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量化交易吧 /  量化策略 帖子:3365782 新帖:14

轻松快捷开发 MetaTrader 程序的函数库(第 三十二部分):延后交易请求 - 在特定条件下挂单

特朗普对头发表于:4 月 15 日 15:25回复(1)

内容

  • 概念
  • 实现
  • 测试
  • 下一步是什么?

在上一篇文章中,我们添加了按预定义条件发送交易请求的功能。 但凡给定条件(或一组条件)出现时,会发送开仓的交易订单。 帐户、品种和事件状态条件列表中可能有众多组合含带不同条件。
但凡满足延后请求对象中设置的所有条件后,会利用延后交易请求发送交易订单。

在本文中,我们继续开发该概念,并创建利用延后交易请求下挂单的功能,该请求涵盖所有下挂单的必要条件。

概念

延后请求对象含有存储其所有激活条件的数组。 交易管理类(即其计时器)允许持续查看延后交易请求列表。 当需要激活延后交易请求(满足所有预定义的激活条件)时,会将交易订单发送到服务器。 其参数已设置在触发的延后请求当中。

若要开仓,您只需控制特定条件的发生。 一旦它们发生了,开仓的交易订单即会发送到服务器。
不过,关于利用延后请求对象下挂单有一个复杂之处:所下挂单会与价格有一定距离,而开仓时则为相应的当前价格。
所以,为了在某些条件下处理挂单,我们还需要考虑挂单的距离。 这带来了一个问题:在创建延后请求时,我们要给未来的延后订单指定距离。 但是...以哪个价格为准? 是从延后请求当下价格的时刻为准? 亦或是从满足请求对象设置的所有激活条件那一刻的现价? 毕竟,在满足所有条件的那一刻,价格可能会与创建延后请求的价位相去甚远,而我们只能在一种情况下知道未来价格 — 即延后请求唯一的激活条件是其指定的价格。 在其他情况下,我们需要为订单设置的未来价格均是未知的。

我们按照以下方式进行操作:创建延后请求时,我们指定挂单的距离。 我们始终可以观察到该距离,这是利用创建延后请求时的当前价格(根据未来的挂单方向设置在属性中的当前要价或出价),与下挂单的价格(也可以在延后请求对象属性中设置)之间的差值计算出来的。 In other words, we are able to calculate a new pending order price at any price value at the moment of the pending request activation or leave the price specified when creating the pending request.

在第一种情况下,激活延后请求时会相对于当前价格重新计算挂单价格;而在第二种情况下,会相对于延后请求的基准价格将下挂单的交易订单发送到服务器。 在此选项中,如果在等待延后请求激活时价格变为无效,则会对其进行调整。


实现

PendRequest.mqh文件中,即在 CPendRequest 抽象延后请求对象类的私密部分中,添加类成员变量存储挂单追随价格偏移的参考点数的标志:

//+------------------------------------------------------------------+
//| Abstract pending trading request class                           |
//+------------------------------------------------------------------+
class CPendRequest : public CBaseObj
  {
private:
   MqlTradeRequest   m_request;                                            // Trade request structure
   CPause            m_pause;                                              // Pause class object
   bool              m_follow;                                             // The flag of the pending order distance reference point following the price
/* Data on a pending request activation in the array:

如果变量为 true,则在激活延后请求时,重新计算相对于当前价格的挂单价格。 否则,采用延后请求对象属性中设定的价格放置挂单,且若当前价格相对于延后请求设定价位已变得无效的情况下,调整订单价格。

在该类的受保护部分,声明根据偏移设置挂单价格的方法

//--- Return the number of decimal places of a controlled property
   int               DigitsControlledValue(const uint index)               const;
//--- Set a new value changed by the shift (+/-) for all order prices
   void              SetAllMqlPrices(const double shift);

public:

在方法模块中声明相对于当前价格调整挂单价格的方法,从而简化访问位于类的公开部分中的请求对象属性,并编写 将新订单价格置于延后请求对象属性中的方法,和设置/接收订单追随价格的参考点数标记的方法

//+------------------------------------------------------------------+
//| Methods of a simplified access to the request object properties  |
//+------------------------------------------------------------------+
//--- Return (1) request structure, (2) status, (3) type, (4) price at the moment of the request generation,
//--- (5) request generation time, (6) next attempt activation time,
//--- (7) waiting time between requests, (8) current attempt index,
//--- (9) number of attempts, (10) request ID
//--- (11) result a request is based on,
//--- (12) order ticket, (13) position ticket, (14) trading operation type
   MqlTradeRequest      MqlRequest(void)                                   const { return this.m_request;                                                }
   ENUM_PEND_REQ_STATUS Status(void)                                       const { return (ENUM_PEND_REQ_STATUS)this.GetProperty(PEND_REQ_PROP_STATUS);  }
   ENUM_PEND_REQ_TYPE   TypeRequest(void)                                  const { return (ENUM_PEND_REQ_TYPE)this.GetProperty(PEND_REQ_PROP_TYPE);      }
   double               PriceCreate(void)                                  const { return this.GetProperty(PEND_REQ_PROP_PRICE_CREATE);                  }
   ulong                TimeCreate(void)                                   const { return this.GetProperty(PEND_REQ_PROP_TIME_CREATE);                   }
   ulong                TimeActivate(void)                                 const { return this.GetProperty(PEND_REQ_PROP_TIME_ACTIVATE);                 }
   ulong                WaitingMSC(void)                                   const { return this.GetProperty(PEND_REQ_PROP_WAITING);                       }
   uchar                CurrentAttempt(void)                               const { return (uchar)this.GetProperty(PEND_REQ_PROP_CURRENT_ATTEMPT);        }
   uchar                TotalAttempts(void)                                const { return (uchar)this.GetProperty(PEND_REQ_PROP_TOTAL);                  }
   uchar                ID(void)                                           const { return (uchar)this.GetProperty(PEND_REQ_PROP_ID);                     }
   int                  Retcode(void)                                      const { return (int)this.GetProperty(PEND_REQ_PROP_RETCODE);                  }
   ulong                Order(void)                                        const { return this.GetProperty(PEND_REQ_PROP_MQL_REQ_ORDER);                 }
   ulong                Position(void)                                     const { return this.GetProperty(PEND_REQ_PROP_MQL_REQ_POSITION);              }
   ENUM_TRADE_REQUEST_ACTIONS Action(void)                                 const { return (ENUM_TRADE_REQUEST_ACTIONS)this.GetProperty(PEND_REQ_PROP_MQL_REQ_ACTION);   }

//--- Return the actual (1) volume, (2) order, (3) limit order,
//--- (4) stoploss order and (5) takeprofit order prices, (6) order filling type,
//--- (7) order expiration type and (8) order lifetime
   double               ActualVolume(void)                                 const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_VOLUME);                 }
   double               ActualPrice(void)                                  const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_PRICE);                  }
   double               ActualStopLimit(void)                              const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_STOPLIMIT);              }
   double               ActualSL(void)                                     const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_SL);                     }
   double               ActualTP(void)                                     const { return this.GetProperty(PEND_REQ_PROP_ACTUAL_TP);                     }
   ENUM_ORDER_TYPE_FILLING ActualTypeFilling(void)                         const { return (ENUM_ORDER_TYPE_FILLING)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_FILLING); }
   ENUM_ORDER_TYPE_TIME ActualTypeTime(void)                               const { return (ENUM_ORDER_TYPE_TIME)this.GetProperty(PEND_REQ_PROP_ACTUAL_TYPE_TIME);       }
   datetime             ActualExpiration(void)                             const { return (datetime)this.GetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION);   }

//--- Modify order prices by the current price
   void                 CorrectMqlPricesByCurrentPrice(const double price);
                          
