Orders Execution
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invertposition
//+------------------------------------------------------------------+
//| InvertPosition.mq5 |
//| Copyright © 2012, Nikolay Kositsin |
//| Khabarovsk, farria@mail.redcom.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2012, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//---- script version number
#property version "1.01"
//---- show the input parameters
#property script_show_inputs
//+----------------------------------------------+
//| INPUT PARAMETERS OF THE SCRIPT |
//+----------------------------------------------+
input double VOLUME=1.0; // The volume of the final position in relation to the initial
input int DEVIATION=10; // Price deviation
input int STOPLOSS=300; // Stop loss in points from the current price
input int TAKEPROFIT=800; // Take profit in points from the current price
input uint RTOTAL=4; // The number of repeats on unsuccessful transactions
input uint SLEEPTIME=1; // Pause time in seconds between repeats
//+------------------------------------------------------------------+
//| start function |
//+------------------------------------------------------------------+
void OnStart()
{
//----
for(uint count=0; count<=RTOTAL && !IsStopped(); count++)
{
uint result=InvertPosition(Symbol(),VOLUME,DEVIATION,STOPLOSS,TAKEPROFIT);
if(ResultRetcodeCheck(result)) break;
else Sleep(SLEEPTIME*1000);
}
//----
}
//+------------------------------------------------------------------+
//| Reverse the position. |
//+------------------------------------------------------------------+
uint InvertPosition
(
const string symbol,
double Volume,
uint deviation,
int StopLoss,
int Takeprofit
)
//InvertPosition(symbol, Volume, deviation, StopLoss, Takeprofit);
//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+
{
//---- Checking, if there is an open position
ENUM_POSITION_TYPE PosType;
if(PositionSelect(symbol)) PosType=ENUM_POSITION_TYPE(PositionGetInteger(POSITION_TYPE));
else return(TRADE_RETCODE_DONE);
if(PosType!=POSITION_TYPE_BUY && PosType!=POSITION_TYPE_SELL) return(TRADE_RETCODE_DONE);
//---- Declare structures of trade request and result of trade request
MqlTradeRequest request;
MqlTradeCheckResult check;
MqlTradeResult result;
//---- nulling the structures
ZeroMemory(request);
ZeroMemory(result);
ZeroMemory(check);
//----
int sign;
double price;
string sType;
int digit=int(SymbolInfoInteger(symbol,SYMBOL_DIGITS));
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double Ask=SymbolInfoDouble(symbol, SYMBOL_ASK);
double Bid=SymbolInfoDouble(symbol, SYMBOL_BID);
double lot=PositionGetDouble(POSITION_VOLUME);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
if(!digit || !point || !Ask || !Bid || !lot || !MaxLot) return(TRADE_RETCODE_ERROR);
if(lot>MaxLot/2.0)
{
string word="";
StringConcatenate(word,__FUNCTION__,"(): <<< The script is reverses the position by ",
symbol," only with a maximum volume ",DoubleToString(MaxLot/2.0,2),"! >>>");
Print(word);
PlaySound("timeout.wav");
return(TRADE_RETCODE_DONE);
}
//---- Initializing structure of the MqlTradeRequest to open position
if(PosType==POSITION_TYPE_SELL)
{
request.type=ORDER_TYPE_BUY;
price=Ask;
sign=+1;
sType="SELL";
}
if(PosType==POSITION_TYPE_BUY)
{
request.type=ORDER_TYPE_SELL;
price=Bid;
sign=-1;
sType="BUY";
}
lot*=(1+Volume);
if(!LotCorrect(symbol,lot,PosType) || !lot)
{
string word="";
StringConcatenate(word,__FUNCTION__,"(): <<< For overturn ",sType," position ny ",symbol," are not enough funds! >>>");
Print(word);
PlaySound("timeout.wav");
return(TRADE_RETCODE_DONE);
}
request.price = price;
request.action = TRADE_ACTION_DEAL;
request.symbol = symbol;
request.volume = lot;
//----
if(StopLoss)
{
//---- Determine distance to Stop Loss (in price chart units)
if(!StopCorrect(symbol,StopLoss)) return(TRADE_RETCODE_ERROR);
double dStopLoss=StopLoss*point;
request.sl=NormalizeDouble(request.price-sign*dStopLoss,digit);
}
else request.sl=0.0;
if(Takeprofit)
{
//---- Determine distance to Take Profit (in price chart units)
if(!StopCorrect(symbol,Takeprofit)) return(TRADE_RETCODE_ERROR);
double dTakeprofit=Takeprofit*point;
request.tp=NormalizeDouble(request.price+sign*dTakeprofit,digit);
}
else request.tp=0.0;
//----
request.deviation=deviation;
request.type_filling=ORDER_FILLING_FOK;
//---- Checking correctness of a trade request
if(!OrderCheck(request,check))
{
Print(__FUNCTION__,"(): OrderCheck(): ",ResultRetcodeDescription(check.retcode));
return(TRADE_RETCODE_INVALID);
}
string word="";
StringConcatenate(word,__FUNCTION__,"(): <<< Overturn ",sType," position by ",symbol,"! >>>");
Print(word);
word=__FUNCTION__+"(): OrderSend(): ";
//---- Overturn position and check the result of trade request
if(!OrderSend(request,result) || result.retcode!=TRADE_RETCODE_DONE)
{
Print(word,"<<< Failed to overturn",sType," position by ",symbol,"!!! >>>");
Print(word,ResultRetcodeDescription(result.retcode));
PlaySound("timeout.wav");
return(result.retcode);
}
else
if(result.retcode==TRADE_RETCODE_DONE)
{
Print(word,"<<< ",sType," position by ",symbol," is overturned! >>>");
PlaySound("ok.wav");
}
else
{
Print(word,"<<< Failed to overturn",sType," position by ",symbol,"!!! >>>");
PlaySound("timeout.wav");
return(TRADE_RETCODE_ERROR);
}
//----
return(TRADE_RETCODE_DONE);
}
//+------------------------------------------------------------------+
//| correction of a pending order size to an acceptable value |
//+------------------------------------------------------------------+
bool StopCorrect(string symbol,int &Stop)
{
//----
int Extrem_Stop=int(SymbolInfoInteger(symbol,SYMBOL_TRADE_STOPS_LEVEL));
if(!Extrem_Stop) return(false);
if(Stop<Extrem_Stop) Stop=Extrem_Stop;
//----
return(true);
}
//+------------------------------------------------------------------+
//| LotCorrect() function |
//+------------------------------------------------------------------+
bool LotCorrect
(
string symbol,
double &Lot,
ENUM_POSITION_TYPE trade_operation
)
//LotCorrect(string symbol, double& Lot, ENUM_POSITION_TYPE trade_operation)
//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+
{
double LOTSTEP=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
if(!LOTSTEP || !MaxLot || !MinLot) return(0);
//---- normalizing the lot size to the nearest standard value
Lot=LOTSTEP*MathFloor(Lot/LOTSTEP);
//---- checking the lot for the minimum allowable value
if(Lot<MinLot) Lot=MinLot;
//---- checking the lot for the maximum allowable value
if(Lot>MaxLot) Lot=MaxLot;
//---- checking the funds sufficiency
if(!LotFreeMarginCorrect(symbol,Lot,trade_operation))return(false);
//----
return(true);
}
//+------------------------------------------------------------------+
//| LotFreeMarginCorrect() function |
//+------------------------------------------------------------------+
bool LotFreeMarginCorrect
(
string symbol,
double &Lot,
ENUM_POSITION_TYPE trade_operation
)
//(string symbol, double& Lot, ENUM_POSITION_TYPE trade_operation)
//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+
{
//----
//---- checking the funds sufficiency
double freemargin=AccountInfoDouble(ACCOUNT_FREEMARGIN);
if(freemargin<=0) return(false);
