/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//=============================================================================
// LibDerksUtils.mq4
//
// Copyright © 2006, Derk Wehler
// ashwoods155@yahoo.com
//=============================================================================
#property copyright "Copyright © 2006, Derk Wehler"
#property link "no site"
#property library
// DerksUtils included only for #defines at top
#include <LibDerksUtils.mqh>
#include <LibOrderReliable_v1_1_2.mqh>
//----------------------------------------------------------------------------
// Money Management Helper Functions
//----------------------------------------------------------------------------
double LotsOptimized(double TradeSizePercent, double Lots, double MaxLots)
{
double lot = Lots;
lot = NormalizeDouble(MathFloor(AccountFreeMargin() * TradeSizePercent / 10000) / 10, 1);
// Check if mini or standard Account
if (lot < 1.0) lot = 1.0;
if (lot > MaxLots) lot = MaxLots;
return(lot);
}
double GetLots(bool MoneyManagement, double TradeSizePercent, double Lots, double MaxLots)
{
double lot;
lot = Lots;
if (MoneyManagement)
lot = LotsOptimized(TradeSizePercent, Lots, MaxLots);
if (lot >= 1.0)
lot = MathFloor(lot);
else
lot = 1.0;
return(lot);
}
//----------------------------------------------------------------------------
// Magic Number Helper Functions
//----------------------------------------------------------------------------
int TimeFrameConst2Val(int TF_In_Minutes)
{
switch(TF_In_Minutes)
{
case 1:
return(1); // M1
case 5:
return(2); // M5
case 15:
return(3); // M15
case 30:
return(4); // M30
case 60:
return(5); // H1
case 240:
return(6); // H4
case 1440:
return(7); // D1
case 10080:
return(8); // W1
case 43200:
return(9); // MN
}
}
int SymbolConst2Val(string symbol)
{
// Handle problem of trailing chars on mini accounts.
string mySymbol = StringSubstr(symbol,0,6);
if (mySymbol=="AUDCAD") return(1);
if (mySymbol=="AUDJPY") return(2);
if (mySymbol=="AUDNZD") return(3);
if (mySymbol=="AUDUSD") return(4);
if (mySymbol=="CHFJPY") return(5);
if (mySymbol=="EURAUD") return(6);
if (mySymbol=="EURCAD") return(7);
if (mySymbol=="EURCHF") return(8);
if (mySymbol=="EURGBP") return(9);
if (mySymbol=="EURJPY") return(10);
if (mySymbol=="EURUSD") return(11);
if (mySymbol=="GBPCHF") return(12);
if (mySymbol=="GBPJPY") return(13);
if (mySymbol=="GBPUSD") return(14);
if (mySymbol=="NZDUSD") return(15);
if (mySymbol=="USDCAD") return(16);
if (mySymbol=="USDCHF") return(17);
if (mySymbol=="USDJPY") return(18);
return(19);
}
//----------------------------------------------------------------------------
// Trading Functions
//----------------------------------------------------------------------------
//=============================================================================
//
// PURPOSE:
// Return the number of open positions (buy, sell, or both)
//
// PARAMETERS:
// magic: The magic number to match
// dir: The direction sought; either
// OP_BOTH (-1) for both
// -or-
// OP_BUY for ALL pending buys
// -or-
// OP_SELL for ALL pending sells
//
// RETURN VALUE:
// The number of open orders as requested
//
//=============================================================================
int NumOpenPositions(int magic, int dir)
{
int cnt;
int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol
NumBuyTrades = 0;
NumSellTrades = 0;
for (cnt=OrdersTotal()-1; cnt >= 0; cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic)
continue;
// We only want open orders; if we wanted pending too, we could use OrdersTotal()
