Merge pull request #517 from EA31337/dev

Improves actions, orders and tasks processing
EA31337 · Jul 29, 2021 · 138cf93 · 138cf93
2 parents 8007307 + 9506493
commit 138cf93
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Showing 10 changed files with 91 additions and 36 deletions.
diff --git a/Account.mqh b/Account.mqh
@@ -553,19 +553,19 @@ class Account {
       case ACCOUNT_COND_EQUITY_01PC_HIGH:
         return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 101;
       case ACCOUNT_COND_EQUITY_01PC_LOW:
-        return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 99;
+        return AccountEquity() < (AccountBalance() + AccountCredit()) / 100 * 99;
       case ACCOUNT_COND_EQUITY_05PC_HIGH:
         return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 105;
       case ACCOUNT_COND_EQUITY_05PC_LOW:
-        return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 95;
+        return AccountEquity() < (AccountBalance() + AccountCredit()) / 100 * 95;
       case ACCOUNT_COND_EQUITY_10PC_HIGH:
         return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 110;
       case ACCOUNT_COND_EQUITY_10PC_LOW:
-        return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 90;
+        return AccountEquity() < (AccountBalance() + AccountCredit()) / 100 * 90;
       case ACCOUNT_COND_EQUITY_20PC_HIGH:
         return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 120;
       case ACCOUNT_COND_EQUITY_20PC_LOW:
-        return AccountEquity() > (AccountBalance() + AccountCredit()) / 100 * 80;
+        return AccountEquity() < (AccountBalance() + AccountCredit()) / 100 * 80;
       case ACCOUNT_COND_EQUITY_IN_LOSS:
         return GetEquity() < GetTotalBalance();
       case ACCOUNT_COND_EQUITY_IN_PROFIT:

diff --git a/Action.struct.h b/Action.struct.h
@@ -85,6 +85,7 @@ struct ActionEntry {
   bool IsInvalid() { return HasFlag(ACTION_ENTRY_FLAG_IS_INVALID); }
   bool IsValid() { return !IsInvalid(); }
   // Getters.
+  long GetId() { return action_id; }
   ENUM_ACTION_TYPE GetType() { return type; }
   // Setter methods.
   void AddArg(MqlParam &_arg) {
@@ -101,7 +102,6 @@ struct ActionEntry {
     // @todo: for().
   }
   void SetObject(void *_obj) {
-    Object::Delete(obj);
     obj = _obj;
   }
   void SetTries(short _count) { tries = _count; }

diff --git a/Chart.mqh b/Chart.mqh
@@ -112,8 +112,8 @@ class Chart : public Market {
   /**
    * Class constructor.
    */
-  Chart(ChartParams &_cparams, string _symbol = NULL)
-      : cparams(_cparams), Market(_symbol), last_bar_time(GetBarTime()), tick_index(-1), bar_index(-1) {
+  Chart(ChartParams &_cparams)
+      : cparams(_cparams), Market(_cparams.symbol), last_bar_time(GetBarTime()), tick_index(-1), bar_index(-1) {
     // Save the first BarOHLC values.
     SaveChartEntry();
     cparams.Set(CHART_PARAM_ID, ChartStatic::ID());

diff --git a/Condition.struct.h b/Condition.struct.h
@@ -88,6 +88,7 @@ struct ConditionEntry {
   bool IsInvalid() { return HasFlag(COND_ENTRY_FLAG_IS_INVALID); }
   bool IsValid() { return !IsInvalid(); }
   // Getters.
+  long GetId() { return cond_id; }
   ENUM_CONDITION_TYPE GetType() { return type; }
   // Setters.
   void AddArg(MqlParam &_arg) {
@@ -105,7 +106,6 @@ struct ConditionEntry {
     // @todo: for().
   }
   void SetObject(void *_obj) {
-    Object::Delete(obj);
     obj = _obj;
   }
   void SetTries(short _count) { tries = _count; }

diff --git a/EA.mqh b/EA.mqh
@@ -527,7 +527,37 @@ class EA {
     for (DictStructIterator<short, TaskEntry> iter = tasks.Begin(); iter.IsValid(); ++iter) {
       bool _is_processed = false;
       TaskEntry _entry = iter.Value();
-      _is_processed = Task::Process(_entry);
+      switch (_entry.GetConditionType()) {
+        case COND_TYPE_ACCOUNT:
+          _entry.SetConditionObject(account);
+          break;
+        case COND_TYPE_EA:
+          _entry.SetConditionObject(THIS_PTR);
+          break;
+        case COND_TYPE_TRADE:
+          // Not supported (yet).
+          // _entry.SetConditionObject(trade);
+          break;
+      }
+      switch (_entry.GetActionType()) {
+        case ACTION_TYPE_EA:
+          _entry.SetActionObject(THIS_PTR);
+          break;
+        case ACTION_TYPE_TRADE:
+          if (Condition::Test(_entry.GetCondition())) {
+            for (DictObjectIterator<ENUM_TIMEFRAMES, DictStruct<long, Ref<Strategy>>> iter_tf = strats.Begin();
+                 iter_tf.IsValid(); ++iter_tf) {
+              ENUM_TIMEFRAMES _tf = iter_tf.Key();
+              for (DictStructIterator<long, Ref<Strategy>> iter_strat = strats[_tf].Begin(); iter_strat.IsValid();
+                   ++iter_strat) {
+                Strategy *_strat = iter_strat.Value().Ptr();
+                _is_processed |= _strat.ExecuteAction(STRAT_ACTION_TRADE_EXE, _entry.GetActionId());
+              }
+            }
+          }
+          break;
+      }
+      _is_processed = _is_processed || Task::Process(_entry);
       _counter += (unsigned short)_is_processed;
     }
     return _counter;

