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Order.mqh
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Order.mqh
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2020, 31337 Investments Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
/**
* @file
* Implements class for managing orders.
*/
// Prevents processing this includes file for the second time.
#ifndef ORDER_MQH
#define ORDER_MQH
// Includes.
#include "Log.mqh"
#include "String.mqh"
#include "SymbolInfo.mqh"
// Enums.
// Order conditions.
enum ENUM_ORDER_CONDITION {
ORDER_COND_NONE = 0, // Empty condition.
ORDER_COND_IN_LOSS, // When order in loss
ORDER_COND_IN_PROFIT, // When order in profit
ORDER_COND_IS_CLOSED, // When order is closed
ORDER_COND_IS_OPEN, // When order is open
ORDER_COND_LIFETIME_GT_ARG, // Order lifetime greater than argument value.
ORDER_COND_LIFETIME_LT_ARG, // Order lifetime lesser than argument value.
ORDER_COND_PROP_EQ_ARG, // Order property equals argument value.
ORDER_COND_PROP_GT_ARG, // Order property greater than argument value.
ORDER_COND_PROP_LT_ARG, // Order property lesser than argument value.
FINAL_ORDER_CONDITION_ENTRY
};
// Order actions.
enum ENUM_ORDER_ACTION {
ORDER_ACTION_CLOSE = 1, // Close the order.
ORDER_ACTION_OPEN, // Open the order.
FINAL_ORDER_ACTION_ENTRY
};
#ifndef __MQL5__
// Enums.
// Direction of an open position (buy or sell).
// @docs
// - https://www.mql5.com/en/docs/constants/tradingconstants/positionproperties
enum ENUM_POSITION_TYPE {
POSITION_TYPE_BUY, // Buy position.
POSITION_TYPE_SELL // Sell position.
};
// Defines the reason for order placing.
enum ENUM_ORDER_REASON {
ORDER_REASON_CLIENT, // The order was placed from a desktop terminal.
ORDER_REASON_EXPERT, // The order was placed from an MQL5-program (e.g. by an EA or a script).
ORDER_REASON_MOBILE, // The order was placed from a mobile application.
ORDER_REASON_SL, // The order was placed as a result of Stop Loss activation.
ORDER_REASON_SO, // The order was placed as a result of the Stop Out event.
ORDER_REASON_TP, // The order was placed as a result of Take Profit activation.
ORDER_REASON_WEB, // The order was placed from a web platform.
};
#else
// Enums has sense only in MQL5.
enum ENUM_ORDER_SELECT_TYPE {
ORDER_SELECT_TYPE_NONE,
ORDER_SELECT_TYPE_ACTIVE,
ORDER_SELECT_TYPE_HISTORY,
ORDER_SELECT_TYPE_DEAL,
ORDER_SELECT_TYPE_POSITION
};
enum ENUM_ORDER_SELECT_DATA_TYPE {
ORDER_SELECT_DATA_TYPE_INTEGER,
ORDER_SELECT_DATA_TYPE_DOUBLE,
ORDER_SELECT_DATA_TYPE_STRING
};
#endif
#ifndef __MQL__
// For functions OrderGet(), OrderGetDouble() and HistoryOrderGetDouble().
// @docs https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
enum ENUM_ORDER_PROPERTY_DOUBLE {
ORDER_VOLUME_INITIAL, // Order initial volume.
ORDER_VOLUME_CURRENT, // Order current volume.
ORDER_PRICE_OPEN, // Price specified in the order.
ORDER_SL, // Stop Loss value.
ORDER_TP, // Take Profit value.
ORDER_PRICE_CURRENT, // The current price of the order symbol.
ORDER_PRICE_STOPLIMIT // The Limit order price for the StopLimit order.
};
// A variety of properties for reading order values.
// For functions OrderGet(), OrderGetInteger() and HistoryOrderGetInteger().
// @docs https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
enum ENUM_ORDER_PROPERTY_INTEGER {
ORDER_TICKET, // Order ticket. Unique number assigned to each order.
ORDER_TIME_SETUP, // Order setup time.
ORDER_TYPE, // Order type.
ORDER_STATE, // Order state.
ORDER_TIME_EXPIRATION, // Order expiration time.
ORDER_TIME_DONE, // Order execution or cancellation time.
ORDER_TIME_SETUP_MSC, // The time of placing an order for execution in milliseconds since 01.01.1970.
ORDER_TIME_DONE_MSC, // Order execution/cancellation time in milliseconds since 01.01.1970.
ORDER_TYPE_FILLING, // Order filling type.
