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MQL5.mqh
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2021, 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 forward compatibility for MQL5 in MT4/MQL4.
*/
// Prevents processing this includes file for the second time.
#ifndef MQL5_MQH
#define MQL5_MQH
//+------------------------------------------------------------------+
//| Declaration of constants
//+------------------------------------------------------------------+
// Missing error handling constants in MQL4.
// @see: https://docs.mql4.com/constants/errorswarnings/errorcodes
// @see: https://www.mql5.com/en/docs/constants/errorswarnings
#ifdef __MQL4__
// Return codes of the trade server.
#define TRADE_RETCODE_REQUOTE 10004 // Requote
#define TRADE_RETCODE_REJECT 10006 // Request rejected
#define TRADE_RETCODE_CANCEL 10007 // Request canceled by trader
#define TRADE_RETCODE_PLACED 10008 // Order placed
#define TRADE_RETCODE_DONE 10009 // Request completed
#define TRADE_RETCODE_DONE_PARTIAL 10010 // Only part of the request was completed
#define TRADE_RETCODE_ERROR 10011 // Request processing error
#define TRADE_RETCODE_TIMEOUT 10012 // Request canceled by timeout
#define TRADE_RETCODE_INVALID 10013 // Invalid request
#define TRADE_RETCODE_INVALID_VOLUME 10014 // Invalid volume in the request
#define TRADE_RETCODE_INVALID_PRICE 10015 // Invalid price in the request
#define TRADE_RETCODE_INVALID_STOPS 10016 // Invalid stops in the request
#define TRADE_RETCODE_TRADE_DISABLED 10017 // Trade is disabled
#define TRADE_RETCODE_MARKET_CLOSED 10018 // Market is closed
#define TRADE_RETCODE_NO_MONEY 10019 // There is not enough money to complete the request
#define TRADE_RETCODE_PRICE_CHANGED 10020 // Prices changed
#define TRADE_RETCODE_PRICE_OFF 10021 // There are no quotes to process the request
#define TRADE_RETCODE_INVALID_EXPIRATION 10022 // Invalid order expiration date in the request
#define TRADE_RETCODE_ORDER_CHANGED 10023 // Order state changed
#define TRADE_RETCODE_TOO_MANY_REQUESTS 10024 // Too frequent requests
#define TRADE_RETCODE_NO_CHANGES 10025 // No changes in request
#define TRADE_RETCODE_SERVER_DISABLES_AT 10026 // Autotrading disabled by server
#define TRADE_RETCODE_CLIENT_DISABLES_AT 10027 // Autotrading disabled by client terminal
#define TRADE_RETCODE_LOCKED 10028 // Request locked for processing
#define TRADE_RETCODE_FROZEN 10029 // Order or position frozen
#define TRADE_RETCODE_INVALID_FILL 10030 // Invalid order filling type
#define TRADE_RETCODE_CONNECTION 10031 // No connection with the trade server
#define TRADE_RETCODE_ONLY_REAL 10032 // Operation is allowed only for live accounts
#define TRADE_RETCODE_LIMIT_ORDERS 10033 // The number of pending orders has reached the limit
#define TRADE_RETCODE_LIMIT_VOLUME 10034 // The volume of orders and positions for the symbol has reached the limit
#define TRADE_RETCODE_INVALID_ORDER 10035 // Incorrect or prohibited order type
#define TRADE_RETCODE_POSITION_CLOSED 10036 // Position with the specified POSITION_IDENTIFIER has already been closed
#define TRADE_RETCODE_INVALID_CLOSE_VOLUME 10038 // A close volume exceeds the current position volume
#define TRADE_RETCODE_CLOSE_ORDER_EXIST 10039 // A close order already exists.
#define TRADE_RETCODE_LIMIT_POSITIONS 10040 // The number of open positions can be limited (e.g. Netting, Hedging).
