| blob | 1ab5ffa67de003c2120194a3a51ccd7587d34ba3 |
1 /*=============================================================\r
2 Info: Order Library \r
3 Name: OrderLib.mq4\r
4 Author: Eric Pribitzer\r
5 Version: 0.92\r
6 Update: 2011-05-05\r
7 Notes: add OP_ALL at OL_enumOrderList(...), OL_PROFITPIPS (calc TP+SL)\r
8 Version: 0.9\r
9 Update: 2011-03-30\r
10 Notes: LotSize Calculation Update, CUSTOM_TICKVALUE\r
11 Version: 0.8\r
12 Update: 2011-03-28\r
13 Notes: Bug WriteBuffer removed in TestingMode\r
14 OL_RISK_PIPS and OL_PROFIT_PIPS added and tested\r
15 OL_MAX_ORDERS added \r
16 Version: 0.7\r
17 Update: 2010-02-11 \r
18 Notes: ---\r
19 \r
20 Copyright (C) 2010 Erich Pribitzer\r
21 =============================================================*/\r
22 \r
23 #property copyright "Copyright © 2011, Erich Pribitzer"\r
24 #property link "http://www.wartris.com"\r
25 #property library\r
26 \r
27 #include <BasicH.mqh>\r
28 #include <OrderLibH.mqh>\r
29 \r
30 \r
31 bool OL_ALLOW_ORDER = true;\r
32 double OL_RISK_PERC = 0; // in %\r
33 int OL_RISK_PIPS = 0; // 0=auto (calc price-stoploss)\r
34 int OL_PROFIT_PIPS = 0;\r
35 int OL_TRAILING_STOP = 0;\r
36 double OL_LOT_SIZE = 1; // 0=auto lot depends on risk pips and risk percent per trade\r
37 double OL_INITIAL_LOT = 0;\r
38 double OL_CUSTOM_TICKVALUE = 0; // 0=no custom tickvalue\r
39 int OL_SLIP_PAGE = 0;\r
40 bool OL_STOPSBYMODIFY = false; // true = sl,tp will set by modify order\r
41 double OL_MAX_LOT = 2;\r
42 int OL_MAGIC = 0xA1200; // 0xA12xx Note: the first two digits must be zero\r
43 int OL_MAX_ORDERS = 3;\r
44 bool OL_ORDER_DUPCHECK = true;\r
45 bool OL_OPPOSITE_CLOSE = false; // oder will only closed when the new TP lies between SL and Price of an active order \r
46 bool OL_ORDER_COLOR = true;\r
47 bool OL_MYSQL_LOG = true; \r
48 \r
49 double orderInfo[OL_SIZE][OL_ORDER_BUFFER_SIZE];\r
50 string orderInfoDesc[OL_ORDER_BUFFER_SIZE];\r
51 double orderProp[OL_SIZE];\r
52 string orderDesc;\r
53 \r
54 #define OL_ORDER_OPEN_CLR Red\r
55 #define OL_ORDER_CLOSE_CLR Green\r
56 #define OL_ORDER_MODIFY_CLR Violet\r
57 \r
58 #define OL_CL_OPPOSITCLOSE 1\r
59 #define OL_CL_TIMEEXPIRE 2\r
60 #define OL_CL_STOPLOSS 3\r
61 #define OL_CL_TAKEPROFIT 4\r
62 #define OL_CL_UNKNOWN 5\r
63 #define OL_CL_BYEA 6\r
64 #define OL_CL_DUPCHECK 7\r
65 #define OL_CL_SIZE 8\r
66 \r
67 string OL_CL_STRING[OL_CL_SIZE]={"","Opposit","Expire","StopLoss","TakePorfit","Unknown","ByEA","Dupcheck"};\r
68 \r
69 double OL_BUFFER_COUNT = 0;\r
70 \r
71 bool OrderLib_Initialized;\r
72 \r
73 int OL_Init(bool ALLOW_ORDER,double RISK_PERC,int RISK_PIPS,int PROFIT_PIPS,int TRAILING_STOP, double LOT_SIZE,double INITIAL_LOT,double CUSTOM_TICKVALUE, int SLIPPAGE, bool STOPSBYMODIFY, double MAX_LOT, int MAX_ORDERS, int MAGIC, bool ORDER_DUPCHECK, bool OPPOSITE_CLOSE, bool ORDER_COLOR, bool MYSQL_LOG)\r
74 {\r
75 OL_ALLOW_ORDER = ALLOW_ORDER;\r
76 OL_RISK_PERC = RISK_PERC;\r
77 OL_RISK_PIPS = RISK_PIPS;\r
78 OL_PROFIT_PIPS = PROFIT_PIPS;\r
79 OL_TRAILING_STOP = TRAILING_STOP;\r
80 OL_LOT_SIZE = LOT_SIZE;\r
81 OL_INITIAL_LOT = INITIAL_LOT;\r
82 OL_CUSTOM_TICKVALUE = CUSTOM_TICKVALUE;\r
83 OL_SLIP_PAGE = SLIPPAGE;\r
84 OL_STOPSBYMODIFY = STOPSBYMODIFY;\r
85 OL_MAX_LOT = MAX_LOT;\r
86 OL_MAX_ORDERS = MAX_ORDERS;\r
87 OL_MAGIC = MAGIC;\r
88 OL_ORDER_DUPCHECK = ORDER_DUPCHECK;\r
89 OL_OPPOSITE_CLOSE = OPPOSITE_CLOSE;\r
90 OL_ORDER_COLOR = ORDER_COLOR;\r