//--- Set (1) the price when creating a request, (2) setting, (3) StopLoss, (4) TakeProfit, (5) stoplimit,
//--- (6) request creation time, (7) current attempt time, (8) waiting time between requests, (9) current attempt index,
//---  (10) number of attempts,(11) id, (12) order ticket, (13) position ticket, (14) pending request type
   void                 SetPriceCreate(const double price)           { this.SetProperty(PEND_REQ_PROP_PRICE_CREATE,price);                                              }
   void                 SetMqlPrice(const double price)              { this.SetProperty(PEND_REQ_PROP_MQL_REQ_PRICE,price); this.m_request.price=price;                 }
   void                 SetMqlSL(const double sl)                    { this.SetProperty(PEND_REQ_PROP_MQL_REQ_SL,sl); this.m_request.sl=sl;                             }
   void                 SetMqlTP(const double tp)                    { this.SetProperty(PEND_REQ_PROP_MQL_REQ_TP,tp); this.m_request.tp=tp;                             }
   void                 SetMqlStopLimit(const double stoplimit)      { this.SetProperty(PEND_REQ_PROP_MQL_REQ_STOPLIMIT,stoplimit); this.m_request.stoplimit=stoplimit; }
   void                 SetTimeCreate(const ulong time)
                          {
                           this.SetProperty(PEND_REQ_PROP_TIME_CREATE,time);
                           this.m_pause.SetTimeBegin(time);
                          }
   void                 SetTimeActivate(const ulong time)                        { this.SetProperty(PEND_REQ_PROP_TIME_ACTIVATE,time);                   }
   void                 SetWaitingMSC(const ulong miliseconds)
                          { 
                           this.SetProperty(PEND_REQ_PROP_WAITING,miliseconds);
                           this.m_pause.SetWaitingMSC(miliseconds);
                          }
   void                 SetCurrentAttempt(const uchar number)                    { this.SetProperty(PEND_REQ_PROP_CURRENT_ATTEMPT,number);               }
   void                 SetTotalAttempts(const uchar number)                     { this.SetProperty(PEND_REQ_PROP_TOTAL,number);                         }
   void                 SetID(const uchar id)                                    { this.SetProperty(PEND_REQ_PROP_ID,id);                                }
   void                 SetOrder(const ulong ticket)                             { this.SetProperty(PEND_REQ_PROP_MQL_REQ_ORDER,ticket);                 }
   void                 SetPosition(const ulong ticket)                          { this.SetProperty(PEND_REQ_PROP_MQL_REQ_POSITION,ticket);              }
   void                 SetTypeRequest(const ENUM_PEND_REQ_TYPE type)            { this.SetProperty(PEND_REQ_PROP_TYPE,type);                            }
   
//--- Set the actual (1) volume, (2) order, (3) limit order,
//--- (4) stoploss order and (5) takeprofit order prices, (6) order filling type,
//--- (7) order expiration type and (8) order lifetime
   void                 SetActualVolume(const double volume)                     { this.SetProperty(PEND_REQ_PROP_ACTUAL_VOLUME,volume);                 }
   void                 SetActualPrice(const double price)                       { this.SetProperty(PEND_REQ_PROP_ACTUAL_PRICE,price);                   }
   void                 SetActualStopLimit(const double price)                   { this.SetProperty(PEND_REQ_PROP_ACTUAL_STOPLIMIT,price);               }
   void                 SetActualSL(const double price)                          { this.SetProperty(PEND_REQ_PROP_ACTUAL_SL,price);                      }
   void                 SetActualTP(const double price)                          { this.SetProperty(PEND_REQ_PROP_ACTUAL_TP,price);                      }
   void                 SetActualTypeFilling(const ENUM_ORDER_TYPE_FILLING type) { this.SetProperty(PEND_REQ_PROP_ACTUAL_TYPE_FILLING,type);             }
   void                 SetActualTypeTime(const ENUM_ORDER_TYPE_TIME type)       { this.SetProperty(PEND_REQ_PROP_ACTUAL_TYPE_TIME,type);                }
   void                 SetActualExpiration(const datetime expiration)           { this.SetProperty(PEND_REQ_PROP_ACTUAL_EXPIRATION,expiration);         }

//--- Set a controlled property and a comparison method for a request activation criteria data by its index - both the actual one and the one in the object of
//--- account, symbol or trading event property value (depends on 'source' value) for activating a pending request
   void                 SetNewActivationProperties(const ENUM_PEND_REQ_ACTIVATION_SOURCE source,
                                                   const int property,
                                                   const double control_value,
                                                   const ENUM_COMPARER_TYPE comparer_type,
                                                   const double actual_value);
   
//--- Set a (1) controlled property, (2) comparison type, (3) object value and
//--- (4) actual controlled property value for activating a pending request
   bool                 SetActivationProperty(const uint index,const ENUM_PEND_REQ_ACTIVATION_SOURCE source,const int property);
   bool                 SetActivationComparerType(const uint index,const ENUM_COMPARER_TYPE comparer_type);
   bool                 SetActivationControlValue(const uint index,const double value);
   bool                 SetActivationActualValue(const uint index,const double value);
   
//--- Return (1) a pending request activation source, (2) controlled property, (3) comparison type,
//---  (4) object value,(5) actual controlled property value for activating a pending request
   ENUM_PEND_REQ_ACTIVATION_SOURCE GetActivationSource(const uint index)         const;
   int                  GetActivationProperty(const uint index)                  const;
   ENUM_COMPARER_TYPE   GetActivationComparerType(const uint index)              const;
   double               GetActivationControlValue(const uint index)              const;
   double               GetActivationActualValue(const uint index)               const;
   
//--- Return the flag of a successful check of all controlled object properties and the appropriate actual properties
   bool                 IsAllComparisonCompleted(void)  const;
//--- Return/set the flag of the pending order distance reference point following the price
   bool                 IsFollowThePrice(void)                                   const { return this.m_follow; }
   void                 SetFollowThePrice(const bool flag)                             { this.m_follow=flag;   }
   
//+------------------------------------------------------------------+
//| Descriptions of request object properties                        |
//+------------------------------------------------------------------+

在类构造函数中,设置订单追随价格的参考点数距离的标记

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CPendRequest::CPendRequest(const ENUM_PEND_REQ_STATUS status,
                           const uchar id,
                           const double price,
                           const ulong time,
                           const MqlTradeRequest &request,
                           const int retcode)
  {
   this.CopyRequest(request);
   this.m_is_hedge=#ifdef __MQL4__ true #else bool(::AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING) #endif;
   this.m_digits=(int)::SymbolInfoInteger(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SYMBOL),SYMBOL_DIGITS);
   int dg=(int)DigitsLots(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SYMBOL));
   this.m_digits_lot=(dg==0 ? 1 : dg);
   this.SetProperty(PEND_REQ_PROP_STATUS,status);
   this.SetProperty(PEND_REQ_PROP_ID,id);
   this.SetProperty(PEND_REQ_PROP_RETCODE,retcode);
   this.SetProperty(PEND_REQ_PROP_TYPE,this.GetProperty(PEND_REQ_PROP_RETCODE)>0 ? PEND_REQ_TYPE_ERROR : PEND_REQ_TYPE_REQUEST);
   this.SetProperty(PEND_REQ_PROP_TIME_CREATE,time);
   this.SetProperty(PEND_REQ_PROP_PRICE_CREATE,price);
   this.m_pause.SetTimeBegin(this.GetProperty(PEND_REQ_PROP_TIME_CREATE));
   this.m_pause.SetWaitingMSC(this.GetProperty(PEND_REQ_PROP_WAITING));
   ::ArrayResize(this.m_activated_control,0,10);
   this.m_follow=true;
  }
//+------------------------------------------------------------------+

在类的主体之外实现所有设置订单价格新值的方法:

//+------------------------------------------------------------------+
//| Set a new value changed by the shift (+/-),                      |
//| for all order prices (+/-)                                       |
//+------------------------------------------------------------------+
void CPendRequest::SetAllMqlPrices(const double shift)
  {
   this.SetMqlPrice(this.GetProperty(PEND_REQ_PROP_MQL_REQ_PRICE)-shift);
   if(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SL)!=0)
      this.SetMqlSL(this.GetProperty(PEND_REQ_PROP_MQL_REQ_SL)-shift);
   if(this.GetProperty(PEND_REQ_PROP_MQL_REQ_TP)!=0)
      this.SetMqlTP(this.GetProperty(PEND_REQ_PROP_MQL_REQ_TP)-shift);
   if(this.GetProperty(PEND_REQ_PROP_MQL_REQ_STOPLIMIT)!=0)
      this.SetMqlStopLimit(this.GetProperty(PEND_REQ_PROP_MQL_REQ_STOPLIMIT)-shift);
  }
//+------------------------------------------------------------------+