if (OrderType() != OP_BUY && OrderType() != OP_SELL)
continue;
if (OrderType() == OP_BUY)
NumBuyTrades++;
else if (OrderType() == OP_SELL)
NumSellTrades++;
}
if (dir == OP_BOTH)
return (NumBuyTrades + NumSellTrades);
else if (dir == OP_BUY)
return (NumBuyTrades);
else if (dir == OP_SELL)
return (NumSellTrades);
}
//=============================================================================
//
// PURPOSE:
// Return the number of pending orders (buy, sell, or both)
//
// PARAMETERS:
// magic: The magic number to match
// dir: The direction sought; either
// ALL_PENDING (-1) for all:
// -or-
// ALL_PENDING_BUYS (-2) for all pending Buy orders:
// -or-
// ALL_PENDING_SELLS (-3) for all pending Sell orders:
// -or-
// OP_BUYSTOP for all pending Buy Stops
// -or-
// OP_BUYLIMIT for all pending Buy Limits
// -or-
// OP_SELLSTOP for all pending Sell Stops
// -or-
// OP_SELLLIMIT for all pending Sell Limits
//
// RETURN VALUE:
// The number of pending orders as requested
//
//=============================================================================
int NumPendingOrders(int magic, int dir)
{
int cnt;
int NumBuyStops = 0;
int NumSellStops = 0;
int NumBuyLimits = 0;
int NumSellLimits = 0;
for (cnt=OrdersTotal()-1; cnt >= 0; cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic)
continue;
int type = OrderType();
if (type == OP_BUY || type == OP_SELL)
continue;
else if (type == OP_BUYSTOP)
NumBuyStops++;
else if (type == OP_SELLSTOP)
NumSellStops++;
else if (type == OP_BUYLIMIT)
NumBuyLimits++;
else if (type == OP_SELLLIMIT)
NumSellLimits++;
}
if (dir == ALL_PENDING)
return (NumBuyStops + NumSellStops + NumBuyLimits + NumSellLimits);
else if (dir == ALL_PENDING_BUYS)
return (NumBuyStops + NumBuyLimits);
else if (dir == ALL_PENDING_SELLS)
return (NumSellStops + NumSellLimits);
else if (dir == OP_BUYSTOP)
return (NumBuyStops);
else if (dir == OP_BUYLIMIT)
return (NumBuyLimits);
else if (dir == OP_SELLSTOP)
return (NumSellStops);
else if (dir == OP_SELLLIMIT)
return (NumSellLimits);
}
//=============================================================================
//
// PURPOSE:
// Close all pending orders, with the following restrictions.
//
// PARAMETERS:
// magic: The magic number to match
// dir: The direction sought; either
// ALL_PENDING (-1) for all:
// -or-
// ALL_PENDING_BUYS (-2) for all pending Buy orders:
// -or-
// ALL_PENDING_SELLS (-3) for all pending Sell orders:
// -or-
// OP_BUYSTOP for all pending Buy Stops
// -or-
// OP_BUYLIMIT for all pending Buy Limits
// -or-
// OP_SELLSTOP for all pending Sell Stops
// -or-
// OP_SELLLIMIT for all pending Sell Limits
//
// RETURN VALUE:
// The number of orders deleted
//
//=============================================================================
int ClosePendingOrders(int magic, int dir)
{
int retVal = 0;
for (int cnt=OrdersTotal()-1; cnt >= 0; cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic)
continue;
int type = OrderType();
if (type == OP_BUY || type == OP_SELL)
continue;
else if (type == OP_BUYSTOP && dir != OP_BUYSTOP &&
dir != ALL_PENDING_BUYS && dir != ALL_PENDING)
continue;
else if (type == OP_SELLSTOP && dir != OP_SELLSTOP &&
dir != ALL_PENDING_SELLS && dir != ALL_PENDING)
continue;
else if (type == OP_BUYLIMIT && dir != OP_BUYLIMIT &&
dir != ALL_PENDING_BUYS && dir != ALL_PENDING)
continue;
else if (type == OP_SELLLIMIT && dir != OP_SELLLIMIT &&
dir != ALL_PENDING_SELLS && dir != ALL_PENDING)
continue;
// So now we have filtered out the undesirables.