#endif
// Runtime Errors (@see: https://www.mql5.com/en/docs/constants/errorswarnings/errorcodes)
// General error codes.
#ifndef ERR_SUCCESS
#define ERR_SUCCESS 0 // The operation completed successfully.
#endif
#define ERR_NO_MQLERROR 4000
#ifndef ERR_INTERNAL_ERROR
#define ERR_INTERNAL_ERROR 4001 // Operating system error.
#endif
#define ERR_WRONG_INTERNAL_PARAMETER 4002 // Wrong parameter in the inner call of the client terminal function.
//#define ERR_INVALID_PARAMETER 4003 // Wrong parameter when calling the system function.
#define ERR_NOT_ENOUGH_MEMORY 4004 // Not enough memory to perform the system function.
#define ERR_STRUCT_WITHOBJECTS_ORCLASS 4005 // The structure contains objects of strings and/or dynamic arrays and/or structure of such objects and/or classes.
#define ERR_INVALID_ARRAY 4006 // Array of a wrong type, wrong size, or a damaged object of a dynamic array.
#define ERR_ARRAY_RESIZE_ERROR 4007 // Not enough memory for the relocation of an array, or an attempt to change the size of a static array.
#define ERR_STRING_RESIZE_ERROR 4008 // Not enough memory for the relocation of string.
#define ERR_NOTINITIALIZED_STRING 4009 // Not initialized string.
#define ERR_INVALID_DATETIME 4010 // Invalid date and/or time.
#define ERR_ARRAY_BAD_SIZE 4011 // Requested array size exceeds 2 GB.
#ifndef ERR_INVALID_POINTER
#define ERR_INVALID_POINTER 4012 // Wrong pointer.
#endif
#define ERR_INVALID_POINTER_TYPE 4013 // Wrong type of pointer.
#define ERR_FUNCTION_NOT_ALLOWED 4014 // Function is not allowed for call.
#define ERR_RESOURCE_NAME_DUPLICATED 4015 // The names of the dynamic and the static resource match.
#ifndef ERR_RESOURCE_NOT_FOUND
#define ERR_RESOURCE_NOT_FOUND 4016 // Resource with this name has not been found in EX5.
#endif
#define ERR_RESOURCE_UNSUPPOTED_TYPE 4017 // Unsupported resource type or its size exceeds 16 Mb.
#define ERR_RESOURCE_NAME_IS_TOO_LONG 4018 // The resource name exceeds 63 characters.
// Charts.
#define ERR_CHART_WRONG_ID 4101 // Wrong chart ID.
#define ERR_CHART_NO_REPLY 4102 // Chart does not respond.
#ifndef ERR_CHART_NOT_FOUND
#define ERR_CHART_NOT_FOUND 4103 // Chart not found.
#endif
#define ERR_CHART_NO_EXPERT 4104 // No Expert Advisor in the chart that could handle the event.
#define ERR_CHART_CANNOT_OPEN 4105 // Chart opening error.
#define ERR_CHART_CANNOT_CHANGE 4106 // Failed to change chart symbol and period.
#define ERR_CHART_WRONG_PARAMETER 4107 // Error value of the parameter for the function of working with charts.
#define ERR_CHART_CANNOT_CREATE_TIMER 4108 // Failed to create timer.
#define ERR_CHART_WRONG_PROPERTY 4109 // Wrong chart property ID.
#define ERR_CHART_SCREENSHOT_FAILED 4110 // Error creating screenshots.
#define ERR_CHART_NAVIGATE_FAILED 4111 // Error navigating through chart.
#define ERR_CHART_TEMPLATE_FAILED 4112 // Error applying template.
#define ERR_CHART_WINDOW_NOT_FOUND 4113 // Subwindow containing the indicator was not found.
#define ERR_CHART_INDICATOR_CANNOT_ADD 4114 // Error adding an indicator to chart.
#define ERR_CHART_INDICATOR_CANNOT_DEL 4115 // Error deleting an indicator from the chart.