91 OL_MYSQL_LOG = MYSQL_LOG;\r
92 \r
93 BA_Init();\r
94 \r
95 \r
96 if(IsTesting()==true)\r
97 {\r
98 OL_ClearBuffer();\r
99 Print("Testing Mode: Clear Order Buffer");\r
100 }\r
101 \r
102 if(OrderLib_Initialized==false)\r
103 { \r
104 Print("Init OrderLib");\r
105 OL_ReadBuffer();\r
106 OL_SyncBuffer();\r
107 OrderLib_Initialized=true; \r
108 } \r
109 \r
110 }\r
111 \r
112 int OL_Deinit()\r
113 {\r
114 OL_WriteBuffer();\r
115 OrderLib_Initialized=false;\r
116 Print("Deinit OrderLib");\r
117 }\r
118 \r
119 int OL_SyncBuffer()\r
120 {\r
121 \r
122 if(IsTesting()==true) return;\r
123 \r
124 int total=OrdersTotal();\r
125 int magic=0;\r
126 string symbol="";\r
127 double tp=0;\r
128 double sl=0;\r
129 double lot=0;\r
130 int ma=0;\r
131 int inx=0;\r
132 double buff[OL_ORDER_BUFFER_SIZE];\r
133 \r
134 ArrayInitialize(buff,0);\r
135 \r
136 \r
137 for(int pos=0;pos<total;pos++)\r
138 {\r
139 if(OrderSelect(pos,SELECT_BY_POS)==false) continue;\r
140 magic=OrderMagicNumber();\r
141 symbol=OrderSymbol();\r
142 if( (magic&0xFFFFF00) == OL_MAGIC && Symbol() == symbol)\r
143 { \r
144 // change local order buffer, mark order as aktive \r
145 buff[magic&0xFF]=1;\r
146 /*\r
147 tp=NormalizeDouble(OrderTakeProfit(),DIGITS);\r
148 sl=NormalizeDouble(OrderTakeProfit(),DIGITS);\r
149 lot=NormalizeDouble(OrderLots(),LOTDIGITS);\r
150 if(orderInfo[OL_TAKEPROFIT][magic&0xFF]!=tp || orderInfo[OL_STOPLOSS][magic&0xFF]!=sl || orderInfo[OL_LOTSIZE][magic&0xFF]!=lot)\r
151 {\r
152 */\r
153 if(orderInfo[OL_ID][magic&0xFF]>0)\r
154 { \r
155 tp=NormalizeDouble(OrderTakeProfit(),DIGITS);\r
156 sl=NormalizeDouble(OrderStopLoss(),DIGITS);\r
157 \r
158 if(tp>0)\r
159 orderInfo[OL_TAKEPROFIT][magic&0xFF]=tp;\r
160 if(sl>0)\r
161 orderInfo[OL_STOPLOSS][magic&0xFF]=sl;\r
162 \r
163 orderInfo[OL_LOTSIZE][magic&0xFF]=NormalizeDouble(OrderLots(),LOTDIGITS);\r
164 }\r
165 // }\r
166 } \r
167 }\r
168 \r
169 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
170 { \r
171 // sync local order buffer via real active orders\r
172 if(buff[binx]==0 && orderInfo[OL_ID][binx]>0) // only running orders\r
173 {\r
174 orderInfo[OL_ID][binx]=0;\r
175 orderInfo[OL_CLOSEREASON][binx]=OL_CL_UNKNOWN;\r
176 Print("Clear Index: ",binx);\r
177 } \r
178 }\r
179 \r
180 }\r
181 \r
182 int OL_ReadBuffer()\r
183 {\r
184 \r
185 string key="";\r
186 int count=0;\r
187 \r
188 ArrayInitialize(orderProp,0);\r
189 \r
190 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
191 {\r
192 if(IsTesting()==false)\r
193 {\r
194 if(GlobalVariableCheck(OL_FIX + Symbol() + "_BI" + binx + "I" + OL_ID)==true) \r
195 {\r
196 count++;\r
197 }\r
198 else\r
199 {\r
200 orderInfo[OL_ID][binx]=0;\r
201 continue; \r
202 }\r
203 \r
204 for(int inx=0;inx<OL_SIZE;inx++)\r
205 {\r
206 orderInfo[inx][binx]=GlobalVariableGet(OL_FIX + Symbol() + "_BI" + binx + "I" + inx);\r
207 }\r
208 }\r
209 \r
210 if(orderInfo[OL_ID][binx]!=0)\r
211 OL_Update(binx);\r
212 }\r
213 return (count);\r
214 }\r
215 \r
216 int OL_WriteBuffer()\r
217 { \r
218 string key="";\r
219 int count=0;\r
220 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
221 {\r
222 if(orderInfo[OL_ID][binx]!=0) \r
223 {\r
224 count++;\r
225 OL_Update(binx);\r
226 }\r
227 \r
228 //order has closed state ?? >>\r
229 if(orderInfo[OL_CLOSEREASON][binx]>0)\r
230 {\r
231 int clinx=orderInfo[OL_CLOSEREASON][binx];\r
232 orderInfo[OL_CTIME][binx]=TimeCurrent();\r
233 orderInfo[OL_CBAR][binx]=Bars;\r
