money Flow Index
|
||||
IND_MOMENTUM = 24, % Momentum
|
||||
IND_OBV = 28, % On Balance Volume
|
||||
IND_OSMA = 27, % OsMA
|
||||
IND_RSI = 30, % Relative Strength Index
|
||||
IND_RVI = 31, % Relative Vigor Index
|
||||
IND_SAR = 29, % Parabolic SAR
|
||||
IND_STDDEV = 32, % Standard Deviation
|
||||
IND_STOCHASTIC = 33, % Stochastic Oscillator
|
||||
IND_TEMA = 37, % Triple Exponential Moving Average
|
||||
IND_TRIX = 38, % Triple Exponential Moving Averages Oscillator
|
||||
IND_VIDYA = 42, % Variable Index Dynamic Average
|
||||
IND_VOLUMES = 34, % Volumes
|
||||
IND_WPR = 35 % Williams' Percent Ranges
|
||||
%% ENUM_DATATYPE
|
||||
|
||||
TYPE_BOOL = MtApi5.ENUM_DATATYPE.TYPE_BOOL
|
||||
TYPE_CHAR = MtApi5.ENUM_DATATYPE.TYPE_CHAR
|
||||
TYPE_UCHAR = MtApi5.ENUM_DATATYPE.TYPE_UCHAR
|
||||
TYPE_SHORT = MtApi5.ENUM_DATATYPE.TYPE_SHORT
|
||||
TYPE_USHORT = MtApi5.ENUM_DATATYPE.TYPE_USHORT
|
||||
TYPE_COLOR = MtApi5.ENUM_DATATYPE.TYPE_COLOR
|
||||
TYPE_INT = MtApi5.ENUM_DATATYPE.TYPE_INT
|
||||
TYPE_UINT = MtApi5.ENUM_DATATYPE.TYPE_UINT
|
||||
TYPE_DATETIME = MtApi5.ENUM_DATATYPE.TYPE_DATETIME
|
||||
TYPE_LONG = MtApi5.ENUM_DATATYPE.TYPE_LONG
|
||||
TYPE_ULONG = MtApi5.ENUM_DATATYPE.TYPE_ULONG
|
||||
TYPE_FLOAT = MtApi5.ENUM_DATATYPE.TYPE_FLOAT
|
||||
TYPE_DOUBLE = MtApi5.ENUM_DATATYPE.TYPE_DOUBLE
|
||||
TYPE_STRING = MtApi5.ENUM_DATATYPE.TYPE_STRING
|
||||
end
|
||||
end
|
||||
@@ -0,0 +1,115 @@
|
||||
classdef cntMt5Api_apiResult < handle
|
||||
%% stores and manage date result from Mt5Api
|
||||
|
||||
properties
|
||||
cLogger; % logger
|
||||
Status = false; % bool
|
||||
Bool = []; % bool
|
||||
Double = []; % double
|
||||
sDoubles = []; % System.Double
|
||||
Int32 = []; % int32
|
||||
UInt32 = []; % uint32
|
||||
sInts = []; % System.Int
|
||||
Int64 = []; % int64
|
||||
sLongs = []; % System.Long
|
||||
String = []; % System.String
|
||||
errString = []; % string
|
||||
lastError = uint32(0); % int32 1=No Connection / 2=Error MT5
|
||||
lastErrorString = ""; % string
|
||||
sDateTime = System.DateTime; % System.DateTime
|
||||
sDTfrom = System.DateTime; % System.DateTime
|
||||
sDTto = System.DateTime; % System.DateTime
|
||||
sDateTimes = [];
|
||||
sListMqlTick = []; % System.List*MqlTick
|
||||
MqlTick = MtApi5.MqlTick;
|
||||
MqlBook = MtApi5.MqlBookInfo(MtApi5.ENUM_BOOK_TYPE.BOOK_TYPE_BUY,0,0);
|
||||
MqlTradeCheckResult = MtApi5.MqlTradeCheckResult(0,0,0,0,0,0,0,'emty')
|
||||
MqlTradeRequest = MtApi5.MqlTradeRequest;
|
||||
MqlTradeResult = MtApi5.MqlTradeResult(0,0,0,0,0,0,0,'emty',0);
|
||||
MqlRates = NET.createArray('MtApi5.MqlBookInfo',1);
|
||||
|
||||
end
|
||||
|
||||
methods
|
||||
%% constructor
|
||||
|
||||
function obj = cntMt5Api_apiResult()
|
||||
obj.errString = 'No Error';
|
||||
end
|
||||
|
||||
%% set functions
|
||||
|
||||
function setSuccess(obj)
|
||||
obj.Status = true;
|
||||
end
|
||||
function setError(obj,varargin)
|
||||
obj.Status = false;
|
||||
if nargin > 1
|
||||
|
||||
if isnumerictype(varargin{1})
|
||||
obj.lastError = varargin{1};
|
||||
end
|
||||
end
|
||||
if nargin > 2
|
||||
|
||||
if ischar(varargin{2})
|
||||
obj.errString = varargin{2};
|
||||
end
|
||||
|
||||
end
|
||||
end
|
||||
|
||||
%% get functions
|
||||
|
||||
function result_ok = isSuccess(self)
|
||||
result_ok = false;
|
||||
if self.Status == true
|
||||
result_ok = true;
|
||||
end
|
||||
end
|
||||
function result_ok = isError(self)
|
||||
result_ok = false;
|
||||
if self.Status == false
|
||||
result_ok = true;
|
||||
end
|
||||
end
|
||||
function isError = getLastError(self,apiHandle)
|
||||
|
||||
isError = false;
|
||||
|
||||
cApiResult = apiHandle.cCheckup.GetLastError();
|
||||
self.lastError = cApiResult.Int32;
|
||||
|
||||
if self.lastError == 0