#define ERR_CHART_INDICATOR_NOT_FOUND 4116 // Indicator not found on the specified chart.
// Graphical Objects.
#define ERR_OBJECT_ERROR 4201 // Error working with a graphical object.
#define ERR_OBJECT_NOT_FOUND 4202 // Graphical object was not found.
#define ERR_OBJECT_WRONG_PROPERTY 4203 // Wrong ID of a graphical object property.
#define ERR_OBJECT_GETDATE_FAILED 4204 // Unable to get date corresponding to the value.
#define ERR_OBJECT_GETVALUE_FAILED 4205 // Unable to get value corresponding to the date.
// MarketInfo.
#define ERR_MARKET_UNKNOWN_SYMBOL 4301 // Unknown symbol.
#define ERR_MARKET_NOT_SELECTED 4302 // Symbol is not selected in MarketWatch.
#define ERR_MARKET_WRONG_PROPERTY 4303 // Wrong identifier of a symbol property.
#define ERR_MARKET_LASTTIME_UNKNOWN 4304 // Time of the last tick is not known (no ticks).
#define ERR_MARKET_SELECT_ERROR 4305 // Error adding or deleting a symbol in MarketWatch.
// History Access.
#define ERR_HISTORY_NOT_FOUND 4401 // Requested history not found.
#define ERR_HISTORY_WRONG_PROPERTY 4402 // Wrong ID of the history property.
#define ERR_HISTORY_TIMEOUT 4403 // Exceeded history request timeout.
#define ERR_HISTORY_BARS_LIMIT 4404 // Number of requested bars limited by terminal settings.
#define ERR_HISTORY_LOAD_ERRORS 4405 // Multiple errors when loading history.
#define ERR_HISTORY_SMALL_BUFFER 4407 // Receiving array is too small to store all requested data.
// Global_Variables.
#define ERR_GLOBALVARIABLE_NOT_FOUND 4501 // Global variable of the client terminal is not found.
#define ERR_GLOBALVARIABLE_EXISTS 4502 // Global variable of the client terminal with the same name already exists.
#define ERR_MAIL_SEND_FAILED 4510 // Email sending failed.
#define ERR_PLAY_SOUND_FAILED 4511 // Sound playing failed.
#define ERR_MQL5_WRONG_PROPERTY 4512 // Wrong identifier of the program property.
#define ERR_TERMINAL_WRONG_PROPERTY 4513 // Wrong identifier of the terminal property.
#define ERR_FTP_SEND_FAILED 4514 // File sending via ftp failed.
#define ERR_NOTIFICATION_SEND_FAILED 4515 // Failed to send a notification.
#define ERR_NOTIFICATION_WRONG_PARAMETER 4516 // Invalid parameter for sending a notification - an empty string or NULL has been passed to the SendNotification() function.
#define ERR_NOTIFICATION_WRONG_SETTINGS 4517 // Wrong settings of notifications in the terminal (ID is not specified or permission is not set).
#ifndef ERR_NOTIFICATION_TOO_FREQUENT
#define ERR_NOTIFICATION_TOO_FREQUENT 4518 // Too frequent sending of notifications.
#endif
#ifndef ERR_FTP_NOSERVER
#define ERR_FTP_NOSERVER 4519 // FTP server is not specified.
#endif
#ifndef ERR_FTP_NOLOGIN
#define ERR_FTP_NOLOGIN 4520 // FTP login is not specified.
#endif
#ifndef ERR_FTP_FILE_ERROR
#define ERR_FTP_FILE_ERROR 4521 // File not found in the MQL5\Files directory to send on FTP server.
#endif
#ifndef ERR_FTP_CONNECT_FAILED
#define ERR_FTP_CONNECT_FAILED 4522 // FTP connection failed.
#endif
#ifndef ERR_FTP_CHANGEDIR
#define ERR_FTP_CHANGEDIR 4523 // FTP path not found on server.
