我们继续开发利用延后请求进行交易的函数库功能。 我们已实现了发送开仓和下挂单的条件交易请求。 现在，我们要补充在特定条件下平仓的功能。 我们将实现三种类型的平仓：完整平仓、部分平仓和由逆向仓位平仓。
当我们开发利用延后请求进行交易的函数库功能时，我们逐渐辨别出已完成功能的瓶颈，以及错误和其他缺陷，并着手修复错误的方法或无效的逻辑。
例如，为了确保一个延后请求在激活后被删除，我们要检查该帐户上的最后一个交易事件。 如果延后请求对象中的数据集与最后一个事件匹配，则该请求被视为已完成，并被删除。 事实证明，这种逻辑并非一直正确。 例如，当利用延后请求部分平仓时，若是平仓部分为持仓的最后剩余部分（之前已平仓 0.01 手，而剩余部分也等于 0.01 手），则检查该笔交易关联信息的方法认为该请求已被激活 — 其数据与之前平仓一致。
思考如何控制这种状况，我得出的结论是，比较容易的做法是不跟踪事件的创建时间、相应的交易请求执行时间和其他参数，当确立帐户交易事件已发生时，才去简单地检查最后的交易事件。 幸运的是，我们很早之前就已经实现了，并且我们能够利用事件类的方法返回帐户中存在新事件的标志。 在这种情况下，我们不会将过去的事件与当前的事件混淆 — 仅在新事件确立发生的时刻才会检查（发生之后即刻）。
在抽象延后请求类的 PendRequest.mqh 文件中，即在其构造函数中，添加交易请求结构的初始化（将所有字段设置为零）：
//+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CPendRequest::CPendRequest(const ENUM_PEND_REQ_STATUS status, const uchar id, const double price, const ulong time, const MqlTradeRequest &request, const int retcode) { ::ZeroMemory(this.m_request); 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; } //+------------------------------------------------------------------+
若未将所有结构字段都清零，则有时会创建无效的延后请求类型，因为在创建平仓对象时，如果交易请求结构中 position_by 字段的值非零，则会创建一个由逆向仓位平仓的延后请求对象。 若未初步重置字段，则有时会创建一个由逆向仓位平仓的请求，而非简单地平仓。 不过，这是有道理的，因为我们永远都不应忘记，如果只简单地声明变量而不对其进行初始化，则随后可能会导致不可预测的结果。 当我忘记在类构造函数中初始化交易请求结构时，再次确认了这一事实。
在交易管理类的 PendReqControl.mqh 文件中，即在其公开部分中，声明两个方法 — 为完全或部分平仓、及由逆向仓位平仓创建延后请求的方法：
public: //--- Return itself CTradingControl *GetObject(void) { return &this; } //--- Timer virtual void OnTimer(void); //--- Constructor CTradingControl(); //--- (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); //--- Create a pending request (1) for full and partial position closure, (2) for closing a position by an opposite one int CreatePReqClose(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX); int CreatePReqCloseBy(const ulong ticket,const ulong ticket_by); //--- 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); }; //+------------------------------------------------------------------+
在检查延后请求的关联的方法中，改进部分或由逆向仓位平仓时延后请求对象的处理模块：
//+------------------------------------------------------------------+ //| Checking the pending request relevance | //+------------------------------------------------------------------+ bool CTradingControl::CheckPReqRelevance(CPendRequest *req_obj,const MqlTradeRequest &request,const int index) { //--- If this is a position opening or placing a pending order if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()==0) || req_obj.Action()==TRADE_ACTION_PENDING) { //--- Get the pending request ID uchar id=this.GetPendReqID((uint)request.magic); //--- Get the list of orders/positions containing the order/position with the pending request ID CArrayObj *list=this.m_market.GetList(ORDER_PROP_PEND_REQ_ID,id,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) return false; //--- If the order/position is present, the request is handled: remove it and proceed to the next (leave the method for the external loop) if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); return false; } } //--- Otherwise: full and partial position closure, removing an order, modifying order parameters and position stop orders else { CArrayObj *list=NULL; //--- if this is a position closure, including a closure by an opposite one if((req_obj.Action()==TRADE_ACTION_DEAL && req_obj.Position()>0) || req_obj.Action()==TRADE_ACTION_CLOSE_BY) { //--- Get a position with the necessary ticket from the list of open positions list=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(::CheckPointer(list)==POINTER_INVALID) return false; //--- If the market has no such position, the request is handled: remove it and proceed to the next (leave the method for the external loop) if(list.Total()==0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); return false; } //--- Otherwise, if the position still exists, this is a partial closure else { //--- If there is an event if(this.m_events.IsEvent()) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) return false; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event is a partial closure or there was a partial closure when closing by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL || event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request if(event.TicketFirstOrderPosition()==req_obj.Position()) { //--- Get a position object from the list of market positions CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(list_orders.Total()-1); if(order==NULL) break; //--- Set actual position data to the pending request object