方法接收价格偏移,且上述方法在每个延后请求对象属性中设置新价格,这些属性与挂单类型相对应,计算为(当前属性值减去偏移)。
对于止损、止盈和 StopLimit 挂单价位,应预先检查价格是否存在,并且仅在延后请求对象属性中设置的价格为非零值时才设置偏移。

实现利用激活延后请求来按当前价格调整已下挂单价格的方法,:

//+------------------------------------------------------------------+
//| Adjust order prices by the current price                         |
//+------------------------------------------------------------------+
void CPendRequest::CorrectMqlPricesByCurrentPrice(const double price)
  {
   ENUM_ORDER_TYPE type=this.m_request.type;
   if(!this.m_follow || (type<ORDER_TYPE_BUY_LIMIT && type>ORDER_TYPE_SELL_STOP_LIMIT))
      return;
   this.SetAllMqlPrices(this.PriceCreate()-price);
  }
//+------------------------------------------------------------------+

该方法接收挂单的当前价格如果未设置按订单参考点数距离追随价格的标记,或挂单并未加到延后请求对象的交易请求结构中,则离开方法
接下来,调用上述方法来修改所有挂单价格。 它收到的偏移量如此计算创建延后请求对象时的价格减去传递给方法的当前价格

现在,我们在 CPendReqControl交易管理类的 PendReqControl.mqh 文件中进行添加和改进。

将创建延后请求的 OpenPositionPending() 和 PlaceOrderPending() 公开方法分别重命名为 CreatePReqPosition()CreatePReqOrder()。 我相信,顾名思义,这些方法名称可以更准确地反映其背后的想法(创建延后请求)。

CreatePReqOrder() 方法的输入中,添加传递组 ID

//--- (1) Create a pending request (1) to open a position, (2) to place a pending order
   template<typename SL,typename TP> 
   int                  CreatePReqPosition(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 uchar group_id1=0,
                                        const uchar group_id2=0,
                                        const string comment=NULL,
                                        const ulong deviation=ULONG_MAX,
                                        const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE);
   template<typename PS,typename PL,typename SL,typename TP>
   int                  CreatePReqOrder(const ENUM_ORDER_TYPE order_type,
                                        const double volume,
                                        const string symbol,
                                        const PS price_set,
                                        const PL price_limit=0,
                                        const SL sl=0,
                                        const TP tp=0,
                                        const ulong magic=ULONG_MAX,
                                        const uchar group_id1=0,
                                        const uchar group_id2=0,
                                        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);
//--- Set pending request activation criteria

在按请求创建延后请求的处理程序中添加

//+------------------------------------------------------------------+
//| The handler of pending requests created by request               |
//+------------------------------------------------------------------+
void CTradingControl::OnPReqByRequestHandler(CPendRequest *req_obj,const int index)
  {
   //--- 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())
      return;
   //--- Check the relevance of a pending request and exit to the external loop if the request is handled or an error occurs
   if(!this.CheckPReqRelevance(req_obj,request,index))
      return;

   //--- Update relevant data on request activation conditions
   this.RefreshControlActualDatas(req_obj,symbol_obj);
   
   //--- If all pending request activation conditions are met
   if(req_obj.IsAllComparisonCompleted())
     {
      //--- Set the attempt number in the request object
      req_obj.SetCurrentAttempt(uchar(req_obj.CurrentAttempt()+1));
      //--- Adjust prices for a pending order relative to the current price and get the request again
      if(request.action==TRADE_ACTION_PENDING)
        {
         req_obj.CorrectMqlPricesByCurrentPrice(PositionTypeByOrderType(request.type)==POSITION_TYPE_BUY ? symbol_obj.AskLast() : symbol_obj.BidLast());
         request=req_obj.MqlRequest();
        }
      //--- Display the request activation message in the journal
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
        {
         ::Print(CMessage::Text(MSG_LIB_TEXT_REQUEST_ACTIVATED)+(string)req_obj.ID()+":");
         req_obj.PrintShort();
        }
      //--- 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 :
            this.DeleteOrder(request.order);
            break;
         //---
         default:
            break;
        }  
     }
  }
//+------------------------------------------------------------------+

在此,如果在延后请求对象的交易请求结构中设置的交易操作类型等于“下挂单”,则调用调整挂单价格的方法,且采用延后请求对象属性中的设定数值。 结果则为,请求对象之中的挂单价位即可相对于当前价格调整,亦或不如此做 — 这取决于延后请求对象中挂单追随价格的参考点数距离的标志。 我们已经在上面讨论了这种行为。

我们稍微改进一下创建开仓的延后请求方法。 当利用复制/粘贴方法进行开发时,我犯了一个大错 — 该方法应返回延后请求 ID 的整数值,而当前若出错,则它返回 false我们要把它改为 WRONG_VALUE:

//+------------------------------------------------------------------+
//| Create a pending request for opening a position                  |
//+------------------------------------------------------------------+
template<typename SL,typename TP> 
int CTradingControl::CreatePReqPosition(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 uchar group_id1=0,
                                        const uchar group_id2=0,
                                        const string comment=NULL,
                                        const ulong deviation=ULONG_MAX,
                                        const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
//--- If the global trading ban flag is set, exit and return WRONG_VALUE
   if(this.IsTradingDisable())
     {
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
      return WRONG_VALUE;
     }
//--- Set the error flag as "no errors"

   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.
   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 WRONG_VALUE
   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 WRONG_VALUE;
     }
//--- 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 WRONG_VALUE
   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 WRONG_VALUE;
     }
//--- 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 WRONG_VALUE
   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 WRONG_VALUE;
     }
   //--- Look for the least of the possible IDs. If failed to find, return WRONG_VALUE
   int id=this.GetFreeID();
   if(id<1)
     {
      //--- No free IDs to create a pending request
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_NO_FREE_IDS));
      return WRONG_VALUE;
     }

//--- 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());
//--- Write pending request object ID to the magic number, add group IDs to the magic number value
//--- and fill in the remaining unfilled trading request structure fields
   uint mn=(magic==ULONG_MAX ? (uint)trade_obj.GetMagic() : (uint)magic);
   this.SetPendReqID((uchar)id,mn);
   if(group_id1>0)
      this.SetGroupID1(group_id1,mn);
   if(group_id2>0)
      this.SetGroupID2(group_id2,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;
//--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful
   if(this.CreatePendingRequest(PEND_REQ_STATUS_OPEN,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,NULL))
      return id;
   return WRONG_VALUE;
  }
//+------------------------------------------------------------------+

实现创建挂单的延后请求的方法:

//+------------------------------------------------------------------+
//| Create a pending request to place a pending order                |
//+------------------------------------------------------------------+
template<typename PS,typename PL,typename SL,typename TP>
int CTradingControl::CreatePReqOrder(const ENUM_ORDER_TYPE order_type,
                                     const double volume,
                                     const string symbol,
                                     const PS price_set,
                                     const PL price_limit=0,
                                     const SL sl=0,
                                     const TP tp=0,
                                     const ulong magic=ULONG_MAX,
                                     const uchar group_id1=0,
                                     const uchar group_id2=0,
                                     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)
  {
//--- If the global trading ban flag is set, exit and return WRONG_VALUE
   if(this.IsTradingDisable())
     {
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_TRADING_DISABLE));
      return WRONG_VALUE;
     }
//--- Set the error flag as "no errors"
   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 WRONG_VALUE;
     }
//--- 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 WRONG_VALUE; 
     }
//--- 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 WRONG_VALUE
   if(!this.SetPrices(order_type,price_set,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 WRONG_VALUE;
     }
   //--- Look for the least of the possible IDs. If failed to find, return WRONG_VALUE
   int id=this.GetFreeID();
   if(id<1)
     {
      //--- No free IDs to create a pending request
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_NO_FREE_IDS));
      return WRONG_VALUE;
     }