#endif
#ifndef ERR_FTP_CLOSED
#define ERR_FTP_CLOSED 4524 // FTP connection closed.
#endif
// Custom Indicator Buffers.
#define ERR_BUFFERS_NO_MEMORY 4601 // Not enough memory for the distribution of indicator buffers.
#define ERR_BUFFERS_WRONG_INDEX 4602 // Wrong indicator buffer index.
// Custom Indicator Properties.
#define ERR_CUSTOM_WRONG_PROPERTY 4603 // Wrong ID of the custom indicator property.
// Account.
#define ERR_ACCOUNT_WRONG_PROPERTY 4701 // Wrong account property ID.
#define ERR_TRADE_WRONG_PROPERTY 4751 // Wrong trade property ID.
#ifndef ERR_TRADE_DISABLED
#define ERR_TRADE_DISABLED 4752 // Trading by Expert Advisors prohibited.
#endif
#define ERR_TRADE_POSITION_NOT_FOUND 4753 // Position not found.
#define ERR_TRADE_ORDER_NOT_FOUND 4754 // Order not found.
#define ERR_TRADE_DEAL_NOT_FOUND 4755 // Deal not found.
#define ERR_TRADE_SEND_FAILED 4756 // Trade request sending failed.
// Indicators.
#define ERR_INDICATOR_UNKNOWN_SYMBOL 4801 // Unknown symbol.
#define ERR_INDICATOR_CANNOT_CREATE 4802 // Indicator cannot be created.
#define ERR_INDICATOR_NO_MEMORY 4803 // Not enough memory to add the indicator.
#define ERR_INDICATOR_CANNOT_APPLY 4804 // The indicator cannot be applied to another indicator.
#define ERR_INDICATOR_CANNOT_ADD 4805 // Error applying an indicator to chart.
#define ERR_INDICATOR_DATA_NOT_FOUND 4806 // Requested data not found.
#define ERR_INDICATOR_WRONG_HANDLE 4807 // Wrong indicator handle.
#define ERR_INDICATOR_WRONG_PARAMETERS 4808 // Wrong number of parameters when creating an indicator.
#define ERR_INDICATOR_PARAMETERS_MISSING 4809 // No parameters when creating an indicator.
#define ERR_INDICATOR_CUSTOM_NAME 4810 // The first parameter in the array must be the name of the custom indicator.
#define ERR_INDICATOR_PARAMETER_TYPE 4811 // Invalid parameter type in the array when creating an indicator.
#define ERR_INDICATOR_WRONG_INDEX 4812 // Wrong index of the requested indicator buffer.
// Depth of Market.
#define ERR_BOOKS_CANNOT_ADD 4901 // Depth Of Market can not be added.
#define ERR_BOOKS_CANNOT_DELETE 4902 // Depth Of Market can not be removed.
#define ERR_BOOKS_CANNOT_GET 4903 // The data from Depth Of Market can not be obtained.
#define ERR_BOOKS_CANNOT_SUBSCRIBE 4904 // Error in subscribing to receive new data from Depth Of Market.
// File Operations.
#define ERR_TOO_MANY_FILES 5001 // More than 64 files cannot be opened at the same time.
#define ERR_WRONG_FILENAME 5002 // Invalid file name.
#define ERR_TOO_LONG_FILENAME 5003 // Too long file name.
#ifndef ERR_CANNOT_OPEN_FILE
#define ERR_CANNOT_OPEN_FILE 5004 // File opening error.
#endif
#define ERR_FILE_CACHEBUFFER_ERROR 5005 // Not enough memory for cache to read.
#define ERR_CANNOT_DELETE_FILE 5006 // File deleting error.
#define ERR_INVALID_FILEHANDLE 5007 // A file with this handle was closed, or was not opening at all.
#define ERR_WRONG_FILEHANDLE 5008 // Wrong file handle.