ORDER_TYPE_TIME, // Order lifetime.
ORDER_MAGIC, // ID of an Expert Advisor that has placed the order.
ORDER_REASON, // The reason or source for placing an order.
ORDER_POSITION_ID, // Position identifier that is set to an order as soon as it is executed.
ORDER_POSITION_BY_ID // Identifier of an opposite position used for closing by order ORDER_TYPE_CLOSE_BY.
};
#endif
/* Defines for backward compability. */
// Index in the order pool.
#ifndef SELECT_BY_POS
#define SELECT_BY_POS 0
#endif
// Index by the order ticket.
#ifndef SELECT_BY_TICKET
#define SELECT_BY_TICKET 1
#endif
#ifndef POSITION_TICKET
#define POSITION_TICKET 1
#endif
#ifndef ORDER_TICKET
#define ORDER_TICKET 1
#endif
#ifndef DEAL_TICKET
#define DEAL_TICKET 1
#endif
#ifndef ORDER_EXTERNAL_ID
// Order identifier in an external trading system (on the Exchange).
// Note: Required for backward compability in MQL4.
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties#enum_order_property_string
#define ORDER_EXTERNAL_ID 20
#endif
#ifndef ORDER_REASON
// The reason or source for placing an order.
// Note: Required for backward compability in MQL4.
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
#define ORDER_REASON 23
#endif
/* Structs */
#ifdef __MQL4__
// The Structure of Results of a Trade Request Check (MqlTradeCheckResult).
// The check is performed using the OrderCheck() function.
// @docs https://www.mql5.com/en/docs/constants/structures/mqltradecheckresult
struct MqlTradeCheckResult {
unsigned int retcode; // Reply code.
double balance; // Balance after the execution of the deal.
double equity; // Equity after the execution of the deal.
double profit; // Floating profit.
double margin; // Margin requirements.
double margin_free; // Free margin.
double margin_level; // Margin level.
string comment; // Comment to the reply code (description of the error).
};
#endif
struct OrderParams {
bool dummy; // Whether order is dummy (fake) or not (real).
color color_arrow; // Color of the opening arrow on the chart.
unsigned short refresh_rate; // How often to refresh order values (in sec).
ENUM_ORDER_CONDITION cond_close; // Close condition.
MqlParam cond_args[]; // Close condition argument.
// Special struct methods.
void OrderParams() : dummy(false), color_arrow(clrNONE), refresh_rate(10), cond_close(ORDER_COND_NONE){};
void OrderParams(bool _dummy) : dummy(_dummy), color_arrow(clrNONE), refresh_rate(10), cond_close(ORDER_COND_NONE){};
// Getters.
bool HasCloseCondition() { return cond_close > ORDER_COND_NONE; }
// Setters.
void SetConditionClose(ENUM_ORDER_CONDITION _cond, MqlParam &_args[]) {
cond_close = _cond;
ArrayResize(cond_args, ArraySize(_args));
for (int i = 0; i < ArraySize(_args); i++) {
cond_args[i] = _args[i];
}
}
void SetRefreshRate(unsigned short _value) { refresh_rate = _value; }
};
// Defines order data.
struct OrderData {
unsigned long ticket; // Ticket number.
unsigned long magic; // Magic number.
ENUM_ORDER_STATE state; // State.
double commission; // Commission.
double profit; // Profit.
double total_profit; // Total profit (profit minus fees).
double price_open; // Open price.
double price_close; // Close price.
double price_current; // Current price.
double price_stoplimit; // The limit order price for the StopLimit order.
double swap; // Order cumulative swap.
datetime time_open; // Open time.
datetime time_close; // Close time.
double total_fees; // Total fees.
datetime expiration; // Order expiration time (for the orders of ORDER_TIME_SPECIFIED type).
double sl; // Current Stop loss level of the order.
double tp; // Current Take Profit level of the order.
ENUM_ORDER_TYPE type; // Type.
ENUM_ORDER_TYPE_FILLING type_filling; // Filling type.
ENUM_ORDER_TYPE_TIME type_time; // Lifetime (the order validity period).
ENUM_ORDER_REASON reason; // Reason or source for placing an order.
datetime last_update; // Last update of order values.
unsigned int last_error; // Last error code.
double volume; // Current volume.
string comment; // Comment.
string ext_id; // External trading system identifier.
string symbol; // Symbol of the order.
Ref<Log> logger; // Reference to logger.