234 orderInfo[OL_CSPREAD][binx]=NormalizeDouble(Ask-Bid,DIGITS)/POINT;\r
235 orderInfo[OL_CTICKCOUNT][binx]= GetTickCount() & 0x7FFFFFFF; \r
236 \r
237 // was active ?\r
238 if(orderInfo[OL_OID][binx]>0) // yes >>\r
239 {\r
240 // print stats \r
241 Print("Close reason: ",OL_CL_STRING[clinx],\r
242 " / Order ID: ",orderInfo[OL_OID][binx],\r
243 " / Minutes: ",NormalizeDouble((orderInfo[OL_CTIME][binx]-orderInfo[OL_OTIME][binx])/60,1),\r
244 " / HiProfit: ",orderInfo[OL_HIPROFIT][binx],\r
245 " / LoProfit: ",orderInfo[OL_LOPROFIT][binx],\r
246 " / Profit: ",orderInfo[OL_PROFIT][binx],\r
247 " / Desc: ",orderInfoDesc[binx]);\r
248 \r
249 } \r
250 \r
251 int xx=orderInfo[OL_CLOSEREASON][binx]; \r
252 orderInfo[OL_CLOSEREASON][binx]=0;\r
253 orderInfo[OL_ERRORNO][binx]=0;\r
254 Print("Clear ",binx,",",OL_CL_STRING[xx]);\r
255 \r
256 }\r
257 \r
258 if(IsTesting()==false )\r
259 {\r
260 for(int inx=0;inx<OL_SIZE;inx++)\r
261 { \r
262 key=OL_FIX + Symbol() + "_BI" + binx + "I" + inx;\r
263 if(orderInfo[OL_ID][binx]==0)\r
264 {\r
265 GlobalVariableDel(key); \r
266 }\r
267 else\r
268 {\r
269 //Print("Write Global....",key);\r
270 GlobalVariableSet( key, orderInfo[inx][binx]); \r
271 }\r
272 }\r
273 }\r
274 }\r
275 }\r
276 \r
277 \r
278 void OL_ClearBuffer()\r
279 {\r
280 string key;\r
281 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
282 {\r
283 for(int inx=0;inx<OL_SIZE;inx++)\r
284 { \r
285 key=OL_FIX + Symbol() + "_BI" + binx + "I" + inx;\r
286 GlobalVariableDel(key);\r
287 orderInfo[OL_ID][binx]=0;\r
288 orderInfo[OL_CLOSEREASON][binx]=0; \r
289 }\r
290 }\r
291 }\r
292 \r
293 \r
294 void OL_addOrderProperty(int property,double value)\r
295 {\r
296 orderProp[property]=value; \r
297 }\r
298 \r
299 void OL_addOrderDescription(string desc)\r
300 {\r
301 orderDesc=desc; \r
302 }\r
303 \r
304 int OL_registerOrder()\r
305 {\r
306 \r
307 int buy=OL_orderCount(OP_BUY);\r
308 int sell=OL_orderCount(OP_SELL);\r
309 \r
310 if(buy+sell >= OL_MAX_ORDERS)\r
311 {\r
312 Print("Error: max order limit reached");\r
313 return (0);\r
314 }\r
315 \r
316 int inx;\r
317 int binx=OL_GetFreeIndex();\r
318 if(binx==-1) \r
319 {\r
320 \r
321 ArrayInitialize(orderProp,0);\r
322 return (-1);\r
323 }\r
324 \r
325 if(OL_OPPOSITE_CLOSE==true)\r
326 OL_processOppositClose(orderProp[OL_TYPE],orderProp[OL_TAKEPROFIT]);\r
327 \r
328 orderProp[OL_OPRICE]=NormalizeDouble(orderProp[OL_OPRICE],DIGITS);\r
329 orderProp[OL_TAKEPROFIT]=NormalizeDouble(orderProp[OL_TAKEPROFIT],DIGITS);\r
330 orderProp[OL_STOPLOSS]=NormalizeDouble(orderProp[OL_STOPLOSS],DIGITS);\r
331 \r
332 \r
333 if(orderProp[OL_OPRICE]==0)\r
334 {\r
335 if(orderProp[OL_TYPE]==OP_BUY)\r
336 orderProp[OL_OPRICE]=NormalizeDouble(Ask,DIGITS);\r
337 else\r
338 orderProp[OL_OPRICE]=NormalizeDouble(Bid,DIGITS);\r
339 }\r
340 \r
341 if(OL_ORDER_DUPCHECK==true)\r
342 {\r
343 for(inx=0;inx<OL_ORDER_BUFFER_SIZE;inx++)\r
344 {\r
345 if(orderInfo[OL_TYPE][inx]==orderProp[OL_TYPE] && orderProp[OL_OPRICE]==orderInfo[OL_OPRICE][inx] )\r
346 {\r
347 if(orderInfo[OL_ID][inx]<0)\r
348 {\r
349 orderInfo[OL_ID][inx]=0; // clear pending\r
350 orderInfo[OL_CLOSEREASON][inx]=OL_CL_DUPCHECK;\r
351 \r
352 }\r
353 else if(orderInfo[OL_ID][inx]>0)\r
354 {\r
355 ArrayInitialize(orderProp,0);\r
356 return (-1); // same order is running!! cancel register order\r
357 } \r
358 } \r
359 }\r
360 }\r
361 \r
362 orderInfo[OL_ID][binx]=OL_SCHEDULED; // oder SCHEDULED!!\r