#define ERR_FILE_NOTTOWRITE 5009 // The file must be opened for writing.
#define ERR_FILE_NOTTOREAD 5010 // The file must be opened for reading.
#define ERR_FILE_NOTBIN 5011 // The file must be opened as a binary one.
#define ERR_FILE_NOTTXT 5012 // The file must be opened as a text.
#define ERR_FILE_NOTTXTORCSV 5013 // The file must be opened as a text or CSV.
#define ERR_FILE_NOTCSV 5014 // The file must be opened as CSV.
#define ERR_FILE_READERROR 5015 // File reading error.
#define ERR_FILE_BINSTRINGSIZE 5016 // String size must be specified, because the file is opened as binary.
#define ERR_INCOMPATIBLE_FILE 5017 // A text file must be for string arrays, for other arrays - binary.
#ifndef ERR_FILE_IS_DIRECTORY
#define ERR_FILE_IS_DIRECTORY 5018 // This is not a file, this is a directory.
#endif
#ifndef ERR_FILE_NOT_EXIST
#define ERR_FILE_NOT_EXIST 5019 // File does not exist.
#endif
#ifndef ERR_FILE_CANNOT_REWRITE
#define ERR_FILE_CANNOT_REWRITE 5020 // File can not be rewritten.
#endif
#define ERR_WRONG_DIRECTORYNAME 5021 // Wrong directory name.
#define ERR_DIRECTORY_NOT_EXIST 5022 // Directory does not exist.
#define ERR_FILE_ISNOT_DIRECTORY 5023 // This is a file, not a directory.
#define ERR_CANNOT_DELETE_DIRECTORY 5024 // The directory cannot be removed.
#define ERR_CANNOT_CLEAN_DIRECTORY 5025 // Failed to clear the directory (probably one or more files are blocked and removal operation failed).
#define ERR_FILE_WRITEERROR 5026 // Failed to write a resource to a file.
#define ERR_FILE_ENDOFFILE 5027 // Unable to read the next piece of data from a CSV file (FileReadString, FileReadNumber, FileReadDatetime, FileReadBool), since the end of file is reached.
// String Casting.
#define ERR_NO_STRING_DATE 5030 // No date in the string.
#define ERR_WRONG_STRING_DATE 5031 // Wrong date in the string.
#define ERR_WRONG_STRING_TIME 5032 // Wrong time in the string.
#define ERR_STRING_TIME_ERROR 5033 // Error converting string to date.
#define ERR_STRING_OUT_OF_MEMORY 5034 // Not enough memory for the string.
#define ERR_STRING_SMALL_LEN 5035 // The string length is less than expected.
#define ERR_STRING_TOO_BIGNUMBER 5036 // Too large number, more than ULONG_MAX.
#define ERR_WRONG_FORMATSTRING 5037 // Invalid format string.
#define ERR_TOO_MANY_FORMATTERS 5038 // Amount of format specifiers more than the parameters.
#define ERR_TOO_MANY_PARAMETERS 5039 // Amount of parameters more than the format specifiers.
#define ERR_WRONG_STRING_PARAMETER 5040 // Damaged parameter of string type.
#define ERR_STRINGPOS_OUTOFRANGE 5041 // Position outside the string.
#define ERR_STRING_ZEROADDED 5042 // 0 added to the string end, a useless operation.
#define ERR_STRING_UNKNOWNTYPE 5043 // Unknown data type when converting to a string.
#define ERR_WRONG_STRING_OBJECT 5044 // Damaged string object.
// Operations with Array.
#ifndef ERR_INCOMPATIBLE_ARRAYS
#define ERR_INCOMPATIBLE_ARRAYS 5050 // Copying incompatible arrays. String array can be copied only to a string array, and a numeric array - in numeric array only.
#endif
#define ERR_SMALL_ASSERIES_ARRAY 5051 // The receiving array is declared as AS_SERIES, and it is of insufficient size.
