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轻松快捷开发 MetaTrader 程序的函数库(第 二十八部分):延后交易请求之平仓、删除和修改

美联储主席发表于:3 月 3 日 22:00回复(1)

内容

  • 准备数据
  • 延后请求之平仓//删除/修改持仓和订单
  • 测试
  • 下一步是什么?

这是有关于延后请求概念的第三篇文章。 在本文中,我们将创建平仓、删除订单、以及修改持仓的止价订单/挂单参数等方法来完成概念测试。

此外,我们还略微改进了抽象订单类,添加了两个订单和仓位属性的返回值 — 订单填充和到期类型。 基准跨平台交易对象的所有交易方法的代码都已略微优化。 没必要在此讨论这些修改。 反之,我将展示修改的方法之一作为单独示例。

准备数据

我们需要文本消息来描述抽象订单的附加属性,以及延后请求类的消息。

将这些消息的索引加到 Datas.mqh 文件当中:

   MSG_ORD_TIME_EXP,                                  // Expiration date
   MSG_ORD_TYPE_FILLING,                              // Type of execution by remainder
   MSG_ORD_TYPE_TIME,                                 // Order lifetime
   MSG_ORD_TYPE,                                      // Type


...

   MSG_LIB_TEXT_PEND_REQUEST_CREATED,                 // Pending request created
   MSG_LIB_TEXT_PEND_REQUEST_DELETED,                 // Pending request is removed due to its expiration
   MSG_LIB_TEXT_PEND_REQUEST_EXECUTED,                // Pending request is removed due to its execution


和对应于已声明索引的文本消息

   {"Дата экспирации","Date of expiration"},
   {"Тип исполнения по остатку","Order filling type"},
   {"Время жизни ордера","Order lifetime"},
   {"Тип","Type"},


...

   {"Создан отложенный запрос","Pending request created"},
   {"Отложенный запрос удалён в связи с окончанием времени его действия","Pending request deleted due to expiration"},
   {"Отложенный запрос удалён в связи с его исполнением","Pending request deleted due to execution"},


鉴于我们在抽象订单对象里多加了两个属性,故需在 Defines.mqh 文件中修改其属性。

在整数型属性模块中加入两个新属性,然后将整数型属性的总数从 24 增加到26

//+------------------------------------------------------------------+
//| Order, deal, position integer properties                         |
//+------------------------------------------------------------------+
enum ENUM_ORDER_PROP_INTEGER
  {
   ORDER_PROP_TICKET = 0,                                   // Order ticket
   ORDER_PROP_MAGIC,                                        // Real order magic number
   ORDER_PROP_TIME_OPEN,                                    // Open time in milliseconds (MQL5 Deal time)
   ORDER_PROP_TIME_CLOSE,                                   // Close time in milliseconds (MQL5 Execution or removal time - ORDER_TIME_DONE)
   ORDER_PROP_TIME_EXP,                                     // Order expiration date (for pending orders)
   ORDER_PROP_TYPE_FILLING,                                 // Type of execution by remainder
   ORDER_PROP_TYPE_TIME,                                    // Order lifetime
   ORDER_PROP_STATUS,                                       // Order status (from the ENUM_ORDER_STATUS enumeration)
   ORDER_PROP_TYPE,                                         // Order/deal type
   ORDER_PROP_REASON,                                       // Deal/order/position reason or source
   ORDER_PROP_STATE,                                        // Order status (from the ENUM_ORDER_STATE enumeration)
   ORDER_PROP_POSITION_ID,                                  // Position ID
   ORDER_PROP_POSITION_BY_ID,                               // Opposite position ID
   ORDER_PROP_DEAL_ORDER_TICKET,                            // Ticket of the order that triggered a deal
   ORDER_PROP_DEAL_ENTRY,                                   // Deal direction – IN, OUT or IN/OUT
   ORDER_PROP_TIME_UPDATE,                                  // Position change time in milliseconds
   ORDER_PROP_TICKET_FROM,                                  // Parent order ticket
   ORDER_PROP_TICKET_TO,                                    // Derived order ticket
   ORDER_PROP_PROFIT_PT,                                    // Profit in points
   ORDER_PROP_CLOSE_BY_SL,                                  // Flag of closing by StopLoss
   ORDER_PROP_CLOSE_BY_TP,                                  // Flag of closing by TakeProfit
   ORDER_PROP_MAGIC_ID,                                     // Order's "magic number" ID
   ORDER_PROP_GROUP_ID1,                                    // First order/position group ID
   ORDER_PROP_GROUP_ID2,                                    // Second order/position group ID
   ORDER_PROP_PEND_REQ_ID,                                  // Pending request ID
   ORDER_PROP_DIRECTION,                                    // Type by direction (Buy, Sell)
  }; 
#define ORDER_PROP_INTEGER_TOTAL    (26)                    // Total number of integer properties
#define ORDER_PROP_INTEGER_SKIP     (0)                     // Number of order properties not used in sorting
//+------------------------------------------------------------------+


添加可按这两个属性对订单进行排序的功能:

//+------------------------------------------------------------------+
//| Possible criteria of sorting orders and deals                    |
//+------------------------------------------------------------------+
#define FIRST_ORD_DBL_PROP          (ORDER_PROP_INTEGER_TOTAL-ORDER_PROP_INTEGER_SKIP)
#define FIRST_ORD_STR_PROP          (ORDER_PROP_INTEGER_TOTAL+ORDER_PROP_DOUBLE_TOTAL-ORDER_PROP_INTEGER_SKIP)
enum ENUM_SORT_ORDERS_MODE
  {
//--- Sort by integer properties
   SORT_BY_ORDER_TICKET = 0,                                // Sort by an order ticket
   SORT_BY_ORDER_MAGIC,                                     // Sort by an order magic number
   SORT_BY_ORDER_TIME_OPEN,                                 // Sort by an order open time in milliseconds
   SORT_BY_ORDER_TIME_CLOSE,                                // Sort by an order close time in milliseconds
   SORT_BY_ORDER_TIME_EXP,                                  // Sort by an order expiration date
   SORT_BY_ORDER_TYPE_FILLING,                              // Sort by execution type by remainder
   SORT_BY_ORDER_TYPE_TIME,                                 // Sort by order lifetime
   SORT_BY_ORDER_STATUS,                                    // Sort by an order status (market order/pending order/deal/balance and credit operation)
   SORT_BY_ORDER_TYPE,                                      // Sort by an order type
   SORT_BY_ORDER_REASON,                                    // Sort by a deal/order/position reason/source
   SORT_BY_ORDER_STATE,                                     // Sort by an order status
   SORT_BY_ORDER_POSITION_ID,                               // Sort by a position ID
   SORT_BY_ORDER_POSITION_BY_ID,                            // Sort by an opposite position ID
   SORT_BY_ORDER_DEAL_ORDER,                                // Sort by the order a deal is based on
   SORT_BY_ORDER_DEAL_ENTRY,                                // Sort by a deal direction – IN, OUT or IN/OUT
   SORT_BY_ORDER_TIME_UPDATE,                               // Sort by position change time in seconds
   SORT_BY_ORDER_TICKET_FROM,                               // Sort by a parent order ticket
   SORT_BY_ORDER_TICKET_TO,                                 // Sort by a derived order ticket
   SORT_BY_ORDER_PROFIT_PT,                                 // Sort by order profit in points
   SORT_BY_ORDER_CLOSE_BY_SL,                               // Sort by the flag of closing an order by StopLoss
   SORT_BY_ORDER_CLOSE_BY_TP,                               // Sort by the flag of closing an order by TakeProfit
   SORT_BY_ORDER_MAGIC_ID,                                  // Sort by an order/position "magic number" ID
   SORT_BY_ORDER_GROUP_ID1,                                 // Sort by the first order/position group ID
   SORT_BY_ORDER_GROUP_ID2,                                 // Sort by the second order/position group ID
   SORT_BY_ORDER_PEND_REQ_ID,                               // Sort by a pending request ID
   SORT_BY_ORDER_DIRECTION,                                 // Sort by direction (Buy, Sell)
//--- Sort by real properties
   SORT_BY_ORDER_PRICE_OPEN = FIRST_ORD_DBL_PROP,           // Sort by open price
   SORT_BY_ORDER_PRICE_CLOSE,                               // Sort by close price
   SORT_BY_ORDER_SL,                                        // Sort by StopLoss price
   SORT_BY_ORDER_TP,                                        // Sort by TakeProfit price
   SORT_BY_ORDER_PROFIT,                                    // Sort by profit
   SORT_BY_ORDER_COMMISSION,                                // Sort by commission
   SORT_BY_ORDER_SWAP,                                      // Sort by swap
   SORT_BY_ORDER_VOLUME,                                    // Sort by volume
   SORT_BY_ORDER_VOLUME_CURRENT,                            // Sort by unexecuted volume
   SORT_BY_ORDER_PROFIT_FULL,                               // Sort by profit+commission+swap
   SORT_BY_ORDER_PRICE_STOP_LIMIT,                          // Sort by Limit order when StopLimit order is activated
//--- Sort by string properties
   SORT_BY_ORDER_SYMBOL = FIRST_ORD_STR_PROP,               // Sort by symbol
   SORT_BY_ORDER_COMMENT,                                   // Sort by comment
   SORT_BY_ORDER_COMMENT_EXT,                               // Sort by custom comment
   SORT_BY_ORDER_EXT_ID                                     // Sort by order ID in an external trading system
  };
//+------------------------------------------------------------------+


鉴于收到服务器错误且需要一些等待时,我们现在完全切换到延后请求(替代 Sleep() 延迟执行其余程序逻辑),则要从描述处理错误的 EA 行为枚举中,删除延后请求创建选项 — 默认情况下将创建它:

//+------------------------------------------------------------------+
//| EA behavior when handling errors                                 |
//+------------------------------------------------------------------+
enum ENUM_ERROR_HANDLING_BEHAVIOR
  {
   ERROR_HANDLING_BEHAVIOR_BREAK,                           // Abort trading attempt
   ERROR_HANDLING_BEHAVIOR_CORRECT,                         // Correct invalid parameters
   ERROR_HANDLING_BEHAVIOR_PENDING_REQUEST,                 // Create a pending request
  };
//+------------------------------------------------------------------+


现在,该枚举如下所示:

//+------------------------------------------------------------------+
//| EA behavior when handling errors                                 |
//+------------------------------------------------------------------+
enum ENUM_ERROR_HANDLING_BEHAVIOR
  {
   ERROR_HANDLING_BEHAVIOR_BREAK,                           // Abort trading attempt
   ERROR_HANDLING_BEHAVIOR_CORRECT,                         // Correct invalid parameters
  };
//+------------------------------------------------------------------+


在枚举中,我们也不需要处理服务器返回该代码的方法选项。 我们将之删除:

//+------------------------------------------------------------------+
//| The methods of handling errors and server return codes           |
//+------------------------------------------------------------------+
enum ENUM_ERROR_CODE_PROCESSING_METHOD
  {
   ERROR_CODE_PROCESSING_METHOD_OK,                         // No errors
   ERROR_CODE_PROCESSING_METHOD_DISABLE,                    // Disable trading for the EA
   ERROR_CODE_PROCESSING_METHOD_EXIT,                       // Exit the trading method
   ERROR_CODE_PROCESSING_METHOD_CORRECT,                    // Correct trading request parameters and repeat
   ERROR_CODE_PROCESSING_METHOD_REFRESH,                    // Update data and repeat
   ERROR_CODE_PROCESSING_METHOD_PENDING,                    // Create a pending request
   ERROR_CODE_PROCESSING_METHOD_WAIT,                       // Wait and repeat
  };
//+------------------------------------------------------------------+


现在,该枚举如下所示:

//+------------------------------------------------------------------+
//| The methods of handling errors and server return codes           |
//+------------------------------------------------------------------+
enum ENUM_ERROR_CODE_PROCESSING_METHOD
  {
   ERROR_CODE_PROCESSING_METHOD_OK,                         // No errors
   ERROR_CODE_PROCESSING_METHOD_DISABLE,                    // Disable trading for the EA
   ERROR_CODE_PROCESSING_METHOD_EXIT,                       // Exit the trading method
   ERROR_CODE_PROCESSING_METHOD_CORRECT,                    // Correct trading request parameters and repeat
   ERROR_CODE_PROCESSING_METHOD_REFRESH,                    // Update data and repeat
   ERROR_CODE_PROCESSING_METHOD_WAIT,                       // Wait and repeat
  };
//+------------------------------------------------------------------+


将一些新属性加到延后请求参数。 为了避免多次重新排列 Defines.mqh将可能的延后请求排序标准添加到枚举的末尾 。 为了找到这种请求,这是必需的:

//+------------------------------------------------------------------+
//| Possible pending request sorting criteria                        |
//+------------------------------------------------------------------+
enum ENUM_SORT_PEND_REQ_MODE
  {
   SORT_BY_PEND_REQ_ID = 0,                                 // Sort by ID
   SORT_BY_PEND_REQ_TYPE,                                   // Sort by type
   SORT_BY_PEND_REQ_TICKET,                                 // Sort by ticket
  };
//+------------------------------------------------------------------+