OrderData()
: ticket(0),
magic(0),
state(ORDER_STATE_STARTED),
commission(0),
profit(0),
price_open(0),
price_close(0),
price_current(0),
price_stoplimit(0),
swap(0),
time_close(0),
time_open(0),
expiration(0),
sl(0),
tp(0),
last_update(0),
last_error(ERR_NO_ERROR),
volume(0) {}
// Getters.
// ...
// Setters.
void ProcessLastError() { last_error = fmax(last_error, Terminal::GetLastError()); }
void ResetError() {
ResetLastError();
last_error = ERR_NO_ERROR;
}
void SetComment(string _value) { comment = _value; }
void SetExpiration(datetime _exp) { expiration = _exp; }
void SetLastError(unsigned int _value) { last_error = _value; }
void SetLastUpdate(datetime _value) { last_update = _value; }
void SetMagicNo(unsigned long _value) { magic = _value; }
void SetPriceClose(double _value) { price_close = _value; }
void SetPriceCurrent(double _value) {
price_current = _value;
UpdateProfit();
}
void SetPriceOpen(double _value) { price_open = _value; }
void SetPriceStopLimit(double _value) { price_stoplimit = _value; }
void SetProfit(double _profit) { profit = _profit; }
void SetProfitTake(double _value) { tp = _value; }
void SetReason(long _reason) { reason = (ENUM_ORDER_REASON)_reason; }
void SetReason(ENUM_ORDER_REASON _reason) { reason = _reason; }
void SetState(ENUM_ORDER_STATE _state) { state = _state; }
void SetState(long _state) { state = (ENUM_ORDER_STATE)_state; }
void SetStopLoss(double _value) { sl = _value; }
void SetSymbol(string _value) { symbol = _value; }
void SetTicket(unsigned long _value) { ticket = _value; }
void SetTimeClose(datetime _value) { time_close = _value; }
void SetTimeOpen(datetime _value) { time_open = _value; }
void SetType(ENUM_ORDER_TYPE _type) { type = _type; }
void SetType(long _type) { type = (ENUM_ORDER_TYPE)_type; }
void SetTypeFilling(ENUM_ORDER_TYPE_FILLING _type) { type_filling = _type; }
void SetTypeFilling(long _type) { type_filling = (ENUM_ORDER_TYPE_FILLING)_type; }
void SetTypeTime(ENUM_ORDER_TYPE_TIME _value) { type_time = _value; }
void SetTypeTime(long _value) { type_time = (ENUM_ORDER_TYPE_TIME)_value; }
void SetVolume(double _value) { volume = _value; }
void UpdateProfit() { profit = price_open - price_current; }
};
#ifndef __MQLBUILD__
// Order operation type.
// @docs
// - https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
enum ENUM_ORDER_TYPE {
ORDER_TYPE_BUY, // Market Buy order.
ORDER_TYPE_SELL, // Market Sell order.
ORDER_TYPE_BUY_LIMIT, // Buy Limit pending order.
ORDER_TYPE_SELL_LIMIT, // Sell Limit pending order.
ORDER_TYPE_BUY_STOP, // Buy Stop pending order
ORDER_TYPE_SELL_STOP, // Sell Stop pending order.
ORDER_TYPE_BUY_STOP_LIMIT, // Upon reaching the order price, a pending Buy Limit order is placed at the StopLimit
// price.
ORDER_TYPE_SELL_STOP_LIMIT, // Upon reaching the order price, a pending Sell Limit order is placed at the StopLimit
// price.
ORDER_TYPE_CLOSE_BY // Order to close a position by an opposite one.
}
// Defines.
// Mode constants.
// @see: https://docs.mql4.com/trading/orderselect
#define MODE_TRADES 0
#define MODE_HISTORY 1
#endif
// Defines modes for order type values (Take Profit and Stop Loss).
enum ENUM_ORDER_TYPE_VALUE {
ORDER_TYPE_TP = ORDER_TP,
ORDER_TYPE_SL = ORDER_SL
};
/**
* Class to provide methods to deal with the order.
*
* @see
* - https://www.mql5.com/en/docs/trading/ordergetinteger
* - https://www.mql5.com/en/articles/211
*/
class Order : public SymbolInfo {
public:
/*
* Default enumerations:
*
* Trade operation:
* 0: OP_BUY (Buy operation)
* 1: OP_SELL (Sell operation)
* 2: OP_BUYLIMIT (Buy limit pending order)
* 3: OP_SELLLIMIT (Sell limit pending order)
* 4: OP_BUYSTOP (Buy stop pending order)
* 5: OP_SELLSTOP (Sell stop pending order)
*/
protected:
// Struct variables.
OrderParams oparams;
OrderData odata;
MqlTradeRequest orequest; // Trade Request Structure.