#define ERR_SMALL_ARRAY 5052 // Too small array, the starting position is outside the array.
#define ERR_ZEROSIZE_ARRAY 5053 // An array of zero length.
#define ERR_NUMBER_ARRAYS_ONLY 5054 // Must be a numeric array.
#define ERR_ONEDIM_ARRAYS_ONLY 5055 // Must be a one-dimensional array.
#define ERR_SERIES_ARRAY 5056 // Timeseries cannot be used.
#define ERR_DOUBLE_ARRAY_ONLY 5057 // Must be an array of type double.
#define ERR_FLOAT_ARRAY_ONLY 5058 // Must be an array of type float.
#define ERR_LONG_ARRAY_ONLY 5059 // Must be an array of type long.
#define ERR_INT_ARRAY_ONLY 5060 // Must be an array of type int.
#define ERR_SHORT_ARRAY_ONLY 5061 // Must be an array of type short.
#define ERR_CHAR_ARRAY_ONLY 5062 // Must be an array of type char.
// Operations with OpenCL.
#define ERR_OPENCL_NOT_SUPPORTED 5100 // OpenCL functions are not supported on this computer.
#define ERR_OPENCL_INTERNAL 5101 // Internal error occurred when running OpenCL.
#define ERR_OPENCL_INVALID_HANDLE 5102 // Invalid OpenCL handle.
#define ERR_OPENCL_CONTEXT_CREATE 5103 // Error creating the OpenCL context.
#define ERR_OPENCL_QUEUE_CREATE 5104 // Failed to create a run queue in OpenCL.
#define ERR_OPENCL_PROGRAM_CREATE 5105 // Error occurred when compiling an OpenCL program.
#define ERR_OPENCL_TOO_LONG_KERNEL_NAME 5106 // Too long kernel name (OpenCL kernel).
#define ERR_OPENCL_KERNEL_CREATE 5107 // Error creating an OpenCL kernel.
#define ERR_OPENCL_SET_KERNEL_PARAMETER 5108 // Error occurred when setting parameters for the OpenCL kernel.
#define ERR_OPENCL_EXECUTE 5109 // OpenCL program runtime error.
#define ERR_OPENCL_WRONG_BUFFER_SIZE 5110 // Invalid size of the OpenCL buffer.
#define ERR_OPENCL_WRONG_BUFFER_OFFSET 5111 // Invalid offset in the OpenCL buffer.
#define ERR_OPENCL_BUFFER_CREATE 5112 // Failed to create an OpenCL buffer.
// Operations with WebRequest.
#ifndef ERR_WEBREQUEST_INVALID_ADDRESS
#define ERR_WEBREQUEST_INVALID_ADDRESS 5200 // Invalid URL.
#endif
#ifndef ERR_WEBREQUEST_CONNECT_FAILED
#define ERR_WEBREQUEST_CONNECT_FAILED 5201 // Failed to connect to specified URL.
#endif
#ifndef ERR_WEBREQUEST_TIMEOUT
#define ERR_WEBREQUEST_TIMEOUT 5202 // Timeout exceeded.
#endif
#ifndef ERR_WEBREQUEST_REQUEST_FAILED
#define ERR_WEBREQUEST_REQUEST_FAILED 5203 // HTTP request failed.
#endif
// User-Defined Errors.
#ifndef ERR_USER_ERROR_FIRST
#define ERR_USER_ERROR_FIRST 65536 // User defined errors start with this code.
#endif
/**
* MQL5 wrapper to work in MQL4.
*/
class MQL5 {
public:
// Enums.
#ifdef __MQL4__
// Trading operations.
enum ENUM_TRADE_REQUEST_ACTIONS {
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/enum_trade_request_actions
TRADE_ACTION_DEAL, // Place a trade order for an immediate execution with the specified parameters (market order).
TRADE_ACTION_PENDING, // Place a trade order for the execution under specified conditions (pending order).
