Pending Trailing

ÿþ//+------------------------------------------------------------------+

//|                                             Pending Trailing.mq5 |

//|                              Copyright © 2020, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2020, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "1.000"

/*

   barabashkakvn Trading engine 3.111

*/

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\OrderInfo.mqh>

//---

CTrade         m_trade;                      // object of CTrade class

CSymbolInfo    m_symbol;                     // object of CSymbolInfo class

CAccountInfo   m_account;                    // object of CAccountInfo class

COrderInfo     m_order;                      // object of COrderInfo class

//--- input parameters

input ushort   InpTrailingFrequency = 10;          // Trailing, in seconds (< "10" -> only on a new bar)

input ushort   InpTrailingStop      = 25;          // Trailing Stop (min distance from price to Stop Loss, in pips

input ushort   InpTrailingStep      = 5;           // Trailing Step, in pips (1.00045-1.00055=1 pips)

//---

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 200;         // Magic number

//---

double   m_trailing_stop            = 0.0;      // Trailing Stop           -> double

double   m_trailing_step            = 0.0;      // Trailing Step           -> double



double   m_adjusted_point;                      // point value adjusted for 3 or 5 points

datetime m_last_trailing            = 0;        // "0" -> D'1970.01.01 00:00';

datetime m_prev_bars                = 0;        // "0" -> D'1970.01.01 00:00';

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      ""@59;8=3 =52>7<>65=: ?0@0<5B@ \"Trailing Step\" @025= =C;N!":

                      "Trailing is not possible: parameter \"Trailing Step\" is zero!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---



  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

   if(InpTrailingFrequency>=10) // trailing no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_trailing>10)

        {

         Trailing();

         m_last_trailing=time_current;

        }

     }

//--- we work only at the time of the birth of new bar

   datetime time_0=iTime(m_symbol.Name(),Period(),0);

   if(time_0==m_prev_bars)

      return;

   m_prev_bars=time_0;

   if(InpTrailingFrequency<10) // trailing only at the time of the birth of new bar

     {

      Trailing();

     }

//---

  }

//+------------------------------------------------------------------+

//| TradeTransaction function                                        |

//+------------------------------------------------------------------+

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

//+------------------------------------------------------------------+

//| Refreshes the symbol quotes data                                 |

//+------------------------------------------------------------------+

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","RefreshRates error");

      return(false);

     }

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

     {

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");

      return(false);

     }

//---

   return(true);

  }

//+------------------------------------------------------------------+

//| Check Freeze and Stops levels                                    |

//+------------------------------------------------------------------+

bool FreezeStopsLevels(double &level)

  {

//--- check Freeze and Stops levels

   /*

      Type of order/position  |  Activation price  |  Check

      ------------------------|--------------------|--------------------------------------------

      Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

      Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

      Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

      Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

      Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                              |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

      Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                              |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL



      Buying is done at the Ask price                 |  Selling is done at the Bid price

      ------------------------------------------------|----------------------------------

      TakeProfit        >= Bid                        |  TakeProfit        <= Ask

      StopLoss          <= Bid                        |  StopLoss          >= Ask

      TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

      Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   */

   if(!RefreshRates() || !m_symbol.Refresh())

      return(false);

//--- FreezeLevel -> for pending order and modification

   double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();

   if(freeze_level==0.0)

      freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

//--- StopsLevel -> for TakeProfit and StopLoss

   double stop_level=m_symbol.StopsLevel()*m_symbol.Point();

   if(stop_level==0.0)

      stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;



   if(freeze_level<=0.0 || stop_level<=0.0)

      return(false);



   level=(freeze_level>stop_level)?freeze_level:stop_level;



   double spread=m_symbol.Spread()*m_symbol.Point()*3.0;

   level=(level>spread)?level:spread;

//---

   return(true);

  }

//+------------------------------------------------------------------+

//| Trailing                                                         |

//|   InpTrailingStop: min distance from price to Stop Loss          |

//+------------------------------------------------------------------+

void Trailing(void)

  {

   /*

      Buying is done at the Ask price                 |  Selling is done at the Bid price

      ------------------------------------------------|----------------------------------

      TakeProfit        >= Bid                        |  TakeProfit        <= Ask

      StopLoss          <= Bid                        |  StopLoss          >= Ask

      TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

      Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   */

   if(InpTrailingStop==0)

      return;

//---

   for(int i=OrdersTotal()-1; i>=0; i--) // returns the number of current orders

      if(m_order.SelectByIndex(i)) // selects the pending order by index for further access to its properties