Order.mqh 文件中的 COrder 抽象订单类中加入必要的修改。

在简化访问订单对象整数型属性的方法模块里加入返回新属性的方法

//+------------------------------------------------------------------+
//| Methods of a simplified access to the order object properties    |
//+------------------------------------------------------------------+
//--- Return (1) ticket, (2) parent order ticket, (3) derived order ticket, (4) magic number, (5) order reason,
//--- (6) position ID, (7) opposite position ID, (8) first group ID, (9) second group ID,
//--- (10) pending request ID, (11) magic number ID, (12) type, (13) flag of closing by StopLoss,
//--- (14) flag of closing by TakeProfit (15) open time, (16) close time,
//--- (17) order expiration date, (18) state, (19) status, (20) type by direction, (21) execution type by remainder, (22) order lifetime
   long              Ticket(void)                                       const { return this.GetProperty(ORDER_PROP_TICKET);                     }
   long              TicketFrom(void)                                   const { return this.GetProperty(ORDER_PROP_TICKET_FROM);                }
   long              TicketTo(void)                                     const { return this.GetProperty(ORDER_PROP_TICKET_TO);                  }
   long              Magic(void)                                        const { return this.GetProperty(ORDER_PROP_MAGIC);                      }
   long              Reason(void)                                       const { return this.GetProperty(ORDER_PROP_REASON);                     }
   long              PositionID(void)                                   const { return this.GetProperty(ORDER_PROP_POSITION_ID);                }
   long              PositionByID(void)                                 const { return this.GetProperty(ORDER_PROP_POSITION_BY_ID);             }
   long              MagicID(void)                                      const { return this.GetProperty(ORDER_PROP_MAGIC_ID);                   }
   long              GroupID1(void)                                     const { return this.GetProperty(ORDER_PROP_GROUP_ID1);                  }
   long              GroupID2(void)                                     const { return this.GetProperty(ORDER_PROP_GROUP_ID2);                  }
   long              PendReqID(void)                                    const { return this.GetProperty(ORDER_PROP_PEND_REQ_ID);                }
   long              TypeOrder(void)                                    const { return this.GetProperty(ORDER_PROP_TYPE);                       }
   bool              IsCloseByStopLoss(void)                            const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_SL);          }
   bool              IsCloseByTakeProfit(void)                          const { return (bool)this.GetProperty(ORDER_PROP_CLOSE_BY_TP);          }
   long              TimeOpen(void)                                     const { return this.GetProperty(ORDER_PROP_TIME_OPEN);                  }
   long              TimeClose(void)                                    const { return this.GetProperty(ORDER_PROP_TIME_CLOSE);                 }
   datetime          TimeExpiration(void)                               const { return (datetime)this.GetProperty(ORDER_PROP_TIME_EXP);         }
   ENUM_ORDER_STATE  State(void)                                        const { return (ENUM_ORDER_STATE)this.GetProperty(ORDER_PROP_STATE);    }
   ENUM_ORDER_STATUS Status(void)                                       const { return (ENUM_ORDER_STATUS)this.GetProperty(ORDER_PROP_STATUS);  }
   ENUM_ORDER_TYPE   TypeByDirection(void)                              const { return (ENUM_ORDER_TYPE)this.GetProperty(ORDER_PROP_DIRECTION); }
   ENUM_ORDER_TYPE_FILLING TypeFilling(void)                            const { return (ENUM_ORDER_TYPE_FILLING)this.GetProperty(ORDER_PROP_TYPE_FILLING);  }
   ENUM_ORDER_TYPE_TIME TypeTime(void)                                  const { return (ENUM_ORDER_TYPE_TIME)this.GetProperty(ORDER_PROP_TYPE_TIME);        }


这些方法简单地返回对应于这些属性的整数型参数里设置的值。

在闭合的类构造函数中加入填充两个新订单对象属性

//+------------------------------------------------------------------+
//| Closed parametric constructor                                    |
//+------------------------------------------------------------------+
COrder::COrder(ENUM_ORDER_STATUS order_status,const ulong ticket)
  {
//--- Save integer properties
   this.m_ticket=ticket;
   this.m_long_prop[ORDER_PROP_STATUS]                               = order_status;
   this.m_long_prop[ORDER_PROP_MAGIC]                                = this.OrderMagicNumber();
   this.m_long_prop[ORDER_PROP_TICKET]                               = this.OrderTicket();
   this.m_long_prop[ORDER_PROP_TIME_EXP]                             = this.OrderExpiration();
   this.m_long_prop[ORDER_PROP_TYPE_FILLING]                         = this.OrderTypeFilling();
   this.m_long_prop[ORDER_PROP_TYPE_TIME]                            = this.OrderTypeTime();
   this.m_long_prop[ORDER_PROP_TYPE]                                 = this.OrderType();
   this.m_long_prop[ORDER_PROP_STATE]                                = this.OrderState();
   this.m_long_prop[ORDER_PROP_DIRECTION]                            = this.OrderTypeByDirection();
   this.m_long_prop[ORDER_PROP_POSITION_ID]                          = this.OrderPositionID();
   this.m_long_prop[ORDER_PROP_REASON]                               = this.OrderReason();
   this.m_long_prop[ORDER_PROP_DEAL_ORDER_TICKET]                    = this.DealOrderTicket();
   this.m_long_prop[ORDER_PROP_DEAL_ENTRY]                           = this.DealEntry();
   this.m_long_prop[ORDER_PROP_POSITION_BY_ID]                       = this.OrderPositionByID();
   this.m_long_prop[ORDER_PROP_TIME_OPEN]                            = this.OrderOpenTimeMSC();
   this.m_long_prop[ORDER_PROP_TIME_CLOSE]                           = this.OrderCloseTimeMSC();
   this.m_long_prop[ORDER_PROP_TIME_UPDATE]                          = this.PositionTimeUpdateMSC();
   
//--- Save real properties
   this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_OPEN)]         = this.OrderOpenPrice();
   this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_CLOSE)]        = this.OrderClosePrice();
   this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT)]             = this.OrderProfit();
   this.m_double_prop[this.IndexProp(ORDER_PROP_COMMISSION)]         = this.OrderCommission();
   this.m_double_prop[this.IndexProp(ORDER_PROP_SWAP)]               = this.OrderSwap();
   this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME)]             = this.OrderVolume();
   this.m_double_prop[this.IndexProp(ORDER_PROP_SL)]                 = this.OrderStopLoss();
   this.m_double_prop[this.IndexProp(ORDER_PROP_TP)]                 = this.OrderTakeProfit();
   this.m_double_prop[this.IndexProp(ORDER_PROP_VOLUME_CURRENT)]     = this.OrderVolumeCurrent();
   this.m_double_prop[this.IndexProp(ORDER_PROP_PRICE_STOP_LIMIT)]   = this.OrderPriceStopLimit();
   
//--- Save string properties
   this.m_string_prop[this.IndexProp(ORDER_PROP_SYMBOL)]             = this.OrderSymbol();
   this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT)]            = this.OrderComment();
   this.m_string_prop[this.IndexProp(ORDER_PROP_EXT_ID)]             = this.OrderExternalID();
   
//--- Save additional integer properties
   this.m_long_prop[ORDER_PROP_PROFIT_PT]                            = this.ProfitInPoints();
   this.m_long_prop[ORDER_PROP_TICKET_FROM]                          = this.OrderTicketFrom();
   this.m_long_prop[ORDER_PROP_TICKET_TO]                            = this.OrderTicketTo();
   this.m_long_prop[ORDER_PROP_CLOSE_BY_SL]                          = this.OrderCloseByStopLoss();
   this.m_long_prop[ORDER_PROP_CLOSE_BY_TP]                          = this.OrderCloseByTakeProfit();
   this.m_long_prop[ORDER_PROP_MAGIC_ID]                             = this.GetMagicID();
   this.m_long_prop[ORDER_PROP_GROUP_ID1]                            = this.GetGroupID1();
   this.m_long_prop[ORDER_PROP_GROUP_ID2]                            = this.GetGroupID2();
   this.m_long_prop[ORDER_PROP_PEND_REQ_ID]                          = this.GetPendReqID();
   
//--- Save additional real properties
   this.m_double_prop[this.IndexProp(ORDER_PROP_PROFIT_FULL)]        = this.ProfitFull();
   
//--- Save additional string properties
   this.m_string_prop[this.IndexProp(ORDER_PROP_COMMENT_EXT)]        = "";
  }
//+------------------------------------------------------------------+


OrderTypeFilling()OrderTypeTime() 方法获取并返回的属性值被添加到订单属性数组的相应值当中。

在返回订单对象整数型属性说明的方法中加入两个新属性的说明

//+------------------------------------------------------------------+
//| Return description of an order's integer property                |
//+------------------------------------------------------------------+
string COrder::GetPropertyDescription(ENUM_ORDER_PROP_INTEGER property)
  {
   return
     (
   //--- General properties
      property==ORDER_PROP_MAGIC             ?  CMessage::Text(MSG_ORD_MAGIC)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_TICKET            ?  CMessage::Text(MSG_ORD_TICKET)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          " #"+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_TICKET_FROM       ?  CMessage::Text(MSG_ORD_TICKET_FROM)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          " #"+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_TICKET_TO         ?  CMessage::Text(MSG_ORD_TICKET_TO)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          " #"+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_TIME_EXP          ?  CMessage::Text(MSG_ORD_TIME_EXP)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          (this.GetProperty(property)==0     ?  CMessage::Text(MSG_LIB_PROP_NOT_SET)            :
          ": "+::TimeToString(this.GetProperty(property),TIME_DATE|TIME_MINUTES|TIME_SECONDS))
         )  :
      property==ORDER_PROP_TYPE_FILLING      ?  CMessage::Text(MSG_ORD_TYPE_FILLING)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+OrderTypeFillingDescription((ENUM_ORDER_TYPE_FILLING)this.GetProperty(property))
         )  :
      property==ORDER_PROP_TYPE_TIME         ?  CMessage::Text(MSG_ORD_TYPE_TIME)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+OrderTypeTimeDescription((ENUM_ORDER_TYPE_TIME)this.GetProperty(property))
         )  :
      property==ORDER_PROP_TYPE              ?  CMessage::Text(MSG_ORD_TYPE)+": "+this.TypeDescription()   :
      property==ORDER_PROP_DIRECTION         ?  CMessage::Text(MSG_ORD_TYPE_BY_DIRECTION)+": "+this.DirectionDescription() :
      
      property==ORDER_PROP_REASON            ?  CMessage::Text(MSG_ORD_REASON)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+this.GetReasonDescription(this.GetProperty(property))
         )  :
      property==ORDER_PROP_POSITION_ID       ?  CMessage::Text(MSG_ORD_POSITION_ID)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": #"+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_DEAL_ORDER_TICKET ?  CMessage::Text(MSG_ORD_DEAL_ORDER_TICKET)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": #"+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_DEAL_ENTRY        ?  CMessage::Text(MSG_ORD_DEAL_ENTRY)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+this.GetEntryDescription(this.GetProperty(property))
         )  :
      property==ORDER_PROP_POSITION_BY_ID    ?  CMessage::Text(MSG_ORD_POSITION_BY_ID)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_TIME_OPEN         ?  CMessage::Text(MSG_ORD_TIME_OPEN)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")"
         )  :
      property==ORDER_PROP_TIME_CLOSE        ?  CMessage::Text(MSG_ORD_TIME_CLOSE)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")"
         )  :
      property==ORDER_PROP_TIME_UPDATE       ?  CMessage::Text(MSG_ORD_TIME_UPDATE)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(this.GetProperty(property)!=0 ? TimeMSCtoString(this.GetProperty(property))+" ("+(string)this.GetProperty(property)+")" : "0")
         )  :
      property==ORDER_PROP_STATE             ?  CMessage::Text(MSG_ORD_STATE)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": \""+this.StateDescription()+"\""
         )  :
   //--- Additional property
      property==ORDER_PROP_STATUS            ?  CMessage::Text(MSG_ORD_STATUS)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": \""+this.StatusDescription()+"\""
         )  :
      property==ORDER_PROP_PROFIT_PT         ?  (
                                                 this.Status()==ORDER_STATUS_MARKET_PENDING ? 
                                                 CMessage::Text(MSG_ORD_DISTANCE_PT)  : 
                                                 CMessage::Text(MSG_ORD_PROFIT_PT)
                                                )+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_CLOSE_BY_SL       ?  CMessage::Text(MSG_LIB_PROP_CLOSE_BY_SL)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(this.GetProperty(property)   ?  CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO))
         )  :
      property==ORDER_PROP_CLOSE_BY_TP       ?  CMessage::Text(MSG_LIB_PROP_CLOSE_BY_TP)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(this.GetProperty(property)   ?  CMessage::Text(MSG_LIB_TEXT_YES) : CMessage::Text(MSG_LIB_TEXT_NO))
         )  :
      property==ORDER_PROP_MAGIC_ID          ?  CMessage::Text(MSG_ORD_MAGIC_ID)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_GROUP_ID1         ?  CMessage::Text(MSG_ORD_GROUP_ID1)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_GROUP_ID2         ?  CMessage::Text(MSG_ORD_GROUP_ID2)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      property==ORDER_PROP_PEND_REQ_ID       ?  CMessage::Text(MSG_ORD_PEND_REQ_ID)+
         (!this.SupportProperty(property)    ?  ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) :
          ": "+(string)this.GetProperty(property)
         )  :
      ""
     );
  }
//+------------------------------------------------------------------+


我们在第一篇文章中曾专门研究过抽象订单对象创建方法的操作,故于此不再赘述。

在先前的文章中,我们利用延后请求对象实现了开仓和下挂单的方法。 为了识别每笔延后请求,我们在开仓或下挂单时于其魔幻数字里设置了唯一的 ID。 所以,很容易识别是否存在先前创建的延后请求,并找出原来是如何开仓的(通过共同的交易请求,或延后请求对象的操作结果)。 必须如此才可避免为同一交易动作创建多个延后请求对象。

然而,在平仓、删除或修改订单时,ID 并没有帮助,因为我们可以针对任何订单或持仓进行交易操作。 它们是按票据执行的。 所以,我们需要按票据来了解延后请求是基于哪笔订单/持仓创建的。 票据存在于延后请求对象的交易请求结构当中。 其值可令我们准确地定义所创建的延后请求是基于哪笔订单或仓单。 我们还需要定义延后请求成功处理。 特别是,我们应在成功执行之前,定义何时利用请求将交易订单发送到服务器。 接下来,我们应检测延后交易请求是否成功,并删除请求对象,从而避免在前一笔交易成功完成之后重复不必要的交易尝试。

我们已为此准备好了一切 — 帐户中的交易事件类,和这些事件的集合类。 交易事件集合类已为我们提供了自程序启动以来所发生的所有事件,以及“此地此刻”正在发生的当前事件的完整访问能力。 所以,为了访问交易事件集合类,我们需要将指向交易事件集合类的指针传递给交易类。 为达此目标,我们需要该类能够返回自身。 我们添加此功能。

在 EventsCollection.mqh 交易事件类的文件中添加 GetObject() 公开方法

//+------------------------------------------------------------------+
//| Collection of account trading events                             |
//+------------------------------------------------------------------+
class CEventsCollection : public CBaseObj
  {
private:
   CListObj          m_list_trade_events;             // List of events
   bool              m_is_hedge;                      // Hedge account flag
   int               m_trade_event_code;              // Trading event code
   ENUM_TRADE_EVENT  m_trade_event;                   // Account trading event
   CEvent            m_event_instance;                // Event object for searching by property
   ulong             m_position_id;                   // Position ID (MQL4)
   ENUM_ORDER_TYPE   m_type_first;                    // Opening order type (MQL4)
   