TRADE_ACTION_SLTP, // Modify Stop Loss and Take Profit values of an opened position.
TRADE_ACTION_MODIFY, // Modify the parameters of the order placed previously.
TRADE_ACTION_REMOVE, // Delete the pending order placed previously.
TRADE_ACTION_CLOSE_BY // Close a position by an opposite one.
};
// Fill Policy.
enum ENUM_SYMBOL_FILLING {
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
SYMBOL_FILLING_FOK = 1, // A deal can be executed only with the specified volume.
SYMBOL_FILLING_IOC = 2 // Trader agrees to execute a deal with the volume maximally available in the market.
};
enum ENUM_ORDER_TYPE_FILLING {
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
ORDER_FILLING_FOK, // An order can be filled only in the specified amount.
ORDER_FILLING_IOC, // A trader agrees to execute a deal with the volume maximally available in the market.
ORDER_FILLING_RETURN // In case of partial filling a market or limit order with remaining volume is not canceled but processed further.
};
enum ENUM_ORDER_TYPE_TIME {
// @see: https://www.mql5.com/en/docs/constants/tradingconstants/orderproperties
ORDER_TIME_GTC, // Good till cancel order.
ORDER_TIME_DAY, // Good till current trade day order.
ORDER_TIME_SPECIFIED, // Good till expired order.
ORDER_TIME_SPECIFIED_DAY // The order will be effective till 23:59:59 of the specified day.
};
// An order status that describes its state.
enum ENUM_ORDER_STATE {
ORDER_STATE_STARTED, // Order checked, but not yet accepted by broker
ORDER_STATE_PLACED, // Order accepted
ORDER_STATE_CANCELED, // Order canceled by client
ORDER_STATE_PARTIAL, // Order partially executed
ORDER_STATE_FILLED, // Order fully executed
ORDER_STATE_REJECTED, // Order rejected
ORDER_STATE_EXPIRED, // Order expired
ORDER_STATE_REQUEST_ADD, // Order is being registered (placing to the trading system)
ORDER_STATE_REQUEST_MODIFY, // Order is being modified (changing its parameters)
ORDER_STATE_REQUEST_CANCEL // Order is being deleted (deleting from the trading system)
};
#endif
#ifdef __MQL4__
// @see: https://www.mql5.com/en/docs/constants/structures/mqltraderequest
struct MqlTradeRequest {
ENUM_TRADE_REQUEST_ACTIONS action; // Trade operation type.
ulong magic; // Expert Advisor ID (magic number).
ulong order; // Order ticket.
string symbol; // Trade symbol.
double volume; // Requested volume for a deal in lots.
double price; // Price.
double stoplimit; // StopLimit level of the order.
double sl; // Stop Loss level of the order.
double tp; // Take Profit level of the order.
ulong deviation; // Maximal possible deviation from the requested price.
ENUM_ORDER_TYPE type; // Order type.
ENUM_ORDER_TYPE_FILLING type_filling; // Order execution type.
ENUM_ORDER_TYPE_TIME type_time; // Order expiration type.
datetime expiration; // Order expiration time (for the orders of ORDER_TIME_SPECIFIED type.
string comment; // Order comment.
ulong position; // Position ticket.
ulong position_by; // The ticket of an opposite position.
};
// @see: https://www.mql5.com/en/docs/constants/structures/mqltraderesult
struct MqlTradeResult {
uint retcode; // Operation return code.
ulong deal; // Deal ticket, if it is performed.
ulong order; // Order ticket, if it is placed.
double volume; // Deal volume, confirmed by broker.
double price; // Deal price, confirmed by broker.
double bid; // Current Bid price.
double ask; // Current Ask price.
string comment; // Broker comment to operation (by default it is filled by description of trade server return code).
uint request_id; // Request ID set by the terminal during the dispatch.
uint retcode_external; // Return code of an external trading system.
};
#endif
};
#endif // MQL5_MQH