diff --git a/Order.mqh b/Order.mqh
@@ -1226,7 +1226,7 @@ class Order : public SymbolInfo {
     return Order::OrderSend(_request, _result, _result_check);
   }
   long OrderSend() {
-    long _result = false;
+    long _result = -1;
     odata.ResetError();
 #ifdef __MQL4__
     _result = Order::OrderSend(orequest.symbol,      // Symbol.
@@ -1246,36 +1246,35 @@ class Order : public SymbolInfo {
     orequest.type_filling = orequest.type_filling ? orequest.type_filling : GetOrderFilling(orequest.symbol);
     // The trade requests go through several stages of checking on a trade server.
     // First of all, it checks if all the required fields of the request parameter are filled out correctly.
-    if (!OrderCheck(orequest, oresult_check)) {
-      // If funds are not enough for the operation,
-      // or parameters are filled out incorrectly, the function returns false.
-      // In order to obtain information about the error, call the GetLastError() function.
-      // @see: https://www.mql5.com/en/docs/trading/ordercheck
-      odata.last_error = oresult_check.retcode;
-      _result = -1;
-    } else {
+    if (OrderCheck(orequest, oresult_check)) {
       // If there are no errors, the server accepts the order for further processing.
       // The check results are placed to the fields of the MqlTradeCheckResult structure.
       // For a more detailed description of the function execution result,
       // analyze the fields of the result structure.
-      // In order to obtain information about the error, call the GetLastError() function.
-    }
-    // Sends trade requests to a server.
-    if (::OrderSend(orequest, oresult)) {
-      // In case of a successful basic check of structures (index checking) returns true.
-      // However, this is not a sign of successful execution of a trade operation.
-      // @see: https://www.mql5.com/en/docs/trading/ordersend
-      // In order to obtain information about the error, call the GetLastError() function.
-      odata.ticket = oresult.order;
-      _result = (long)oresult.order;
+      // After trade request is accepted, send it to a server.
+      if (::OrderSend(orequest, oresult)) {
+        // In case of a successful basic check of structures (index checking) returns true.
+        // However, this is not a sign of successful execution of a trade operation.
+        // @see: https://www.mql5.com/en/docs/trading/ordersend
+        // In order to obtain information about the error, call the GetLastError() function.
+        odata.ticket = oresult.order;
+        _result = (long)oresult.order;
+      } else {
+        // The function execution result is placed to structure MqlTradeResult,
+        // whose retcode field contains the trade server return code.
+        // @see: https://www.mql5.com/en/docs/constants/errorswarnings/enum_trade_return_codes
+        // In order to obtain information about the error, call the GetLastError() function.
+        odata.last_error = oresult.retcode;
+        _result = -1;
+      }
     } else {
-      // The function execution result is placed to structure MqlTradeResult,
-      // whose retcode field contains the trade server return code.
-      // @see: https://www.mql5.com/en/docs/constants/errorswarnings/enum_trade_return_codes
+      // If funds are not enough for the operation,
+      // or parameters are filled out incorrectly, the function returns false.
       // In order to obtain information about the error, call the GetLastError() function.
+      // @see: https://www.mql5.com/en/docs/trading/ordercheck
+      odata.last_error = oresult_check.retcode;
       _result = -1;
     }
-    odata.last_error = oresult.retcode;
 #endif
     if (_result >= 0) {
 #ifdef __MQL4__
@@ -1297,6 +1296,8 @@ class Order : public SymbolInfo {
       odata.Set(ORDER_VOLUME_INITIAL, orequest.volume);
       Update();
       ResetLastError();
+    } else {
+      odata.last_error = fmax(odata.last_error, GetLastError());
     }
     return _result;
   }

diff --git a/SerializerConverter.mqh b/SerializerConverter.mqh
@@ -49,13 +49,13 @@ class SerializerConverter {
 
