BasicTrade.mqh

//+------------------------------------------------------------------+
//|                                                EA31337 framework |
//|                                 Copyright 2016-2023, EA31337 Ltd |
//|                                       https://github.com/EA31337 |
//+------------------------------------------------------------------+

/*
 * This file is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 *
 */

/**
 * @file
 * Provides basic trade functionality.
 */

// Class dependencies.
#ifdef __MQL5__
class CTrade;
#endif

//---
#define CUR    0
#define PREV   1
#define FAR    2
//---
#define ERR_ORDER_SELECT            ERR_USER_ERROR_FIRST + 102
#define ERR_INVALID_ORDER_TYPE      ERR_USER_ERROR_FIRST + 103
#define ERR_INVALID_SYMBOL_NAME     ERR_USER_ERROR_FIRST + 104
#define ERR_INVALID_EXPIRATION_TIME ERR_USER_ERROR_FIRST + 105
//---
#define TRADE_PAUSE_SHORT 500
#define TRADE_PAUSE_LONG  5000
#define OPEN_METHODS      8

#ifdef __MQL4__
//+------------------------------------------------------------------+
//|   ENUM_APPLIED_VOLUME                                            |
//+------------------------------------------------------------------+
enum ENUM_APPLIED_VOLUME {
  VOLUME_TICK,
  VOLUME_REAL
};
#endif

//+------------------------------------------------------------------+
#ifdef __MQL4__
#define TFS 9
const ENUM_TIMEFRAMES tf[TFS] = {
  PERIOD_M1,PERIOD_M5,PERIOD_M15,
  PERIOD_M30,PERIOD_H1,PERIOD_H4,
  PERIOD_D1,PERIOD_W1,PERIOD_MN1
};
#endif

//+------------------------------------------------------------------+
#ifdef __MQL5__

#define TFS 21
const ENUM_TIMEFRAMES tf[TFS] = {
  PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,
  PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,
  PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,
  PERIOD_D1,PERIOD_W1,PERIOD_MN1
};
#endif
//+------------------------------------------------------------------+
//|   TPositionCount                                                 |
//+------------------------------------------------------------------+
struct TPositionCount {
  int               buy_count;
  int               sell_count;
};
//+------------------------------------------------------------------+
//|   TDealTime                                                      |
//+------------------------------------------------------------------+
struct TDealTime
{
  datetime          buy_time;
  datetime          sell_time;
};
//+------------------------------------------------------------------+
//|   ENUN_OPEN_METHOD                                               |
//+------------------------------------------------------------------+
enum ENUM_OPEN_METHOD
{
  OPEN_METHOD_ONE=-1,// One Of Methods
  OPEN_METHOD_SUM=0,// Sum Of Methods
  OPEN_METHOD1=1,   // Method #1 (1)
  OPEN_METHOD2=2,   // Method #2 (2)
  OPEN_METHOD3=4,   // Method #3 (4)
  OPEN_METHOD4=8,   // Method #4 (8)
  OPEN_METHOD5=16,  // Method #5 (16)
  OPEN_METHOD6=32,  // Method #6 (32)
  OPEN_METHOD7=64,  // Method #7 (64)
  OPEN_METHOD8=128  // Method #8 (128)
};
//+------------------------------------------------------------------+
//|   GetOpenMethod                                                  |
//+------------------------------------------------------------------+
int GetOpenMethod(const int open_method,const int one_of_methods,const int sum_of_methods)
{
  int result=open_method;

  if(open_method==OPEN_METHOD_ONE)
    result=-one_of_methods;

  if(open_method==OPEN_METHOD_SUM)
    result=sum_of_methods;

  return(result);
}
//+------------------------------------------------------------------+
//|   ENUM_TRADE_DIRECTION                                           |
//+------------------------------------------------------------------+
enum ENUM_TRADE_DIRECTION
{
  TRADE_NONE=-1, //None
  TRADE_BUY=0,   //Buy
  TRADE_SELL=1,  //Sell
  TRADE_BOTH=2   //Both
};
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum ENUM_RUN_MODE
{
  RUN_OPTIMIZATION,
  RUN_VISUAL,
  RUN_TESTER,
  RUN_LIVE
};
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ENUM_RUN_MODE GetRunMode(void)
{
  if(MQLInfoInteger(MQL_OPTIMIZATION))
    return(RUN_OPTIMIZATION);
  if(MQLInfoInteger(MQL_VISUAL_MODE))
    return(RUN_VISUAL);
  if(MQLInfoInteger(MQL_TESTER))
    return(RUN_TESTER);
  return(RUN_LIVE);
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string BoolToString(const bool _value)
{
  if(_value)
    return("yes");
  return("no");
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string TimeframeToString(const ENUM_TIMEFRAMES _tf)
{
  return(StringSubstr(EnumToString(_tf),7));
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string OpenMethodToString(const ENUM_OPEN_METHOD _open_method,
    const int one_of_methods,
    const int sum_of_methods)
{
  string result="";
  switch(_open_method)
  {
    case OPEN_METHOD_ONE: result="One Of Methods ("+IntegerToString(one_of_methods)+")"; break;
    case OPEN_METHOD_SUM: result="Sum Of Methods ("+IntegerToString(sum_of_methods)+")"; break;
    default: result=StringSubstr(EnumToString(_open_method),5); break;
  }
  return(result);
}