|
||||
self.lastErrorString = "No Error";
|
||||
else
|
||||
self.lastErrorString = sprintf("Unknown Error: %d ",self.lastError);
|
||||
isError = true;
|
||||
end
|
||||
end
|
||||
|
||||
%% result convert functions
|
||||
|
||||
function charResult = MqlTradeResult_toChar(self)
|
||||
charResult = char(self.MqlTradeResult.ToString);
|
||||
end
|
||||
function charResult = MqlTradeCheckResult_toChar(self)
|
||||
charResult = char(self.MqlTradeCheckResult.ToString);
|
||||
end
|
||||
function charResult = MqlTradeRequest_toChar(self)
|
||||
charResult = char(self.MqlTradeRequest.ToString);
|
||||
end
|
||||
function strResult = Int32_toString(self)
|
||||
strResult = int2str(self.Int32);
|
||||
end
|
||||
function strResult = Int64_toString(self)
|
||||
strResult = int2str(self.Int64);
|
||||
end
|
||||
function strResult = Double_toString(self)
|
||||
% disp(self.Double);
|
||||
strResult = num2str(self.Double,6);
|
||||
end
|
||||
|
||||
|
||||
end
|
||||
end
|
||||
@@ -0,0 +1,938 @@
|
||||
classdef cntMt5Api_timeseries
|
||||
%% Properties
|
||||
properties
|
||||
cMt5Api;
|
||||
cApiResult;
|
||||
cLogger;
|
||||
|
||||
hCharConnectionState;
|
||||
mSymbol char;
|
||||
mBars DataStore.Bars;
|
||||
|
||||
debugCounter = uint32(0);
|
||||
hbDeInitStatus;
|
||||
|
||||
end
|
||||
|
||||
methods
|
||||
%% Contructor
|
||||
|
||||
function obj = cntMt5Api_timeseries(api)
|
||||
|
||||
obj.cMt5Api = api;
|
||||
obj.cLogger = api.cLogger;
|
||||
obj.cLogger.trace('TimeSeries class created',0);
|
||||
obj.cApiResult = cntMt5Api_apiResult;
|
||||
% obj.hCharConnectionState = api.hConState;
|
||||
% obj.hbDeInitStatus = api.hbDEINITSTATUS;
|
||||
|
||||
end
|
||||
%% Helper Functions
|
||||
|
||||
function connection_ok = isConnected(obj)
|
||||
|
||||
if obj.cMt5Api.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
|
||||
connection_ok = true;
|
||||
else
|
||||
connection_ok = false;
|
||||
end
|
||||
end
|
||||
function deinit = isDeInitSet(obj)
|
||||
|
||||
deinit = obj.cMt5Api.bStatusDeInit;
|
||||
if (deinit)
|
||||
disp(deinit)
|
||||
end
|
||||
end
|
||||
|
||||
%% Api Functions
|
||||
|
||||
function cApiResult = SeriesInfoInteger(self,symbolName, enum_TF, enum_propID)
|
||||
% int SeriesInfoInteger(string symbolName, ENUM_TIMEFRAMES timeframe, ENUM_SERIES_INFO_INTEGER propId)
|
||||
%
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "propId" > Identifier of the requested property, value of the ENUM_SERIES_INFO_INTEGER enumeration
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
cApiResult.Int64 = self.cMt5Api.h.SeriesInfoInteger(symbolName, enum_TF, enum_propID);
|
||||
|
||||
if isinteger(cApiResult.Int64)
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = Bars(self,symbolName, enum_TF)
|
||||
% int Bars(string symbolName, ENUM_TIMEFRAMES timeframe)
|
||||
%
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
cApiResult.Int32 = self.cMt5Api.h.Bars(symbolName, enum_TF);
|
||||
|
||||
if isinteger(cApiResult.Int32)
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = Bars2(self,symbolName, enum_TF, sDTstartTime, sDTstopTime)
|
||||
% int Bars(string symbolName, ENUM_TIMEFRAMES timeframe)
|
||||
%
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
cApiResult.Int32 = self.cMt5Api.h.Bars(symbolName, enum_TF, sDTstartTime, sDTstopTime );
|
||||
|
||||
if isinteger(cApiResult.Int32)
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyRates(self,symbolName, timeframe, startPos, count)
|
||||
%% int CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out MqlRates[] ratesArray)
|
||||
% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
%
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "startPos" > The start position for the first element to copy.