//--- 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());
//--- 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);
   if(group_id1>0)
      this.SetGroupID1(group_id1,mn);
   if(group_id2>0)
      this.SetGroupID2(group_id2,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;
//--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful
   if(this.CreatePendingRequest(PEND_REQ_STATUS_PLACE,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,NULL))
      return id;
   return WRONG_VALUE;
  }
//+------------------------------------------------------------------+

该方法在代码注释中进行了详细解说。 我们已研究过一种类似的方法来创建开仓的延后请求,因此这里不再赘述。 如果您有任何疑问,请随时在评论中提问。

创建延后请求时,我们需要在延后请求对象中设置创建价格时的价格。 我们要为不同类型的订单设置不同的价格。 如果是买单,则是当前的要价;如果是卖单,则是当前的出价。
为此,在 CTrading 基准交易对象类的 Trading.mqh文件中修改创建延后请求的 CreatePendingRequest() 方法:

//+------------------------------------------------------------------+
//| Create a pending request                                         |
//+------------------------------------------------------------------+
bool CTrading::CreatePendingRequest(const ENUM_PEND_REQ_STATUS status,
                                    const uchar id,
                                    const uchar attempts,
                                    const ulong wait,
                                    const MqlTradeRequest &request,
                                    const int retcode,
                                    CSymbol *symbol_obj,
                                    COrder *order)
  {
   //--- Create a new pending request object depending on a request status
   CPendRequest *req_obj=NULL;
   double price=(PositionTypeByOrderType(request.type)==POSITION_TYPE_BUY ? symbol_obj.AskLast() : symbol_obj.BidLast());
   switch(status)
     {
      case PEND_REQ_STATUS_OPEN     : req_obj=new CPendReqOpen(id,price,symbol_obj.Time(),request,retcode);    break;
      case PEND_REQ_STATUS_CLOSE    : req_obj=new CPendReqClose(id,price,symbol_obj.Time(),request,retcode);   break;
      case PEND_REQ_STATUS_SLTP     : req_obj=new CPendReqSLTP(id,price,symbol_obj.Time(),request,retcode);    break;
      case PEND_REQ_STATUS_PLACE    : req_obj=new CPendReqPlace(id,price,symbol_obj.Time(),request,retcode);   break;
      case PEND_REQ_STATUS_REMOVE   : req_obj=new CPendReqRemove(id,price,symbol_obj.Time(),request,retcode);  break;
      case PEND_REQ_STATUS_MODIFY   : req_obj=new CPendReqModify(id,price,symbol_obj.Time(),request,retcode);  break;
      default: req_obj=NULL;
        break;
     }
   if(req_obj==NULL)
     {
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_FAILING_CREATE_PENDING_REQ));
      return false;
     }
   //--- If failed to add the request to the list, display the appropriate message,
   //--- remove the created object and return 'false'
   if(!this.m_list_request.Add(req_obj))
     {
      if(this.m_log_level>LOG_LEVEL_NO_MSG)
         ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_FAILING_CREATE_PENDING_REQ));
      delete req_obj;
      return false;
     }
   //--- Fill in the properties of a successfully created object by the values passed to the method
   req_obj.SetTimeActivate(symbol_obj.Time()+wait);
   req_obj.SetWaitingMSC(wait);
   req_obj.SetCurrentAttempt(0);
   req_obj.SetTotalAttempts(attempts);
   if(order!=NULL)
     {
      req_obj.SetActualVolume(order.Volume());
      req_obj.SetActualPrice(order.PriceOpen());
      req_obj.SetActualStopLimit(order.PriceStopLimit());
      req_obj.SetActualSL(order.StopLoss());
      req_obj.SetActualTP(order.TakeProfit());
      req_obj.SetActualTypeFilling(order.TypeFilling());
      req_obj.SetActualTypeTime(order.TypeTime());
      req_obj.SetActualExpiration(order.TimeExpiration());
     }
   else
     {
      req_obj.SetActualVolume(request.volume);
      req_obj.SetActualPrice(request.price);
      req_obj.SetActualStopLimit(request.stoplimit);
      req_obj.SetActualSL(request.sl);
      req_obj.SetActualTP(request.tp);
      req_obj.SetActualTypeFilling(request.type_filling);
      req_obj.SetActualTypeTime(request.type_time);
      req_obj.SetActualExpiration(request.expiration);
     }
   //--- Display a brief description of a created pending request
   if(this.m_log_level>LOG_LEVEL_NO_MSG)
     {
      ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_CREATED)," #",req_obj.ID(),":");
      req_obj.PrintShort();
     }
   //--- successful
   return true;
  }
//+------------------------------------------------------------------+

在此,我们利用 PositionTypeByOrderType() 订单类型函数返回的持仓类型来定义订单方向。 如果是买单,则采用要价,如果是卖单,则采用出价 在创建延后请求时,需将获得的价格传递给其创建方法

现在,我们仅需实现访问已创建的功能。 在 CEngine 函数库主对象的公开部分,声明创建放置所有订单类型的延后请求的方法

//--- Create a pending request (1) to open Buy and (2) Sell positions
   template<typename SL,typename TP> 
   int                  OpenBuyPending(const double volume,
                                       const string symbol,
                                       const ulong magic=ULONG_MAX,
                                       const SL sl=0,
                                       const TP tp=0,
                                       const uchar group_id1=0,
                                       const uchar group_id2=0,
                                       const string comment=NULL,
                                       const ulong deviation=ULONG_MAX,
                                       const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE);
   template<typename SL,typename TP> 
   int                  OpenSellPending(const double volume,
                                       const string symbol,
                                       const ulong magic=ULONG_MAX,
                                       const SL sl=0,
                                       const TP tp=0,
                                       const uchar group_id1=0,
                                       const uchar group_id2=0,
                                       const string comment=NULL,
                                       const ulong deviation=ULONG_MAX,
                                       const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE);
                                    
//--- Create a pending request to place a (1) BuyLimit, (2) BuyStop and (3) BuyStopLimit order
   template<typename PS,typename SL,typename TP>
   int                  PlaceBuyLimitPending(const double volume,
                                             const string symbol,
                                             const PS price_set,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);
   template<typename PS,typename SL,typename TP>
   int                  PlaceBuyStopPending( const double volume,
                                             const string symbol,
                                             const PS price_set,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);
   template<typename PS,typename PL,typename SL,typename TP>
   int                  PlaceBuyStopLimitPending(const double volume,
                                             const string symbol,
                                             const PS price_stop,
                                             const PL price_limit,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);

//--- Create a pending request to place a (1) SellLimit, (2) SellStop, (3) SellStopLimit order
   template<typename PS,typename SL,typename TP>
   int                  PlaceSellLimitPending(const double volume,
                                             const string symbol,
                                             const PS price_set,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);
   template<typename PS,typename SL,typename TP>
   int                  PlaceSellStopPending(const double volume,
                                             const string symbol,
                                             const PS price_set,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);
   template<typename PS,typename PL,typename SL,typename TP>
   int                  PlaceSellStopLimitPending(const double volume,
                                             const string symbol,
                                             const PS price_stop,
                                             const PL price_limit,
                                             const SL sl=0,
                                             const TP tp=0,
                                             const ulong magic=ULONG_MAX,
                                             const uchar group_id1=0,
                                             const uchar group_id2=0,
                                             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);

//--- Set pending request activation criteria
   bool                 SetNewActivationProperties(const uchar id,
                                                   const ENUM_PEND_REQ_ACTIVATION_SOURCE source,
                                                   const int property,
                                                   const double control_value,
                                                   const ENUM_COMPARER_TYPE comparer_type,
                                                   const double actual_value);