//--- Create a trading event depending on the (1) order status and (2) change type
   void              CreateNewEvent(COrder* order,CArrayObj* list_history,CArrayObj* list_market,CArrayObj* list_control);
   void              CreateNewEvent(COrderControl* order);
//--- Create an event for a (1) hedging account, (2) netting account
   void              NewDealEventHedge(COrder* deal,CArrayObj* list_history,CArrayObj* list_market);
   void              NewDealEventNetto(COrder* deal,CArrayObj* list_history,CArrayObj* list_market);
//--- Select and return the list of (1) market pending orders and (2) open positions
   CArrayObj*        GetListMarketPendings(CArrayObj* list);
   CArrayObj*        GetListPositions(CArrayObj* list);
//--- Select and return the list of historical (1) closed positions,
//--- (2) removed pending orders, (3) deals, (4) all closing orders 
   CArrayObj*        GetListHistoryPositions(CArrayObj* list);
   CArrayObj*        GetListHistoryPendings(CArrayObj* list);
   CArrayObj*        GetListDeals(CArrayObj* list);
   CArrayObj*        GetListCloseByOrders(CArrayObj* list);
//--- Return the list of (1) all position orders by its ID, (2) all deal positions by its ID
//--- (3) all market entry deals by position ID, (4) all market exit deals by position ID,
//--- (5) all position reversal deals by position ID
   CArrayObj*        GetListAllOrdersByPosID(CArrayObj* list,const ulong position_id);
   CArrayObj*        GetListAllDealsByPosID(CArrayObj* list,const ulong position_id);
   CArrayObj*        GetListAllDealsInByPosID(CArrayObj* list,const ulong position_id);
   CArrayObj*        GetListAllDealsOutByPosID(CArrayObj* list,const ulong position_id);
   CArrayObj*        GetListAllDealsInOutByPosID(CArrayObj* list,const ulong position_id);
//--- Return the total volume of all deals (1) IN, (2) OUT of the position by its ID
   double            SummaryVolumeDealsInByPosID(CArrayObj* list,const ulong position_id);
   double            SummaryVolumeDealsOutByPosID(CArrayObj* list,const ulong position_id);
//--- Return the (1) first, (2) last and (3) closing order from the list of all position orders,
//--- (4) an order by ticket, (5) market position by ID,
//--- (6) the last and (7) penultimate InOut deal by position ID
   COrder*           GetFirstOrderFromList(CArrayObj* list,const ulong position_id);
   COrder*           GetLastOrderFromList(CArrayObj* list,const ulong position_id);
   COrder*           GetCloseByOrderFromList(CArrayObj* list,const ulong position_id);
   COrder*           GetHistoryOrderByTicket(CArrayObj* list,const ulong order_ticket);
   COrder*           GetPositionByID(CArrayObj* list,const ulong position_id);
//--- Return (1) the control order by a ticket, (2) the type of the opening order by the position ticket (MQL4)
   COrderControl*    GetOrderControlByTicket(CArrayObj* list,const ulong ticket);
   ENUM_ORDER_TYPE   GetTypeFirst(CArrayObj* list,const ulong ticket);
//--- Return the flag of the event object presence in the event list
   bool              IsPresentEventInList(CEvent* compared_event);
//--- The handler of an existing order/position change event
   void              OnChangeEvent(CArrayObj* list_changes,const int index);

public:
//--- Return itself
   CEventsCollection*GetObject(void)                                                                     { return &this;                                                         }
//--- Select events from the collection with time within the range from begin_time to end_time
   CArrayObj        *GetListByTime(const datetime begin_time=0,const datetime end_time=0);
//--- Return the full event collection list "as is"
   CArrayObj        *GetList(void)                                                                       { return &this.m_list_trade_events;                                     }
//--- Return the list by selected (1) integer, (2) real and (3) string properties meeting the compared criterion
   CArrayObj        *GetList(ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode=EQUAL)  { return CSelect::ByEventProperty(this.GetList(),property,value,mode);  }
   CArrayObj        *GetList(ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode);  }
   CArrayObj        *GetList(ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode=EQUAL) { return CSelect::ByEventProperty(this.GetList(),property,value,mode);  }
//--- Update the list of events
   void              Refresh(CArrayObj* list_history,
                             CArrayObj* list_market,
                             CArrayObj* list_changes,
                             CArrayObj* list_control,
                             const bool is_history_event,
                             const bool is_market_event,
                             const int  new_history_orders,
                             const int  new_market_pendings,
                             const int  new_market_positions,
                             const int  new_deals,
                             const double changed_volume);
//--- Return (1) the last trading event on an account, (2) base event object by index and (3) number of new events
   ENUM_TRADE_EVENT  GetLastTradeEvent(void)                const { return this.m_trade_event;                 }
   CEventBaseObj    *GetTradeEventByIndex(const int index)        { return this.GetEvent(index,false);         }
   int               GetTradeEventsTotal(void)              const { return this.m_list_events.Total();         }
//--- Reset the last trading event
   void              ResetLastTradeEvent(void)                    { this.m_trade_event=TRADE_EVENT_NO_EVENT;   }
//--- Constructor
                     CEventsCollection(void);
  };
//+------------------------------------------------------------------+


现在,CEventsCollection 类可以返回自身的指针。 这正是以后我们所需要的。

我已经提到在基准交易类里,有关交易方法代码曾进行过一些优化。 我们以开仓方法为例。 修改主要影响发送交易订单至服务器的模块

以前的代码如下所示:

//+------------------------------------------------------------------+
//| Open a position                                                  |
//+------------------------------------------------------------------+
bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type,
                             const double volume,
                             const double sl=0,
                             const double tp=0,
                             const ulong magic=ULONG_MAX,
                             const string comment=NULL,
                             const ulong deviation=ULONG_MAX,
                             const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   ::ResetLastError();
   //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false'
   if(!::SymbolInfoTick(this.m_symbol,this.m_tick))
     {
      this.m_result.retcode=::GetLastError();
      this.m_result.comment=CMessage::Text(this.m_result.retcode);
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode));
      return false;
     }
   //--- Clear the structures
   ::ZeroMemory(this.m_request);
   ::ZeroMemory(this.m_result);
   //--- Fill in the request structure
   this.m_request.action   =  TRADE_ACTION_DEAL;
   this.m_request.symbol   =  this.m_symbol;
   this.m_request.magic    =  (magic==ULONG_MAX ? this.m_magic : magic);
   this.m_request.type     =  (ENUM_ORDER_TYPE)type;
   this.m_request.price    =  (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid);
   this.m_request.volume   =  volume;
   this.m_request.sl       =  sl;
   this.m_request.tp       =  tp;
   this.m_request.deviation=  (deviation==ULONG_MAX ? this.m_deviation : deviation);
   this.m_request.comment  =  (comment==NULL ? this.m_comment : comment);
   //--- Return the result of sending a request to the server
#ifdef __MQL5__
   return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result));
#else 
   ::ResetLastError();
   int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE);
   ::SymbolInfoTick(this.m_symbol,this.m_tick);
   if(ticket!=WRONG_VALUE)
     {
      this.m_result.retcode=::GetLastError();
      this.m_result.ask=this.m_tick.ask;
      this.m_result.bid=this.m_tick.bid;
      this.m_result.deal=ticket;
      this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price);
      this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume);
      this.m_result.comment=CMessage::Text(this.m_result.retcode);
      return true;
     }
   else
     {
      this.m_result.retcode=::GetLastError();
      this.m_result.ask=this.m_tick.ask;
      this.m_result.bid=this.m_tick.bid;
      this.m_result.comment=CMessage::Text(this.m_result.retcode);
      return false;
     }
#endif 
  }
//+------------------------------------------------------------------+


如果我们仔细观察,会发现很多重复的代码构造。 所有这些都被放置在票据验证模块之外。 此外,在 MQL4 里重置最后一个错误代码时出现了逻辑错误 — 在向服务器发送交易请求之前已将其重置,而在接收错误代码之前设置了价格接收函数(也可能会返回错误)。 在此情况下, MQL4 中的最后一个错误代码不再属于交易服务器返回代码。

考虑到上述所有情况,开仓方法里向服务器发送交易订单的模块如下所示:

//+------------------------------------------------------------------+
//| Open a position                                                  |
//+------------------------------------------------------------------+
bool CTradeObj::OpenPosition(const ENUM_POSITION_TYPE type,
                             const double volume,
                             const double sl=0,
                             const double tp=0,
                             const ulong magic=ULONG_MAX,
                             const string comment=NULL,
                             const ulong deviation=ULONG_MAX,
                             const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   ::ResetLastError();
   //--- If failed to get the current prices, write the error code and description, send the message to the journal and return 'false'
   if(!::SymbolInfoTick(this.m_symbol,this.m_tick))
     {
      this.m_result.retcode=::GetLastError();
      this.m_result.comment=CMessage::Text(this.m_result.retcode);
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_NOT_GET_PRICE),CMessage::Text(this.m_result.retcode));
      return false;
     }
   //--- Clear the structures
   ::ZeroMemory(this.m_request);
   ::ZeroMemory(this.m_result);
   //--- Fill in the request structure
   this.m_request.action   =  TRADE_ACTION_DEAL;
   this.m_request.symbol   =  this.m_symbol;
   this.m_request.magic    =  (magic==ULONG_MAX ? this.m_magic : magic);
   this.m_request.type     =  (ENUM_ORDER_TYPE)type;
   this.m_request.price    =  (type==POSITION_TYPE_BUY ? this.m_tick.ask : this.m_tick.bid);
   this.m_request.volume   =  volume;
   this.m_request.sl       =  sl;
   this.m_request.tp       =  tp;
   this.m_request.deviation=  (deviation==ULONG_MAX ? this.m_deviation : deviation);
   this.m_request.comment  =  (comment==NULL ? this.m_comment : comment);
   //--- Return the result of sending a request to the server
#ifdef __MQL5__
   return(!this.m_async_mode ? ::OrderSend(this.m_request,this.m_result) : ::OrderSendAsync(this.m_request,this.m_result));
#else 
   ::ResetLastError();
   int ticket=::OrderSend(m_request.symbol,m_request.type,m_request.volume,m_request.price,(int)m_request.deviation,m_request.sl,m_request.tp,m_request.comment,(int)m_request.magic,m_request.expiration,clrNONE);
   this.m_result.retcode=::GetLastError();
   ::SymbolInfoTick(this.m_symbol,this.m_tick);
   this.m_result.ask=this.m_tick.ask;
   this.m_result.bid=this.m_tick.bid;
   this.m_result.comment=CMessage::Text(this.m_result.retcode);
   if(ticket!=WRONG_VALUE)
     {
      this.m_result.deal=ticket;
      this.m_result.price=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderOpenPrice() : this.m_request.price);
      this.m_result.volume=(::OrderSelect(ticket,SELECT_BY_TICKET) ? ::OrderLots() : this.m_request.volume);
      return true;
     }
   else
     {
      return false;
     }
#endif 
  }
//+------------------------------------------------------------------+


所有其余的类交易方法都以相同的方式进行了改进,但考虑到每种方法的细节,会略有差异。
您可以在下面所附的代码中查看所有修改。

现在,我们着手开发操控延后请求的方法,以便平仓/删除订单,和修改持仓和订单参数。

延后请求之平仓//删除/修改持仓和订单


在 Trading.mqh 基准交易类文件中,包含帐户交易事件集合类

//+------------------------------------------------------------------+
//|                                                      Trading.mqh |
//|                        Copyright 2019, MetaQuotes Software Corp. |
//|                             https://mql5.com/en/users/artmedia70 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://mql5.com/en/users/artmedia70"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Include files                                                    |
//+------------------------------------------------------------------+
#include <Arrays\ArrayInt.mqh>
#include "Objects\Trade\TradeObj.mqh"
#include "Collections\AccountsCollection.mqh"
#include "Collections\SymbolsCollection.mqh"
#include "Collections\MarketCollection.mqh"
#include "Collections\HistoryCollection.mqh"
#include "Collections\EventsCollection.mqh"
//+------------------------------------------------------------------+


在位于同一文件中的 CPendingReq 延后请求类清单里,添加返回订单票据持仓票据交易操作类型的方法:

//+------------------------------------------------------------------+
//| Pending request object class                                     |
//+------------------------------------------------------------------+
class CPendingReq : public CObject
  {
private:
   MqlTradeRequest      m_request;                       // Trade request structure
   uchar                m_id;                            // Trading request ID
   int                  m_type;                          // Pending request type
   int                  m_retcode;                       // Result a request is based on
   double               m_price_create;                  // Price at the moment of a request generation
   ulong                m_time_create;                   // Request generation time
   ulong                m_time_activate;                 // Next attempt activation time
   ulong                m_waiting_msc;                   // Waiting time between requests
   uchar                m_current_attempt;               // Current attempt index
   uchar                m_total_attempts;                // Number of attempts
//--- Copy trading request data
   void                 CopyRequest(const MqlTradeRequest &request)  { this.m_request=request;        }
//--- Compare CPendingReq objects by IDs
   virtual int          Compare(const CObject *node,const int mode=0) const;

public:
//--- Return (1) the request structure, (2) the price at the moment of the request generation,
//--- (3) request generation time, (4) next attempt activation time,
//--- (5) waiting time between requests, (6) current attempt index,
//--- (7) number of attempts, (8) request ID
//--- (9) result a request is based on,
//--- (10) order ticket, (11) position ticket, (12) trading operation type
   MqlTradeRequest      MqlRequest(void)                       const { return this.m_request;         }
   double               PriceCreate(void)                      const { return this.m_price_create;    }
   ulong                TimeCreate(void)                       const { return this.m_time_create;     }
   ulong                TimeActivate(void)                     const { return this.m_time_activate;   }
   ulong                WaitingMSC(void)                       const { return this.m_waiting_msc;     }
   uchar                CurrentAttempt(void)                   const { return this.m_current_attempt; }
   uchar                TotalAttempts(void)                    const { return this.m_total_attempts;  }
   uchar                ID(void)                               const { return this.m_id;              }
   int                  Retcode(void)                          const { return this.m_retcode;         }
   ulong                Order(void)                            const { return this.m_request.order;   }
   ulong                Position(void)                         const { return this.m_request.position;}
   ENUM_TRADE_REQUEST_ACTIONS Action(void)                     const { return this.m_request.action;  }



还有,添加下单持仓票据的方法:

//--- Set (1) the price when creating a request, (2) request creation time,
//--- (3) current attempt time, (4) waiting time between requests,
//--- (5) current attempt index, (6) number of attempts, (7) ID,
//--- (8) order ticket, (9) position ticket
   void                 SetPriceCreate(const double price)           { this.m_price_create=price;     }
   void                 SetTimeCreate(const ulong time)              { this.m_time_create=time;       }
   void                 SetTimeActivate(const ulong time)            { this.m_time_activate=time;     }
   void                 SetWaitingMSC(const ulong miliseconds)       { this.m_waiting_msc=miliseconds;}
   void                 SetCurrentAttempt(const uchar number)        { this.m_current_attempt=number; }
   void                 SetTotalAttempts(const uchar number)         { this.m_total_attempts=number;  }
   void                 SetID(const uchar id)                        { this.m_id=id;                  }
   void                 SetOrder(const ulong ticket)                 { this.m_request.order=ticket;   }
   void                 SetPosition(const ulong ticket)              { this.m_request.position=ticket;}
   


按指定属性比较 CPendingReq 类对象的 Compare() 方法业已修改。
以前看起来如下:

//+------------------------------------------------------------------+
//| Compare CPendingReq objects by properties                        |
//+------------------------------------------------------------------+
int CPendingReq::Compare(const CObject *node,const int mode=0) const
  {
   const CPendingReq *compared_req=node;
   return
     (
      //--- Compare by ID
      mode==0  ?  
      (this.ID()>compared_req.ID() ? 1 : this.ID()<compared_req.ID() ? -1 : 0)   :
      //--- Compare by type
      (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0)
     );
  }
//+------------------------------------------------------------------+


换言之,仅按两个延后请求对象属性执行比较。
现在我们有了第三个,方法如下:

//+------------------------------------------------------------------+
//| Compare CPendingReq objects by properties                        |
//+------------------------------------------------------------------+
int CPendingReq::Compare(const CObject *node,const int mode=0) const
  {
   const CPendingReq *compared_req=node;
   return
     (
      //--- Compare by ID
      mode==SORT_BY_PEND_REQ_ID        ?  
      (this.ID()>compared_req.ID()     ? 1 : this.ID()<compared_req.ID() ? -1 : 0)     :
      //--- Compare by type
      mode==SORT_BY_PEND_REQ_TYPE      ?  
      (this.Type()>compared_req.Type() ? 1 : this.Type()<compared_req.Type() ? -1 : 0) :
      //--- Compare by ticket
      (
       //--- modifying position sl, tp, opening/closing a position or closing by an opposite one
       this.m_request.action==TRADE_ACTION_SLTP    || this.m_request.action==TRADE_ACTION_DEAL     || this.m_request.action==TRADE_ACTION_CLOSE_BY ?
       (this.m_request.position>compared_req.m_request.position ? 1 : this.m_request.position<compared_req.m_request.position ? -1 : 0)            :
       //--- modifying parameters, placing/removing a pending order
       this.m_request.action==TRADE_ACTION_MODIFY  || this.m_request.action==TRADE_ACTION_PENDING  || this.m_request.action==TRADE_ACTION_REMOVE   ?
       (this.m_request.order>compared_req.m_request.order ? 1 : this.m_request.order<compared_req.m_request.order ? -1 : 0)                        : 
       //--- otherwise
       0
      )
     );
  }
//+------------------------------------------------------------------+


  • 如果传递给该方法的比较模式等于来自 ENUM_SORT_PEND_REQ_MODE 枚举中的 SORT_BY_PEND_REQ_ID 常量值,则按延后请求对象 ID 进行比较;
  • 如果比较模式为 SORT_BY_PEND_REQ_TYPE,则按延后请求对象类型执行比较;
  • 第三种比较模式(SORT_BY_PEND_REQ_TICKET)的操作如下:
    - 检查交易操作类型,和
    • 如果这是修改持仓的止价单、开仓/平仓、或由逆向仓位平仓,则取存储持仓票据的交易请求结构里 position 字段的值执行比较;
    • 如果这是修改参数、放置或删除挂单,则取存储订单票据的交易请求结构里 order 字段的值执行比较;
    • 否则,返回零。

在 CTrading 交易类的私密部分中,声明指向帐户交易事件集合类的指针

//+------------------------------------------------------------------+
//| Trading class                                                    |
//+------------------------------------------------------------------+
class CTrading
  {
private:
   CAccount            *m_account;                       // Pointer to the current account object
   CSymbolsCollection  *m_symbols;                       // Pointer to the symbol collection list
   CMarketCollection   *m_market;                        // Pointer to the list of the collection of market orders and positions
   CHistoryCollection  *m_history;                       // Pointer to the list of the collection of historical orders and deals
   CEventsCollection   *m_events;                        // Pointer to the event collection list
   CArrayObj            m_list_request;                  // List of pending requests
   CArrayInt            m_list_errors;                   // Error list
   bool                 m_is_trade_disable;              // Flag disabling trading
   bool                 m_use_sound;                     // The flag of using sounds of the object trading events
   uchar                m_total_try;                     // Number of trading attempts
   ENUM_LOG_LEVEL       m_log_level;                     // Logging level
   MqlTradeRequest      m_request;                       // Trading request prices
   ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags;    // Flags of error source in a trading method
   ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error
   


在同一部分里,声明按订单持仓票据返回延后请求对象索引的方法:

//--- Return the request object index in the list by (1) ID,
//--- (2) order ticket, (3) position ticket in the request
   int                  GetIndexPendingRequestByID(const uchar id);
   int                  GetIndexPendingRequestByOrder(const ulong ticket);
   int                  GetIndexPendingRequestByPosition(const ulong ticket);

public:


我们在类的主体之外编写其实现:

//+------------------------------------------------------------------+
//| Return the request object index in the list by the order ticket  |
//+------------------------------------------------------------------+
int CTrading::GetIndexPendingRequestByOrder(const ulong ticket)
  {
   CPendingReq *req=new CPendingReq();
   if(req==NULL)
      return WRONG_VALUE;
   req.SetOrder(ticket);
   this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET);
   int index=this.m_list_request.Search(req);
   delete req;
   return index;
  }
//+-------------------------------------------------------------------+
//| Return the request object index in the list by the position ticket|
//+-------------------------------------------------------------------+
int CTrading::GetIndexPendingRequestByPosition(const ulong ticket)
  {
   CPendingReq *req=new CPendingReq();
   if(req==NULL)
      return WRONG_VALUE;
   req.SetPosition(ticket);
   this.m_list_request.Sort(SORT_BY_PEND_REQ_TICKET);
   int index=this.m_list_request.Search(req);
   delete req;
   return index;
  }
//+------------------------------------------------------------------+


在上一篇文章里,我们曾研究过一种按其 ID 返回请求对象索引的类似方法。 您可随时重新阅读其论述,从而了解其操作原理。 当前方法完全相同。

在类的公开部分,补充类的初始化方法,该方法允许将指向所有必需集合列表的指针传递给交易类。

添加传递指向交易事件集合的指针,并将指针写入 m_events 变量值

public:
//--- Constructor
                        CTrading();
//--- Timer
   void                 OnTimer(void);
//--- Get the pointers to the lists (make sure to call the method in program's OnInit() since the symbol collection list is created there)
   void                 OnInit(CAccount *account,CSymbolsCollection *symbols,CMarketCollection *market,CHistoryCollection *history,CEventsCollection *events)
                          {
                           this.m_account=account;
                           this.m_symbols=symbols;
                           this.m_market=market;
                           this.m_history=history;
                           this.m_events=events;
                          }


添加传递订单或持仓票据至检查限制和错误的方法中:

//--- Check limitations and errors
   ENUM_ERROR_CODE_PROCESSING_METHOD CheckErrors(const double volume,
                                                 const double price,
                                                 const ENUM_ACTION_TYPE action,
                                                 const ENUM_ORDER_TYPE order_type,
                                                 CSymbol *symbol_obj,
                                                 CTradeObj *trade_obj,
                                                 const string source_method,
                                                 const double limit=0,
                                                 double sl=0,
                                                 double tp=0,
                                                 ulong ticket=0);


票据令我们可以定义该方法是否包含先前为该票据对应的订单或持仓创建的延后请求对象。 这样做是为了避免在日志中显示有关相同错误的重复消息。 换言之,当服务器首次返回错误时,我们会在日志中显示错误消息,创建延后请求,并退出交易方法。 如果错误反复出现,我们将检查是否先前曾为该票据创建过订单或仓位的延后请求对象。 如果是,则错误消息已显示过。 再重复是没有意义的。

我们看看 improved 方法的实现:

//+------------------------------------------------------------------+
//| Check limitations and errors                                     |
//+------------------------------------------------------------------+
ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::CheckErrors(const double volume,
                                                        const double price,
                                                        const ENUM_ACTION_TYPE action,
                                                        const ENUM_ORDER_TYPE order_type,
                                                        CSymbol *symbol_obj,
                                                        CTradeObj *trade_obj,
                                                        const string source_method,
                                                        const double limit=0,
                                                        double sl=0,
                                                        double tp=0,
                                                        ulong ticket=0)
  {
//--- Check the previously set flag disabling trading for an EA
   if(this.IsTradingDisable())
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_FATAL_ERROR;
      this.AddErrorCodeToList(MSG_LIB_TEXT_TRADING_DISABLE);
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(source_method,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
      return ERROR_CODE_PROCESSING_METHOD_DISABLE;
     }
//--- result of all checks and error flags
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   bool res=true;
//--- Clear the error list
   this.m_list_errors.Clear();
   this.m_list_errors.Sort();
//--- Check trading limitations
   res &=this.CheckTradeConstraints(volume,action,symbol_obj,source_method,sl,tp);
//--- Check the funds sufficiency for opening positions/placing orders
   if(action<ACTION_TYPE_CLOSE_BY)
      res &=this.CheckMoneyFree(volume,price,order_type,symbol_obj,source_method);
//--- Check parameter values by StopLevel and FreezeLevel
   res &=this.CheckLevels(action,order_type,price,limit,sl,tp,symbol_obj,source_method);
   
//--- If there are limitations and errors, display the header and the error list
   if(!res)
     {
      //--- Declare the pending request index
      int index=WRONG_VALUE;
      //--- Request was rejected before sending to the server due to:
      int total=this.m_list_errors.Total();
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
        {
         //--- in case of closing by an opposite position or opening/closing a position, the index is received by the position ticket
         if(action==ACTION_TYPE_CLOSE_BY || action<ACTION_TYPE_BUY_LIMIT)
            index=this.GetIndexPendingRequestByPosition(ticket);
         //--- if a trading operation is closing a position, removing an order or modifying it...
         else if(action>ACTION_TYPE_CLOSE_BY)
           {
            //--- if this is a position, receive the index by a position ticket
            if(order_type<ORDER_TYPE_BUY_LIMIT)
               index=this.GetIndexPendingRequestByPosition(ticket);
            //--- otherwise, receive the index by an order ticket
            else
               index=this.GetIndexPendingRequestByOrder(ticket);
           }
         //--- otherwise, if a trading operation is placing a pending order, receive the index by an order ticket
         else index=this.GetIndexPendingRequestByOrder(ticket);
                                                            
         //--- if no index is received, there is no such pending request object, display the error message
         if(index==WRONG_VALUE)
           {
            //--- For MQL5, first display the list header followed by the error list
            #ifdef __MQL5__
            ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST));
            for(int i=0;i<total;i++)
               ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i)));
            //--- For MQL4, the journal messages are displayed in the reverse order: the error list in the reverse loop is followed by the list header
            #else    
            for(int i=total-1;i>WRONG_VALUE;i--)
               ::Print((total>1 ? string(i+1)+". " : ""),CMessage::Text(m_list_errors.At(i)));
            ::Print(source_method,CMessage::Text(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK ? MSG_LIB_TEXT_REQUEST_REJECTED_DUE : MSG_LIB_TEXT_INVALID_REQUEST));
            #endif 
           }
        }
      //--- If the action is performed at the "abort trading operation" error
      if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_BREAK)
         return ERROR_CODE_PROCESSING_METHOD_EXIT;
      //--- If the action is performed at the "correct parameters" error
      if(this.m_err_handling_behavior==ERROR_HANDLING_BEHAVIOR_CORRECT)
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG && index==WRONG_VALUE)
            ::Print(CMessage::Text(MSG_LIB_TEXT_CORRECTED_TRADE_REQUEST));
         //--- Return the result of an attempt to correct the request parameters
         return this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
        }
     }
//--- No limitations and errors
   trade_obj.SetResultRetcode(0);
   trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
   return ERROR_CODE_PROCESSING_METHOD_OK;
  }
//+------------------------------------------------------------------+


整体逻辑在代码注释中说明。 我相信一切都很清楚。

在类的计时器中已经实现了对延后交易请求的处理。
我已进行了很多修改,并尽力在代码注释中阐明整个操作逻辑:

//+------------------------------------------------------------------+
//| Timer                                                            |
//+------------------------------------------------------------------+
void CTrading::OnTimer(void)
  {
   //--- In a loop by the list of pending requests
   int total=this.m_list_request.Total();
   for(int i=total-1;i>WRONG_VALUE;i--)
     {
      //--- receive the next request object
      CPendingReq *req_obj=this.m_list_request.At(i);
      if(req_obj==NULL)
         continue;
      
      //--- get the request structure and the symbol object a trading operation should be performed for
      MqlTradeRequest request=req_obj.MqlRequest();
      CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(request.symbol);
      if(symbol_obj==NULL || !symbol_obj.RefreshRates())
         continue;
      
      //--- if the current attempt exceeds the defined number of trading attempts,
      //--- or the current time exceeds the waiting time of all attempts
      //--- remove the current request object and move on to the next one
      if(req_obj.CurrentAttempt()>req_obj.TotalAttempts() || req_obj.CurrentAttempt()>=UCHAR_MAX || 
         (long)symbol_obj.Time()>long(req_obj.TimeCreate()+req_obj.WaitingMSC()*req_obj.TotalAttempts()))
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
         this.m_list_request.Delete(i);
         continue;
        }
      