// If we got this far, we need to delete the order
bool ret = OrderDeleteReliable(OrderTicket());
if (ret)
retVal++;
}
return (retVal);
}
//=============================================================================
//
// PURPOSE:
// Given a matrix of orders (using arrays), loop through current open and
// pending orders, placing any orders from the matrix not already there.
//
// PARAMETERS:
// magic: The magic number to match
// dir: An array containing the order type for each entry in the
// matrix (e.g. OP_BUY, OP_SELLSTOP)
// price: An array containing the order price for each entry in the
// matrix
// sls: An array contianing the initial stop loss to set for each
// entry in the matrix
// tps: An array contianing the initial take profit to set for
// each entry in the matrix
//
// RETURN VALUE:
// The number of orders successfully placed
//
//=============================================================================
int ReplenishOrders(int magic, int dir[], double price[], double sls[], double tps[])
{
// Not yet implemented; this function will
// make it easier to set up grid-type EAs
}
//=============================================================================
//
// PURPOSE:
// Loops through all open orders and adjust trailing stop accordingly
//
//
// PARAMETERS:
//
// TrailType: The type of trailing stop to use:
//
// 1: Moves the stoploss without delay (pip for pip).
//
// 2: Waits for price to move the amount of the trailing stop
// (TrailPips) before moving stop loss then moves like type 1.
// The only difference between this and type 1 is that this
// one will not initially move the SL until the it would be
// set at breakeven.
//
// 3: Uses up to 3 levels for trailing stop
// Level 1 Move stop to 1st level
// Level 2 Move stop to 2nd level
// Level 3 Trail like type 1 by fixed amount other than 1
//
// 4: Ratchets the SL up:
// e.g. if SL = 20, and open price is 1.2400, then
// when price reaches 1.2420, SL is set to 1.2400; when
// it gets to 1.2440, SL is moved to 1.2420, etc
//
// TrailPips: The trailing stop value in pips
//
// Magic: The magic number to check
//
// Dir: "Buy": Modify only OP_BUY orders
// "Sell": Modify only OP_SELL orders
// "Both": Modify both OP_BUY & OP_SELL orders
//
//
// The remainder of the params are used only for TrailType 3:
//
// FirstMove: When the trade is in profit this much...
// FirstStopLoss: Move SL this far from the current price
//
// SecondMove: When the trade is in profit this much...
// SecondStopLoss: Move SL this far from the current price
//
// ThirdMove: When the trade is in profit this much...
// TrailPips: Use this value & trail like TrailType 1
//
//
// RETURN VALUE:
//
// True: All OrderModify calls returned successfully
// False: One or more calls failed
//
//
// Calling examples:
//
// AdjTrailOnAllOrders( 3, 30, 19999, OP_SELL, 30, 20, 40, 30, 60);
// AdjTrailOnAllOrders( 1, 25, MagicNumber, OP_BOTH, 0, 0, 0, 0, 0);
//
// NOTE: OP_BOTH is defined in LibDerkUtils.mqh, as well as some others
//
// For Copy & Paste usage:
// AdjTrailOnAllOrders(type, pips, magic, dir, Mv1, SL1, Mv2, SL2, Mv3);
//=============================================================================
bool AdjTrailOnAllOrders(
int TrailType,
int TrailPips,
int Magic,
int Direction,
int FirstMove,
int FirstStopLoss,
int SecondMove,
int SecondStopLoss,
int ThirdMove)
{
double SL = 0;
double openPrice, curSL, curTP;
bool retValue = true;
int ticket;
double TrailVal = TrailPips* Point;
double dFirstMove = FirstMove * Point;
double dFirstStopLoss = FirstStopLoss * Point;
double dSecondMove = SecondMove * Point;
double dSecondStopLoss = SecondStopLoss * Point;
double dThirdMove = ThirdMove * Point;
for (int cnt=OrdersTotal()-1; cnt >= 0; cnt--)
{
int type = OrderType();
OrderSelect(cnt, SELECT_BY_POS);
if (OrderSymbol() != Symbol() ||
OrderMagicNumber() != Magic ||
(type != OP_BUY && type != OP_SELL))
continue;
curSL = OrderStopLoss();
curTP = OrderTakeProfit();
ticket = OrderTicket();
openPrice = OrderOpenPrice();