|
||||
% "count" > Data count to copy.
|
||||
% "ratesArray" > Array of MqlRates type
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
self.debugCounter = self.debugCounter+1;
|
||||
|
||||
|
||||
if ~self.isDeInitSet()
|
||||
|
||||
|
||||
try
|
||||
% disp('start api access')
|
||||
% disp('STATUS:');
|
||||
% disp(self.cMt5Api.bStatusDeInit)
|
||||
|
||||
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, startPos, count );
|
||||
% disp('access end');
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 == count && cApiResult.MqlRates.Length == count
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError(2,'Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
catch ME
|
||||
|
||||
cApiResult.setError(1,"Try Catch failed ,No Connection");
|
||||
self.cLogger.error('Try Catch failed ,No Connection');
|
||||
|
||||
|
||||
disp(ME.stack(1))
|
||||
self.cLogger.error('.NET Execption');
|
||||
|
||||
end
|
||||
|
||||
else
|
||||
cApiResult.setError(1,"No Connection");
|
||||
self.cLogger.error('No Connection');
|
||||
|
||||
end
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyRatesTimeCount(self,symbolName, timeframe, sDTstartTime, count)
|
||||
%% int CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out MqlRates[] ratesArray)
|
||||
% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
%
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "startTime" > The start time for the first element to copy.
|
||||
% "count" > Data count to copy.
|
||||
% "ratesArray" > Array of MqlRates type
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, sDTstartTime, count );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 == count && cApiResult.MqlRates.Length == count
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyRatesTwoTimes(self,symbolName, timeframe, sDTstartTime, sDTstopTime)
|
||||
%% Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the ratesArray array.
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "startTime" > The start time for the first element to copy.
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy.
|
||||
% "ratesArray" > Array of MqlRates type
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.MqlRates] = self.cMt5Api.h.CopyRates(symbolName, timeframe, sDTstartTime, sDTstopTime );
|
||||
|
||||
if isinteger(cApiResult.Int32)
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyTime(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out DateTime[] timeArray)
|
||||
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out DateTime[] timeArray)
|
||||
%% int CopyTime(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out DateTime[] timeArray)
|
||||
% The function gets to time_array history data of bar opening time for the specified symbol-period pair in the specified quantity.