在类主体之外,实现所有这些方法,同时照此方式重命名创建开仓延后请求的方法(我们之前曾这样做过):

//+------------------------------------------------------------------+
//| Create a pending request for opening a Buy position              |
//+------------------------------------------------------------------+
template<typename SL,typename TP> 
int CEngine::OpenBuyPending(const double volume,
                            const string symbol,
                            const ulong magic=ULONG_MAX,
                            const SL sl=0,
                            const TP tp=0,
                            const uchar group_id1=0,
                            const uchar group_id2=0,
                            const string comment=NULL,
                            const ulong deviation=ULONG_MAX,
                            const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   return this.m_trading.CreatePReqPosition(POSITION_TYPE_BUY,volume,symbol,magic,sl,tp,group_id1,group_id2,comment,deviation,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request for opening a Sell position             |
//+------------------------------------------------------------------+
template<typename SL,typename TP> 
int CEngine::OpenSellPending(const double volume,
                            const string symbol,
                            const ulong magic=ULONG_MAX,
                            const SL sl=0,
                            const TP tp=0,
                            const uchar group_id1=0,
                            const uchar group_id2=0,
                            const string comment=NULL,
                            const ulong deviation=ULONG_MAX,
                            const ENUM_ORDER_TYPE_FILLING type_filling=WRONG_VALUE)
  {
   return this.m_trading.CreatePReqPosition(POSITION_TYPE_SELL,volume,symbol,magic,sl,tp,group_id1,group_id2,comment,deviation,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a BuyLimit order               |
//+------------------------------------------------------------------+
template<typename PS,typename SL,typename TP>
int CEngine::PlaceBuyLimitPending(const double volume,
                                  const string symbol,
                                  const PS price_set,
                                  const SL sl=0,
                                  const TP tp=0,
                                  const ulong magic=ULONG_MAX,
                                  const uchar group_id1=0,
                                  const uchar group_id2=0,
                                  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)
  {
   return this.m_trading.CreatePReqOrder(ORDER_TYPE_BUY_LIMIT,volume,symbol,price_set,0,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a BuyStop order                |
//+------------------------------------------------------------------+
template<typename PS,typename SL,typename TP>
int CEngine::PlaceBuyStopPending(const double volume,
                                 const string symbol,
                                 const PS price_set,
                                 const SL sl=0,
                                 const TP tp=0,
                                 const ulong magic=ULONG_MAX,
                                 const uchar group_id1=0,
                                 const uchar group_id2=0,
                                 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)
  {
   return this.m_trading.CreatePReqOrder(ORDER_TYPE_BUY_STOP,volume,symbol,price_set,0,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a BuyStopLimit order           |
//+------------------------------------------------------------------+
template<typename PS,typename PL,typename SL,typename TP>
int CEngine::PlaceBuyStopLimitPending(const double volume,
                                      const string symbol,
                                      const PS price_stop,
                                      const PL price_limit,
                                      const SL sl=0,
                                      const TP tp=0,
                                      const ulong magic=ULONG_MAX,
                                      const uchar group_id1=0,
                                      const uchar group_id2=0,
                                      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)
  {
   return
     (
      #ifdef __MQL4__ WRONG_VALUE #else 
      this.m_trading.CreatePReqOrder(ORDER_TYPE_BUY_STOP_LIMIT,volume,symbol,price_stop,price_limit,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling);
      #endif 
     ); 
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a SellLimit order              |
//+------------------------------------------------------------------+
template<typename PS,typename SL,typename TP>
int CEngine::PlaceSellLimitPending(const double volume,
                                   const string symbol,
                                   const PS price_set,
                                   const SL sl=0,
                                   const TP tp=0,
                                   const ulong magic=ULONG_MAX,
                                   const uchar group_id1=0,
                                   const uchar group_id2=0,
                                   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)
  {
   return this.m_trading.CreatePReqOrder(ORDER_TYPE_SELL_LIMIT,volume,symbol,price_set,0,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a SellStop order               |
//+------------------------------------------------------------------+
template<typename PS,typename SL,typename TP>
int CEngine::PlaceSellStopPending(const double volume,
                                  const string symbol,
                                  const PS price_set,
                                  const SL sl=0,
                                  const TP tp=0,
                                  const ulong magic=ULONG_MAX,
                                  const uchar group_id1=0,
                                  const uchar group_id2=0,
                                  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)
  {
   return this.m_trading.CreatePReqOrder(ORDER_TYPE_SELL_STOP,volume,symbol,price_set,0,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling);
  }
//+------------------------------------------------------------------+
//| Create a pending request to place a SellStopLimit order          |
//+------------------------------------------------------------------+
template<typename PS,typename PL,typename SL,typename TP>
int CEngine::PlaceSellStopLimitPending(const double volume,
                                       const string symbol,
                                       const PS price_stop,
                                       const PL price_limit,
                                       const SL sl=0,
                                       const TP tp=0,
                                       const ulong magic=ULONG_MAX,
                                       const uchar group_id1=0,
                                       const uchar group_id2=0,
                                       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)
  {
   return
     (
      #ifdef __MQL4__ WRONG_VALUE #else 
      this.m_trading.CreatePReqOrder(ORDER_TYPE_SELL_STOP_LIMIT,volume,symbol,price_stop,price_limit,sl,tp,magic,group_id1,group_id2,comment,expiration,type_time,type_filling)
      #endif 
     );
  }
//+------------------------------------------------------------------+

在此,创建下挂单的延后请求的方法调用 CTradingControl 交易策略类的创建延后请求的方法,并返回其结果,该方法从所创建延后请求里接收所需的相应挂单类型。 对于 MQL4,返回 WRONG_VALUE ,至今我们尚未拥有 MQL4 对应的 StopLimit 挂单对象类。

这些就是利用延后交易请求在特定条件下放置挂单所需的全部修改。

测试

为了执行测试,我们利用上一篇文章中的 EA,并将其保存到 \MQL5\Experts\TestDoEasy\Part32\ 之下,命名为 TestDoEasyPart32.mq5

我们仅需添加按钮的状态控制,从而管理触发下挂单按钮之后的相应延后请求激活。 如果下挂单按钮附近的 PT(价格和时间条件)也被按下,则不会立即下订单。 取而代之,会创建一个延后请求。 按指定条件激活它才会导致下挂单。 挂单价位设置则相对于激活延后请求时的价格。

在测试 EA 里处理按下交易面板按钮的函数中,添加两个变量来存储当前交易品种的 Point()和 Digits() 值,以及添加按下交易面板按钮的处理,从而创建放置所有挂单类型的延后请求