      //--- If this is a position opening or placing a pending order
      if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()==0) || req_obj.Action()==TRADE_ACTION_PENDING)
        {
         //--- Get the pending request ID
         uchar id=this.GetPendReqID((uint)request.magic);
         //--- Get the list of orders/positions containing the order/position with the pending request ID
         CArrayObj *list=this.m_market.GetList(ORDER_PROP_PEND_REQ_ID,id,EQUAL);
         if(::CheckPointer(list)==POINTER_INVALID)
            continue;
         //--- If the order/position is present, the request is handled: remove it and proceed to the next
         if(list.Total()>0)
           {
            if(this.m_log_level>LOG_LEVEL_NO_MSG)
               ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
            this.m_list_request.Delete(i);
            continue;
           }
        }
      //--- Otherwise: full and partial position closure, removing an order, modifying order parameters and position stop orders
      else
        {
         CArrayObj *list=NULL;
         //--- if this is a position closure, including a closure by an opposite one
         if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()>0) || req_obj.Action()==TRADE_ACTION_CLOSE_BY)
           {
            //--- Get a position with the necessary ticket from the list of open positions
            list=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL);
            if(::CheckPointer(list)==POINTER_INVALID)
               continue;
            //--- If the market has no such position - the request is handled: remove it and proceed to the next one
            if(list.Total()==0)
              {
               if(this.m_log_level>LOG_LEVEL_NO_MSG)
                  ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
               this.m_list_request.Delete(i);
               continue;
              }
            //--- Otherwise, if the position still exists, this is a partial closure
            else
              {
               //--- Get the list of all account trading events
               list=this.m_events.GetList();
               if(list==NULL)
                  continue;
               //--- In the loop from the end of the account trading event list
               int events_total=list.Total();
               for(int j=events_total-1; j>WRONG_VALUE; j--)
                 {
                  //--- get the next trading event
                  CEvent *event=list.At(j);
                  if(event==NULL)
                     continue;
                  //--- If this event is a partial closure or there was a partial closure when closing by an opposite one
                  if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL || event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS)
                    {
                     //--- If a position ticket in a trading event coincides with the ticket in a pending trading request -
                     //--- the request is handled: remove it and break the loop by the list of account trading events
                     if(event.TicketFirstOrderPosition()==req_obj.Position())
                       {
                        if(this.m_log_level>LOG_LEVEL_NO_MSG)
                           ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
                        this.m_list_request.Delete(i);
                        break;
                       }
                    }
                 }
               //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one
               if(::CheckPointer(req_obj)==POINTER_INVALID)
                  continue;
              }
           }
         //--- If this is a modification of position stop orders
         if(req_obj.Action()==TRADE_ACTION_SLTP)
           {
            //--- Get the list of all account trading events
            list=this.m_events.GetList();
            if(list==NULL)
               continue;
            //--- In the loop from the end of the account trading event list
            int events_total=list.Total();
            for(int j=events_total-1; j>WRONG_VALUE; j--)
              {
               //--- get the next trading event
               CEvent *event=list.At(j);
               if(event==NULL)
                  continue;
               //--- If this is a change of the position's stop orders
               if(event.TypeEvent()>TRADE_EVENT_MODIFY_ORDER_TAKE_PROFIT)
                 {
                  //--- If a position ticket in a trading event coincides with the ticket in a pending trading request -
                  //--- the request is handled: remove it and break the loop by the list of account trading events
                  if(event.TicketFirstOrderPosition()==req_obj.Position())
                    {
                     if(this.m_log_level>LOG_LEVEL_NO_MSG)
                        ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
                     this.m_list_request.Delete(i);
                     break;
                    }
                 }
              }
            //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one
            if(::CheckPointer(req_obj)==POINTER_INVALID)
               continue;
           }
         //--- If this is a pending order removal
         if(req_obj.Action()==TRADE_ACTION_REMOVE)
           {
            //--- Get the list of removed pending orders
            list=this.m_history.GetList(ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_PENDING,EQUAL);
            if(::CheckPointer(list)==POINTER_INVALID)
               continue;
            //--- Leave a single order with the necessary ticket in the list
            list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,req_obj.Order(),EQUAL);
            //--- If the order is present, the request is handled: remove it and proceed to the next
            if(list.Total()>0)
              {
               if(this.m_log_level>LOG_LEVEL_NO_MSG)
                  ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
               this.m_list_request.Delete(i);
               continue;
              }
           }
         //--- If this is a pending order modification
         if(req_obj.Action()==TRADE_ACTION_MODIFY)
           {
            //--- Get the list of all account trading events
            list=this.m_events.GetList();
            if(list==NULL)
               continue;
            //--- In the loop from the end of the account trading event list
            int events_total=list.Total();
            for(int j=events_total-1; j>WRONG_VALUE; j--)
              {
               //--- get the next trading event
               CEvent *event=list.At(j);
               if(event==NULL)
                  continue;
               //--- If this event involves any change of modified pending order parameters
               if(event.TypeEvent()>TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER && event.TypeEvent()<TRADE_EVENT_MODIFY_POSITION_STOP_LOSS_TAKE_PROFIT)
                 {
                  //--- If an order ticket in a trading event coincides with the ticket in a pending trading request -
                  //--- the request is handled: remove it and break the loop by the list of account trading events
                  if(event.TicketOrderEvent()==req_obj.Order())
                    {
                     if(this.m_log_level>LOG_LEVEL_NO_MSG)
                        ::Print(req_obj.IdDescription(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED));
                     this.m_list_request.Delete(i);
                     break;
                    }
                 }
              }
           }
        }
      //--- Exit if the pending request object has been removed after checking its operation
      if(::CheckPointer(req_obj)==POINTER_INVALID)
         return;
      //--- Set the request activation time in the request object
      req_obj.SetTimeActivate(req_obj.TimeCreate()+req_obj.WaitingMSC()*(req_obj.CurrentAttempt()+1));
      
      //--- If the current time is less than the request activation time,
      //--- this is not the request time - move on to the next request in the list
      if((long)symbol_obj.Time()<(long)req_obj.TimeActivate())
         continue;
      
      //--- Set the attempt number in the request object
      req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()+1));
      
      //--- Display the number of a trading attempt in the journal

      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(CMessage::Text(MSG_LIB_TEXT_RE_TRY_N)+(string)req_obj.CurrentAttempt());
      
      //--- Depending on the type of action performed in the trading request 
      switch(request.action)
        {
         //--- Opening/closing a position
         case TRADE_ACTION_DEAL :
            //--- If no ticket is present in the request structure - this is opening a position
            if(request.position==0)
               this.OpenPosition((ENUM_POSITION_TYPE)request.type,request.volume,request.symbol,request.magic,request.sl,request.tp,request.comment,request.deviation,request.type_filling);
            //--- If the ticket is present in the request structure - this is a position closure
            else
               this.ClosePosition(request.position,request.volume,request.comment,request.deviation);
            break;
         //--- Modify StopLoss/TakeProfit position
         case TRADE_ACTION_SLTP :
            this.ModifyPosition(request.position,request.sl,request.tp);
            break;
         //--- Close by an opposite one
         case TRADE_ACTION_CLOSE_BY :
            this.ClosePositionBy(request.position,request.position_by);
            break;
         //---
         //--- Place a pending order
         case TRADE_ACTION_PENDING :
            this.PlaceOrder(request.type,request.volume,request.symbol,request.price,request.stoplimit,request.sl,request.tp,request.magic,request.comment,request.expiration,request.type_time,request.type_filling);
            break;
         //--- Modify a pending order
         case TRADE_ACTION_MODIFY :
            this.ModifyOrder(request.order,request.price,request.sl,request.tp,request.stoplimit,request.expiration,request.type_time,request.type_filling);
            break;
         //--- Remove a pending order
         case TRADE_ACTION_REMOVE :
            Print(DFUN,RequestActionDescription(req_obj.MqlRequest()));
            this.DeleteOrder(request.order);
            break;
         //---
         default:
            break;
        }
     }
  }
//+------------------------------------------------------------------+


这是我们需要所有交易事件列表的地方。 它允许我们激活一个延后请求并将其删除。 否则,只有在为其分配的所有交易尝试之后,延后请求才被删除。 例如,在部分平仓的情况下,这种延后请求会梯次部分平仓,直到整个持仓完全平仓,或所有交易尝试耗尽。 这是错误的,应予以修正。 所以,我们定义发生的交易事件,并将其与延后交易请求对象进行比较。 如果匹配,则删除已执行对象,并在日志中通告。

在返回错误处理方式的方法中,将缺少交易权限的错误从终端侧移动到返回等待的模块

//+------------------------------------------------------------------+
//| Return the error handling method                                 |
//+------------------------------------------------------------------+
ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::ResultProccessingMethod(const uint result_code)
  {
   switch(result_code)
     {
   #ifdef __MQL4__
      //--- Malfunctional trade operation
      case 9   :
      //--- Account disabled
      case 64  :
      //--- Invalid account number
      case 65  :  return ERROR_CODE_PROCESSING_METHOD_DISABLE;
      
      //--- No error but result is unknown
      case 1   :
      //--- General error
      case 2   :
      //--- Old client terminal version
      case 5   :
      //--- Not enough rights
      case 7   :
      //--- Market closed
      case 132 :
      //--- Trading disabled
      case 133 :
      //--- Order is locked and being processed
      case 139 :
      //--- Buy only
      case 140 :
      //--- The number of open and pending orders has reached the limit set by the broker
      case 148 :
      //--- Attempt to open an opposite order if hedging is disabled
      case 149 :
      //--- Attempt to close a position on a symbol contradicts the FIFO rule
      case 150 :  return ERROR_CODE_PROCESSING_METHOD_EXIT;
      
      //--- Invalid trading request parameters
      case 3   :
      //--- Invalid price
      case 129 :
      //--- Invalid stop levels
      case 130 :
      //--- Invalid volume
      case 131 :
      //--- Not enough money to perform the operation
      case 134 :
      //--- Expirations are denied by broker
      case 147 :  return ERROR_CODE_PROCESSING_METHOD_CORRECT;
      
      //--- Trade server is busy
      case 4   :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds
      //--- No connection to the trade server
      case 6   :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds
      //--- Too frequent requests
      case 8   :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds
      //--- No price
      case 136 :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds
      //--- Broker is busy
      case 137 :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds
      //--- Too many requests
      case 141 :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds
      //--- Modification denied because the order is too close to market
      case 145 :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds
      //--- Trade context is busy
      case 146 :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds
      
      //--- Trade timeout
      case 128 :
      //--- Price has changed
      case 135 :
      //--- New prices
      case 138 :  return ERROR_CODE_PROCESSING_METHOD_REFRESH;

   //--- MQL5
   #else
      //--- Auto trading disabled by the server
      case 10026  :  return ERROR_CODE_PROCESSING_METHOD_DISABLE;
      
      //--- Request canceled by a trader
      case 10007  :
      //--- Request handling error
      case 10011  :
      //--- Request expired
      case 10012  :
      //--- Trading disabled
      case 10017 :
      //--- Market closed
      case 10018  :
      //--- Order status changed
      case 10023  :
      //--- Request unchanged
      case 10025  :
      //--- Request blocked for handling
      case 10028  :
      //--- Transaction is allowed for live accounts only
      case 10032  :
      //--- The maximum number of pending orders is reached
      case 10033  :
      //--- Reached the maximum order and position volume for this symbol
      case 10034  :
      //--- Invalid or prohibited order type
      case 10035  :
      //--- Position with the specified ID already closed
      case 10036  :
      //--- A close order is already present for a specified position
      case 10039  :
      //--- The maximum number of open positions is reached
      case 10040  :
      //--- Request to activate a pending order is rejected, the order is canceled
      case 10041  :
      //--- Request is rejected, because the rule "Only long positions are allowed" is set for the symbol
      case 10042  :
      //--- Request is rejected, because the rule "Only short positions are allowed" is set for the symbol
      case 10043  :
      //--- Request is rejected, because the rule "Only closing of existing positions is allowed" is set for the symbol
      case 10044  :
      //--- Request is rejected, because the rule "Only closing of existing positions by FIFO rule is allowed" is set for the symbol
      case 10045  :  return ERROR_CODE_PROCESSING_METHOD_EXIT;

      //--- Requote
      case 10004  :
      //--- Prices changed
      case 10020  :  return ERROR_CODE_PROCESSING_METHOD_REFRESH;

      //--- Invalid request
      case 10013  :
      //--- Invalid request volume
      case 10014  :
      //--- Invalid request price
      case 10015  :
      //--- Invalid request stop levels
      case 10016  :
      //--- Insufficient funds for request execution
      case 10019  :
      //--- Invalid order expiration in a request
      case 10022  :
      //--- The specified type of order execution by balance is not supported
      case 10030  :
      //--- Closed volume exceeds the current position volume
      case 10038  :  return ERROR_CODE_PROCESSING_METHOD_CORRECT;

      //--- Request rejected
      case 10006  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)15000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 15 seconds
      //--- No quotes to handle the request
      case 10021  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 5 seconds
      //--- Too frequent requests
      case 10024  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds
      //--- Auto trading disabled by the client terminal
      case 10027  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds
      //--- An order or a position is frozen
      case 10029  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)10000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 10 seconds
      //--- No connection to the trade server
      case 10031  :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000;   // ERROR_CODE_PROCESSING_METHOD_WAIT; Wait 20 seconds

      //--- Order placed
      case 10008  :
      //--- Request executed
      case 10009  :
      //--- Request executed partially
      case 10010  :
   #endif 
      //--- "OK"
      default:
        break;
     }
   return ERROR_CODE_PROCESSING_METHOD_OK;
  }
//+------------------------------------------------------------------+


由此,如果我们在终端中禁用自动交易按钮,并尝试发送交易请求,则会生成一笔延后请求。 启用“自动交易”按钮后,延后请求应被激活。 实际上,这种错误应由等待自动交易激活来处理,但前提是分配给所有交易尝试的总等待时间还没有结束。

在错误纠正方法中,删除从该方法返回的代码块,代码改为“从交易方法退出

//+------------------------------------------------------------------+
//| Correct errors                                                   |
//+------------------------------------------------------------------+
ENUM_ERROR_CODE_PROCESSING_METHOD CTrading::RequestErrorsCorrecting(MqlTradeRequest &request,
                                                                    const ENUM_ORDER_TYPE order_type,
                                                                    const uint spread_multiplier,
                                                                    CSymbol *symbol_obj,
                                                                    CTradeObj *trade_obj)
  {
//--- The empty error list means no errors are detected, return success
   int total=this.m_list_errors.Total();
   if(total==0)
      return ERROR_CODE_PROCESSING_METHOD_OK;

//--- Trading is disabled for the current account
//--- write the error code to the base trading class object and return "exit from the trading method"
   if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED))
     {
      trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_NOT_TRADE_ENABLED);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      return ERROR_CODE_PROCESSING_METHOD_EXIT;
     }
//--- Trading on the trading server side is disabled for EAs on the current account
//--- write the error code to the base trading class object and return "exit from the trading method"
   if(this.IsPresentErorCode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED))
     {
      trade_obj.SetResultRetcode(MSG_LIB_TEXT_ACCOUNT_EA_NOT_TRADE_ENABLED);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      return ERROR_CODE_PROCESSING_METHOD_EXIT;
     }
//--- Trading operations are disabled in the terminal
//--- write the error code to the base trading class object and return "exit from the trading method"
   if(this.IsPresentErorCode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED))
     {
      trade_obj.SetResultRetcode(MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      return ERROR_CODE_PROCESSING_METHOD_EXIT;
     }
//--- Trading operations are disabled for the EA
//--- write the error code to the base trading class object and return "exit from the trading method"
   if(this.IsPresentErorCode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED))
     {
      trade_obj.SetResultRetcode(MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      return ERROR_CODE_PROCESSING_METHOD_EXIT;
     }
//--- Disable trading on a symbol


在处理“检测到列表”错误的模块中,如果在终端或 EA 中禁用了交易,则加入代码等待 20 秒后从方法返回

//--- View the list of remaining errors and correct trading request parameters
   for(int i=0;i<total;i++)
     {
      int err=this.m_list_errors.At(i);
      if(err==NULL)
         continue;
      switch(err)
        {
         //--- Correct an invalid volume and disabling stop levels in a trading request
         case MSG_LIB_TEXT_REQ_VOL_LESS_MIN_VOLUME    :
         case MSG_LIB_TEXT_REQ_VOL_MORE_MAX_VOLUME    :
         case MSG_LIB_TEXT_INVALID_VOLUME_STEP        :  request.volume=symbol_obj.NormalizedLot(request.volume);                      break;
         case MSG_SYM_SL_ORDER_DISABLED               :  request.sl=0;                                                                 break;
         case MSG_SYM_TP_ORDER_DISABLED               :  request.tp=0;                                                                 break;
         