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "timeArray" > Array of DatetTme type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sDateTimes] = self.cMt5Api.h.CopyTime(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32)
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyOpen(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
|
||||
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
|
||||
%% int CopyOpen(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
|
||||
% The function gets into open_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "openArray" > Array of double type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyOpen(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyHigh(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
|
||||
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
|
||||
%% int CopyHigh(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
|
||||
% The function gets into high_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "openArray" > Array of double type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyHigh(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyLow(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
|
||||
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
|
||||
%% int CopyLow(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
|
||||
% The function gets into low_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "openArray" > Array of double type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyLow(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyClose(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out out double[] openArray)
|
||||
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out double[] openArray)
|
||||
%% int CopyClose(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out double[] openArray)
|
||||
% The function gets into close_array the history data of bar open prices for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "openArray" > Array of double type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sDoubles] = self.cMt5Api.h.CopyClose(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyTickVolume(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out long[] volumeArray)
|
||||
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out long[] volumeArray)
|
||||
%% int CopyTickVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out long[] volumeArray)
|
||||
% The function gets into volume_array the history data of tick volumes for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "volumeArray" > Array of long type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sLongs] = self.cMt5Api.h.CopyTickVolume(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyRealVolume(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out long[] volumeArray)
|
||||
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out long[] volumeArray)
|
||||
%% int CopyRealVolume(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out long[] volumeArray)
|
||||
% The function gets into volume_array the history data of trade volumes for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "volumeArray" > Array of long type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sLongs] = self.cMt5Api.h.CopyRealVolume(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopySpread(self,symbolName, timeframe, value1, value2)
|
||||
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out int[] spreadArray)
|
||||
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, int count, out int[] spreadArray)
|
||||
%% int CopySpread(string symbolName, ENUM_TIMEFRAMES timeframe, DateTime startTime, DateTime stopTime, out int[] spreadArray)
|
||||
% The function gets into spread_array the history data of spread values for the selected symbol-period pair in the specified quantity
|
||||
%
|
||||
% The elements ordering of the copied data is from present to the past, i.e., starting position of 0 means the current bar.
|
||||
% Returns information about the state of historical data.
|
||||
% "symbolName" > Symbol name
|
||||
% "timeframe" > Period
|
||||
% "count" > Data count to copy
|
||||
% "startPos" > The start position for the first element to copy
|
||||
% "startTime" > The start time for the first element to copy