if (type == OP_BUY && (Direction == OP_BUY || Direction == OP_BOTH))
{
switch (TrailType)
{
case 1:
if (curSL < Bid - TrailVal) // was: (Bid - curSL > TrailVal), which is the same
if (!OrderModifyReliable(ticket, openPrice, Bid - TrailVal, curTP, 0, Aqua))
retValue = false;
break;
case 2:
if (Bid - openPrice > TrailVal && (curSL < Bid - TrailVal || curSL == 0))
if (!OrderModifyReliable(ticket, openPrice, Bid - TrailVal, curTP, 0, Aqua))
{
retValue = false;
Comment("OrderModifyReliable Failed, Price = ", openPrice, " SL = ", Bid - TrailVal);
Print("OrderModifyReliable Failed, Price = ", openPrice, " SL = ", Bid - TrailVal);
}
break;
case 3:
if (Bid - openPrice > dFirstMove)
{
SL = openPrice + dFirstMove - dFirstStopLoss;
if (curSL < SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
if (Bid - openPrice > dSecondMove)
{
SL = openPrice + dSecondMove - dSecondStopLoss;
if (curSL < SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
if (Bid - openPrice > dThirdMove)
{
SL = Bid - TrailVal;
if (curSL < SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
break;
case 4:
if (Bid - curSL > TrailVal * 2)
if (!OrderModifyReliable(ticket, openPrice, Bid - TrailVal, curTP, 0, Aqua))
retValue = false;
break;
}
}
if (type == OP_SELL && (Direction == OP_SELL || Direction == OP_BOTH))
{
switch (TrailType)
{
case 1:
if (curSL > Ask + TrailVal) // was: (curSL - Ask > TrailVal), which is the same
if (!OrderModifyReliable(ticket, openPrice, Ask + TrailVal, curTP, 0, Aqua))
retValue = false;
break;
case 2:
if (openPrice - Ask > TrailVal && (curSL > Ask + TrailVal || curSL == 0))
if (!OrderModifyReliable(ticket, openPrice, Ask + TrailVal, curTP, 0, Aqua))
{
retValue = false;
Comment("OrderModifyReliable Failed, Price = ", openPrice, " SL = ", Ask + TrailVal);
Print("OrderModifyReliable Failed, Price = ", openPrice, " SL = ", Ask + TrailVal);
}
break;
case 3:
if (openPrice - Ask > dFirstMove)
{
SL = openPrice - dFirstMove + dFirstStopLoss;
if (curSL > SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
if (openPrice - Ask > dSecondMove)
{
SL = openPrice - dSecondMove + dSecondStopLoss;
if (curSL > SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
if (openPrice - Ask > dThirdMove)
{
SL = Ask + TrailVal;
if (curSL > SL)
if (!OrderModifyReliable(ticket, openPrice, SL, curTP, 0, Aqua))
retValue = false;
}
break;
case 4:
if (curSL - Ask > TrailVal * 2)
if (!OrderModifyReliable(ticket, openPrice, Ask + TrailVal, curTP, 0, Aqua))
retValue = false;
break;
}
}
}
return(retValue);
}
//----------------------------------------------------------------------------
// Error Handling Functions
//----------------------------------------------------------------------------
string ErrorDescription(int error_code)
{
string error_string;
switch (error_code)
{
//---- codes returned from trade server
case 0:
case 1: error_string = "no error"; break;
case 2: error_string = "common error"; break;
case 3: error_string = "invalid trade parameters"; break;
case 4: error_string = "trade server is busy"; break;
case 5: error_string = "old version of the client terminal"; break;
case 6: error_string = "no connection with trade server"; break;
case 7: error_string = "not enough rights"; break;
case 8: error_string = "too frequent requests"; break;
case 9: error_string = "malfunctional trade operation"; break;
case 64: error_string = "account disabled"; break;
case 65: error_string = "invalid account"; break;
case 128: error_string = "trade timeout"; break;
case 129: error_string = "invalid price"; break;
case 130: error_string = "invalid stops"; break;
case 131: error_string = "invalid trade volume"; break;
case 132: error_string = "market is closed"; break;
case 133: error_string = "trade is disabled"; break;
case 134: error_string = "not enough money"; break;
case 135: error_string = "price changed"; break;
case 136: error_string = "off quotes"; break;
case 137: error_string = "broker is busy"; break;
case 138: error_string = "requote"; break;
case 139: error_string = "order is locked"; break;
case 140: error_string = "long positions only allowed"; break;