363 for(inx=1;inx<OL_SIZE;inx++)\r
364 {\r
365 orderInfo[inx][binx]=orderProp[inx]; \r
366 }\r
367 orderInfoDesc[binx]=orderDesc; \r
368 orderDesc="";\r
369 ArrayInitialize(orderProp,0);\r
370 return (binx); \r
371 }\r
372 \r
373 double OL_getOrderProperty(int binx,int property)\r
374 { \r
375 return (orderInfo[property][binx]);\r
376 }\r
377 \r
378 void OL_setOrderProperty(int binx,int property,double value)\r
379 { \r
380 if(orderInfo[OL_ID][binx]>0 && orderInfo[OL_CLOSEREASON][binx]==0) // change only active and none closed orders\r
381 {\r
382 orderInfo[property][binx]=value; \r
383 }\r
384 }\r
385 \r
386 \r
387 // Modify or open new order\r
388 void OL_processOrder()\r
389 {\r
390 OL_processClose(); \r
391 double price=0;\r
392 \r
393 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
394 {\r
395 double bid=NormalizeDouble(Bid,DIGITS);\r
396 double ask=NormalizeDouble(Ask,DIGITS);\r
397 \r
398 if(orderInfo[OL_ID][binx]==OL_SCHEDULED) // Open Order\r
399 {\r
400 \r
401 if(OL_ALLOW_ORDER==false) \r
402 {\r
403 Print("Erro: order disallowed");\r
404 orderInfo[OL_ID][binx]=0;\r
405 return;\r
406 }\r
407 \r
408 // To do: add pending orders, add hidden sl tp\r
409 if(\r
410 ((orderInfo[OL_TYPE][binx]==OP_BUY) && ( (bid < orderInfo[OL_TAKEPROFIT][binx] || orderInfo[OL_TAKEPROFIT][binx]==0) )) ||\r
411 ((orderInfo[OL_TYPE][binx]==OP_SELL) && ( (ask >= orderInfo[OL_TAKEPROFIT][binx] || orderInfo[OL_TAKEPROFIT][binx]==0) )) ||\r
412 (orderInfo[OL_OTIME][binx]>0 && orderInfo[OL_OTIME][binx] >= TimeCurrent())\r
413 )\r
414 {\r
415 if(OL_orderOpen(binx)==false)\r
416 { \r
417 // clear order\r
418 orderInfo[OL_ID][binx]=0;\r
419 }\r
420 else if(OL_STOPSBYMODIFY==true && orderInfo[OL_TAKEPROFIT][binx]>0 || orderInfo[OL_STOPLOSS][binx]>0)\r
421 {\r
422 \r
423 // set stoploss and takeprofit\r
424 OL_orderModify(binx);\r
425 \r
426 }\r
427 }\r
428 \r
429 }\r
430 else if(orderInfo[OL_ID][binx]>0) // Modify active Order\r
431 {\r
432 if(orderInfo[OL_FLAG][binx] == OL_FL_MODIFY)\r
433 {\r
434 // clear flag\r
435 orderInfo[OL_FLAG][binx]=0;\r
436 OL_orderModify(binx);\r
437 }\r
438 } \r
439 } \r
440 \r
441 }\r
442 \r
443 int OL_orderCount(int cmd)\r
444 {\r
445 int count=0;\r
446 int bx=0;\r
447 while (bx!=-1)\r
448 { \r
449 bx=OL_enumOrderList(bx,cmd);\r
450 if(bx>=0)\r
451 { \r
452 count++;\r
453 bx++;\r
454 }\r
455 }\r
456 \r
457 return (count);\r
458 }\r
459 \r
460 // return the order buffer index\r
461 // -1 = no elements left\r
462 int OL_enumOrderList(int inx, int cmd)\r
463 {\r
464 int binx=inx;\r
465 \r
466 while(binx<OL_ORDER_BUFFER_SIZE)\r
467 { \r
468 if(orderInfo[OL_ID][binx] > 0 && (orderInfo[OL_TYPE][binx]==cmd || (cmd==OL_ALL && (orderInfo[OL_TYPE][binx]==OP_SELL || orderInfo[OL_TYPE][binx]==OP_BUY))) )\r
469 {\r
470 return(binx); \r
471 }\r
472 binx++;\r
473 }\r
474 return (-1);\r
475 }\r
476 \r
477 void OL_processOppositClose(int cmd, double tp)\r
478 {\r
479 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
480 {\r
481 if(\r
482 (cmd==OP_BUY && orderInfo[OL_TYPE][binx]==OP_SELL && orderInfo[OL_ID][binx]!=0 && (tp >= orderInfo[OL_OPRICE][binx] || tp==0) ) ||\r
483 (cmd==OP_SELL && orderInfo[OL_TYPE][binx]==OP_BUY && orderInfo[OL_ID][binx]!=0 && (tp <= orderInfo[OL_OPRICE][binx]|| tp==0) )\r
484 )\r
485 {\r
486 if(orderInfo[OL_ID][binx]>0)\r
487 {\r
488 if(OL_orderClose(binx)==true)\r
489 { \r
490 orderInfo[OL_ID][binx]=0;\r