//+------------------------------------------------------------------+
//| Handle pressing the buttons                                      |
//+------------------------------------------------------------------+
void PressButtonEvents(const string button_name)
  {
   bool comp_magic=true;   // Temporary variable selecting the composite magic number with random group IDs
   string comment="";
   double point=SymbolInfoDouble(NULL,SYMBOL_POINT);
   int    digits=(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS);
   //--- Convert button name into its string ID
   string button=StringSubstr(button_name,StringLen(prefix));
   //--- Random group 1 and 2 numbers within the range of 0 - 15
   group1=(uchar)Rand();
   group2=(uchar)Rand();
   uint magic=(comp_magic ? engine.SetCompositeMagicNumber(magic_number,group1,group2) : magic_number);
   //--- If the button is pressed
   if(ButtonState(button_name))
     {
      //--- If the BUTT_BUY button is pressed: Open Buy position
      if(button==EnumToString(BUTT_BUY))
        {
         //--- If the pending request creation buttons are not pressed, open Buy 
         if(!pending_buy)
            engine.OpenBuy(lot,Symbol(),magic,stoploss,takeprofit);   // No comment - the default comment is to be set
         //--- Otherwise, create a pending request for opening a Buy position
         else
           {
            int id=engine.OpenBuyPending(lot,Symbol(),magic,stoploss,takeprofit);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY)+"_PRICE"))
                 {
                  double ask=SymbolInfoDouble(NULL,SYMBOL_ASK);
                  double control_value=NormalizeDouble(ask-distance_pending_request*SymbolInfoDouble(NULL,SYMBOL_POINT),(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS));
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_ASK,control_value,EQUAL_OR_LESS,ask);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY)+"_TIME"))
                 {
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
              }
            CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
            if(req_obj==NULL)
               return;
            if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
              {
               ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
               req_obj.PrintActivations();
              }
           }
        }
      //--- If the BUTT_BUY_LIMIT button is pressed: Place BuyLimit
      else if(button==EnumToString(BUTT_BUY_LIMIT))
        {
         //--- If the pending request creation buttons are not pressed, set BuyLimit
         if(!pending_buy_limit)
            engine.PlaceBuyLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyLimit","Pending BuyLimit order"));
         //--- Otherwise, create a pending request to place a BuyLimit order with the placement distance
         //--- and set the conditions depending on active buttons
         else
           {
            double ask=SymbolInfoDouble(NULL,SYMBOL_ASK);
            int id=engine.PlaceBuyLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(ask-distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_ASK,price_act,EQUAL_OR_LESS,ask);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_BUY_STOP button is pressed: Set BuyStop
      else if(button==EnumToString(BUTT_BUY_STOP))
        {
         //--- If the pending request creation buttons are not pressed, set BuyStop
         if(!pending_buy_stop)
            engine.PlaceBuyStop(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyStop","Pending BuyStop order"));
         //--- Otherwise, create a pending request to place a BuyStop order with the placement distance
         //--- and set the conditions depending on active buttons
         else
           {
            double ask=SymbolInfoDouble(NULL,SYMBOL_ASK);
            int id=engine.PlaceBuyStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(ask-distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_ASK,price_act,EQUAL_OR_LESS,ask);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_BUY_STOP_LIMIT button is pressed: Set BuyStopLimit
      else if(button==EnumToString(BUTT_BUY_STOP_LIMIT))
        {
         //--- If the pending request creation buttons are not pressed, set BuyStopLimit
         if(!pending_buy_stoplimit)
            engine.PlaceBuyStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyStopLimit","Pending BuyStopLimit order"));
         //--- Otherwise, create a pending request to place a BuyStopLimit order with the placement distances
         //--- and set the conditions depending on active buttons
         else
           {
            double ask=SymbolInfoDouble(NULL,SYMBOL_ASK);
            int id=engine.PlaceBuyStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(ask-distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_ASK,price_act,EQUAL_OR_LESS,ask);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_SELL button is pressed: Open Sell position
      else if(button==EnumToString(BUTT_SELL))
        {
         //--- If the pending request creation buttons are not pressed, open Sell
         if(!pending_sell)
            engine.OpenSell(lot,Symbol(),magic,stoploss,takeprofit);  // No comment - the default comment is to be set
         //--- Otherwise, create a pending request for opening a Sell position
         else
           {
            int id=engine.OpenSellPending(lot,Symbol(),magic,stoploss,takeprofit);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL)+"_PRICE"))
                 {
                  double bid=SymbolInfoDouble(NULL,SYMBOL_BID);
                  double control_value=NormalizeDouble(bid+distance_pending_request*SymbolInfoDouble(NULL,SYMBOL_POINT),(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS));
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_BID,control_value,EQUAL_OR_MORE,bid);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL)+"_TIME"))
                 {
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
              }
            CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
            if(req_obj==NULL)
               return;
            if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
              {
               ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
               req_obj.PrintActivations();
              }
           }
        }
      //--- If the BUTT_SELL_LIMIT button is pressed: Set SellLimit
      else if(button==EnumToString(BUTT_SELL_LIMIT))
        {
         //--- If the pending request creation buttons are not pressed, set SellLimit
         if(!pending_sell_limit)
            engine.PlaceSellLimit(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellLimit","Pending SellLimit order"));
         //--- Otherwise, create a pending request to place a SellLimit order with the placement distance
         //--- and set the conditions depending on active buttons
         else
           {
            double bid=SymbolInfoDouble(NULL,SYMBOL_BID);
            int id=engine.PlaceSellLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(bid+distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_BID,price_act,EQUAL_OR_MORE,bid);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_SELL_STOP button is pressed: Set SellStop
      else if(button==EnumToString(BUTT_SELL_STOP))
        {
         //--- If the pending request creation buttons are not pressed, set SellStop
         if(!pending_sell_stop)
            engine.PlaceSellStop(lot,Symbol(),distance_pending,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellStop","Pending SellStop order"));
         //--- Otherwise, create a pending request to place a SellStop order with the placement distance
         //--- and set the conditions depending on active buttons
         else
           {
            double bid=SymbolInfoDouble(NULL,SYMBOL_BID);
            int id=engine.PlaceSellStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(bid+distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_BID,price_act,EQUAL_OR_MORE,bid);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_SELL_STOP_LIMIT button is pressed: Set SellStopLimit
      else if(button==EnumToString(BUTT_SELL_STOP_LIMIT))
        {
         //--- If the pending request creation buttons are not pressed, set SellStopLimit
         if(!pending_sell_stoplimit)
            engine.PlaceSellStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic,TextByLanguage("Отложенный SellStopLimit","Pending SellStopLimit order"));
         //--- Otherwise, create a pending request to place a SellStopLimit order with the placement distances
         //--- and set the conditions depending on active buttons
         else
           {
            double bid=SymbolInfoDouble(NULL,SYMBOL_BID);
            int id=engine.PlaceSellStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic);
            if(id>0)
              {
               //--- If the price criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE"))
                 {
                  //--- set the pending request activation price
                  double price_act=NormalizeDouble(bid+distance_pending_request*point,digits);
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_BID,price_act,EQUAL_OR_MORE,bid);
                 }
               //--- If the time criterion is selected
               if(ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME"))
                 {
                  //--- set the pending request activation time
                  ulong control_time=TimeCurrent()+bars_delay_pending_request*PeriodSeconds();
                  engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,control_time,EQUAL_OR_MORE,TimeCurrent());
                 }
               //--- Get a newly created pending request by ID and display the message about adding the conditions to the journal
               CPendRequest *req_obj=engine.GetPendRequestByID((uchar)id);
               if(req_obj==NULL)
                  return;
               if(engine.TradingGetLogLevel(Symbol())>LOG_LEVEL_NO_MSG)
                 {
                  ::Print(CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_ADD_CRITERIONS)," #",req_obj.ID(),":");
                  req_obj.PrintActivations();
                 }
              }
           }
        }
      //--- If the BUTT_CLOSE_BUY button is pressed: Close Buy with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_BUY))
        {
         //--- Get the list of all open positions
         CArrayObj* list=engine.GetListMarketPosition();
         //--- Select only Buy positions from the list and for the current symbol only
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL);
         //--- Sort the list by profit considering commission and swap
         list.Sort(SORT_BY_ORDER_PROFIT_FULL);
         //--- Get the index of the Buy position with the maximum profit
         int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL);
         if(index>WRONG_VALUE)
           {
            //--- Get the Buy position object and close a position by ticket
            COrder* position=list.At(index);
            if(position!=NULL)
               engine.ClosePosition((ulong)position.Ticket());
           }
        }
      //--- If the BUTT_CLOSE_BUY2 button is pressed: Close the half of the Buy with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_BUY2))
        {
         //--- Get the list of all open positions
         CArrayObj* list=engine.GetListMarketPosition();
         //--- Select only Buy positions from the list and for the current symbol only
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL);
         //--- Sort the list by profit considering commission and swap
         list.Sort(SORT_BY_ORDER_PROFIT_FULL);
         //--- Get the index of the Buy position with the maximum profit
         int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL);
         if(index>WRONG_VALUE)
           {
            COrder* position=list.At(index);
            //--- Close the Buy position partially
            if(position!=NULL)
               engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0);
           }
        }
      //--- If the BUTT_CLOSE_BUY_BY_SELL button is pressed: Close Buy with the maximum profit by the opposite Sell with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL))
        {
         //--- In case of a hedging account
         if(engine.IsHedge())
           {
            CArrayObj *list_buy=NULL, *list_sell=NULL;
            //--- Get the list of all open positions
            CArrayObj* list=engine.GetListMarketPosition();
            if(list==NULL)
               return;
            //--- Select only current symbol positions from the list
            list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
            