//+------------------------------------------------------------------+
//|   CBasicTrade                                                    |
//+------------------------------------------------------------------+
class CBasicTrade
{
  private:
    int               m_last_error;

  protected:
    //+------------------------------------------------------------------+
    double NormalizeVolume(const double _volume)
    {
      double lot_min=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
      double lot_max=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
      double lot_step=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
      //---
      double lot_value=_volume;
      if(lot_value<=lot_min)lot_value=lot_min;
      else if(lot_value>=lot_max)lot_value=lot_max;
      else lot_value=round(lot_value/lot_step)*lot_step;
      //---
      return(NormalizeDouble(lot_value,2));
    }

    //+------------------------------------------------------------------+
    int   TimeframeToIndex(ENUM_TIMEFRAMES _tf)
    {
      if(_tf==0 || _tf==PERIOD_CURRENT)
        _tf=(ENUM_TIMEFRAMES)_Period;
      int total=ArraySize(tf);
      for(int i=0;i<total;i++)
      {
        if(tf[i]==_tf)
          return(i);
      }
      return(0);
    }

  public:

    //+------------------------------------------------------------------+
    void  CBasicTrade(void)
    {
      m_last_error=0;
    }

    //+------------------------------------------------------------------+
    bool  Trade(string   _symbol,          // symbol
        ENUM_TRADE_DIRECTION _type,// operation
        double   _volume,          // volume
        int      _stop_loss,       // stop loss, pips
        int      _take_profit,     // take profit, pips
        string   _comment=NULL,    // comment
        int      _magic=0          // magic number
        ) {

      ResetLastError();
      m_last_error=0;

      //--- check symbol name
      double _point=SymbolInfoDouble(_symbol,SYMBOL_POINT);
      if(_point==0.0)
      {
        m_last_error=ERR_INVALID_SYMBOL_NAME;
        return(false);
      }

      //--- order type
      if(!(_type==TRADE_BUY || _type==TRADE_SELL))
      {
        m_last_error=ERR_INVALID_ORDER_TYPE;
        return(false);
      }

      //--- get digits
      int _digits=(int)SymbolInfoInteger(_symbol,SYMBOL_DIGITS);

      //--- get coef point
      int _coef_point=1;
      if(_digits==3 || _digits==5)
        _coef_point=10;

#ifdef __MQL4__

      int attempts=5;
      while(attempts>0)
      {
        ResetLastError();

        if(IsTradeContextBusy())
        {
          Sleep(TRADE_PAUSE_SHORT);
          attempts--;
          continue;
        }

        RefreshRates();

        //--- check the free margin
        if(AccountFreeMarginCheck(_symbol,_type,_volume)<=0 || _LastError==ERR_NOT_ENOUGH_MONEY)
        {
          m_last_error=ERR_NOT_ENOUGH_MONEY;
          return(false);
        }

        //---
        double price=0.0;
        if(_type==OP_BUY)
          price=NormalizeDouble(SymbolInfoDouble(_symbol,SYMBOL_ASK),_digits);
        if(_type==OP_SELL)
          price=NormalizeDouble(SymbolInfoDouble(_symbol,SYMBOL_BID),_digits);

        //---
        int slippage=(int)SymbolInfoInteger(_symbol,SYMBOL_SPREAD);

        //---
        double volume=NormalizeVolume(_volume);

        //---
        int ticket=OrderSend(_symbol,_type,volume,price,slippage,0,0,_comment,_magic,0,clrNONE);
        if(ticket>0)
        {
          if(_stop_loss>0 || _take_profit>0)
          {

            if(OrderSelect(ticket,SELECT_BY_TICKET))
            {

              //---
              double order_open_price=NormalizeDouble(OrderOpenPrice(),_digits);
              double order_stop_loss=NormalizeDouble(OrderStopLoss(),_digits);
              double order_take_profit=NormalizeDouble(OrderTakeProfit(),_digits);

              double sl=0.0;
              double tp=0.0;