case 141: error_string = "too many requests"; break;
case 145: error_string = "modification denied because order too close to market"; break;
case 146: error_string = "trade context is busy"; break;
//---- mql4 errors
case 4000: error_string = "no error"; break;
case 4001: error_string = "wrong function pointer"; break;
case 4002: error_string = "array index is out of range"; break;
case 4003: error_string = "no memory for function call stack"; break;
case 4004: error_string = "recursive stack overflow"; break;
case 4005: error_string = "not enough stack for parameter"; break;
case 4006: error_string = "no memory for parameter string"; break;
case 4007: error_string = "no memory for temp string"; break;
case 4008: error_string = "not initialized string"; break;
case 4009: error_string = "not initialized string in array"; break;
case 4010: error_string = "no memory for array\' string"; break;
case 4011: error_string = "too long string"; break;
case 4012: error_string = "remainder from zero divide"; break;
case 4013: error_string = "zero divide"; break;
case 4014: error_string = "unknown command"; break;
case 4015: error_string = "wrong jump (never generated error)"; break;
case 4016: error_string = "not initialized array"; break;
case 4017: error_string = "dll calls are not allowed"; break;
case 4018: error_string = "cannot load library"; break;
case 4019: error_string = "cannot call function"; break;
case 4020: error_string = "expert function calls are not allowed"; break;
case 4021: error_string = "not enough memory for temp string returned from function"; break;
case 4022: error_string = "system is busy (never generated error)"; break;
case 4050: error_string = "invalid function parameters count"; break;
case 4051: error_string = "invalid function parameter value"; break;
case 4052: error_string = "string function internal error"; break;
case 4053: error_string = "some array error"; break;
case 4054: error_string = "incorrect series array using"; break;
case 4055: error_string = "custom indicator error"; break;
case 4056: error_string = "arrays are incompatible"; break;
case 4057: error_string = "global variables processing error"; break;
case 4058: error_string = "global variable not found"; break;
case 4059: error_string = "function is not allowed in testing mode"; break;
case 4060: error_string = "function is not confirmed"; break;
case 4061: error_string = "send mail error"; break;
case 4062: error_string = "string parameter expected"; break;
case 4063: error_string = "integer parameter expected"; break;
case 4064: error_string = "double parameter expected"; break;
case 4065: error_string = "array as parameter expected"; break;
case 4066: error_string = "requested history data in update state"; break;
case 4099: error_string = "end of file"; break;
case 4100: error_string = "some file error"; break;
case 4101: error_string = "wrong file name"; break;
case 4102: error_string = "too many opened files"; break;
case 4103: error_string = "cannot open file"; break;
case 4104: error_string = "incompatible access to a file"; break;
case 4105: error_string = "no order selected"; break;
case 4106: error_string = "unknown symbol"; break;
case 4107: error_string = "invalid price parameter for trade function"; break;
case 4108: error_string = "invalid ticket"; break;
case 4109: error_string = "trade is not allowed"; break;
case 4110: error_string = "longs are not allowed"; break;
case 4111: error_string = "shorts are not allowed"; break;
case 4200: error_string = "object is already exist"; break;
case 4201: error_string = "unknown object property"; break;
case 4202: error_string = "object is not exist"; break;
case 4203: error_string = "unknown object type"; break;
case 4204: error_string = "no object name"; break;
case 4205: error_string = "object coordinates error"; break;
case 4206: error_string = "no specified subwindow"; break;
default: error_string = "unknown error";
}
return(error_string);
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
Other Features: