Pending orders UP

Author: Copyright © 2017, Vladimir Karputov
Price Data Components
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Pending orders UP
ÿþ//+------------------------------------------------------------------+

//|                                            Pending orders UP.mq5 |

//|                              Copyright © 2017, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2017, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.002"

#property description "The script sets the pending orders up from the price"

#property script_show_inputs

//---

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

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

//| Enum pending orders UP                                           |

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

enum ENUM_PENDING_ORDERS_UP

  {

   buy_stop          =1,   // Buy Stop 

   sell_limit        =2    // Sell Limit

  };

//--- input parameters

input ushort                     InpUpGep          = 15;             // Gap for pending orders UP from the current price (in pips)

input ushort                     InpUpStep         = 30;             // Step between orders UP (in pips)

input ENUM_PENDING_ORDERS_UP     InpUpOrders       = buy_stop;       // Type of pending orders UP

input uchar                      InpUpQuantity     = 5;              // UP quantity

input double                     InpLots           = 0.1;            // Lots

input ushort                     InpStopLoss       = 20;             // Stop Loss (in pips)

input ushort                     InpTakeProfit     = 20;             // Take Profit (in pips)

//---

ulong                            m_slippage=30;                      // slippage                            

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

double                           ExtUpGep=0.0;

double                           ExtUpStep=0.0;

double                           ExtStopLoss=0.0;

double                           ExtTakeProfit=0.0;

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

//| Script program start function                                    |

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

void OnStart()

  {

//---

   if(InpLots<=0.0)

     {

      Print("The \"Lots\" can't be smaller or equal to zero");

      return;

     }

//---

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

      return;

   if(!RefreshRates())

      return;



   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

      Print(err_text);

      return;

     }

//---

   if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

   else

      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);

//---

   m_trade.SetDeviationInPoints(m_slippage);

   m_trade.SetAsyncMode(true);

//--- 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;



   ExtUpGep       = m_adjusted_point * InpUpGep;

   ExtUpStep      = m_adjusted_point * InpUpStep;

   ExtStopLoss    = m_adjusted_point * InpStopLoss;

   ExtTakeProfit  = m_adjusted_point * InpTakeProfit;

//--- start work

   double start_price_ask=m_symbol.Ask()+ExtUpGep;

   double start_price_bid=m_symbol.Bid()+ExtUpGep;

//--- pending orders UP

   for(int i=0;i<InpUpQuantity;i++)

     {

      double price_ask     = start_price_ask+i*ExtUpStep;

      double price_bid     = start_price_bid+i*ExtUpStep;

      if(InpUpOrders==buy_stop)

        {

         double sl         = (ExtStopLoss==0.0)   ? 0.0 : price_ask - ExtStopLoss;

         double tp         = (ExtTakeProfit==0.0) ? 0.0 : price_ask + ExtTakeProfit;

         m_trade.BuyStop(m_symbol.LotsMin(),m_symbol.NormalizePrice(price_ask),m_symbol.Name(),

                         m_symbol.NormalizePrice(sl),

                         m_symbol.NormalizePrice(tp));

        }

      else

        {

         double sl         = (ExtStopLoss==0.0)   ? 0.0 : price_ask + ExtStopLoss;

         double tp         = (ExtTakeProfit==0.0) ? 0.0 : price_bid - ExtTakeProfit;

         m_trade.SellLimit(m_symbol.LotsMin(),m_symbol.NormalizePrice(price_bid),m_symbol.Name(),

                           m_symbol.NormalizePrice(sl),

                           m_symbol.NormalizePrice(tp));

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print("RefreshRates error");

      return(false);

     }

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

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

      return(false);

//---

   return(true);

  }

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

//| Check the correctness of the order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }



//--- maximal allowed volume of trade operations

   double max_volume=m_symbol.LotsMax();

   if(volume>max_volume)

     {

      error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }



//--- get minimal step of volume changing

   double volume_step=m_symbol.LotsStep();



   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                     volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

   return(true);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=m_symbol.TradeFillFlags();

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

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