491 orderInfo[OL_CLOSEREASON][binx]=OL_CL_OPPOSITCLOSE;\r
492 }\r
493 else if(orderInfo[OL_ERRORNO][binx]==ERR_INVALID_TICKET)\r
494 {\r
495 orderInfo[OL_ID][binx]=0;\r
496 orderInfo[OL_CLOSEREASON][binx]=OL_CL_UNKNOWN;\r
497 }\r
498 else\r
499 Print("Error: close opposite order");\r
500 }\r
501 else if(orderInfo[OL_ID][binx]==OL_SCHEDULED) // scheduled\r
502 {\r
503 orderInfo[OL_ID][binx]=0; \r
504 orderInfo[OL_CLOSEREASON][binx]=OL_CL_OPPOSITCLOSE;\r
505 } \r
506 }\r
507 }\r
508 }\r
509 \r
510 void OL_processClose()\r
511 { \r
512 double bid=NormalizeDouble(Bid,DIGITS);\r
513 double ask=NormalizeDouble(Ask,DIGITS);\r
514 \r
515 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
516 {\r
517 if(orderInfo[OL_ID][binx]!=0)\r
518 {\r
519 \r
520 if(orderInfo[OL_TAKEPROFIT][binx]>0 && ((orderInfo[OL_TYPE][binx]==OP_BUY && bid >= orderInfo[OL_TAKEPROFIT][binx]) || (orderInfo[OL_TYPE][binx]==OP_SELL && ask <= orderInfo[OL_TAKEPROFIT][binx])) ) \r
521 {\r
522 orderInfo[OL_CLOSEREASON][binx]=OL_CL_TAKEPROFIT;\r
523 }\r
524 else if(orderInfo[OL_STOPLOSS][binx]>0 && ((orderInfo[OL_TYPE][binx]==OP_BUY && bid <= orderInfo[OL_STOPLOSS][binx]) || (orderInfo[OL_TYPE][binx]==OP_SELL && ask >= orderInfo[OL_STOPLOSS][binx])) ) \r
525 { \r
526 orderInfo[OL_CLOSEREASON][binx]=OL_CL_STOPLOSS; \r
527 }\r
528 else if( orderInfo[OL_EXPIRATION][binx]>0 && orderInfo[OL_EXPIRATION][binx] <= TimeCurrent() )\r
529 {\r
530 orderInfo[OL_CLOSEREASON][binx]=OL_CL_TIMEEXPIRE; \r
531 }\r
532 else if(orderInfo[OL_FLAG][binx]==OL_FL_CLOSE)\r
533 {\r
534 orderInfo[OL_FLAG][binx]=0;\r
535 orderInfo[OL_CLOSEREASON][binx]=OL_CL_BYEA; \r
536 }\r
537 else\r
538 continue;\r
539 \r
540 if(orderInfo[OL_ID][binx]>0)\r
541 {\r
542 if(OL_orderClose(binx)==true)\r
543 {\r
544 orderInfo[OL_ID][binx]=0;\r
545 }\r
546 else if(orderInfo[OL_ERRORNO][binx]==ERR_INVALID_TICKET)\r
547 {\r
548 \r
549 orderInfo[OL_ID][binx]=0;\r
550 }\r
551 else\r
552 Print("Error: order close failed");\r
553 }\r
554 else\r
555 { \r
556 orderInfo[OL_ID][binx]=0;\r
557 } \r
558 }\r
559 } \r
560 }\r
561 \r
562 int OL_GetFreeIndex()\r
563 {\r
564 for(int binx=0;binx<OL_ORDER_BUFFER_SIZE;binx++)\r
565 {\r
566 if(orderInfo[OL_ID][binx]==0 && orderInfo[OL_CLOSEREASON][binx]==0 )\r
567 return (binx);\r
568 }\r
569 return (-1); \r
570 }\r
571 \r
572 \r
573 bool OL_orderOpen(int binx)\r
574 {\r
575 \r
576 if(orderInfo[OL_TRAILINGSTOP][binx]==0)\r
577 orderInfo[OL_TRAILINGSTOP][binx]=OL_TRAILING_STOP;\r
578 \r
579 if(orderInfo[OL_SLIPPAGE][binx]==0)\r
580 orderInfo[OL_SLIPPAGE][binx]=OL_SLIP_PAGE; \r
581 \r
582 // Calc OL_STOPLOSS only if OL_RISK_PIPS or orderInfo[OL_RISKPIPS][binx] is given\r
583 if(orderInfo[OL_STOPLOSS][binx]==0 && (OL_RISK_PIPS > 0 || orderInfo[OL_RISKPIPS][binx]>0))\r
584 { \r
585 int rp=OL_RISK_PIPS;\r
586 if(orderInfo[OL_RISKPIPS][binx]>0)\r
587 rp=orderInfo[OL_RISKPIPS][binx];\r
588 \r
589 orderInfo[OL_STOPLOSS][binx]=OL_calcStopLoss(orderInfo[OL_TYPE][binx],rp,OL_OPEN,0);\r
590 }\r
591 \r
592 // Calc TAKEPROFIT only if OL_PROFIT_PIPS or orderInfo[OL_PROFITPIPS][binx] is given\r
593 if(orderInfo[OL_TAKEPROFIT][binx]==0 && (OL_PROFIT_PIPS > 0 || orderInfo[OL_PROFITPIPS][binx]>0))\r
594 {\r
595 int pp=OL_PROFIT_PIPS;\r
596 \r
597 if(orderInfo[OL_PROFITPIPS][binx]>0)\r
598 pp=orderInfo[OL_PROFITPIPS][binx];//+MarketInfo(Symbol(),MODE_SPREAD);\r
599 \r
600 orderInfo[OL_TAKEPROFIT][binx]=OL_calcTakeProfit(orderInfo[OL_TYPE][binx],pp,OL_OPEN,0); \r