|
||||
% "stopTime" > Bar time, corresponding to the last element to copy
|
||||
% "spreadArray" > Array of int type
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
[cApiResult.Int32, cApiResult.sInts] = self.cMt5Api.h.CopySpread(symbolName, timeframe, value1, value2 );
|
||||
|
||||
if isinteger(cApiResult.Int32) && cApiResult.Int32 > 0
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function cApiResult = CopyTicks(self,symbolName, flags, from, count)
|
||||
%% List<MqlTick> CopyTicks(string symbolName, CopyTicksFlag flags = CopyTicksFlag.All, ulong from = 0, uint count = 0)
|
||||
% The function receives ticks in the MqlTick format into ticks_array. In this case, ticks are indexed from the past to the present, i.e. the 0 indexed tick is the oldest one in the array
|
||||
% For tick analysis, check the flags field, which shows what exactly has changed in the tick.
|
||||
%
|
||||
%
|
||||
% "symbolName" > Symbol name
|
||||
% "flags" > The flag that determines the type of received ticks.
|
||||
% "from" > The date from which you want to request ticks. In milliseconds since 1970.01.01. If from=0, the last count ticks will be returned
|
||||
% "count" > The number of ticks that you want to receive. If the 'from' and 'count' parameters are not specified, all available recent ticks (but not more than 2000) will be written to result
|
||||
|
||||
|
||||
|
||||
|
||||
cApiResult = cntMt5Api_apiResult;
|
||||
|
||||
cApiResult.sListMqlTick = self.cMt5Api.h.CopyTicks(symbolName, flags, from, count );
|
||||
|
||||
if cApiResult.sListMqlTick.Count == count
|
||||
cApiResult.setSuccess();
|
||||
else
|
||||
self.cLogger.error('Error from Mt5 ');
|
||||
cApiResult.setError('Error from Mt5');
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
%% class functions
|
||||
|
||||
% Event Listener
|
||||
|
||||
function r = setQuoteListener(self,hBars)
|
||||
r = addlistener(self.cMt5Api.h, 'QuoteUpdate', @(src,event)self.quoteListener(src,event,hBars));
|
||||
|
||||
end
|
||||
function quoteListener(self,~,event,hBars)
|
||||
|
||||
persistent errCount ;
|
||||
|
||||
if ~feature('IsDebugMode')
|
||||
|
||||
% disp('Quote Update ');
|
||||
|
||||
if isempty(errCount)
|
||||
errCount = 0;
|
||||
end
|
||||
|
||||
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
|
||||
|
||||
if self.mIsNewBar(eTF)
|
||||
% self.cLogger.info('New Bar detected');
|
||||
cApiResult = self.CopyRates(self.mSymbol,eTF, 0, 1);
|
||||
if errCount < 5
|
||||
if ~self.mUpdateBars(hBars,cApiResult.MqlRates(1))
|
||||
errCount = errCount+1;
|
||||
if errCount == 5
|
||||
self.cLogger.error('Update Bars stopped while error count > 5');
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
end
|
||||
else
|
||||
% disp('Quote Update in Debug Mode');
|
||||
end
|
||||
end
|
||||
% Data Management
|
||||
|
||||
function [ok, bars] = mCreateBars(self,enTimeframe,chSymbol,iSize)
|
||||
% [ok, bars] = mCreateBars(MtApi5.ENUM_TIMEFRAMES ,char Symbol,int32 Size)
|
||||
|
||||
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
|
||||
|
||||
bars.chSymbol = chSymbol;
|
||||
bars.iSize = iSize;
|
||||
|
||||
ok = true;
|
||||
|
||||
|
||||
end
|
||||
function ok = mUpdateBars(self,hBars,hMqlRate)
|
||||
|
||||
if hBars.iSize == hBars.iLast
|
||||
self.cLogger.error('Can not store more mqlRates, Bars Size Limit reached');
|
||||
ok = false;
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
if ~isempty(hBars)
|
||||
idx = hBars.iLast;
|
||||
else
|
||||
idx = 0;
|
||||
end
|
||||
|
||||
|
||||
|
||||
if idx > 0
|
||||
% hBars.mqlRates(idx+1) = hMqlRate;
|
||||
hBars.dOpen(idx+1) = hMqlRate.open;
|
||||
hBars.dHigh(idx+1) = hMqlRate.high;
|
||||
hBars.dLow(idx+1) = hMqlRate.low;
|
||||
hBars.dClose(idx+1) = hMqlRate.close;
|
||||
hBars.i64TickVol(idx+1) = hMqlRate.tick_volume;
|
||||
hBars.sdtTime(idx+1) = hMqlRate.time;
|
||||
hBars.i64MTtime(idx+1) = hMqlRate.mt_time;
|
||||
hBars.dtTime(idx+1) = datetime(hMqlRate.mt_time , 'ConvertFrom', 'posixtime');
|
||||
|
||||
hBars.iLast = idx+1;
|
||||
else
|
||||
hBars.sdOpen(1)= hMqlRate.open;
|
||||
|
||||
hBars.iLast = 1;
|
||||
end
|
||||
|
||||
ok = true;
|
||||
|
||||
end
|
||||
function ok = fn_UpdateBars_big(self,hBars,hMqlRate)
|
||||
|
||||
if hBars.eurusd.iSize == hBars.eurusd.iLast
|