this.SetOrderActualProperties(req_obj,order); //--- If (executed request volume + unexecuted request volume) is equal to the requested volume in a pending request - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.GetProperty(PEND_REQ_PROP_MQL_REQ_VOLUME)==event.VolumeOrderExecuted()+event.VolumeOrderCurrent()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); break; } } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one (leave the method for the external loop) if(::CheckPointer(req_obj)==POINTER_INVALID) return false; } } } //--- If this is a modification of position stop orders if(req_obj.Action()==TRADE_ACTION_SLTP) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) return false; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this is a change of the position's stop orders if(event.TypeEvent()>TRADE_EVENT_MODIFY_ORDER_TP) { //--- If a position ticket in a trading event coincides with the ticket in a pending trading request if(event.TicketFirstOrderPosition()==req_obj.Position()) { //--- Get a position object from the list of market positions CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Position(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(list_orders.Total()-1); if(order==NULL) break; //--- Set actual position data to the pending request object this.SetOrderActualProperties(req_obj,order); //--- If all modifications have worked out - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.IsCompleted()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); break; } } } } //--- If a handled pending request object was removed by the trading event list in the loop, move on to the next one (leave the method for the external loop) if(::CheckPointer(req_obj)==POINTER_INVALID) return false; } //--- If this is a pending order removal if(req_obj.Action()==TRADE_ACTION_REMOVE) { //--- Get the list of removed pending orders from the historical list list=this.m_history.GetList(ORDER_PROP_STATUS,ORDER_STATUS_HISTORY_PENDING,EQUAL); if(::CheckPointer(list)==POINTER_INVALID) return false; //--- Leave a single order with the necessary ticket in the list list=CSelect::ByOrderProperty(list,ORDER_PROP_TICKET,req_obj.Order(),EQUAL); //--- If the order is present, the request is handled: remove it and proceed to the next (leave the method for the external loop) if(list.Total()>0) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); return false; } } //--- If this is a pending order modification if(req_obj.Action()==TRADE_ACTION_MODIFY) { //--- Get the list of all account trading events list=this.m_events.GetList(); if(list==NULL) return false; //--- In the loop from the end of the account trading event list int events_total=list.Total(); for(int j=events_total-1; j>WRONG_VALUE; j--) { //--- get the next trading event CEvent *event=list.At(j); if(event==NULL) continue; //--- If this event involves any change of modified pending order parameters if(event.TypeEvent()>TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER && event.TypeEvent()<TRADE_EVENT_MODIFY_POSITION_SL_TP) { //--- If an order ticket in a trading event coincides with the ticket in a pending trading request if(event.TicketOrderEvent()==req_obj.Order()) { //--- Get an order object from the list CArrayObj *list_orders=this.m_market.GetList(ORDER_PROP_TICKET,req_obj.Order(),EQUAL); if(list_orders==NULL || list_orders.Total()==0) break; COrder *order=list_orders.At(0); if(order==NULL) break; //--- Set actual order data to the pending request object this.SetOrderActualProperties(req_obj,order); //--- If all modifications have worked out - //--- the request is handled: remove it and break the loop by the list of account trading events if(req_obj.IsCompleted()) { if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(req_obj.Header(),": ",CMessage::Text(MSG_LIB_TEXT_PEND_REQUEST_EXECUTED)); this.m_list_request.Delete(index); break; } } } } } } //--- Exit if the pending request object has been removed after checking its operation (leave the method for the external loop) return(::CheckPointer(req_obj)==POINTER_INVALID ? false : true); } //+------------------------------------------------------------------+
在此，我们加入已发生帐户事件是否已被设置标志的检查，如此即可始终能够处理最后一个交易事件，且不影响位于帐户交易事件列表里的上一个交易事件。 在这种情况下，新创建的延后请求对象被视为已激活，并随即被删除。 这就是我们要避免的结果。
在类主体之外，编写为完全和部分平仓、和由逆向仓位平仓创建延后请求方法的实现：