              //---
              attempts=5;
              while(attempts>0)
              {
                ResetLastError();
                RefreshRates();
                //---
                double _bid = SymbolInfoDouble(_symbol, SYMBOL_BID);
                double _ask = SymbolInfoDouble(_symbol, SYMBOL_ASK);

                if(IsTradeContextBusy())
                {
                  attempts--;
                  Sleep(TRADE_PAUSE_SHORT);
                  continue;
                }

                //---
                int stop_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
                int spread=(int)SymbolInfoInteger(_symbol,SYMBOL_SPREAD);
                stop_level=fmax(stop_level,spread);

                //---
                if(OrderType()==OP_BUY)
                {
                  if(_stop_loss==-1.0) sl=order_stop_loss;
                  else if(_stop_loss==0.0) sl=0.0;
                  else sl=NormalizeDouble(fmin(order_open_price-_stop_loss*_coef_point*_point,_bid-stop_level*_point),_digits);

                  if(_take_profit==-1.0) tp=order_take_profit;
                  else if(_take_profit==0.0) tp=0.0;
                  else tp=NormalizeDouble(fmax(order_open_price+_take_profit*_coef_point*_point,_bid+stop_level*_point),_digits);
                }

                if(OrderType()==OP_SELL)
                {
                  if(_stop_loss==-1.0) sl=order_stop_loss;
                  else if(_stop_loss==0.0) sl=0.0;
                  else sl=NormalizeDouble(fmax(order_open_price+_stop_loss*_coef_point*_point,_ask+stop_level*_point),_digits);

                  if(_take_profit==-1.0) tp=order_take_profit;
                  else if(_take_profit==0.0) tp=0.0;
                  else tp=NormalizeDouble(fmin(order_open_price-_take_profit*_coef_point*_point,_ask-stop_level*_point),_digits);
                }

                if(sl==order_stop_loss && tp==order_take_profit)
                  return(true);

                //---
                ResetLastError();
                if(OrderModify(ticket,order_open_price,sl,tp,0,clrNONE))
                {
                  return(true);
                }
                else
                {
                  //ENUM_ERROR_LEVEL level=PrintError(_LastError);
                  //if(level==LEVEL_ERROR)
                  {
                    Sleep(TRADE_PAUSE_LONG);
                    return(false);
                  }
                }

                //---
                Sleep(TRADE_PAUSE_SHORT);
                attempts--;
              }// end while

            }

            Sleep(TRADE_PAUSE_SHORT);
            return(true); //position opened
          }
          else
          {
            //ENUM_ERROR_LEVEL level=PrintError(_LastError);
            //if(level==LEVEL_ERROR)
            {
              Sleep(TRADE_PAUSE_LONG);
              break;
            }
          }// end else

          Sleep(TRADE_PAUSE_SHORT);
          attempts--;
        }
      }
#endif

      //---
#ifdef __MQL5__

      ENUM_ORDER_TYPE order_type=-1;
      double price=0.0;
      double sl=0.0;
      double tp=0.0;
      double _ask=SymbolInfoDouble(_symbol,SYMBOL_ASK);
      double _bid=SymbolInfoDouble(_symbol,SYMBOL_BID);
      int stop_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
      if(_type==TRADE_BUY) {
        order_type=ORDER_TYPE_BUY;
        price=_ask;

        if(_stop_loss>0)
          sl=NormalizeDouble(fmin(price-_stop_loss*_coef_point*_point,_bid-stop_level*_point),_digits);

        if(_take_profit>0)
          tp=NormalizeDouble(fmax(price+_take_profit*_coef_point*_point,_bid+stop_level*_point),_digits);

      }
      if(_type==TRADE_SELL) {
        order_type=ORDER_TYPE_SELL;
        price=_bid;

        if(_stop_loss>0)
          sl=NormalizeDouble(fmax(price+_stop_loss*_coef_point*_point,_ask+stop_level*_point),_digits);

        if(_take_profit>0)
          tp=NormalizeDouble(fmin(price-_take_profit*_coef_point*_point,_ask-stop_level*_point),_digits);
      }

      double volume=NormalizeVolume(_volume);

      #ifdef CTrade
      // @todo: To test.
      CTrade trade;
      if (!trade) {
        return (false);
      }
      trade.SetDeviationInPoints(SymbolInfoInteger(_symbol, SYMBOL_SPREAD));
      trade.SetExpertMagicNumber(_magic);

      //---
      trade.SetTypeFilling(GetTypeFilling(_symbol));
      bool result=trade.PositionOpen(_symbol,order_type,volume,price,sl,tp,_comment);
      if (!result) {
        m_last_error=(int)trade.ResultRetcode();
      }
      #else
        return (false);
      #endif
#endif

      return (true);
    }

    //+------------------------------------------------------------------+
    int GetLastError()
    {
      return(m_last_error);
    }
};