||||
self.cLogger.error('Can not store more mqlRates, Bars Size Limit reached');
|
||||
ok = false;
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
if ~isempty(hBars)
|
||||
idx = hBars.eurusd.iLast;
|
||||
else
|
||||
idx = 0;
|
||||
end
|
||||
|
||||
|
||||
|
||||
if idx > 0
|
||||
% hBars.mqlRates(idx+1) = hMqlRate;
|
||||
hBars.dOpen(idx+1) = hMqlRate.open;
|
||||
hBars.dHigh(idx+1) = hMqlRate.high;
|
||||
hBars.dLow(idx+1) = hMqlRate.low;
|
||||
hBars.dClose(idx+1) = hMqlRate.close;
|
||||
hBars.i64TickVol(idx+1) = hMqlRate.tick_volume;
|
||||
hBars.sdtTime(idx+1) = hMqlRate.time;
|
||||
hBars.i64MTtime(idx+1) = hMqlRate.mt_time;
|
||||
hBars.dtTime(idx+1) = datetime(hMqlRate.mt_time , 'ConvertFrom', 'posixtime');
|
||||
|
||||
hBars.iLast = idx+1;
|
||||
else
|
||||
hBars.sdOpen(1)= hMqlRate.open;
|
||||
|
||||
hBars.iLast = 1;
|
||||
end
|
||||
|
||||
ok = true;
|
||||
|
||||
end
|
||||
function [ok, bars] = mCreateFilledBars(self,chSymbol,enTimeframe,iStartPos,iCount,iSize)
|
||||
|
||||
self.cLogger.debug('Create empty Bars' );
|
||||
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
|
||||
self.cLogger.debug('Create ready' );
|
||||
|
||||
try
|
||||
|
||||
self.cLogger.debug('API: copyrates...' );
|
||||
[copied, bars.mqlRates] = self.cMt5Api.h.CopyRates(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
self.cLogger.debug('API: ready' );
|
||||
|
||||
|
||||
if copied > 0
|
||||
|
||||
self.cLogger.debug('Copy mqlRates to Bars System.Values...' );
|
||||
for idx=1:1:copied
|
||||
|
||||
bars.i64MTtime(idx) = bars.mqlRates(idx).mt_time;
|
||||
bars.dtTime(idx) = datetime(bars.i64MTtime(idx) , 'ConvertFrom', 'posixtime');
|
||||
% bars.sdOpen(idx) = mqlRates(idx).open;
|
||||
% bars.sdHigh(idx) = mqlRates(idx).high;
|
||||
% bars.sdLow(idx) = mqlRates(idx).low;
|
||||
% bars.sdClose(idx) = mqlRates(idx).close;
|
||||
end
|
||||
|
||||
bars.iLast = copied;
|
||||
|
||||
self.cLogger.debug('Copy mqlRates ready' );
|
||||
|
||||
else
|
||||
self.cLogger.error('CopyRates has 0 copied');
|
||||
ok = false;
|
||||
return;
|
||||
end
|
||||
|
||||
|
||||
|
||||
self.cLogger.debug('API: copy open,high,low,close,time,volume' );
|
||||
|
||||
|
||||
[copiedOpen, sdOpen] = self.cMt5Api.h.CopyOpen(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dOpen(1:iCount) = double(sdOpen);
|
||||
|
||||
[copiedHigh, sdHigh] = self.cMt5Api.h.CopyHigh(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dHigh(1:iCount) = double(sdHigh);
|
||||
|
||||
[copiedLow, sdLow] = self.cMt5Api.h.CopyLow(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dLow(1:iCount) = double(sdLow);
|
||||
|
||||
[copiedClose, sdClose] = self.cMt5Api.h.CopyClose(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dClose(1:iCount) = double(sdClose);
|
||||
|
||||
[copiedSpread, si32Spread] = self.cMt5Api.h.CopySpread(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i32Spread(1:iCount) = int32(si32Spread);
|
||||
|
||||
[copiedTickVol, si64TickVol] = self.cMt5Api.h.CopyTickVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i64TickVol(1:iCount) = int64(si64TickVol);
|
||||
|
||||
[copiedRealVol, si64RealVol] = self.cMt5Api.h.CopyRealVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i64RealVol(1:iCount) = int64(si64RealVol);
|
||||
|
||||
[copiedTime, sdtTime] = self.cMt5Api.h.CopyTime(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
|
||||
sdtTime.CopyTo(bars.sdtTime,0);
|
||||
|
||||
|
||||
|
||||
self.cLogger.debug('API: Copy OHLC ready' );
|
||||
|
||||
|
||||
catch ME
|
||||
|
||||
if(isa(ME, 'NET.NetException'))
|
||||
|
||||
BE = ME.ExceptionObject.GetBaseException;
|
||||
|
||||
self.cLogger.error(sprintf('Matlab Execption: %s',char(ME.message)));
|
||||
self.cLogger.error(sprintf('Base Execption: %s',char(BE.StackTrace)));
|
||||
|
||||
elseif(isa(ME, 'MException'))
|
||||
|
||||
disp(ME.message);
|
||||
else
|
||||
error('Unknown Exeption Type');
|
||||
end
|
||||
|
||||
|
||||
ok = false;
|
||||
return;
|
||||
end
|
||||
|
||||
|
||||
|
||||
|
||||
if bars.iLast == iCount &&...
|
||||
copiedOpen == iCount &&...
|
||||
copiedHigh == iCount &&...
|
||||
copiedLow == iCount &&...
|
||||
copiedClose == iCount &&...
|
||||
copiedTime == iCount &&...
|
||||
copiedSpread == iCount &&...
|
||||
copiedTickVol == iCount &&...