   template <typename X>
   static SerializerConverter FromObject(X& _value, int serializer_flags = SERIALIZER_FLAG_INCLUDE_ALL) {
-    Print("FromObject serializer flags: ", serializer_flags);
     Serializer _serializer(NULL, Serialize, serializer_flags);
     _serializer.FreeRootNodeOwnership();
     _serializer.PassObject(_value, "", _value, SERIALIZER_FIELD_FLAG_VISIBLE);
     SerializerConverter _converter(_serializer.GetRoot(), serializer_flags);
 #ifdef __debug__
-    Print("FromObject() result: ", _serializer.GetRoot() != NULL ? _serializer.GetRoot().ToString() : "NULL");
+    Print("FromObject(): serializer flags: ", serializer_flags);
+    Print("FromObject(): result: ", _serializer.GetRoot() != NULL ? _serializer.GetRoot().ToString() : "NULL");
 #endif
     return _converter;
   }

diff --git a/SymbolInfo.mqh b/SymbolInfo.mqh
@@ -61,7 +61,7 @@ class SymbolInfo : public Object {
    */
   SymbolInfo(string _symbol = NULL, Log *_logger = NULL)
       : logger(_logger != NULL ? _logger : new Log),
-        symbol(_symbol == "" ? _Symbol : _symbol),
+        symbol(_symbol),
         pip_size(GetPipSize()),
         symbol_digits(GetDigits()) {
     Select();
@@ -71,6 +71,9 @@ class SymbolInfo : public Object {
     sprops.pip_value = SymbolInfoStatic::GetPipValue(_symbol);
     sprops.pts_per_pip = SymbolInfoStatic::GetPointsPerPip(_symbol);
     sprops.vol_digits = SymbolInfoStatic::GetVolumeDigits(_symbol);
+    if (StringLen(symbol) == 0) {
+      symbol = _Symbol;
+    }
   }
 
   ~SymbolInfo() {}

diff --git a/Task.struct.h b/Task.struct.h
@@ -76,8 +76,12 @@ struct TaskEntry {
   bool IsFailed() { return HasFlag(ACTION_ENTRY_FLAG_IS_FAILED); }
   bool IsValid() { return !HasFlag(ACTION_ENTRY_FLAG_IS_INVALID); }
   // Getters.
+  long GetActionId() { return action.GetId(); }
+  long GetConditionId() { return cond.GetId(); }
   ActionEntry GetAction() { return action; }
   ConditionEntry GetCondition() { return cond; }
+  ENUM_ACTION_TYPE GetActionType() { return action.GetType(); }
+  ENUM_CONDITION_TYPE GetConditionType() { return cond.GetType(); }
   // Setters.
   void SetActionObject(void *_obj) { action.SetObject(_obj); }
   void SetConditionObject(void *_obj) { cond.SetObject(_obj); }

diff --git a/Trade.mqh b/Trade.mqh
@@ -481,24 +481,37 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
 
   /**
    * Calculate size of the lot based on the free margin or balance.
+   *
+   * @param
+   *   _risk_margin (double) Risk margin in %.
+   *   ...
+   *
+   * @return
+   *   Returns calculated lot size (volume).
    */
   float CalcLotSize(float _risk_margin = 1,   // Risk margin in %.
                     float _risk_ratio = 1.0,  // Risk ratio factor.
+                    uint _orders_avg = 10,    // Number of orders to use for the calculation.
                     uint _method = 0          // Method of calculation (0-3).
   ) {
     float _avail_amount = _method % 2 == 0 ? account.GetMarginAvail() : account.GetTotalBalance();
     float _lot_size_min = (float)chart.GetVolumeMin();
     float _lot_size = _lot_size_min;
     float _risk_value = (float)account.GetLeverage();
     if (_method == 0 || _method == 1) {
-      _lot_size = _avail_amount / fmax(_lot_size_min, GetMarginRequired() * _risk_ratio) / _risk_value * _risk_ratio;
+      float _margin_req = GetMarginRequired();
+      if (_margin_req > 0) {
+        _lot_size = _avail_amount / _margin_req * _risk_ratio;
+        _lot_size /= _risk_value * _risk_ratio * _orders_avg;
+      }
     } else {
       float _risk_amount = _avail_amount / 100 * _risk_margin;
       float _money_value = Convert::MoneyToValue(_risk_amount, _lot_size_min, chart.GetSymbol());
       float _tick_value = chart.GetTickSize();
       // @todo: Improves calculation logic.
       _lot_size = _money_value * _tick_value * _risk_ratio / _risk_value / 100;
     }
+    _lot_size = (float)fmin(_lot_size, chart.GetVolumeMax());
     return (float)NormalizeLots(_lot_size);
   }
 
@@ -526,6 +539,10 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         // Trigger: OnOrder();
         _result = true;
         break;
+      case TRADE_RETCODE_INVALID:
+        logger.Error("Cannot process order!", __FUNCTION_LINE__,
+                     StringFormat("Code: %d, Msg: %s", _last_error, Terminal::GetErrorText(_last_error)));
+        break;
       default:
         logger.Error("Cannot add order!", __FUNCTION_LINE__,
                      StringFormat("Code: %d, Msg: %s", _last_error, Terminal::GetErrorText(_last_error)));