            //--- Select only Buy positions from the list
            list_buy=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL);
            if(list_buy==NULL)
               return;
            //--- Sort the list by profit considering commission and swap
            list_buy.Sort(SORT_BY_ORDER_PROFIT_FULL);
            //--- Get the index of the Buy position with the maximum profit
            int index_buy=CSelect::FindOrderMax(list_buy,ORDER_PROP_PROFIT_FULL);
            
            //--- Select only Sell positions from the list
            list_sell=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL);
            if(list_sell==NULL)
               return;
            //--- Sort the list by profit considering commission and swap
            list_sell.Sort(SORT_BY_ORDER_PROFIT_FULL);
            //--- Get the index of the Sell position with the maximum profit
            int index_sell=CSelect::FindOrderMax(list_sell,ORDER_PROP_PROFIT_FULL);
            if(index_buy>WRONG_VALUE && index_sell>WRONG_VALUE)
              {
               //--- Select the Buy position with the maximum profit
               COrder* position_buy=list_buy.At(index_buy);
               //--- Select the Sell position with the maximum profit
               COrder* position_sell=list_sell.At(index_sell);
               //--- Close the Buy position by the opposite Sell one
               if(position_buy!=NULL && position_sell!=NULL)
                  engine.ClosePositionBy((ulong)position_buy.Ticket(),(ulong)position_sell.Ticket());
              }
           }
        }
        
      //--- If the BUTT_CLOSE_SELL button is pressed: Close Sell with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_SELL))
        {
         //--- Get the list of all open positions
         CArrayObj* list=engine.GetListMarketPosition();
         //--- Select only Sell positions from the list and for the current symbol only
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL);
         //--- Sort the list by profit considering commission and swap
         list.Sort(SORT_BY_ORDER_PROFIT_FULL);
         //--- Get the index of the Sell position with the maximum profit
         int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL);
         if(index>WRONG_VALUE)
           {
            //--- Get the Sell position object and close a position by ticket
            COrder* position=list.At(index);
            if(position!=NULL)
               engine.ClosePosition((ulong)position.Ticket());
           }
        }
      //--- If the BUTT_CLOSE_SELL2 button is pressed: Close the half of the Sell with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_SELL2))
        {
         //--- Get the list of all open positions
         CArrayObj* list=engine.GetListMarketPosition();
         //--- Select only Sell positions from the list and for the current symbol only
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         list=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL);
         //--- Sort the list by profit considering commission and swap
         list.Sort(SORT_BY_ORDER_PROFIT_FULL);
         //--- Get the index of the Sell position with the maximum profit
         int index=CSelect::FindOrderMax(list,ORDER_PROP_PROFIT_FULL);
         if(index>WRONG_VALUE)
           {
            COrder* position=list.At(index);
            //--- Close the Sell position partially
            if(position!=NULL)
               engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0);
           }
        }
      //--- If the BUTT_CLOSE_SELL_BY_BUY button is pressed: Close Sell with the maximum profit by the opposite Buy with the maximum profit
      else if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY))
        {
         //--- In case of a hedging account
         if(engine.IsHedge())
           {
            CArrayObj *list_buy=NULL, *list_sell=NULL;
            //--- Get the list of all open positions
            CArrayObj* list=engine.GetListMarketPosition();
            if(list==NULL)
               return;
            //--- Select only current symbol positions from the list
            list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
            
            //--- Select only Sell positions from the list
            list_sell=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_SELL,EQUAL);
            if(list_sell==NULL)
               return;
            //--- Sort the list by profit considering commission and swap
            list_sell.Sort(SORT_BY_ORDER_PROFIT_FULL);
            //--- Get the index of the Sell position with the maximum profit
            int index_sell=CSelect::FindOrderMax(list_sell,ORDER_PROP_PROFIT_FULL);
            
            //--- Select only Buy positions from the list
            list_buy=CSelect::ByOrderProperty(list,ORDER_PROP_TYPE,POSITION_TYPE_BUY,EQUAL);
            if(list_buy==NULL)
               return;
            //--- Sort the list by profit considering commission and swap
            list_buy.Sort(SORT_BY_ORDER_PROFIT_FULL);
            //--- Get the index of the Buy position with the maximum profit
            int index_buy=CSelect::FindOrderMax(list_buy,ORDER_PROP_PROFIT_FULL);
            if(index_sell>WRONG_VALUE && index_buy>WRONG_VALUE)
              {
               //--- Select the Sell position with the maximum profit
               COrder* position_sell=list_sell.At(index_sell);
               //--- Select the Buy position with the maximum profit
               COrder* position_buy=list_buy.At(index_buy);
               //--- Close the Sell position by the opposite Buy one
               if(position_sell!=NULL && position_buy!=NULL)
                  engine.ClosePositionBy((ulong)position_sell.Ticket(),(ulong)position_buy.Ticket());
              }
           }
        }
      //--- If the BUTT_CLOSE_ALL is pressed: Close all positions starting with the one with the least profit
      else if(button==EnumToString(BUTT_CLOSE_ALL))
        {
         //--- Get the list of all open positions
         CArrayObj* list=engine.GetListMarketPosition();
         //--- Select only current symbol positions from the list
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         if(list!=NULL)
           {
            //--- Sort the list by profit considering commission and swap
            list.Sort(SORT_BY_ORDER_PROFIT_FULL);
            int total=list.Total();
            //--- In the loop from the position with the least profit
            for(int i=0;i<total;i++)
              {
               COrder* position=list.At(i);
               if(position==NULL)
                  continue;
               //--- close each position by its ticket
               engine.ClosePosition((ulong)position.Ticket());
              }
           }
        }
      //--- If the BUTT_DELETE_PENDING button is pressed: Remove pending orders starting from the oldest one
      else if(button==EnumToString(BUTT_DELETE_PENDING))
        {
         //--- Get the list of all orders
         CArrayObj* list=engine.GetListMarketPendings();
         //--- Select only current symbol orders from the list
         list=CSelect::ByOrderProperty(list,ORDER_PROP_SYMBOL,Symbol(),EQUAL);
         if(list!=NULL)
           {
            //--- Sort the list by placement time
            list.Sort(SORT_BY_ORDER_TIME_OPEN);
            int total=list.Total();
            //--- In a loop from an order with the longest time
            for(int i=total-1;i>=0;i--)
              {
               COrder* order=list.At(i);
               if(order==NULL)
                  continue;
               //--- delete the order by its ticket
               engine.DeleteOrder((ulong)order.Ticket());
              }
           }
        }
      //--- If the BUTT_PROFIT_WITHDRAWAL button is pressed: Withdraw funds from the account
      if(button==EnumToString(BUTT_PROFIT_WITHDRAWAL))
        {
         //--- If the program is launched in the tester
         if(MQLInfoInteger(MQL_TESTER))
           {
            //--- Emulate funds withdrawal
            TesterWithdrawal(withdrawal);
           }
        }
      //--- If the BUTT_SET_STOP_LOSS button is pressed: Place StopLoss to all orders and positions where it is not present
      if(button==EnumToString(BUTT_SET_STOP_LOSS))
        {
         SetStopLoss();
        }
      //--- If the BUTT_SET_TAKE_PROFIT button is pressed: Place TakeProfit to all orders and positions where it is not present
      if(button==EnumToString(BUTT_SET_TAKE_PROFIT))
        {
         SetTakeProfit();
        }
      //--- Wait for 1/10 of a second
      Sleep(100);
      //--- "Unpress" the button (if this is neither a trailing button, nor the buttons enabling pending requests)
      if(button!=EnumToString(BUTT_TRAILING_ALL) && StringFind(button,"_PRICE")<0 && StringFind(button,"_TIME")<0)
         ButtonState(button_name,false);
      //--- If the BUTT_TRAILING_ALL button or the buttons enabling pending requests are pressed
      else
        {
         //--- Set the active button color for the button enabling trailing
         if(button==EnumToString(BUTT_TRAILING_ALL))
           {
            ButtonState(button_name,true);
            trailing_on=true;
           }
         
         //--- Buying
         //--- Set the active button color for the button enabling pending requests for opening Buy by price or time
         if(button==EnumToString(BUTT_BUY)+"_PRICE" || button==EnumToString(BUTT_BUY)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_buy=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing BuyLimit by price or time
         if(button==EnumToString(BUTT_BUY_LIMIT)+"_PRICE" || button==EnumToString(BUTT_BUY_LIMIT)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_buy_limit=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing BuyStop by price or time
         if(button==EnumToString(BUTT_BUY_STOP)+"_PRICE" || button==EnumToString(BUTT_BUY_STOP)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_buy_stop=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing BuyStopLimit by price or time
         if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE" || button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_buy_stoplimit=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing Buy by price or time
         if(button==EnumToString(BUTT_CLOSE_BUY)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_buy=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing 1/2 Buy by price or time
         if(button==EnumToString(BUTT_CLOSE_BUY2)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY2)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_buy2=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing Buy by an opposite Sell by price or time
         if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE" || button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_buy_by_sell=true;
           }
         
         //--- Selling
         //--- Set the active button color for the button enabling pending requests for opening Sell by price or time
         if(button==EnumToString(BUTT_SELL)+"_PRICE" || button==EnumToString(BUTT_SELL)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_sell=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing SellLimit by price or time
         if(button==EnumToString(BUTT_SELL_LIMIT)+"_PRICE" || button==EnumToString(BUTT_SELL_LIMIT)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_sell_limit=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing SellStop by price or time
         if(button==EnumToString(BUTT_SELL_STOP)+"_PRICE" || button==EnumToString(BUTT_SELL_STOP)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_sell_stop=true;
           }
         //--- Set the active button color for the button enabling pending requests for placing SellStopLimit by price or time
         if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE" || button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_sell_stoplimit=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing Sell by price or time
         if(button==EnumToString(BUTT_CLOSE_SELL)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_sell=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing 1/2 Sell by price or time
         if(button==EnumToString(BUTT_CLOSE_SELL2)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL2)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_sell2=true;
           }
         //--- Set the active button color for the button enabling pending requests for closing Sell by an opposite Buy by price or time
         if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE" || button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME")
           {
            ButtonState(button_name,true);
            pending_close_sell_by_buy=true;
           }
        }
      //--- re-draw the chart
      ChartRedraw();
     }
   //--- Return a color for the inactive buttons
   else 
     {
      //--- trailing button
      if(button==EnumToString(BUTT_TRAILING_ALL))
        {
         ButtonState(button_name,false);
         trailing_on=false;
        }
      
      //--- Buying
      //--- the button enabling pending requests for opening Buy by price
      if(button==EnumToString(BUTT_BUY)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY)+"_TIME"));
        }
      //--- the button enabling pending requests for opening Buy by time
      if(button==EnumToString(BUTT_BUY)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing BuyLimit by price
      if(button==EnumToString(BUTT_BUY_LIMIT)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_buy_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_TIME"));
        }
      //--- the button enabling pending requests for placing BuyLimit by time
      if(button==EnumToString(BUTT_BUY_LIMIT)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_buy_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_LIMIT)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing BuyStop by price
      if(button==EnumToString(BUTT_BUY_STOP)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_buy_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_TIME"));
        }
      //--- the button enabling pending requests for placing BuyStop by time
      if(button==EnumToString(BUTT_BUY_STOP)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_buy_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing BuyStopLimit by price
      if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_buy_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME"));
        }
      //--- the button enabling pending requests for placing BuyStopLimit by time
      if(button==EnumToString(BUTT_BUY_STOP_LIMIT)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_buy_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_BUY_STOP_LIMIT)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing Buy by price
      if(button==EnumToString(BUTT_CLOSE_BUY)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY)+"_TIME"));
        }
      //--- the button enabling pending requests for closing Buy by time
      if(button==EnumToString(BUTT_CLOSE_BUY)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing 1/2 Buy by price
      if(button==EnumToString(BUTT_CLOSE_BUY2)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_buy2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY2)+"_TIME"));
        }
      //--- the button enabling pending requests for closing 1/2 Buy by time
      if(button==EnumToString(BUTT_CLOSE_BUY2)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_buy2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY2)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing Buy by an opposite Sell by price
      if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_buy_by_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME"));
        }
      //--- the button enabling pending requests for closing Buy by an opposite Sell by time
      if(button==EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_buy_by_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_BUY_BY_SELL)+"_PRICE"));
        }

      //--- Selling
      //--- the button enabling pending requests for opening Sell by price
      if(button==EnumToString(BUTT_SELL)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL)+"_TIME"));
        }
      //--- the button enabling pending requests for opening Sell by time
      if(button==EnumToString(BUTT_SELL)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing SellLimit by price
      if(button==EnumToString(BUTT_SELL_LIMIT)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_sell_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_TIME"));
        }
      //--- the button enabling pending requests for placing SellLimit by time
      if(button==EnumToString(BUTT_SELL_LIMIT)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_sell_limit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_LIMIT)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing SellStop by price
      if(button==EnumToString(BUTT_SELL_STOP)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_sell_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_TIME"));
        }
      //--- the button enabling pending requests for placing SellStop by time
      if(button==EnumToString(BUTT_SELL_STOP)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_sell_stop=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for placing SellStopLimit by price
      if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_sell_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME"));
        }
      //--- the button enabling pending requests for placing SellStopLimit by time
      if(button==EnumToString(BUTT_SELL_STOP_LIMIT)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_sell_stoplimit=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_SELL_STOP_LIMIT)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing Sell by price
      if(button==EnumToString(BUTT_CLOSE_SELL)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL)+"_TIME"));
        }
      //--- the button enabling pending requests for closing Sell by time
      if(button==EnumToString(BUTT_CLOSE_SELL)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_sell=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing 1/2 Sell by price
      if(button==EnumToString(BUTT_CLOSE_SELL2)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_sell2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL2)+"_TIME"));
        }
      //--- the button enabling pending requests for closing 1/2 Sell by time
      if(button==EnumToString(BUTT_CLOSE_SELL2)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_sell2=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL2)+"_PRICE"));
        }
      
      //--- the button enabling pending requests for closing Sell by an opposite Buy by price
      if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE")
        {
         ButtonState(button_name,false);
         pending_close_sell_by_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME"));
        }
      //--- the button enabling pending requests for closing Sell by an opposite Buy by time
      if(button==EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_TIME")
        {
         ButtonState(button_name,false);
         pending_close_sell_by_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE"));
        }
      //--- re-draw the chart
      ChartRedraw();
     }
  }
//+------------------------------------------------------------------+

按键模块的代码附有详细的注释,故于此无须赘述。 如果您有任何疑问,请随时在评论中提问。

这些就是测试 EA 的所有必要更改。

编译 EA,并在测试器中以可视化模式启动它。
只需启用下挂单的创建延后订单的按钮,即可查看延后请求的执行方式:


首先创建了一个按价格和时间下挂单的延后请求,而其余的延后请求仅按时间创建。 如我们所见,所有延后请求都在它们的激活条件发生时被激活:第一个请求 — 按价格和时间,而随后的请求 — 按激活时间。 因此,一切都按计划进行。

下一步是什么?

在下一篇文章中,我们将继续开发延后交易请求概念,并按条件实施平仓(全部、部分和逆向平仓)。

文后附有当前版本函数库的所有文件,以及测试 EA 文件,供您测试和下载。
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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
第二十八部分 操控延后交易请求 - 平仓、删除和修改
第二十九部分 操控延后交易请求 - 请求对象类
第三十部分 延后交易请求 - 管理请求对象
第三十一部分 延后交易请求 - 在特定条件下开仓

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