|
||||
copiedRealVol == iCount
|
||||
|
||||
bars.sdtStart = bars.mqlRates(1).time;
|
||||
bars.sdtEnd = bars.mqlRates(bars.iLast).time;
|
||||
|
||||
bars.sStart = char(bars.sdtStart.ToString);
|
||||
bars.sEnd = char(bars.sdtEnd.ToString);
|
||||
|
||||
self.cLogger.debug(sprintf('%s Bars object created',bars.chSymbol));
|
||||
self.cLogger.debug(sprintf('Size: %d Elements',bars.iSize));
|
||||
self.cLogger.debug(sprintf('Last: %d Element',bars.iLast));
|
||||
self.cLogger.debug(sprintf('Start: %s ',char(bars.sdtStart.ToString)));
|
||||
self.cLogger.debug(sprintf('End : %s ',char(bars.sdtEnd.ToString)));
|
||||
|
||||
ok = true;
|
||||
else
|
||||
self.cLogger.error(sprintf('Creating Bars Object :%s ',"Error"));
|
||||
ok = false;
|
||||
end
|
||||
|
||||
|
||||
end % Test ok
|
||||
function [ok, bars] = mCreateFilledBarsPARALEL(self,chSymbol,enTimeframe,iStartPos,iCount,iSize)
|
||||
|
||||
self.cLogger.debug('Parfor Mode' );
|
||||
|
||||
self.cLogger.debug('Create empty Bars' );
|
||||
bars = DataStore.Bars(chSymbol, enTimeframe, iSize);
|
||||
self.cLogger.debug('Create ready' );
|
||||
|
||||
try
|
||||
|
||||
self.cLogger.debug('API: copyrates...' );
|
||||
[copied, bars.mqlRates] = self.cMt5Api.h.CopyRates(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
self.cLogger.debug('API: ready' );
|
||||
|
||||
|
||||
if copied > 0
|
||||
|
||||
self.cLogger.debug('Copy mqlRates to Bars System.Values...' );
|
||||
|
||||
parRes1 = zeros(1,copied);
|
||||
parRes2 = zeros(1,copied);
|
||||
parfor idx=1:1:copied
|
||||
|
||||
parRes1(idx) = bars.mqlRates(idx).mt_time;
|
||||
parRes2(idx) = datetime(parRes1(idx) , 'ConvertFrom', 'posixtime');
|
||||
% bars.sdOpen(idx) = mqlRates(idx).open;
|
||||
% bars.sdHigh(idx) = mqlRates(idx).high;
|
||||
% bars.sdLow(idx) = mqlRates(idx).low;
|
||||
% bars.sdClose(idx) = mqlRates(idx).close;
|
||||
end
|
||||
|
||||
% bars.i64MTtime(idx)
|
||||
% bars.dtTime(idx)
|
||||
bars.iLast = copied;
|
||||
|
||||
self.cLogger.debug('Copy mqlRates ready' );
|
||||
|
||||
else
|
||||
self.cLogger.error('CopyRates has 0 copied');
|
||||
ok = false;
|
||||
return;
|
||||
end
|
||||
|
||||
|
||||
|
||||
self.cLogger.debug('API: copy open,high,low,close,time,volume' );
|
||||
|
||||
|
||||
[copiedOpen, sdOpen] = self.cMt5Api.h.CopyOpen(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dOpen(1:iCount) = double(sdOpen);
|
||||
|
||||
[copiedHigh, sdHigh] = self.cMt5Api.h.CopyHigh(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dHigh(1:iCount) = double(sdHigh);
|
||||
|
||||
[copiedLow, sdLow] = self.cMt5Api.h.CopyLow(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dLow(1:iCount) = double(sdLow);
|
||||
|
||||
[copiedClose, sdClose] = self.cMt5Api.h.CopyClose(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.dClose(1:iCount) = double(sdClose);
|
||||
|
||||
[copiedSpread, si32Spread] = self.cMt5Api.h.CopySpread(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i32Spread(1:iCount) = int32(si32Spread);
|
||||
|
||||
[copiedTickVol, si64TickVol] = self.cMt5Api.h.CopyTickVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i64TickVol(1:iCount) = int64(si64TickVol);
|
||||
|
||||
[copiedRealVol, si64RealVol] = self.cMt5Api.h.CopyRealVolume(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
bars.i64RealVol(1:iCount) = int64(si64RealVol);
|
||||
|
||||
[copiedTime, sdtTime] = self.cMt5Api.h.CopyTime(bars.chSymbol, bars.enTimeframe, iStartPos, iCount);
|
||||
|
||||
sdtTime.CopyTo(bars.sdtTime,0);
|
||||
|
||||
|
||||
|
||||
self.cLogger.debug('Copy OHLC ready' );
|
||||
|
||||
|
||||
catch ME
|
||||
|
||||
if(isa(ME, 'NET.NetException'))
|
||||
|
||||
BE = ME.ExceptionObject.GetBaseException;
|
||||
|
||||
self.cLogger.error(sprintf('Matlab Execption: %s',char(ME.message)));
|
||||
self.cLogger.error(sprintf('Base Execption: %s',char(BE.StackTrace)));
|
||||
|
||||
elseif(isa(ME, 'MException'))
|
||||
|
||||
disp(ME.message);
|
||||
else
|
||||
error('Unknown Exeption Type');
|
||||
end
|
||||
|
||||
|
||||
ok = false;
|
||||
return;
|
||||
end
|
||||
|
||||
|
||||
|
||||
|
||||
if bars.iLast == iCount &&...