601 }\r
602 \r
603 \r
604 int profitPip=MathAbs(orderInfo[OL_TAKEPROFIT][binx]-orderInfo[OL_OPRICE][binx]);\r
605 double money=AccountFreeMargin();\r
606 \r
607 // Calc LOTSIZE \r
608 if((orderInfo[OL_LOTSIZE][binx]==0 || OL_LOT_SIZE==0) && (orderInfo[OL_RISKPERC][binx]>0 || OL_RISK_PERC>0) && (OL_RISK_PIPS>0 || orderInfo[OL_RISKPIPS][binx]>0))\r
609 {\r
610 int riskPip;\r
611 double riskPerc;\r
612 \r
613 if(orderInfo[OL_RISKPERC][binx]>0)\r
614 riskPerc=orderInfo[OL_RISKPERC][binx];\r
615 else \r
616 riskPerc=OL_RISK_PERC;\r
617 \r
618 if(orderInfo[OL_RISKPIPS][binx]>0)\r
619 riskPip=orderInfo[OL_RISKPIPS][binx]; \r
620 else if(OL_RISK_PIPS>0)\r
621 riskPip=OL_RISK_PIPS;\r
622 else\r
623 riskPip=NormalizeDouble(MathAbs(orderInfo[OL_STOPLOSS][binx]-orderInfo[OL_OPRICE][binx]),DIGITS)/POINT; \r
624 \r
625 double tickvalue=MarketInfo(Symbol(),MODE_TICKVALUE);\r
626 if(OL_CUSTOM_TICKVALUE>0)\r
627 tickvalue=OL_CUSTOM_TICKVALUE;\r
628 \r
629 orderInfo[OL_LOTSIZE][binx]=NormalizeDouble(OL_INITIAL_LOT,LOTDIGITS)+NormalizeDouble(1.0/tickvalue*(money/100*riskPerc/(riskPip)),LOTDIGITS);\r
630 }\r
631 else\r
632 { \r
633 if(orderInfo[OL_LOTSIZE][binx]>0)\r
634 { \r
635 orderInfo[OL_LOTSIZE][binx]=NormalizeDouble(OL_INITIAL_LOT,LOTDIGITS)+NormalizeDouble(orderInfo[OL_LOTSIZE][binx],LOTDIGITS);\r
636 }\r
637 else if(OL_LOT_SIZE>0)\r
638 {\r
639 orderInfo[OL_LOTSIZE][binx]=NormalizeDouble(OL_INITIAL_LOT,LOTDIGITS)+NormalizeDouble(OL_LOT_SIZE,LOTDIGITS);\r
640 }\r
641 else if(OL_INITIAL_LOT>0)\r
642 {\r
643 orderInfo[OL_LOTSIZE][binx]=NormalizeDouble(OL_INITIAL_LOT,LOTDIGITS);\r
644 } \r
645 else\r
646 {\r
647 Print("Error: wrong lotsize");\r
648 return (false);\r
649 }\r
650 } \r
651 \r
652 if(orderInfo[OL_LOTSIZE][binx]>OL_MAX_LOT) orderInfo[OL_LOTSIZE][binx]=OL_MAX_LOT;\r
653 \r
654 \r
655 int ticketID =0;\r
656 \r
657 color col=CLR_NONE;\r
658 if(OL_ORDER_COLOR)\r
659 col=OL_ORDER_OPEN_CLR;\r
660 \r
661 if(orderInfo[OL_TYPE][binx]==OP_SELL)\r
662 {\r
663 if(orderInfo[OL_OPRICE][binx]==0)\r
664 orderInfo[OL_OPRICE][binx]=NormalizeDouble(Bid,DIGITS);\r
665 }\r
666 else\r
667 {\r
668 if(orderInfo[OL_OPRICE][binx]==0)\r
669 orderInfo[OL_OPRICE][binx]=NormalizeDouble(Ask,DIGITS); \r
670 }\r
671 \r
672 int start = GetTickCount()& 0x7FFFFFFF;\r
673 int stop;\r
674 int loop = 1;\r
675 int cmd = orderInfo[OL_TYPE][binx];\r
676 double sl = 0;\r
677 double tp = 0;\r
678 \r
679 if(OL_STOPSBYMODIFY==false)\r
680 {\r
681 sl=orderInfo[OL_STOPLOSS][binx];\r
682 tp=orderInfo[OL_TAKEPROFIT][binx];\r
683 }\r
684 \r
685 while(loop>=0)\r
686 {\r
687 ticketID=OrderSend(Symbol(),cmd,orderInfo[OL_LOTSIZE][binx],orderInfo[OL_OPRICE][binx],orderInfo[OL_SLIPPAGE][binx],sl,tp,NULL,(OL_MAGIC|binx),0);\r
688 \r
689 if(loop>0 && ticketID<1 && IsTradeBusy(4,100)==false)\r
690 {\r
691 RefreshRates();\r
692 }\r
693 else\r
694 break;\r
695 \r
696 loop--;\r
697 }\r
698 \r
699 if(ticketID<1)\r
700 { \r
701 Print("Error: ",ErrorDescription(GetLastError())); \r
702 orderInfo[OL_ERRORNO][binx]=GetLastError();\r
703 return(false);\r
704 }\r
705 else\r
706 stop=(GetTickCount()& 0x7FFFFFFF)-start;\r
707 \r
708 orderInfo[OL_OTICKCOUNT][binx]= GetTickCount() & 0x7FFFFFFF; \r
709 orderInfo[OL_ID][binx]=ticketID;\r
710 orderInfo[OL_OID][binx]=ticketID;\r
711 orderInfo[OL_OBAR][binx]=Bars;\r
712 orderInfo[OL_OSPREAD][binx]=NormalizeDouble(Ask-Bid,DIGITS);\r
713 \r
714 if(OrderSelect(ticketID,SELECT_BY_TICKET)==true)\r
715 {\r
716 orderInfo[OL_OPRICE][binx]=NormalizeDouble(OrderOpenPrice(),DIGITS);\r
717 orderInfo[OL_OTIME][binx]=OrderOpenTime();\r
718 orderInfo[OL_HIPROFITTIME][binx]=orderInfo[OL_OTIME][binx];\r
719 orderInfo[OL_LOPROFITTIME][binx]=orderInfo[OL_OTIME][binx]; \r
720 }\r
721 else\r
722 {\r
723 orderInfo[OL_OTIME][binx]=TimeCurrent();\r
724 orderInfo[OL_HIPROFITTIME][binx]=orderInfo[OL_OTIME][binx];\r
725 orderInfo[OL_LOPROFITTIME][binx]=orderInfo[OL_OTIME][binx];\r
726 \r
727 }\r
728 \r
729 orderInfo[OL_ERRORNO][binx]=0;\r
730 \r
731 return(true); \r
732 }\r
733 \r
734 \r
735 // mode=OL_OPEN or OL_CLOSE\r
736 double OL_calcStopLoss(int cmd, int pips, int mode, double price=0)\r
737 {\r
738 price=NormalizeDouble(price,DIGITS);\r
739 \r
740 if(cmd==OP_BUY)\r
741 {\r
742 if(price==0)\r
743 {\r
744 if(mode==OL_OPEN)\r
745 price=NormalizeDouble(Ask,DIGITS);\r
746 else\r
747 price=NormalizeDouble(Bid,DIGITS);\r
748 } \r
749 return (NormalizeDouble(price-(pips*POINT),DIGITS));\r
750 }\r
751 else if(cmd==OP_SELL)\r
752 {\r
753 if(price==0) \r
754 {\r
755 if(mode==OL_OPEN)\r
756 price=NormalizeDouble(Bid,DIGITS);\r
757 else\r
758 price=NormalizeDouble(Ask,DIGITS); \r
759 }\r
760 return (NormalizeDouble(price+(pips*POINT),DIGITS)); \r
761 }\r
762 \r
763 return (0);\r
764 }\r
765 \r
766 double OL_calcTakeProfit(int cmd, int pips, int mode, double price=0)\r
767 {\r
768 price=NormalizeDouble(price,DIGITS);\r
769 \r
770 \r
771 if(cmd==OP_BUY)\r
772 {\r
773 if(price==0) \r
774 {\r
775 if(mode==OL_OPEN) \r
776 price=NormalizeDouble(Ask,DIGITS);\r
777 else\r
778 price=NormalizeDouble(Bid,DIGITS); \r
779 }\r
780 return (NormalizeDouble(price+(pips*POINT),DIGITS));\r
781 }\r
782 else if(cmd==OP_SELL)\r
783 {\r
784 if(price==0) \r
785 {\r
786 if(mode==OL_OPEN)\r
787 price=NormalizeDouble(Bid,DIGITS); \r
788 else\r
789 price=NormalizeDouble(Ask,DIGITS); \r
790 }\r
791 return (NormalizeDouble(price-(pips*POINT),DIGITS)); \r
792 }\r
793 \r
794 return (0);\r
795 }\r
796 \r
797 \r
798 \r
799 bool OL_orderModify(int binx)\r
800 {\r
801 \r
802 double sl,tp; \r
803 bool ret=true;\r
804 color col=CLR_NONE;\r
805 \r
806 if(OL_ORDER_COLOR)\r
807 col=OL_ORDER_MODIFY_CLR;\r
808 \r
809 if(orderInfo[OL_ID][binx]<1) \r
810 {\r
811 orderInfo[OL_ERRORNO][binx]=ERR_INVALID_TICKET;\r
812 return (false);\r
813 }\r
814 \r
815 int ticketID = orderInfo[OL_ID][binx];\r
816 int loop = 1;\r
817 \r
818 while(loop>=0)\r
819 {\r
820 ret=OrderModify(ticketID,orderInfo[OL_OPRICE][binx],orderInfo[OL_STOPLOSS][binx],orderInfo[OL_TAKEPROFIT][binx],NULL,col);\r
821 orderInfo[OL_ERRORNO][binx]=GetLastError();\r
822 \r
823 if(loop>0 && ret==false && orderInfo[OL_ERRORNO][binx]!=ERR_INVALID_TICKET && IsTradeBusy(4,100)==false) \r
824 {\r
825 RefreshRates();\r
826 }\r
827 else\r
828 break;\r
829 \r
830 loop--;\r
831 }\r
832 \r
833 if(ret==false)\r
834 Print("Error: ",ErrorDescription(orderInfo[OL_ERRORNO][binx]));\r
835 \r
836 return(ret);\r
837 }\r
838 \r
839 bool OL_orderClose(int binx)\r
840 {\r
841 Print("OL_Close");\r
842 double price;\r
843 bool ret = false;\r
844 int ticket = orderInfo[OL_ID][binx];\r
845 \r
846 \r
847 if(orderInfo[OL_ID][binx]<1) \r
848 {\r
849 orderInfo[OL_ERRORNO][binx]=ERR_INVALID_TICKET;\r
850 return (false);\r
851 }\r
852 \r
853 int start=GetTickCount()& 0x7FFFFFFF;\r
854 \r
855 color col=CLR_NONE;\r
856 if(OL_ORDER_COLOR)\r
857 col=OL_ORDER_CLOSE_CLR; \r
858 \r