         //--- If unable to select the position lot, return "abort trading attempt" since the funds are insufficient even for the minimum lot
         case MSG_LIB_TEXT_NOT_ENOUTH_MONEY_FOR       :  request.volume=this.CorrectVolume(request.price,order_type,symbol_obj,DFUN);
                                                         if(request.volume==0)
                                                           {
                                                            trade_obj.SetResultRetcode(MSG_LIB_TEXT_NOT_POSSIBILITY_CORRECT_LOT);
                                                            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
                                                            return ERROR_CODE_PROCESSING_METHOD_EXIT;                                                                                      break;
                                                           }
         //--- No quotes to handle the request
         case 10021                                   :  trade_obj.SetResultRetcode(10021);
                                                         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
                                                         return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds
         //--- No connection to the trade server
         case 10031                                   :  trade_obj.SetResultRetcode(10031);
                                                         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
                                                         return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000;   // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds
                                                      
         //--- Proximity to the order activation level is handled by five-second waiting - during this time, the price may go beyond the freeze level
         case MSG_LIB_TEXT_SL_LESS_FREEZE_LEVEL       :
         case MSG_LIB_TEXT_TP_LESS_FREEZE_LEVEL       :
         case MSG_LIB_TEXT_PR_LESS_FREEZE_LEVEL       :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)5000;    // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 5 seconds
        
         //--- Trading operations are disabled in the terminal
         case MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED :
         //--- Trading operations are disabled for the EA
         case MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED       :  return (ENUM_ERROR_CODE_PROCESSING_METHOD)20000;   // ERROR_CODE_PROCESSING_METHOD_WAIT - wait 20 seconds
        
         default:
           break;
        }
     }
//--- No errors - return ОК
   trade_obj.SetResultRetcode(0);
   trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
   return ERROR_CODE_PROCESSING_METHOD_OK;
  }
//+------------------------------------------------------------------+


在开端的两篇文章中,阐述了开仓和下挂单的延后请求创建过程,我们仅处理从交易服务器收到的错误 — 在第一次请求中出错,我们创建了一个延后请求对象,其余的交易尝试均来自延后请求对象。 交易方法还拥有初步检查交易许可和参数有效性的功能。 将交易订单发送到服务器之前,会对它们进行检查。 在这些检查过程中检测到的错误不会由延后请求处理。

在本文中,我们在发送交易订单之前,预先定义了错误之后,将创建延后请求的代码添加到交易方法中。 同样,将创建延后请求的代码添加到所有尚不存在的交易方法中 — 平仓/删除挂单的方法、以及修改持仓和挂单的方法。

我们来研究开仓的交易方法:

//+------------------------------------------------------------------+
//| Open a position                                                  |
//+------------------------------------------------------------------+
template<typename SL,typename TP> 
bool CTrading::OpenPosition(const ENUM_POSITION_TYPE type,
                            const double volume,
                            const string symbol,
                            const ulong magic=ULONG_MAX,
                            const SL sl=0,
                            const TP tp=0,
                            const string comment=NULL,
                            const ulong deviation=ULONG_MAX,
                            const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
//--- Set the trading request result as 'true' and the error flag as "no errors"
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)type;
   ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type;
//--- Get a symbol object by a symbol name. If failed to get
   CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol);
//--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false'
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- get a trading object from a symbol object
   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
//--- If failed to get - write the "internal error" flag, display the message in the journal and return 'false'
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- Set the prices
//--- If failed to set - write the "internal error" flag, set the error code in the return structure,
//--- display the message in the journal and return 'false'
   if(!this.SetPrices(order_type,0,sl,tp,0,DFUN,symbol_obj))
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));   // No quotes to process the request
      return false;
     }

//--- Write the volume, deviation, comment and filling type to the request structure
   this.m_request.volume=volume;
   this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation);
   this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment);
   this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling());
//--- Get the method of handling errors from the CheckErrors() method while checking for errors in the request parameters
   double pr=(type==POSITION_TYPE_BUY ? symbol_obj.AskLast() : symbol_obj.BidLast());
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume,pr,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp);
//--- In case of trading limitations, funds insufficiency,
//--- if there are limitations by StopLevel or FreezeLevel ...
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled, set the error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the trading request magic number, has no pending request ID
         if(this.GetPendReqID((uint)magic)==0)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type);
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure
            uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic);
            this.SetPendReqID((uchar)id,mn);
            this.m_request.magic=mn;
            this.m_request.action=TRADE_ACTION_DEAL;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.type=order_type;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }
   
//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj.OpenPosition(type,this.m_request.volume,this.m_request.sl,this.m_request.tp,magic,comment,deviation,type_filling);
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,order_type);
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         
         //--- Get the error handling method
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the trading request magic number, has no pending request ID
            if(this.GetPendReqID((uint)magic)==0)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               //--- for the "Create a pending request" handling method - till there is a zero waiting time
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Write the pending request object ID to the magic number and fill in the remaining unfilled fields of the trading request structure
               uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic);
               this.SetPendReqID((uchar)id,mn);
               this.m_request.magic=mn;
               this.m_request.action=TRADE_ACTION_DEAL;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.type=order_type;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


正如我们在方法清单里看到的那样,在初步检查交易订单中的权限和错误,以及在错误验证方法返回 “wait and repeat” 代码之后,我们在此创建了一个延后请求,它包含当前交易请求结构中存在的参数,然后退出交易方法。 之后,延后请求对象将接管。 它按照设定的尝试次数,不厌其烦地重新发送其参数中指定的交易请求。

如果初始检查合格,则将交易订单发送到服务器。 接下来检查交易服务器的返回码。 如果结果为“等待并重复”,则生成一笔挂单,并退出交易方法。 未来的交易尝试会由新创建的延后请求对象执行。

在所有交易方法中都指定了生成延后请求对象的整个操作逻辑。 我们只会看一眼这些方法的清单,其中初始检查后创建延后请求的模块收到交易服务器错误后创建延后请求的模块会着色突出显示。 以下元素供自学:

修改持仓止价单的方法:

//+------------------------------------------------------------------+
//| Modify a position                                                |
//+------------------------------------------------------------------+
template<typename SL,typename TP> 
bool CTrading::ModifyPosition(const ulong ticket,const SL sl=WRONG_VALUE,const TP tp=WRONG_VALUE)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY;
//--- Get an order object by ticket
   COrder *order=this.GetOrderObjByTicket(ticket);
   if(order==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ));
      return false;
     }
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder();
//--- Get a symbol object by a position ticket
   CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN);
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- Get a trading object from a symbol object
   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- Set the prices
//--- If failed to set - write the "internal error" flag, set the error code in the return structure,
//--- display the message in the journal and return 'false'
   if(!this.SetPrices(order_type,0,(sl==WRONG_VALUE ? order.StopLoss() : sl),(tp==WRONG_VALUE ? order.TakeProfit() : tp),0,DFUN,symbol_obj))
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));   // No quotes to process the request
      return false;
     }
     
//--- If there are trading limitations, there are StopLevel/FreezeLevel limitations - play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,this.m_request.sl,this.m_request.tp,ticket);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true));
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025)
            trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true));
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the pending request object with the position ticket is not present in the list
         if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true));
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            //--- for the "Create a pending request" handling method - till there is a zero waiting time
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure
            this.m_request.action=TRADE_ACTION_SLTP;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.position=ticket;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj.ModifyPosition(ticket,this.m_request.sl,this.m_request.tp);
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true));
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025)
            trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true));
         
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request -
         //--- set the last error code to the return structure and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
         //--- create a pending request and break the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the pending request object with the order ticket is not present in the list
            if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               //--- for the "Create a pending request" handling method - till there is a zero waiting time
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Write a type of a conducted operation, as well as a symbol and a ticket of a modified position to the request structure
               this.m_request.action=TRADE_ACTION_SLTP;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.position=ticket;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


平仓方法:

//+------------------------------------------------------------------+
//| Close a position in full                                         |
//+------------------------------------------------------------------+
bool CTrading::ClosePosition(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE;
//--- Get an order object by ticket
   COrder *order=this.GetOrderObjByTicket(ticket);
   if(order==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ));
      return false;
     }
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder();
//--- Get a symbol object by a position ticket
   CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN);
   //--- If failed to get the symbol object, display the message and return 'false'
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- get a trading object from a symbol object

   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- Update symbol quotes
   if(!symbol_obj.RefreshRates())
     {
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      this.AddErrorCodeToList(10021);  // No quotes to handle the request
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));
      return false;
     }
     
//--- Write a deviation and a comment to the request structure
   this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation);
   this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment);
//--- If there are trading limitations,
//--- there are limitations on FreezeLevel - play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the pending request object with the position ticket is not present in the list
         if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type);
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Write the trading operation type, symbol, ticket and volume to the request structure
            this.m_request.action=TRADE_ACTION_DEAL;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.position=ticket;
            this.m_request.volume=volume;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=(volume==WRONG_VALUE ? trade_obj.ClosePosition(ticket,comment,deviation) : trade_obj.ClosePositionPartially(ticket,volume,comment,deviation));
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder());
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,(int)order.TypeOrder());
         
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If "Wait and repeat" is received as a result of sending a request -
         //--- create a pending request and break the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the pending request object with the position ticket is not present in the list
            if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Write the trading operation type, symbol, ticket and volume to the request structure
               this.m_request.action=TRADE_ACTION_DEAL;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.position=ticket;
               this.m_request.volume=volume;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


由逆向订单平仓的方法:

//+------------------------------------------------------------------+
//| Close a position by an opposite one                              |
//+------------------------------------------------------------------+
bool CTrading::ClosePositionBy(const ulong ticket,const ulong ticket_by)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE_BY;
//--- Get an order object by ticket
   COrder *order=this.GetOrderObjByTicket(ticket);
   if(order==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ));
      return false;
     }
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder();
//--- Get a symbol object by a position ticket
   CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN);
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- trading object of a closed position
   CTradeObj *trade_obj_pos=this.GetTradeObjByPosition(ticket,DFUN);
   if(trade_obj_pos==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
   if(!this.m_account.IsHedge())
     {
      trade_obj_pos.SetResultRetcode(MSG_ACC_UNABLE_CLOSE_BY);
      trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
      return false;
     }
//--- check the presence of an opposite position
   if(!this.CheckPositionAvailablity(ticket_by,DFUN))
     {
      trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_POSITION_BY_ALREADY_CLOSED);
      trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
      return false;
     }
//--- trading object of an opposite position
   CTradeObj *trade_obj_pos_by=this.GetTradeObjByPosition(ticket_by,DFUN);
   if(trade_obj_pos_by==NULL)
     {
      trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ);
      trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- If a symbol of a closed position is not equal to an opposite position's one, inform of that and exit
   if(symbol_obj.Name()!=trade_obj_pos_by.GetSymbol())
     {
      trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL);
      trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL));
      return false;
     }
//--- Update symbol quotes
   if(!symbol_obj.RefreshRates())
     {
      trade_obj_pos.SetResultRetcode(10021);
      trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
      this.AddErrorCodeToList(10021);  // No quotes to handle the request
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));
      return false;
     }
     
//--- If there are trading limitations, there are FreezeLevel limitations - play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj_pos,DFUN,0,0,0,ticket);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj_pos.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj_pos.SetResultRetcode(code);
            trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds())
            trade_obj_pos.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the pending request object with the position ticket is not present in the list
         if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj_pos.PlaySoundError(action,order_type);
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj_pos.SetResultRetcode(code);
               trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Write the trading operation type, symbol and tickets of two positions to the request structure
            this.m_request.action=TRADE_ACTION_CLOSE_BY;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.position=ticket;
            this.m_request.position_by=ticket_by;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj_pos.ClosePositionBy(ticket,ticket_by);
      //--- If the request is successful, play the success sound set for a symbol trading object for this type of trading operation
      if(res || trade_obj_pos.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj_pos.PlaySoundSuccess(action,(int)order.TypeOrder());
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj_pos.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj_pos.PlaySoundError(action,(int)order.TypeOrder());
         
         method=this.ResultProccessingMethod(trade_obj_pos.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj_pos.SpreadMultiplier(),symbol_obj,trade_obj_pos);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If "Wait and repeat" is received as a result of sending a request -
         //--- create a pending request and break the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the pending request object with the position ticket is not present in the list
            if(this.GetIndexPendingRequestByPosition(ticket)==WRONG_VALUE)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Write the trading operation type, symbol and tickets of two positions to the request structure
               this.m_request.action=TRADE_ACTION_CLOSE_BY;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.position=ticket;
               this.m_request.position_by=ticket_by;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj_pos.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
   //--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


下挂单的方法:

//+------------------------------------------------------------------+
//| Place a pending order                                            |
//+------------------------------------------------------------------+
template<typename PS,typename PL,typename SL,typename TP>
bool CTrading::PlaceOrder(const ENUM_ORDER_TYPE order_type,
                          const double volume,
                          const string symbol,
                          const PS price_stop,
                          const PL price_limit=0,
                          const SL sl=0,
                          const TP tp=0,
                          const ulong magic=ULONG_MAX,
                          const string comment=NULL,
                          const datetime expiration=0,
                          const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE,
                          const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=(ENUM_ACTION_TYPE)order_type;
//--- Get a symbol object by a symbol name
   CSymbol *symbol_obj=this.m_symbols.GetSymbolObjByName(symbol);
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- Get a trading object from a symbol object
   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false; 
     }
//--- Set the prices
//--- If failed to set - write the "internal error" flag, set the error code in the return structure,
//--- display the message in the journal and return 'false'
   if(!this.SetPrices(order_type,price_stop,sl,tp,price_limit,DFUN,symbol_obj))
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));   // No quotes to process the request
      return false;
     }
     