double LOTSTEP=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
if(!LOTSTEP || !MinLot) return(0);
double maxLot=GetLotForOpeningPos(symbol,trade_operation,freemargin);
//---- normalizing the lot size to the nearest standard value
maxLot=LOTSTEP*MathFloor(maxLot/LOTSTEP);
if(maxLot<MinLot) return(false);
if(Lot>maxLot) Lot=maxLot;
//----
return(true);
}
//+------------------------------------------------------------------+
//| Lot size calculation for opening a position with lot_margin |
//+------------------------------------------------------------------+
double GetLotForOpeningPos(string symbol,ENUM_POSITION_TYPE direction,double lot_margin)
{
//----
double price=0.0,n_margin;
if(direction==POSITION_TYPE_BUY) price=SymbolInfoDouble(symbol,SYMBOL_ASK);
if(direction==POSITION_TYPE_SELL) price=SymbolInfoDouble(symbol,SYMBOL_BID);
if(!price) return(NULL);
if(!OrderCalcMargin(ENUM_ORDER_TYPE(direction),symbol,1,price,n_margin) || !n_margin) return(0);
double lot=lot_margin/n_margin;
//---- get trade constants
double LOTSTEP=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
if(!LOTSTEP || !MaxLot || !MinLot) return(0);
//---- normalizing the lot size to the nearest standard value
lot=LOTSTEP*MathFloor(lot/LOTSTEP);
//---- checking the lot for the minimum allowable value
if(lot<MinLot) lot=0;
//---- checking the lot for the maximum allowable value
if(lot>MaxLot) lot=MaxLot;
//----
return(lot);
}
//+------------------------------------------------------------------+
//| Returning a string result of a trading operation by its code |
//+------------------------------------------------------------------+
string ResultRetcodeDescription(int retcode)
{
string str;
//----
switch(retcode)
{
case TRADE_RETCODE_REQUOTE: str="Requote"; break;
case TRADE_RETCODE_REJECT: str="Request rejected"; break;
case TRADE_RETCODE_CANCEL: str="Request cancelled by trader"; break;
case TRADE_RETCODE_PLACED: str="Order is placed"; break;
case TRADE_RETCODE_DONE: str="Request is executed"; break;
case TRADE_RETCODE_DONE_PARTIAL: str="Request is executed partially"; break;
case TRADE_RETCODE_ERROR: str="Request processing error"; break;
case TRADE_RETCODE_TIMEOUT: str="Request is cancelled because of a time out";break;
case TRADE_RETCODE_INVALID: str="Invalid request"; break;
case TRADE_RETCODE_INVALID_VOLUME: str="Invalid request volume"; break;
case TRADE_RETCODE_INVALID_PRICE: str="Invalid request price"; break;
case TRADE_RETCODE_INVALID_STOPS: str="Invalid request stops"; break;
case TRADE_RETCODE_TRADE_DISABLED: str="Trading is forbidden"; break;
case TRADE_RETCODE_MARKET_CLOSED: str="Market is closed"; break;
case TRADE_RETCODE_NO_MONEY: str="Insufficient funds for request execution"; break;
case TRADE_RETCODE_PRICE_CHANGED: str="Prices have changed"; break;
case TRADE_RETCODE_PRICE_OFF: str="No quotes for request processing"; break;
case TRADE_RETCODE_INVALID_EXPIRATION: str="Invalid order expiration date in the request"; break;
case TRADE_RETCODE_ORDER_CHANGED: str="Order state has changed"; break;
case TRADE_RETCODE_TOO_MANY_REQUESTS: str="Too many requests"; break;
case TRADE_RETCODE_NO_CHANGES: str="No changes in the request"; break;
case TRADE_RETCODE_SERVER_DISABLES_AT: str="Autotrading is disabled by the server"; break;
case TRADE_RETCODE_CLIENT_DISABLES_AT: str="Autotrading is disabled by the client terminal"; break;
case TRADE_RETCODE_LOCKED: str="Request is blocked for processing"; break;
case TRADE_RETCODE_FROZEN: str="Order or position has been frozen"; break;
case TRADE_RETCODE_INVALID_FILL: str="Unsupported type of order execution for the balance is specified "; break;
case TRADE_RETCODE_CONNECTION: str="No connection with trade server"; break;
case TRADE_RETCODE_ONLY_REAL: str="Operation is allowed only for real accounts"; break;
case TRADE_RETCODE_LIMIT_ORDERS: str="Limit for the number of pending orders has been reached"; break;
case TRADE_RETCODE_LIMIT_VOLUME: str="Limit for orders and positions volume for this symbol has been reached"; break;
default: str="Unknown result";
}
//----
return(str);
}
//+------------------------------------------------------------------+
//| returning the result of a trading operation to repeat the |
//| transaction |
//+------------------------------------------------------------------+
bool ResultRetcodeCheck(int retcode)
{
string str;
//----
switch(retcode)
{
case TRADE_RETCODE_REQUOTE: /*Requote*/ return(false); break;
case TRADE_RETCODE_REJECT: /*Request rejected*/ return(false); break;
case TRADE_RETCODE_CANCEL: /*Request cancelled by trader*/ return(true); break;
case TRADE_RETCODE_PLACED: /*Order is placed*/ return(true); break;
case TRADE_RETCODE_DONE: /*Request is executed*/ return(true); break;
case TRADE_RETCODE_DONE_PARTIAL: /*Request is executed partially*/ return(true); break;
case TRADE_RETCODE_ERROR: /*Request processing error*/ return(false); break;
case TRADE_RETCODE_TIMEOUT: /*Request is cancelled because of a time out*/ return(false); break;
case TRADE_RETCODE_INVALID: /*Invalid request*/ return(true); break;
case TRADE_RETCODE_INVALID_VOLUME: /*Invalid request volume*/ return(true); break;
case TRADE_RETCODE_INVALID_PRICE: /*Invalid request price*/ return(true); break;
case TRADE_RETCODE_INVALID_STOPS: /*Invalid request stops*/ return(true); break;
case TRADE_RETCODE_TRADE_DISABLED: /*Trading is forbidden*/ return(true); break;
case TRADE_RETCODE_MARKET_CLOSED: /*Market is closed*/ return(true); break;
case TRADE_RETCODE_NO_MONEY: /*Insufficient funds for request execution*/ return(true); break;
case TRADE_RETCODE_PRICE_CHANGED: /*Prices have changed*/ return(false); break;
case TRADE_RETCODE_PRICE_OFF: /*No quotes for request processing*/ return(false); break;
case TRADE_RETCODE_INVALID_EXPIRATION: /*Invalid order expiration date in the request*/ return(true); break;
case TRADE_RETCODE_ORDER_CHANGED: /*Order state has changed*/ return(true); break;
case TRADE_RETCODE_TOO_MANY_REQUESTS: /*Too many requests*/ return(false); break;
case TRADE_RETCODE_NO_CHANGES: /*No changes in the request*/ return(false); break;
case TRADE_RETCODE_SERVER_DISABLES_AT: /*Autotrading is disabled by the server*/ return(true); break;
case TRADE_RETCODE_CLIENT_DISABLES_AT: /*Autotrading is disabled by the client terminal*/ return(true); break;
case TRADE_RETCODE_LOCKED: /*Request is blocked for processing*/ return(true); break;
case TRADE_RETCODE_FROZEN: /*Order or position has been frozen*/ return(false); break;
case TRADE_RETCODE_INVALID_FILL: /*Unsupported type of order execution for the balance is specified */ return(true); break;
case TRADE_RETCODE_CONNECTION: /*No connection with trade server*/ break;
case TRADE_RETCODE_ONLY_REAL: /*Operation is allowed only for real accounts*/ return(true); break;
case TRADE_RETCODE_LIMIT_ORDERS: /*Limit for the number of pending orders has been reached*/ return(true); break;
case TRADE_RETCODE_LIMIT_VOLUME: /*Limit for orders and positions volume for this symbol has been reached*/ return(true); break;
default: /*Unknown result*/ return(false);
}
//----
return(true);
}
//+------------------------------------------------------------------+
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