859 \r
860 if(orderInfo[OL_TYPE][binx]==OP_SELL)\r
861 {\r
862 if(orderInfo[OL_CPRICE][binx]==0)\r
863 orderInfo[OL_CPRICE][binx]=NormalizeDouble(Ask,DIGITS);\r
864 }\r
865 else\r
866 {\r
867 if(orderInfo[OL_CPRICE][binx]==0)\r
868 orderInfo[OL_CPRICE][binx]=NormalizeDouble(Bid,DIGITS); \r
869 }\r
870 \r
871 int loop=1;\r
872 while(loop>=0)\r
873 {\r
874 \r
875 \r
876 ret=OrderClose(ticket,orderInfo[OL_LOTSIZE][binx],orderInfo[OL_CPRICE][binx],orderInfo[OL_SLIPPAGE][binx],col);\r
877 \r
878 orderInfo[OL_ERRORNO][binx]=GetLastError();\r
879 \r
880 if(loop>0 && ret==false && orderInfo[OL_ERRORNO][binx]!=ERR_INVALID_TICKET && IsTradeBusy(4,100)==false) \r
881 {\r
882 RefreshRates();\r
883 }\r
884 else\r
885 break;\r
886 \r
887 loop--;\r
888 }\r
889 \r
890 if(ret==true /* || orderInfo[OL_ERRORNO][binx]==ERR_INVALID_TICKET */ )\r
891 {\r
892 if(OrderSelect(ticket,SELECT_BY_TICKET)==true)\r
893 orderInfo[OL_CPRICE][binx]=OrderClosePrice();\r
894 }\r
895 else\r
896 Print("Error: ",ErrorDescription(orderInfo[OL_ERRORNO][binx]));\r
897 \r
898 return(ret);\r
899 }\r
900 \r
901 bool IsTradeBusy(int retries,int sleep)\r
902 { \r
903 while(retries>0)\r
904 { \r
905 if(IsTradeContextBusy() || !IsTradeAllowed())\r
906 {\r
907 Print("Sleep ",sleep);\r
908 Sleep(sleep);\r
909 }\r
910 else return (false);\r
911 \r
912 retries--;\r
913 }\r
914 Print("Trade Busy");\r
915 return (true);\r
916 }\r
917 \r
918 \r
919 void OL_Update(int binx)\r
920 {\r
921 if(orderInfo[OL_ID][binx]==0)\r
922 {\r
923 return;\r
924 }\r
925 \r
926 // activ order?\r
927 if(orderInfo[OL_ID][binx]>0)\r
928 { \r
929 if(orderInfo[OL_TYPE][binx]==OP_SELL)\r
930 {\r
931 orderInfo[OL_PROFIT][binx]=NormalizeDouble(orderInfo[OL_OPRICE][binx]-Ask,DIGITS)/POINT;\r
932 }\r
933 else\r
934 {\r
935 orderInfo[OL_PROFIT][binx]=NormalizeDouble(Bid-orderInfo[OL_OPRICE][binx],DIGITS)/POINT;\r
936 }\r
937 \r
938 if(orderInfo[OL_PROFIT][binx] > 0 && orderInfo[OL_PROFIT][binx]>orderInfo[OL_HIPROFIT][binx])\r
939 {\r
940 \r
941 orderInfo[OL_HIPROFITTIME][binx]=TimeCurrent();\r
942 orderInfo[OL_HIPROFIT][binx]=orderInfo[OL_PROFIT][binx]; \r
943 \r
944 }\r
945 \r
946 if(orderInfo[OL_PROFIT][binx] < 0 && orderInfo[OL_PROFIT][binx] < orderInfo[OL_LOPROFIT][binx])\r
947 {\r
948 orderInfo[OL_LOPROFITTIME][binx]=TimeCurrent();\r
949 orderInfo[OL_LOPROFIT][binx]=orderInfo[OL_PROFIT][binx];\r
950 }\r
951 \r
952 // TRAILINGSTOP UPDATES==================\r
953 if(orderInfo[OL_PROFIT][binx]>0)\r
954 {\r
955 if(orderInfo[OL_TRAILINGSTOP][binx]>0)\r
956 {\r
957 double ask=NormalizeDouble(Ask,DIGITS);\r
958 double bid=NormalizeDouble(Bid,DIGITS);\r
959 \r
960 if(orderInfo[OL_TYPE][binx]==OP_SELL)\r
961 { \r
962 if(orderInfo[OL_TRAILING][binx]==0 || ask<orderInfo[OL_TRAILING][binx])\r
963 { \r
964 orderInfo[OL_TRAILING][binx]=ask;\r
965 orderInfo[OL_STOPLOSS][binx]=NormalizeDouble(ask+(orderInfo[OL_TRAILINGSTOP][binx]*POINT),DIGITS);\r
966 OL_orderModify(binx);\r
967 } \r
968 }\r
969 else\r
970 { \r
971 if(orderInfo[OL_TRAILING][binx]==0 || bid>orderInfo[OL_TRAILING][binx])\r
972 {\r
973 orderInfo[OL_TRAILING][binx]=bid;\r
974 orderInfo[OL_STOPLOSS][binx]=NormalizeDouble(bid-(orderInfo[OL_TRAILINGSTOP][binx]*POINT),DIGITS);\r
975 OL_orderModify(binx);\r
976 } \r
977 }\r
978 }\r
979 }\r
980 \r
981 \r
982 }\r
983 \r
984 //active && inactiv orders \r
985 orderInfo[OL_CTIME][binx]=TimeCurrent(); \r
986 \r
987 return; \r
988 }\r
989 \r
990 \r