|
||||
copiedOpen == iCount &&...
|
||||
copiedHigh == iCount &&...
|
||||
copiedLow == iCount &&...
|
||||
copiedClose == iCount &&...
|
||||
copiedTime == iCount &&...
|
||||
copiedSpread == iCount &&...
|
||||
copiedTickVol == iCount &&...
|
||||
copiedRealVol == iCount
|
||||
|
||||
bars.sdtStart = bars.mqlRates(1).time;
|
||||
bars.sdtEnd = bars.mqlRates(bars.iLast).time;
|
||||
|
||||
bars.sStart = char(bars.sdtStart.ToString);
|
||||
bars.sEnd = char(bars.sdtEnd.ToString);
|
||||
|
||||
self.cLogger.debug(sprintf('%s Bars object created',bars.chSymbol));
|
||||
self.cLogger.debug(sprintf('Size: %d Elements',bars.iSize));
|
||||
self.cLogger.debug(sprintf('Last: %d Element',bars.iLast));
|
||||
self.cLogger.debug(sprintf('Start: %s ',char(bars.sdtStart.ToString)));
|
||||
self.cLogger.debug(sprintf('End : %s ',char(bars.sdtEnd.ToString)));
|
||||
|
||||
ok = true;
|
||||
else
|
||||
self.cLogger.error(sprintf('Creating Bars Object :%s ',"Error"));
|
||||
ok = false;
|
||||
end
|
||||
|
||||
|
||||
end
|
||||
function ok = mGetAndStoreNewBar(self,hBars)
|
||||
ok = false;
|
||||
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
|
||||
|
||||
cApiResult = self.CopyRates(self.mSymbol,eTF, 0, 1);
|
||||
|
||||
if cApiResult.isSuccess()
|
||||
|
||||
if self.mUpdateBars(hBars,cApiResult.MqlRates(1))
|
||||
% self.cLogger.trace('New Bar added to Bars Object');
|
||||
ok = true;
|
||||
else
|
||||
self.cLogger.error('Can`t add new Bar to Bars Object');
|
||||
ok = false;
|
||||
end
|
||||
|
||||
end
|
||||
end
|
||||
function ok = fn_GetAndStoreNewBar_multisymbols(self,hBars,opts)
|
||||
ok = false;
|
||||
eTF = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
|
||||
|
||||
max = opts.symbols.num ;
|
||||
|
||||
for idx=1:1:max
|
||||
|
||||
cApiResult = self.CopyRates((upper(opts.symbols.Chars{idx})),eTF, 0, 1);
|
||||
|
||||
if cApiResult.isSuccess()
|
||||
|
||||
if self.mUpdateBars(hBars.(opts.symbols.Chars{idx}),cApiResult.MqlRates(1))
|
||||
% self.cLogger.trace('New Bar added to Bars Object');
|
||||
ok = true;
|
||||
else
|
||||
self.cLogger.error('Can`t add new Bar to Bars Object');
|
||||
ok = false;
|
||||
end
|
||||
|
||||
end
|
||||
end
|
||||
end
|
||||
function ok = mIsNewBar(self,enum_TF)
|
||||
|
||||
ok = false;
|
||||
persistent I_LastBarTime;
|
||||
|
||||
|
||||
|
||||
I_CurrentBarTime = self.cMt5Api.h.SeriesInfoInteger(self.mSymbol, enum_TF, MtApi5.ENUM_SERIES_INFO_INTEGER.SERIES_LASTBAR_DATE);
|
||||
|
||||
|
||||
if isempty(I_LastBarTime)
|
||||
I_LastBarTime = I_CurrentBarTime;
|
||||
% disp('First Init of LastBarTime');
|
||||
return
|
||||
end
|
||||
|
||||
if I_CurrentBarTime > I_LastBarTime
|
||||
I_LastBarTime = I_CurrentBarTime;
|
||||
ok = true;
|
||||
return
|
||||
else
|
||||
I_LastBarTime = I_CurrentBarTime;
|
||||
end
|
||||
|
||||
|
||||
|
||||
end % Test ok
|
||||
|
||||
|
||||
end
|
||||
end
|
||||
Reference in New Issue
Block a user