//--- Write the volume, comment, as well as expiration and filling types to the request structure
   this.m_request.volume=volume;
   this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment);
   this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : trade_obj.GetTypeExpiration());
   this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : trade_obj.GetTypeFilling());
//--- In case of trading limitations, funds insufficiency,
//--- there are limitations on StopLevel - play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(this.m_request.volume,
                                                             this.m_request.price,
                                                             action,
                                                             order_type,
                                                             symbol_obj,
                                                             trade_obj,
                                                             DFUN,
                                                             this.m_request.stoplimit,
                                                             this.m_request.sl,
                                                             this.m_request.tp);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the trading request magic number, has no pending request ID
         if(this.GetPendReqID((uint)magic)==0)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type);
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            //--- for the "Create a pending request" handling method - till there is a zero waiting time
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Write the request ID to the magic number, while a symbol name is set in the request structure,
            //--- trading operation and order types
            uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic);
            this.SetPendReqID((uchar)id,mn);
            this.m_request.magic=mn;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.action=TRADE_ACTION_PENDING;
            this.m_request.type=order_type;
               //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj.SetOrder(order_type,
                             this.m_request.volume,
                             this.m_request.price,
                             this.m_request.sl,
                             this.m_request.tp,
                             this.m_request.stoplimit,
                             magic,
                             comment,
                             this.m_request.expiration,
                             this.m_request.type_time,
                             this.m_request.type_filling);
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,order_type);
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If "Wait and repeat" is received as a result of sending a request - create a pending request and end the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the trading request magic number, has no pending request ID
            if(this.GetPendReqID((uint)magic)==0)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               //--- for the "Create a pending request" handling method - till there is a zero waiting time
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Write the request ID to the magic number, while a symbol name is set in the request structure,
               //--- trading operation and order types
               uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic);
               this.SetPendReqID((uchar)id,mn);
               this.m_request.magic=mn;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.action=TRADE_ACTION_PENDING;
               this.m_request.type=order_type;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


修改挂单的方法:

//+------------------------------------------------------------------+
//| Modify a pending order                                           |
//+------------------------------------------------------------------+
template<typename PS,typename PL,typename SL,typename TP>
bool CTrading::ModifyOrder(const ulong ticket,
                           const PS price=WRONG_VALUE,
                           const SL sl=WRONG_VALUE,
                           const TP tp=WRONG_VALUE,
                           const PL limit=WRONG_VALUE,
                           datetime expiration=WRONG_VALUE,
                           const ENUM_ORDER_TYPE_TIME type_time=WRONG_VALUE,
                           const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=ACTION_TYPE_MODIFY;
//--- Get an order object by ticket
   COrder *order=this.GetOrderObjByTicket(ticket);
   if(order==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ));
      return false;
     }
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder();
//--- Get a symbol object by an order ticket
   CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN);
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- get a trading object from a symbol object
   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- Set the prices
//--- If failed to set - write the "internal error" flag, set the error code in the return structure,
//--- display the message in the journal and return 'false'
   if(!this.SetPrices(order_type,
                      (price>0 ? price : order.PriceOpen()),
                      (sl>0 ? sl : sl<0 ? order.StopLoss() : 0),
                      (tp>0 ? tp : tp<0 ? order.TakeProfit() : 0),
                      (limit>0 ? limit : order.PriceStopLimit()),
                      DFUN,symbol_obj))
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));   // No quotes to process the request
      return false;
     }
     
//--- Write the filling type, as well as expiration date and type to the request structure
   this.m_request.type_filling=(type_filling>WRONG_VALUE ? type_filling : order.TypeFilling());
   this.m_request.expiration=(expiration>WRONG_VALUE ? expiration : order.TimeExpiration());
   this.m_request.type_time=(type_time>WRONG_VALUE ? type_time : order.TypeTime());
//--- If there are trading limitations,
//--- StopLevel or FreezeLevel limitations, play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,this.m_request.price,action,order_type,symbol_obj,trade_obj,DFUN,this.m_request.stoplimit,this.m_request.sl,this.m_request.tp,ticket);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false));
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds() && trade_obj.GetResultRetcode()!=10025)
            trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false));
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the pending request object with the order ticket is not present in the list
         if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type,(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false));
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            //--- for the "Create a pending request" handling method - till there is a zero waiting time
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure
            this.m_request.action=TRADE_ACTION_MODIFY;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.order=ticket;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj.ModifyOrder(ticket,price,sl,tp,limit,expiration,type_time,type_filling);
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false));
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,(int)order.TypeOrder(),(sl<0 ? false : true),(tp<0 ? false : true),(price>0 || limit>0 ? true : false));
         
         //--- Get the error handling method
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
         //--- create a pending request and break the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the pending request object with the order ticket is not present in the list
            if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               //--- for the "Create a pending request" handling method - till there is a zero waiting time
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Set the trading operation type, as well as modified order's symbol and ticket in the request structure
               this.m_request.action=TRADE_ACTION_MODIFY;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.order=ticket;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


删除挂单的方法:

//+------------------------------------------------------------------+
//| Remove a pending order                                           |
//+------------------------------------------------------------------+
bool CTrading::DeleteOrder(const ulong ticket)
  {
   bool res=true;
   this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_NO_ERROR;
   ENUM_ACTION_TYPE action=ACTION_TYPE_CLOSE;
//--- Get an order object by ticket
   COrder *order=this.GetOrderObjByTicket(ticket);
   if(order==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ));
      return false;
     }
   ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder();
//--- Get a symbol object by an order ticket
   CSymbol *symbol_obj=this.GetSymbolObjByOrder(ticket,DFUN);
   if(symbol_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ));
      return false;
     }
//--- get a trading object from a symbol object
   CTradeObj *trade_obj=symbol_obj.GetTradeObj();
   if(trade_obj==NULL)
     {
      this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR;
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ));
      return false;
     }
//--- Update symbol quotes
   if(!symbol_obj.RefreshRates())
     {
      trade_obj.SetResultRetcode(10021);
      trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
      this.AddErrorCodeToList(10021);  // No quotes to handle the request
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(10021));
      return false;
     }
     
//--- If there are trading limitations,
//--- there are limitations on FreezeLevel - play the error sound and exit
   ENUM_ERROR_CODE_PROCESSING_METHOD method=this.CheckErrors(0,0,action,order_type,symbol_obj,trade_obj,DFUN,0,0,0,ticket);
   if(method!=ERROR_CODE_PROCESSING_METHOD_OK)
     {
      //--- If trading is completely disabled
      if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
        {
         trade_obj.SetResultRetcode(MSG_LIB_TEXT_TRADING_DISABLE);
         trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "abort trading operation" - set the last error code to the return structure,
      //--- display a journal message, play the error sound and exit
      if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
        {
         int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
         if(code!=NULL)
           {
            trade_obj.SetResultRetcode(code);
            trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
           }
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRADING_OPERATION_ABORTED));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,order_type);
         return false;
        }
      //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
      //--- create a pending request and return 'false'
      if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
        {
         //--- If the pending request object with the order ticket is not present in the list
         if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE)
           {
            //--- Play the error sound
            if(this.IsUseSounds())
               trade_obj.PlaySoundError(action,order_type);
            //--- set the last error code to the return structure
            int code=this.m_list_errors.At(this.m_list_errors.Total()-1);
            if(code!=NULL)
              {
               if(code==MSG_LIB_TEXT_TERMINAL_NOT_TRADE_ENABLED || code==MSG_LIB_TEXT_EA_NOT_TRADE_ENABLED)
                  code=10027;
               trade_obj.SetResultRetcode(code);
               trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode()));
              }
            //--- Waiting time in milliseconds:
            //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
            //--- for the "Create a pending request" handling method - till there is a zero waiting time
            ulong wait=method;
            //--- Look for the least of the possible IDs. If failed to find
            //--- or in case of an error while updating the current symbol data, return 'false'
            int id=this.GetFreeID();
            if(id<1 || !symbol_obj.RefreshRates())
               return false;
            //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure
            this.m_request.action=TRADE_ACTION_REMOVE;
            this.m_request.symbol=symbol_obj.Name();
            this.m_request.order=ticket;
            //--- Set the number of trading attempts and create a pending request
            uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
            this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
           }
         return false;
        }
     }

//--- In the loop by the number of attempts
   for(int i=0;i<this.m_total_try;i++)
     {                
      //--- Send the request
      res=trade_obj.DeleteOrder(ticket);
      //--- If the request is executed successfully or the asynchronous order sending mode is set, play the success sound
      //--- set for a symbol trading object for this type of trading operation and return 'true'
      if(res || trade_obj.IsAsyncMode())
        {
         if(this.IsUseSounds())
            trade_obj.PlaySoundSuccess(action,(int)order.TypeOrder());
         return true;
        }
      //--- If the request is not successful, play the error sound set for a symbol trading object for this type of trading operation
      else
        {
         if(this.m_log_level>LOG_LEVEL_NO_MSG)
            ::Print(CMessage::Text(MSG_LIB_TEXT_TRY_N),string(i+1),". ",CMessage::Text(MSG_LIB_SYS_ERROR),": ",CMessage::Text(trade_obj.GetResultRetcode()));
         if(this.IsUseSounds())
            trade_obj.PlaySoundError(action,(int)order.TypeOrder());
         
         //--- Get the error handling method
         method=this.ResultProccessingMethod(trade_obj.GetResultRetcode());
         //--- If "Disable trading for the EA" is received as a result of sending a request, enable the disabling flag and end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_DISABLE)
           {
            this.SetTradingDisableFlag(true);
            break;
           }
         //--- If "Exit the trading method" is received as a result of sending a request, end the attempt loop
         if(method==ERROR_CODE_PROCESSING_METHOD_EXIT)
           {
            break;
           }
         //--- If "Correct the parameters and repeat" is received as a result of sending a request -
         //--- correct the parameters and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_CORRECT)
           {
            this.RequestErrorsCorrecting(this.m_request,order_type,trade_obj.SpreadMultiplier(),symbol_obj,trade_obj);
            continue;
           }
         //--- If "Update data and repeat" is received as a result of sending a request -
         //--- update data and start the next iteration
         if(method==ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            symbol_obj.Refresh();
            continue;
           }
         //--- If the check result is "waiting" - set the last error code to the return structure and display the message in the journal,
         //--- create a pending request and break the loop
         if(method>ERROR_CODE_PROCESSING_METHOD_REFRESH)
           {
            //--- If the pending request object with the order ticket is not present in the list
            if(this.GetIndexPendingRequestByOrder(ticket)==WRONG_VALUE)
              {
               //--- Waiting time in milliseconds:
               //--- for the "Wait and repeat" handling method, the waiting value corresponds to the 'method' value,
               //--- for the "Create a pending request" handling method - till there is a zero waiting time
               ulong wait=method;
               //--- Look for the least of the possible IDs. If failed to find
               //--- or in case of an error while updating the current symbol data, return 'false'
               int id=this.GetFreeID();
               if(id<1 || !symbol_obj.RefreshRates())
                  return false;
               //--- Set the trading operation type, as well as deleted order's symbol and ticket in the request structure
               this.m_request.action=TRADE_ACTION_REMOVE;
               this.m_request.symbol=symbol_obj.Name();
               this.m_request.order=ticket;
               //--- Set the number of trading attempts, create a pending request and break the loop
               uchar attempts=(this.m_total_try < 1 ? 1 : this.m_total_try);
               this.CreatePendingRequest((uchar)id,attempts,wait,this.m_request,trade_obj.GetResultRetcode(),symbol_obj);
               break;
              }
           }
        }
     }
//--- Return the result of sending a trading request in a symbol trading object
   return res;
  }
//+------------------------------------------------------------------+


从方法清单中可以看出,几乎所有创建延后请求的模块都是相似的,涉及填充交易请求结构,设置交易尝试次数,创建延后请求,并退出交易方法。 随后将由来自上述类计时器的延后请求对象接管。

这是实现操控延后请求任务所需的全部交易类修改。

由于 OnInit() 方法目前接收交易类中的附加参数(指向交易事件集合类对象的指针),因此应在此处传递该参数。
这是在 CEngine 函数库基准对象类中完成的。
打开 Engine.mqh 文件,并补充 其 TradingOnInit() 方法:

//--- Pass the pointers to all the necessary collections to the trading class
   void                 TradingOnInit(void)
                          {
                           this.m_trading.OnInit(this.GetAccountCurrent(),m_symbols.GetObject(),m_market.GetObject(),m_history.GetObject(),m_events.GetObject());
                          }


此处,我们调用 CTrading 交易类的 OnInit() 方法,其中指向帐户交易事件集合类的指针作为最后一个参数传递给交易类

测试

为了测试延后请求对象,我们只需使用上一篇文章中的 EA 即可,无需任何修改。
但我们仍将其保存在新文件夹 \MQL5\Experts\TestDoEasy\Part28\ 之下,命名为 TestDoEasyPart28.mq5

这是我们要检查的延后请求内容:
在终端上禁用自动交易按钮,然后在测试 EA 的交易面板中单击开仓按钮。 收到发送交易请求的错误和相应的日志记录,包括一些有关创建延后请求内容。
回到启用自动交易按钮,一直等到尝试重复交易的时间(如果终端禁用交易,则设置 20 秒时间)。 当下一次尝试的时间来临时,会开仓,并显示相应的日志记录,通知延后请求已完成其工作,并已被删除

2019.12.12 15:36:17.878 automated trading is disabled
2019.12.12 15:36:23.206 CTrading::OpenPosition<uint,uint>: Invalid request:
2019.12.12 15:36:23.206 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled)
2019.12.12 15:36:23.206 Correction of trade request parameters ...
2019.12.12 15:36:23.207 Pending request created #1:
2019.12.12 15:36:23.207 ================== Pending trade request's parameters ==================
2019.12.12 15:36:23.207  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 15:36:23.207  - Trade request ID: #1
2019.12.12 15:36:23.207  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 15:36:23.207  - Request creation time: 2019.12.12 10:36:23.006
2019.12.12 15:36:23.207  - Price at time of request create: : 1.11353
2019.12.12 15:36:23.207  - Request activation time: 2019.12.12 10:36:43.006
2019.12.12 15:36:23.207  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 15:36:23.207  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 15:36:23.207  - Total trade attempts: 5
2019.12.12 15:36:23.207 ================== Trade request's parameters ==================
2019.12.12 15:36:23.207  - Trade operation type: Place market order
2019.12.12 15:36:23.207  - Trade symbol: EURUSD
2019.12.12 15:36:23.207  - Requested volume for a deal in lots: 0.10
2019.12.12 15:36:23.207  - Price: 1.11356
2019.12.12 15:36:23.207  - Stop Loss level of the order: 1.11206
2019.12.12 15:36:23.207  - Take Profit level of the order: 1.11506
2019.12.12 15:36:23.207  - Maximal deviation from the price: 5
2019.12.12 15:36:23.207  - Order type: Market-order Buy
2019.12.12 15:36:23.207  - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK)
2019.12.12 15:36:23.207  - Magic number: 25821307
2019.12.12 15:36:23.207  - Order comment: "TestDoEasyPart28 by DoEasy"
2019.12.12 15:36:23.207 ==================
2019.12.12 15:36:23.207  
2019.12.12 15:36:26.845 automated trading is enabled
2019.12.12 15:36:43.536 Retry trading attempt #1
2019.12.12 15:36:43.883 - Position is open: 2019.12.12 10:36:43.797 -
2019.12.12 15:36:43.883 EURUSD Opened 0.10 Buy #494348590 [0.10 Market-order Buy #494348590] at price 1.11354, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1
2019.12.12 15:36:43.883 OnDoEasyEvent: Position is open
2019.12.12 15:36:44.101 Trade request ID: #1: Pending request deleted due to execution