        {

         if(!SetInit(m_order.Symbol()))

            continue;

         double level;

         if(!FreezeStopsLevels(level))

            continue;

         double price_current = m_order.PriceCurrent();

         double price_open    = m_order.PriceOpen();

         if(price_current==0.0 || price_open==0.0)

            continue;

         double stop_loss     = m_order.StopLoss();

         double take_profit   = m_order.TakeProfit();

         double ask           = m_symbol.Ask();

         double bid           = m_symbol.Bid();

         //---

         if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

           {

            if(price_current-price_open>m_trailing_stop+m_trailing_step)

              {

               double new_price=m_symbol.NormalizePrice(price_current-m_trailing_stop);

               double new_sl=(stop_loss==0.0)?0.0:m_symbol.NormalizePrice(new_price-(price_open-stop_loss));

               double new_tp=(take_profit==0.0)?0.0:m_symbol.NormalizePrice(new_price+(take_profit-price_open));

               if(!m_trade.OrderModify(m_order.Ticket(),new_price,new_sl,new_tp,m_order.TypeTime(),m_order.TimeExpiration()))

                 {

                  if(InpPrintLog)

                     Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY LIMIT ",m_order.Ticket(),

                           " Pending -> false. Result Retcode: ",m_trade.ResultRetcode(),

                           ", description of result: ",m_trade.ResultRetcodeDescription());

                 }

              }

            continue;

           }

         if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

           {

            if(price_open-price_current>m_trailing_stop+m_trailing_step)

              {

               double new_price=m_symbol.NormalizePrice(price_current+m_trailing_stop);

               double new_sl=(stop_loss==0.0)?0.0:m_symbol.NormalizePrice(new_price+(stop_loss-price_open));

               double new_tp=(take_profit==0.0)?0.0:m_symbol.NormalizePrice(new_price-(price_open-take_profit));

               if(!m_trade.OrderModify(m_order.Ticket(),new_price,new_sl,new_tp,m_order.TypeTime(),m_order.TimeExpiration()))

                 {

                  if(InpPrintLog)

                     Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL LIMIT ",m_order.Ticket(),

                           " Pending -> false. Result Retcode: ",m_trade.ResultRetcode(),

                           ", description of result: ",m_trade.ResultRetcodeDescription());

                 }

              }

            continue;

           }

         if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

           {

            if(price_open-price_current>m_trailing_stop+m_trailing_step)

              {

               double new_price=m_symbol.NormalizePrice(price_current+m_trailing_stop);

               double new_sl=(stop_loss==0.0)?0.0:m_symbol.NormalizePrice(new_price-(price_open-stop_loss));

               double new_tp=(take_profit==0.0)?0.0:m_symbol.NormalizePrice(new_price+(take_profit-price_open));

               if(!m_trade.OrderModify(m_order.Ticket(),new_price,new_sl,new_tp,m_order.TypeTime(),m_order.TimeExpiration()))

                 {

                  if(InpPrintLog)

                     Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY STOP ",m_order.Ticket(),

                           " Pending -> false. Result Retcode: ",m_trade.ResultRetcode(),

                           ", description of result: ",m_trade.ResultRetcodeDescription());

                 }

              }

            continue;

           }

         if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

           {

            if(price_current-price_open>m_trailing_stop+m_trailing_step)

              {

               double new_price=m_symbol.NormalizePrice(price_current-m_trailing_stop);

               double new_sl=(stop_loss==0.0)?0.0:m_symbol.NormalizePrice(new_price+(stop_loss-price_open));

               double new_tp=(take_profit==0.0)?0.0:m_symbol.NormalizePrice(new_price-(price_open-take_profit));

               if(!m_trade.OrderModify(m_order.Ticket(),new_price,new_sl,new_tp,m_order.TypeTime(),m_order.TimeExpiration()))

                 {

                  if(InpPrintLog)

                     Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL STOP ",m_order.Ticket(),

                           " Pending -> false. Result Retcode: ",m_trade.ResultRetcode(),

                           ", description of result: ",m_trade.ResultRetcodeDescription());

                 }

              }

            continue;

           }

        }

  }

//+------------------------------------------------------------------+

//| Print CTrade result                                              |

//+------------------------------------------------------------------+

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

   Print("Freeze Level: "+DoubleToString(symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(symbol.StopsLevel(),0));

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

//+------------------------------------------------------------------+

//| Set Init                                                         |

//+------------------------------------------------------------------+

bool SetInit(const string symbol)

  {

   if(!m_symbol.Name(symbol)) // sets symbol name

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");

      return(false);

     }

   if(!RefreshRates())

      return(false);

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)

      digits_adjust=10;

   m_adjusted_point=m_symbol.Point()*digits_adjust;



   m_trailing_stop         = InpTrailingStop          * m_adjusted_point;

   m_trailing_step         = InpTrailingStep          * m_adjusted_point;

//---

   return(true);

  }

//+------------------------------------------------------------------+