MqlTradeCheckResult oresult_check; // Results of a Trade Request Check.
MqlTradeResult oresult; // Trade Request Result.
#ifdef __MQL5__
static unsigned long selected_ticket_id;
static ENUM_ORDER_SELECT_TYPE selected_ticket_type;
#endif
public:
/**
* Class constructors.
*/
Order(long _ticket_no) {
odata.SetTicket(_ticket_no);
Update();
}
Order(const MqlTradeRequest &_request, bool _send = true) {
orequest = _request;
if (_send) {
if (!oparams.dummy) {
OrderSend();
} else {
OrderSendDummy();
}
}
}
Order(const MqlTradeRequest &_request, const OrderParams &_oparams, bool _send = true) {
orequest = _request;
oparams = _oparams;
if (_send) {
if (!oparams.dummy) {
OrderSend();
} else {
OrderSendDummy();
}
}
}
/**
* Class copy constructors.
*/
Order(const Order &_order, bool _send = true) {
oparams = _order.oparams;
odata = _order.odata;
orequest = _order.orequest;
oresult_check = _order.oresult_check;
oresult = _order.oresult;
if (_send) {
if (!oparams.dummy) {
OrderSend();
} else {
OrderSendDummy();
}
}
}
/**
* Class deconstructor.
*/
~Order() {}
Log* Logger() { return logger.Ptr(); }
/* Getters */
/**
* Get order's params.
*/
OrderParams GetParams() const { return oparams; }
/**
* Get order's data.
*/
OrderData GetData() const { return odata; }
/**
* Get order's request.
*/
MqlTradeRequest GetRequest() { return orequest; }
/**
* Get order's result.
*/
MqlTradeResult GetResult() { return oresult; }
/**
* Get order's check result.
*/
MqlTradeCheckResult GetResultCheck() { return oresult_check; }
/* Setters */
/* State checkers */
/**
* Is order is open.
*/
bool IsClosed() {
if (odata.time_close == 0 || odata.price_close == 0) {
odata.price_close = Order::OrderClosePrice(odata.ticket);
odata.time_close = Order::OrderCloseTime(odata.ticket);
}
return odata.time_close > 0 && odata.price_close > 0;
}
/**
* Is order closed.
*/
bool IsOpen() {
return !IsClosed();
}
/* Trade methods */
/**
* Gets allowed order filling mode.
*
* @docs
* - https://www.mql5.com/en/docs/constants/environment_state/marketinfoconstants#symbol_filling_mode
*/
static ENUM_ORDER_TYPE_FILLING GetOrderFilling(const string _symbol) {
// Default policy is used only for market orders (Buy and Sell), limit and stop limit orders
// and only for the symbols with Market or Exchange execution.
// In case of partial filling a market or limit order with remaining volume is not canceled but processed further.
ENUM_ORDER_TYPE_FILLING _result = ORDER_FILLING_RETURN;
const long _filling_mode = SymbolInfo::GetFillingMode(_symbol);
if ((_filling_mode & SYMBOL_FILLING_IOC) == SYMBOL_FILLING_IOC) {
// Execute a deal with the volume maximally available in the market within that indicated in the order.
// In case the order cannot be filled completely, the available volume of the order will be filled, and the
// remaining volume will be canceled. The possibility of using IOC orders is determined at the trade server.
_result = ORDER_FILLING_IOC;
} else if ((_filling_mode & SYMBOL_FILLING_FOK) == SYMBOL_FILLING_FOK) {
// A deal can be executed only with the specified volume.
// In MT4, orders are usually on an FOK basis in that you get a complete fill or nothing.
// If the necessary amount of a financial instrument is currently unavailable in the market, the order will not be
// executed. The required volume can be filled using several offers available on the market at the moment.
_result = ORDER_FILLING_FOK;
}
return (_result);
}
/**
* Gets order's filling mode.
*/
ENUM_ORDER_TYPE_FILLING GetOrderFilling() {
Update(ORDER_TYPE_FILLING);
return odata.type_filling;
}
/**
* Get allowed order filling modes.
*/
static ENUM_ORDER_TYPE_FILLING GetOrderFilling(const string _symbol, const long _type) {
const ENUM_SYMBOL_TRADE_EXECUTION _exe_mode =
(ENUM_SYMBOL_TRADE_EXECUTION)SymbolInfo::SymbolInfoInteger(_symbol, SYMBOL_TRADE_EXEMODE);
const long _filling_mode = SymbolInfo::GetFillingMode(_symbol);
return ((_filling_mode == 0 || (_type >= ORDER_FILLING_RETURN) || ((_filling_mode & (_type + 1)) != _type + 1))
? (((_exe_mode == SYMBOL_TRADE_EXECUTION_EXCHANGE) || (_exe_mode == SYMBOL_TRADE_EXECUTION_INSTANT))
? ORDER_FILLING_RETURN
: ((_filling_mode == SYMBOL_FILLING_IOC) ? ORDER_FILLING_IOC : ORDER_FILLING_FOK))
: (ENUM_ORDER_TYPE_FILLING)_type);
}
/* MT ORDER METHODS */
/**
* Closes opened order.
*
* @docs
* - https://docs.mql4.com/trading/orderclose
* - https://www.mql5.com/en/docs/constants/tradingconstants/enum_trade_request_actions
*
* @return
* Returns true if successful, otherwise false.
* To get details about error, call the GetLastError() function.
*/
static bool OrderClose(unsigned long _ticket, // Unique number of the order ticket.
double _lots, // Number of lots.
double _price, // Closing price.
int _deviation, // Maximal possible deviation/slippage from the requested price (in points).
color _arrow_color = CLR_NONE // Color of the closing arrow on the chart.
) {
#ifdef __MQL4__
return ::OrderClose((int)_ticket, _lots, _price, _deviation, _arrow_color);
#else
if (::OrderSelect(_ticket) || ::PositionSelectByTicket(_ticket) || ::HistoryOrderSelect(_ticket)) {
MqlTradeRequest _request = {0};
MqlTradeCheckResult _result_check = {0};
MqlTradeResult _result = {0};
_request.action = TRADE_ACTION_DEAL;
_request.position = ::PositionGetInteger(POSITION_TICKET);
_request.symbol = ::PositionGetString(POSITION_SYMBOL);
_request.type = NegateOrderType((ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE));
_request.volume = _lots;
_request.price = _price;
_request.deviation = _deviation;
return Order::OrderSend(_request, _result, _result_check, _arrow_color);
}
return false;
#endif
}
bool OrderClose(string _comment = "") {
odata.ResetError();
if (!OrderSelect()) {
if (!OrderSelectHistory()) {
odata.ProcessLastError();
return false;
}
}
MqlTradeRequest _request = {0};
MqlTradeResult _result = {0};
_request.action = TRADE_ACTION_DEAL;
_request.comment = _comment;
_request.deviation = orequest.deviation;
_request.type = NegateOrderType(orequest.type);
_request.position = oresult.deal;
_request.price = SymbolInfo::GetCloseOffer(orequest.type);
_request.symbol = orequest.symbol;
_request.volume = orequest.volume;
Order::OrderSend(_request, oresult, oresult_check);
if (oresult.retcode == TRADE_RETCODE_DONE) {
odata.SetTimeClose(DateTime::TimeTradeServer()); // For now, sets the current time.
odata.SetPriceClose(SymbolInfo::GetCloseOffer(odata.type)); // For now, sets using the actual close price.
odata.SetLastError(ERR_NO_ERROR);
Update();
return true;
} else {
odata.last_error = oresult.retcode;
}
return false;
}
/**
* Closes a position by an opposite one.
*/
static bool OrderCloseBy(long _ticket, long _opposite, color _color) {
#ifdef __MQL4__
return ::OrderCloseBy((int)_ticket, (int)_opposite, _color);
#else
if (::OrderSelect(_ticket) || ::PositionSelectByTicket(_ticket) || ::HistoryOrderSelect(_ticket)) {
MqlTradeRequest _request = {0};
MqlTradeCheckResult _result_check = {0};
MqlTradeResult _result = {0};
_request.action = TRADE_ACTION_CLOSE_BY;
_request.position = ::PositionGetInteger(POSITION_TICKET);
_request.position_by = _opposite;
_request.symbol = ::PositionGetString(POSITION_SYMBOL);
_request.type = NegateOrderType((ENUM_POSITION_TYPE)::PositionGetInteger(POSITION_TYPE));
_request.volume = ::PositionGetDouble(POSITION_VOLUME);
return Order::OrderSend(_request, _result);
}
return false;
#endif
}
/**
* Returns close price of the currently selected order.
*/
static double OrderClosePrice(unsigned long _ticket = 0) {
#ifdef __MQL4__
if (_ticket > 0 && !OrderSelectByTicket(_ticket)) {
return 0;
}
return ::OrderClosePrice();
#else // __MQL5__
return ::PositionGetDouble(POSITION_PRICE_CURRENT);
#endif
}
double GetClosePrice() { return odata.price_close; }
/**
* Returns open time of the currently selected order.
*
* @see
* - http://docs.mql4.com/trading/orderopentime
* - https://www.mql5.com/en/docs/trading/ordergetinteger
*/
static datetime OrderOpenTime(unsigned long _ticket = 0) {
#ifdef __MQL4__
// http://docs.mql4.com/trading/orderopentime
return ::OrderOpenTime();
#else
long _result = 0;
_ticket = _ticket > 0 ? _ticket : Order::OrderTicket();
if (HistorySelectByPosition(_ticket)) {
for (int i = HistoryDealsTotal() - 1; i >= 0; i--) {
// https://www.mql5.com/en/docs/trading/historydealgetticket
const unsigned long _deal_ticket = HistoryDealGetTicket(i);
const ENUM_DEAL_ENTRY _deal_entry = (ENUM_DEAL_ENTRY) HistoryDealGetInteger(_deal_ticket, DEAL_ENTRY);
if (_deal_entry == DEAL_ENTRY_IN) {
_result = HistoryDealGetInteger(_deal_ticket, DEAL_TIME);
break;
}
}
}
return (datetime) _result;
#endif
}
datetime GetOpenTime() {
if (odata.time_close == 0) {
odata.time_open = OrderOpenTime(odata.ticket);
}
return odata.time_open;
}
/*
* Returns close time of the currently selected order.
*
* @see:
* - https://docs.mql4.com/trading/orderclosetime
* - https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
*/
static datetime OrderCloseTime(unsigned long _ticket = 0) {
#ifdef __MQL4__
if (_ticket > 0) {
OrderSelect(_ticket, SELECT_BY_TICKET, MODE_HISTORY);
}
return ::OrderCloseTime();
#else // __MQL5__
// @docs https://www.mql5.com/en/docs/trading/historydealgetinteger
long _result = 0;
_ticket = _ticket > 0 ? _ticket : Order::OrderTicket();
if (HistorySelectByPosition(_ticket)) {
for (int i = HistoryDealsTotal() - 1; i >= 0; i--) {
// https://www.mql5.com/en/docs/trading/historydealgetticket
const unsigned long _deal_ticket = HistoryDealGetTicket(i);
const ENUM_DEAL_ENTRY _deal_entry = (ENUM_DEAL_ENTRY) HistoryDealGetInteger(_deal_ticket, DEAL_ENTRY);
if (_deal_entry == DEAL_ENTRY_OUT || _deal_entry == DEAL_ENTRY_OUT_BY) {
_result = HistoryDealGetInteger(_deal_ticket, DEAL_TIME);
break;
}
}
}
return 0;
#endif
}
datetime GetCloseTime() {
if (!IsClosed()) {
odata.time_close = Order::OrderCloseTime(odata.ticket);
}
return odata.time_close;
}
/**
* Returns comment of the currently selected order.
*
* @see:
* - https://docs.mql4.com/trading/ordercomment
* - https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
*/
static string OrderComment() {
#ifdef __MQL4__
return ::OrderComment();
#else // __MQL5__
return Order::OrderGetString(ORDER_COMMENT);
#endif
}
/**
* Returns calculated commission of the currently selected order.
*
*/
static double OrderCommission(unsigned long _ticket = 0) {
#ifdef __MQL4__
// https://docs.mql4.com/trading/ordercommission
return ::OrderCommission();
#else // __MQL5__
double _result = 0;
_ticket = _ticket > 0 ? _ticket : Order::OrderTicket();
if (HistorySelectByPosition(_ticket)) {
for (int i = HistoryDealsTotal() - 1; i >= 0; i--) {
// https://www.mql5.com/en/docs/trading/historydealgetticket
const unsigned long _deal_ticket = HistoryDealGetTicket(i);
_result += _deal_ticket > 0 ? HistoryDealGetDouble(_deal_ticket, DEAL_COMMISSION) : 0;
}
}
return _result;
#endif
}
double GetCommission() {
if (!IsClosed()) {
odata.commission = Order::OrderCommission(odata.ticket);
}
return odata.commission;
}
/**
* Returns total fees of the currently selected order.
*
*/
static double OrderTotalFees(unsigned long _ticket = 0) {
#ifdef __MQL4__
return Order::OrderCommission() - Order::OrderSwap();
#else // __MQL5__
double _result = 0;
_ticket = _ticket > 0 ? _ticket : Order::OrderTicket();
if (HistorySelectByPosition(_ticket)) {
for (int i = HistoryDealsTotal() - 1; i >= 0; i--) {
// https://www.mql5.com/en/docs/trading/historydealgetticket
const unsigned long _deal_ticket = HistoryDealGetTicket(i);
if (_deal_ticket > 0) {
_result += HistoryDealGetDouble(_deal_ticket, DEAL_COMMISSION);
_result += HistoryDealGetDouble(_deal_ticket, DEAL_FEE);
_result += HistoryDealGetDouble(_deal_ticket, DEAL_SWAP);
}
}
}
return _result;
#endif
}
double GetTotalFees() {
if (!IsClosed()) {
odata.total_fees = Order::OrderTotalFees(odata.ticket);
}
return odata.total_fees;
}
/**
* Deletes previously opened pending order.
*
* @see: https://docs.mql4.com/trading/orderdelete
*/
static bool OrderDelete(unsigned long _ticket, color _color = NULL) {
#ifdef __MQL4__
return ::OrderDelete((int)_ticket, _color);
#else
if (::OrderSelect(_ticket)) {
MqlTradeRequest _request = {0};
MqlTradeResult _result = {0};
_request.action = TRADE_ACTION_REMOVE;
_request.order = _ticket;
return Order::OrderSend(_request, _result);
}
return false;
#endif
}
bool OrderDelete() { return Order::OrderDelete(GetTicket()); }
/**
* Returns expiration date of the selected pending order.
*
* @see
* - https://docs.mql4.com/trading/orderexpiration
* - https://www.mql5.com/en/docs/trading/ordergetinteger
*/
static datetime OrderExpiration() {
#ifdef __MQL4__
return ::OrderExpiration();
#else
return (datetime)Order::OrderGetInteger(ORDER_TIME_EXPIRATION);
#endif
}
/**
* Returns amount of lots of the selected order.
*
* @see:
* - https://docs.mql4.com/trading/orderlots
* - https://www.mql5.com/en/docs/trading/ordergetdouble
*/
static double OrderLots() {
#ifdef __MQL4__
return ::OrderLots();
#else
return Order::OrderGetDouble(ORDER_VOLUME_CURRENT);
#endif
}
double GetVolume() { return orequest.volume = IsSelected() ? OrderLots() : orequest.volume; }
/**
* Returns an identifying (magic) number of the currently selected order.
*
* @see
* - http://docs.mql4.com/trading/ordermagicnumber
* - https://www.mql5.com/en/docs/trading/ordergetinteger
*/
static long OrderMagicNumber() {
#ifdef __MQL4__
return (long)::OrderMagicNumber();
#else
return Order::OrderGetInteger(ORDER_MAGIC);
#endif
}
unsigned long GetMagicNumber() { return orequest.magic = IsSelected() ? OrderMagicNumber() : orequest.magic; }
/**
* Modification of characteristics of the previously opened or pending orders.
*
* @see http://docs.mql4.com/trading/ordermodify
*/
static bool OrderModify(unsigned long _ticket, // Ticket of the position.
double _price, // Price.
double _stoploss, // Stop loss.
double _takeprofit, // Take profit.
datetime _expiration, // Expiration.
color _arrow_color = clrNONE // Color of order.
) {
#ifdef __MQL4__
return ::OrderModify((unsigned int)_ticket, _price, _stoploss, _takeprofit, _expiration, _arrow_color);
#else
if (!::PositionSelectByTicket(_ticket)) {
return false;
}
MqlTradeRequest _request = {0};
MqlTradeResult _result = {0};
_request.action = TRADE_ACTION_SLTP;
//_request.type = PositionTypeToOrderType();
_request.position = _ticket; // Position ticket.
_request.symbol = ::PositionGetString(POSITION_SYMBOL);
_request.sl = _stoploss;
_request.tp = _takeprofit;
_request.expiration = _expiration;
return Order::OrderSend(_request, _result);
#endif
}
bool OrderModify(double _sl, double _tp, double _price = 0, datetime _expiration = 0) {
if (odata.time_close > 0) {
// Ignore change for already closed orders.
return false;
} else if (_sl == odata.sl && _tp == odata.tp && _expiration == odata.expiration) {
// Ignore change for the same values.
return false;
}
bool _result = Order::OrderModify(oresult.order, _price, _sl, _tp, _expiration);
if (_result) {
odata.sl = _sl;
odata.tp = _tp;
odata.expiration = _expiration;
} else if (Order::OrderSelect(oresult.order, SELECT_BY_TICKET, MODE_HISTORY)) {
odata.time_close = GetCloseTime();
_result = false;
} else {
_result = Order::OrderModify(oresult.order, _price, _sl, _tp, _expiration);
Logger().AddLastError(__FUNCTION_LINE__);
}
return _result;
}
/**
* Returns open price of the currently selected order.
*
* @see
* - http://docs.mql4.com/trading/orderopenprice
* - https://www.mql5.com/en/docs/trading/ordergetinteger
*/
static double OrderOpenPrice() {
#ifdef __MQL4__
return ::OrderOpenPrice();
#else
return Order::OrderGetDouble(ORDER_PRICE_OPEN);
#endif
}
double GetOpenPrice() {
Update(ORDER_PRICE_OPEN);
return odata.price_open;
}
/**
* Returns profit of the currently selected order.
*
* @return
* Returns the net profit value (without swaps or commissions) for the selected order.
* For open orders, it is the current unrealized profit. For closed orders, it is the fixed profit.
*
* @see https://docs.mql4.com/trading/orderprofit
*/
static double OrderProfit(unsigned long _ticket = 0) {
#ifdef __MQL4__
// https://docs.mql4.com/trading/orderprofit
return ::OrderProfit();
#else
double _result = 0;
_ticket = _ticket > 0 ? _ticket : Order::OrderTicket();
if (HistorySelectByPosition(_ticket)) {
for (int i = HistoryDealsTotal() - 1; i >= 0; i--) {
// https://www.mql5.com/en/docs/trading/historydealgetticket
const unsigned long _deal_ticket = HistoryDealGetTicket(i);
_result += _deal_ticket > 0 ? HistoryDealGetDouble(_deal_ticket, DEAL_PROFIT) : 0;
}
}
return _result;
#endif
}
double GetProfit() {
Update(ORDER_PRICE_CURRENT);
return odata.profit;
}
/**
* Executes trade operations by sending the request to a trade server.
*
* The main function used to open market or place a pending order.
*
* @see
* - http://docs.mql4.com/trading/ordersend
* - https://www.mql5.com/en/docs/trading/ordersend
*
* @return
* Returns number of the ticket assigned to the order by the trade server
* or -1 if it fails.
*/
static long OrderSend(string _symbol, // Symbol.
int _cmd, // Operation.
double _volume, // Volume.
double _price, // Price.
unsigned long _deviation, // Deviation.
double _stoploss, // Stop loss.
double _takeprofit, // Take profit.
string _comment = NULL, // Comment.
unsigned long _magic = 0, // Magic number.
datetime _expiration = 0, // Pending order expiration.
color _arrow_color = clrNONE // Color.
) {
#ifdef __MQL4__
return ::OrderSend(_symbol, _cmd, _volume, _price, (int)_deviation, _stoploss, _takeprofit, _comment,
(unsigned int)_magic, _expiration, _arrow_color);
#else
// @docs
// - https://www.mql5.com/en/articles/211
// - https://www.mql5.com/en/docs/constants/tradingconstants/enum_trade_request_actions
MqlTradeRequest _request = {0}; // Query structure.
MqlTradeResult _result = {0}; // Structure of the result.
_request.action = TRADE_ACTION_DEAL;
_request.symbol = _symbol;
_request.volume = _volume;
_request.price = _price;
_request.sl = _stoploss;
_request.tp = _takeprofit;
_request.deviation = _deviation;
_request.comment = _comment;
_request.magic = _magic;
_request.expiration = _expiration;
_request.type = (ENUM_ORDER_TYPE)_cmd;
_request.type_filling = _request.type_filling ? _request.type_filling : GetOrderFilling(_symbol);
return Order::OrderSend(_request, _result) > 0;
#endif
}
static bool OrderSend(const MqlTradeRequest &_request, MqlTradeResult &_result, MqlTradeCheckResult &_check_result,
color _color = clrNONE) {
#ifdef __MQL4__
// Convert Trade Request Structure to function parameters.
_result.retcode = TRADE_RETCODE_ERROR;
if (_request.position > 0) {
if (_request.action == TRADE_ACTION_SLTP) {
if (Order::OrderModify(_request.position, _request.price, _request.sl, _request.tp, _request.expiration,
_color)) {
// @see: https://www.mql5.com/en/docs/constants/structures/mqltraderesult
_result.ask = SymbolInfo::GetAsk(_request.symbol); // The current market Bid price (requote price).
_result.bid = SymbolInfo::GetBid(_request.symbol); // The current market Ask price (requote price).
_result.order = _request.position; // Order ticket.
_result.price = _request.price; // Deal price, confirmed by broker.
_result.volume = _request.volume; // Deal volume, confirmed by broker (@fixme?).
_result.retcode = TRADE_RETCODE_DONE;