开仓之后,再次禁用终端的自动交易按钮</ s0>,然后在测试 EA 的交易面板中单击平仓按钮。 得到错误和相应的日志记录,包括有关创建延后请求的记录。
然后再回到启用自动交易按钮,一直等到尝试重复交易的时间。 当下一次尝试的时间来临时,先前开立的持仓将被平仓,相应的日志记录协同一条提示一并显示,通知延后请求已完成其工作,并已被删除

2019.12.12 15:37:02.347 automated trading is disabled
2019.12.12 15:37:06.566 CTrading::ClosePosition: Invalid request:
2019.12.12 15:37:06.566 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled)
2019.12.12 15:37:06.566 Correction of trade request parameters ...
2019.12.12 15:37:06.566 Pending request created #1:
2019.12.12 15:37:06.566 ================== Pending trade request's parameters ==================
2019.12.12 15:37:06.566  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 15:37:06.566  - Trade request ID: #1
2019.12.12 15:37:06.566  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 15:37:06.566  - Request creation time: 2019.12.12 10:37:03.586
2019.12.12 15:37:06.566  - Price at time of request create: : 1.11351
2019.12.12 15:37:06.566  - Request activation time: 2019.12.12 10:37:23.586
2019.12.12 15:37:06.566  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 15:37:06.566  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 15:37:06.566  - Total trade attempts: 5
2019.12.12 15:37:06.566 ================== Trade request's parameters ==================
2019.12.12 15:37:06.566  - Trade operation type: Place market order
2019.12.12 15:37:06.566  - Trade symbol: EURUSD
2019.12.12 15:37:06.566  - Requested volume for a deal in lots: Value not set
2019.12.12 15:37:06.566  - Price: 1.11354
2019.12.12 15:37:06.566  - Stop Loss level of the order: 1.11206
2019.12.12 15:37:06.566  - Take Profit level of the order: 1.11506
2019.12.12 15:37:06.566  - Maximal deviation from the price: 5
2019.12.12 15:37:06.566  - Order type: Market-order Buy
2019.12.12 15:37:06.566  - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK)
2019.12.12 15:37:06.566  - Magic number: 0
2019.12.12 15:37:06.566  - Order comment: "TestDoEasyPart28 by DoEasy"
2019.12.12 15:37:06.566 ==================
2019.12.12 15:37:06.566 
2019.12.12 15:37:11.611 automated trading is enabled
2019.12.12 15:37:25.196 Retry trading attempt #1
2019.12.12 15:37:25.679 - Position closed: 2019.12.12 10:36:43.797 -
2019.12.12 15:37:25.679 EURUSD Closed Buy #494348590 [0.10 Market-order Sell #494348941] at price 1.11349, sl 1.11206, tp 1.11506, Magic number 25821307 (123), G1: 10, G2: 8, ID: 1, Profit -0.50 USD
2019.12.12 15:37:25.679 OnDoEasyEvent: Position closed
2019.12.12 15:37:25.838 Trade request ID: #1: Pending request deleted due to execution


现在我们一次性检查若干笔交易订单的工作。
禁用自动交易,然后一次次单击下挂单的按钮。 每次尝试下订单后,得到错误消息、延后请求创建记录及其参数。
接着,在终端中启用自动交易。 每个延后交易请求下一次尝试时间一旦来临,就会显示有关来自每个请求的尝试次数的消息,以及有关下挂单成功的消息。
接下来,删除每个延后交易请求,并在日志中显示相应的消息

2019.12.12 17:47:16.774 automated trading is disabled
2019.12.12 17:47:20.297 CTrading::PlaceOrder<uint,int,uint,uint>: Invalid request:
2019.12.12 17:47:20.297 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled)
2019.12.12 17:47:20.298 Correction of trade request parameters ...
2019.12.12 17:47:20.298 Pending request created #1:
2019.12.12 17:47:20.298 ================== Pending trade request's parameters ==================
2019.12.12 17:47:20.298  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 17:47:20.298  - Trade request ID: #1
2019.12.12 17:47:20.298  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 17:47:20.298  - Request creation time: 2019.12.12 12:47:18.719
2019.12.12 17:47:20.298  - Price at time of request create: : 1.11293
2019.12.12 17:47:20.298  - Request activation time: 2019.12.12 12:47:38.719
2019.12.12 17:47:20.298  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 17:47:20.298  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 17:47:20.298  - Total trade attempts: 5
2019.12.12 17:47:20.298 ================== Trade request's parameters ==================
2019.12.12 17:47:20.298  - Trade operation type: Place pending order
2019.12.12 17:47:20.298  - Trade symbol: EURUSD
2019.12.12 17:47:20.298  - Requested volume for a deal in lots: 0.10
2019.12.12 17:47:20.298  - Price: 1.11343
2019.12.12 17:47:20.298  - StopLimit level of the order: Value not set
2019.12.12 17:47:20.298  - Stop Loss level of the order: 1.11493
2019.12.12 17:47:20.298  - Take Profit level of the order: 1.11193
2019.12.12 17:47:20.298  - Order type: Pending order Sell Limit
2019.12.12 17:47:20.298  - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK)
2019.12.12 17:47:20.298  - Order expiration type: Good till cancel order
2019.12.12 17:47:20.298  - Order expiration time: Value not set
2019.12.12 17:47:20.298  - Magic number: 27525243
2019.12.12 17:47:20.298  - Order comment: "Pending order SellLimit"
2019.12.12 17:47:20.298  ==================
2019.12.12 17:47:20.298 
2019.12.12 17:47:24.514 Pending request created #2:
2019.12.12 17:47:24.514 ================== Pending trade request's parameters ==================
2019.12.12 17:47:24.514  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 17:47:24.514  - Trade request ID: #2
2019.12.12 17:47:24.514  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 17:47:24.514  - Request creation time: 2019.12.12 12:47:23.638
2019.12.12 17:47:24.514  - Price at time of request create: : 1.11296
2019.12.12 17:47:24.514  - Request activation time: 2019.12.12 12:47:43.638
2019.12.12 17:47:24.514  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 17:47:24.514  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 17:47:24.514  - Total trade attempts: 5
2019.12.12 17:47:24.514 ================== Trade request's parameters ==================
2019.12.12 17:47:24.514  - Trade operation type: Place pending order
2019.12.12 17:47:24.514  - Trade symbol: EURUSD
2019.12.12 17:47:24.514  - Requested volume for a deal in lots: 0.10
2019.12.12 17:47:24.514  - Price: 1.11251
2019.12.12 17:47:24.514  - StopLimit level of the order: Value not set
2019.12.12 17:47:24.514  - Stop Loss level of the order: 1.11101
2019.12.12 17:47:24.514  - Take Profit level of the order: 1.11401
2019.12.12 17:47:24.514  - Order type: Pending order Buy Limit
2019.12.12 17:47:24.514  - Order execution type: The order is executed exclusively in the specified volume, otherwise it is canceled (FOK)
2019.12.12 17:47:24.514  - Order expiration type: Good till cancel order
2019.12.12 17:47:24.514  - Order expiration time: Value not set
2019.12.12 17:47:24.514  - Magic number: 39387259
2019.12.12 17:47:24.514  - Order comment: "Pending order BuyLimit"
2019.12.12 17:47:24.514  ==================
2019.12.12 17:47:24.514 
2019.12.12 17:47:29.167 automated trading is enabled
2019.12.12 17:47:45.796 Retry trading attempt #1
2019.12.12 17:47:46.045 Retry trading attempt #1
2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.319 -
2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1
2019.12.12 17:47:46.256 - Pending order placed: 2019.12.12 12:47:46.162 -
2019.12.12 17:47:46.256 EURUSD Placed 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2
2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed
2019.12.12 17:47:46.256 OnDoEasyEvent: Pending order placed
2019.12.12 17:47:46.505 Trade request ID: #2: Pending request deleted due to execution
2019.12.12 17:47:46.505 Trade request ID: #1: Pending request deleted due to execution


现在,我们尝试一次性删除两笔挂单。
在终端中禁用自动交易,然后单击按钮删除测试 EA 交易面板上的所有挂单(删除挂单)。 得到错误消息,后跟有关延后请求创建的记录,以及每笔已删除订单的参数。
接着,在终端中启用自动交易。 每个延后交易请求下一次尝试时间一旦来临,就会显示有关来自每个请求的尝试次数的消息,以及有关删除挂单成功的消息。
接下来,删除每个延后交易请求,并在日志中显示相应的消息

2019.12.12 17:47:57.310 automated trading is disabled
2019.12.12 17:48:03.105 CTrading::DeleteOrder: Invalid request:
2019.12.12 17:48:03.105 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled)
2019.12.12 17:48:03.105 Correction of trade request parameters ...
2019.12.12 17:48:03.105 Pending request created #1:
2019.12.12 17:48:03.106 ================== Pending trade request's parameters ==================
2019.12.12 17:48:03.106  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 17:48:03.106  - Trade request ID: #1
2019.12.12 17:48:03.106  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 17:48:03.106  - Request creation time: 2019.12.12 12:48:00.305
2019.12.12 17:48:03.106  - Price at time of request create: : 1.11300
2019.12.12 17:48:03.106  - Request activation time: 2019.12.12 12:48:20.305
2019.12.12 17:48:03.106  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 17:48:03.106  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 17:48:03.106  - Total trade attempts: 5
2019.12.12 17:48:03.106 ================== Trade request's parameters ==================
2019.12.12 17:48:03.106  - Trade operation type: Delete the pending order placed previously
2019.12.12 17:48:03.106  - Order ticket: 494419747
2019.12.12 17:48:03.106  ==================
2019.12.12 17:48:03.106 
2019.12.12 17:48:03.106 CTrading::DeleteOrder: Invalid request:
2019.12.12 17:48:03.106 There is no permission to conduct trading operations in the terminal (the "AutoTrading" button is disabled)
2019.12.12 17:48:03.106 Correction of trade request parameters ...
2019.12.12 17:48:03.106 Pending request created #2:
2019.12.12 17:48:03.106 ================== Pending trade request's parameters ==================
2019.12.12 17:48:03.106  - Pending request type: Pending request that was created as a result of the server code
2019.12.12 17:48:03.106  - Trade request ID: #2
2019.12.12 17:48:03.106  - Return code based on which the request was created: 10027 "Autotrading disabled by client terminal"
2019.12.12 17:48:03.106  - Request creation time: 2019.12.12 12:48:00.305
2019.12.12 17:48:03.106  - Price at time of request create: : 1.11300
2019.12.12 17:48:03.106  - Request activation time: 2019.12.12 12:48:20.305
2019.12.12 17:48:03.106  - Waiting time between trading attempts: 20000 (00:00:20)
2019.12.12 17:48:03.106  - Current trading attempt: Waiting for the onset time of the first trading attempt
2019.12.12 17:48:03.106  - Total trade attempts: 5
2019.12.12 17:48:03.106 ================== Trade request's parameters ==================
2019.12.12 17:48:03.106  - Trade operation type: Delete the pending order placed previously
2019.12.12 17:48:03.106  - Order ticket: 494419742
2019.12.12 17:48:03.106  ==================
2019.12.12 17:48:03.106 
2019.12.12 17:48:09.073 automated trading is enabled
2019.12.12 17:48:24.428 Retry trading attempt #1
2019.12.12 17:48:24.428 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously
2019.12.12 17:48:24.593 Retry trading attempt #1
2019.12.12 17:48:24.593 CTrading::OnTimer: Trade operation type: Delete the pending order placed previously
2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.319 -
2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Sell Limit #494419747 at price 1.11343, sl 1.11493, tp 1.11193, Magic number 27525243 (123), G1: 4, G2: 10, ID: 1
2019.12.12 17:48:24.771 - Pending order removed: 2019.12.12 12:47:46.162 -
2019.12.12 17:48:24.771 EURUSD Deleted 0.10 Pending order Buy Limit #494419742 at price 1.11251, sl 1.11101, tp 1.11401, Magic number 39387259 (123), G1: 9, G2: 5, ID: 2
2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed
2019.12.12 17:48:24.771 OnDoEasyEvent: Pending order removed
2019.12.12 17:48:25.024 Trade request ID: #2: Pending request deleted due to execution
2019.12.12 17:48:25.024 Trade request ID: #1: Pending request deleted due to execution


根据日志中的调试消息,延后交易请求将按计划激活,并在工作完成后将被删除。

这不是延后请求对象的最终版本。
反之,这只是针对 MQL5 对冲帐户进行的概念检查。

请注意:

请勿将本文所述含有延后请求的交易类,以及所附的测试 EA 用于实盘交易!
所有测试仅在对冲账户中进行。
本文,其随附的资料和结果,仅为验证延后请求概念。 在当前状态下,它不是最终成品,且无意用于实盘交易。
反而,它仅适用于演示模式或测试器。

下一步是什么?

在下一篇文章中,我们将总结操控延后交易请求的概念测试。 我们将在不同的类中分配一个延后请求对象,从而可以方便地扩展延后交易请求的操控功能。

文后附有当前版本含糊库的所有文件,以及测试 EA 文件,供您测试和下载。
请在评论中留下您的问题、意见和建议。

返回目录

系列中的前几篇文章:

第一部分 概念,数据管理
第二部分 历史订单和成交集合
第三部分 在场订单和持仓集合,安排搜索
第四部分 交易事件, 概念
第五部分 交易事件类和集合。 将事件发送至程序
第六部分 净持帐户事件
第七部分 StopLimit 挂单激活事件,为订单和持仓修改事件准备功能
第八部分 订单和持仓修改事件
第九部分 与 MQL4 的兼容性 — 准备数据
第十部分 与 MQL4 的兼容性 - 开仓和激活挂单事件
第十一部分 与 MQL4 的兼容性 - 平仓事件
第十二部分 帐户对象类和帐户对象集合
第十三部分 账户对象事件
第十四部分 品种对象
第十五部份 品种对象集合
第十六部分 品种集合事件
第十七部分 函数库对象之间的交互
第十八部分 帐户与任意其他函数库对象的交互
第十九部分 函数库消息类
第二十部分 创建和存储程序资源
第二十一部分 交易类 - 基准跨平台交易对象
第二十二部分 交易类 - 基准交易类,限制验证
第二十三部分 交易类 - 基准交易类,有效参数验证
第二十四部分 交易类 - 基准交易类,无效参数的自动纠正
第二十五部分 交易类 - 基准交易类,处理交易服务器返回的错误
第二十六部分 操控延后交易请求 - 首次实现(开仓)
第二十七部分 操控延后交易请求 - 下挂单

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