//+------------------------------------------------------------------+ //| Create a pending request for closing a position | //+------------------------------------------------------------------+ int CTradingControl::CreatePReqClose(const ulong ticket,const double volume=WRONG_VALUE,const string comment=NULL,const ulong deviation=ULONG_MAX) { //--- 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=ACTION_TYPE_CLOSE; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); //--- If failed to get the symbol object, display the message and return 'false' if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- get a trading object from a symbol object CTradeObj *trade_obj=symbol_obj.GetTradeObj(); if(trade_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj.SetResultRetcode(10021); trade_obj.SetResultComment(CMessage::Text(trade_obj.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- 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 a volume, deviation and a comment to the request structure this.m_request.deviation=(deviation==ULONG_MAX ? trade_obj.GetDeviation() : deviation); this.m_request.comment=(comment==NULL ? trade_obj.GetComment() : comment); this.m_request.volume=(volume==WRONG_VALUE || volume>order.Volume() ? order.Volume() : symbol_obj.NormalizedLot(volume)); //--- Write a magic number, a symbol name, //--- a trading operation type, as well as order type and ticket to the request structure this.m_request.magic=order.Magic(); this.m_request.symbol=symbol_obj.Name(); this.m_request.action=TRADE_ACTION_DEAL; this.m_request.type=order_type; this.m_request.position=ticket; this.m_request.position_by=0; //--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful if(this.CreatePendingRequest(PEND_REQ_STATUS_CLOSE,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,order)) return id; return WRONG_VALUE; } //+--------------------------------------------------------------------+ //| Create a pending request for closing a position by an opposite one | //+--------------------------------------------------------------------+ int CTradingControl::CreatePReqCloseBy(const ulong ticket,const ulong ticket_by) { //--- 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=ACTION_TYPE_CLOSE_BY; //--- Get an order object by ticket COrder *order=this.GetOrderObjByTicket(ticket); if(order==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_ORD_OBJ)); return false; } ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)order.TypeOrder(); //--- Get a symbol object by a position ticket CSymbol *symbol_obj=this.GetSymbolObjByPosition(ticket,DFUN); if(symbol_obj==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_SYM_OBJ)); return false; } //--- trading object of a closed position CTradeObj *trade_obj_pos=this.GetTradeObjByPosition(ticket,DFUN); if(trade_obj_pos==NULL) { this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } if(!this.m_account.IsHedge()) { trade_obj_pos.SetResultRetcode(MSG_ACC_UNABLE_CLOSE_BY); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- check the presence of an opposite position if(!this.CheckPositionAvailablity(ticket_by,DFUN)) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_POSITION_BY_ALREADY_CLOSED); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); return false; } //--- trading object of an opposite position CTradeObj *trade_obj_pos_by=this.GetTradeObjByPosition(ticket_by,DFUN); if(trade_obj_pos_by==NULL) { trade_obj_pos.SetResultRetcode(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_SYS_ERROR_FAILED_GET_TRADE_OBJ)); return false; } //--- If a symbol of a closed position is not equal to an opposite position's one, inform of that and exit if(symbol_obj.Name()!=trade_obj_pos_by.GetSymbol()) { trade_obj_pos.SetResultRetcode(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.m_error_reason_flags=TRADE_REQUEST_ERR_FLAG_INTERNAL_ERR; if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_CLOSE_BY_SYMBOLS_UNEQUAL)); return false; } //--- Update symbol quotes if(!symbol_obj.RefreshRates()) { trade_obj_pos.SetResultRetcode(10021); trade_obj_pos.SetResultComment(CMessage::Text(trade_obj_pos.GetResultRetcode())); this.AddErrorCodeToList(10021); // No quotes to handle the request if(this.m_log_level>LOG_LEVEL_NO_MSG) ::Print(DFUN,CMessage::Text(10021)); return false; } //--- 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 trading operation type, symbol, tickets of two positions, type and volume of a closed position to the request structure this.m_request.action=TRADE_ACTION_CLOSE_BY; this.m_request.symbol=symbol_obj.Name(); this.m_request.position=ticket; this.m_request.position_by=ticket_by; this.m_request.type=order_type; this.m_request.volume=order.Volume(); //--- As a result of creating a pending trading request, return either its ID or -1 if unsuccessful if(this.CreatePendingRequest(PEND_REQ_STATUS_CLOSE,(uchar)id,1,ulong(END_TIME-(ulong)::TimeCurrent()),this.m_request,0,symbol_obj,order)) return id; return WRONG_VALUE; } //+------------------------------------------------------------------+
这些方法与所有先前研究的，为开仓和下挂单创建延后请求的方法相同。 在之前的文章中我们已经研究过它们了。 此外，这些方法的代码已作了足够详细的注释，故于此不再赘述。
在函数库基准交易对象类的 Trading.mqh 文件中，将方法从该类的私密部分移至受保护部分：
private: CArrayInt m_list_errors; // Error list bool m_is_trade_disable; // Flag disabling trading bool m_use_sound; // The flag of using sounds of the object trading events ENUM_ERROR_HANDLING_BEHAVIOR m_err_handling_behavior; // Behavior when handling error //--- Add the error code to the list bool AddErrorCodeToList(const int error_code); //--- Return the symbol object by (1) position, (2) order ticket CSymbol *GetSymbolObjByPosition(const ulong ticket,const string source_method); CSymbol *GetSymbolObjByOrder(const ulong ticket,const string source_method); //--- Return a symbol trading object by (1) position, (2) order ticket, (3) symbol name CTradeObj *GetTradeObjByPosition(const ulong ticket,const string source_method); CTradeObj *GetTradeObjByOrder(const ulong ticket,const string source_method); CTradeObj *GetTradeObjBySymbol(const string symbol,const string source_method); //--- Return an order object by ticket COrder *GetOrderObjByTicket(const ulong ticket); //--- Return the number of (1) all positions, (2) buy, (3) sell positions int PositionsTotalAll(void) const; int PositionsTotalLong(void) const; int PositionsTotalShort(void) const; //--- Return the number of (1) all pending orders, (2) buy, (3) sell pending orders int OrdersTotalAll(void) const; int OrdersTotalLong(void) const; int OrdersTotalShort(void) const; //--- Return the total volume of (1) buy, (2) sell positions double PositionsTotalVolumeLong(void) const; double PositionsTotalVolumeShort(void) const; //--- Return the total volume of (1) buy, (2) sell orders double OrdersTotalVolumeLong(void) const; double OrdersTotalVolumeShort(void) const; //--- Return the order direction by an operation type ENUM_ORDER_TYPE DirectionByActionType(const ENUM_ACTION_TYPE action) const; //--- Check the presence of a (1) position, (2) order by ticket bool CheckPositionAvailablity(const ulong ticket,const string source_method); bool CheckOrderAvailablity(const ulong ticket,const string source_method); //--- Set the desired sound for a trading object
现在，此方法重定位于该类的受保护部分：
//+------------------------------------------------------------------+ //| Trading class | //+------------------------------------------------------------------+ class CTrading : public CBaseObj { protected: CAccount *m_account; // Pointer to the current account object CSymbolsCollection *m_symbols; // Pointer to the symbol collection list CMarketCollection *m_market; // Pointer to the list of the collection of market orders and positions CHistoryCollection *m_history; // Pointer to the list of the collection of historical orders and deals CEventsCollection *m_events; // Pointer to the event collection list CArrayObj m_list_request; // List of pending requests uchar m_total_try; // Number of trading attempts MqlTradeRequest m_request; // Trade request structure ENUM_TRADE_REQUEST_ERR_FLAGS m_error_reason_flags; // Flags of error source in a trading method //--- Add the error code to the list bool AddErrorCodeToList(const int error_code); //--- Look for the first free pending request ID int GetFreeID(void); //--- Return the flag of a market order/position with a pending request ID bool IsPresentOrderByID(const uchar id); //--- Return an order object by ticket COrder *GetOrderObjByTicket(const ulong ticket); //--- Return the symbol object by (1) position, (2) order ticket CSymbol *GetSymbolObjByPosition(const ulong ticket,const string source_method); CSymbol *GetSymbolObjByOrder(const ulong ticket,const string source_method); //--- Return a symbol trading object by (1) position, (2) order ticket, (3) symbol name CTradeObj *GetTradeObjByPosition(const ulong ticket,const string source_method); CTradeObj *GetTradeObjByOrder(const ulong ticket,const string source_method); CTradeObj *GetTradeObjBySymbol(const string symbol,const string source_method); //--- Check the presence of a (1) position, (2) order by ticket bool CheckPositionAvailablity(const ulong ticket,const string source_method); bool CheckOrderAvailablity(const ulong ticket,const string source_method); private:
这些方法由 CTradingControl 子类调用，故应位于受保护部分之中。
在 CEngine 函数库基准对象类中，即在其公开部分，添加返回所有延后请求完整列表的方法：
//--- Return (1) the list of references to resources, (2) resource object index by its description CArrayObj *GetListResource(void) { return this.m_resource.GetList(); } int GetIndexResObjByDescription(const string file_name) { return this.m_resource.GetIndexResObjByDescription(file_name); } //--- Return the list of pending requests CArrayObj *GetListPendingRequests(void) { return this.m_trading.GetListRequests(); } //--- Set the following for the trading classes: //--- (1) correct filling policy, (2) filling policy, //--- (3) correct order expiration type, (4) order expiration type, //--- (5) magic number, (6) comment, (7) slippage, (8) volume, (9) order expiration date, //--- (10) the flag of asynchronous sending of a trading request, (11) logging level, (12) number of trading attempts
该方法调用交易类的 GetListRequests() 方法返回延后请求的列表。
现在，该方法可令我们获取现有延后请求的完整列表，并可利用下面将要开发的搜索和排序方法对其进行排序和搜索。
在该类的公开部分，声明三个创建延后请求的方法：
完整平仓，部分平仓和由逆向仓位平仓：
//--- 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 for closing a position (1) fully, (2) partially, (3) by an opposite one int ClosePositionPending(const ulong ticket,const string comment=NULL,const ulong deviation=ULONG_MAX); int ClosePositionPartiallyPending(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=ULONG_MAX); int ClosePositionByPending(const ulong ticket,const ulong ticket_by); //--- Create a pending request to place a (1) BuyLimit, (2) BuyStop and (3) BuyStopLimit order
在类主体之外实现它们：
//+------------------------------------------------------------------+ //| Create a pending request for closing a position in full | //+------------------------------------------------------------------+ int CEngine::ClosePositionPending(const ulong ticket,const string comment=NULL,const ulong deviation=WRONG_VALUE) { return this.m_trading.CreatePReqClose(ticket,WRONG_VALUE,comment,deviation); } //+------------------------------------------------------------------+ //| Create a pending request for closing a position partially | //+------------------------------------------------------------------+ int CEngine::ClosePositionPartiallyPending(const ulong ticket,const double volume,const string comment=NULL,const ulong deviation=WRONG_VALUE) { return this.m_trading.CreatePReqClose(ticket,volume,comment,deviation); } //+--------------------------------------------------------------------+ //| Create a pending request for closing a position by an opposite one | //+--------------------------------------------------------------------+ int CEngine::ClosePositionByPending(const ulong ticket,const ulong ticket_by) { return this.m_trading.CreatePReqCloseBy(ticket,ticket_by); } //+------------------------------------------------------------------+
这些方法仅调用 CTradingControl 类中创建延后请求的相应方法。
为了创建完整平仓的延后请求，交易管理类的 CreatePReqClose() 方法接收 WRONG_VALUE 作为平仓量，而部分平仓则将平仓量作为输入参数传递给方法。
现在，我们创建在延后请求列表中搜索和排序的方法。
\MQL5\Include\DoEasy\ Services\Select.mqh 文件接收抽象的延后请求对象类。 声明操控延后请求的方法:
//+------------------------------------------------------------------+ //| Select.mqh | //| Copyright 2019, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2019, MetaQuotes Software Corp." #property link "https://mql5.com/ru/users/artmedia70" #property version "1.00" //+------------------------------------------------------------------+ //| Include files | //+------------------------------------------------------------------+ #include <Arrays\ArrayObj.mqh> #include "..\Objects\Orders\Order.mqh" #include "..\Objects\Events\Event.mqh" #include "..\Objects\Accounts\Account.mqh" #include "..\Objects\Symbols\Symbol.mqh" #include "..\Objects\PendRequest\PendRequest.mqh" //+------------------------------------------------------------------+ //| Storage list | //+------------------------------------------------------------------+ CArrayObj ListStorage; // Storage object for storing sorted collection lists //+------------------------------------------------------------------+ //| Class for sorting objects meeting the criterion | //+------------------------------------------------------------------+ class CSelect { private: //--- Method for comparing two values template<typename T> static bool CompareValues(T value1,T value2,ENUM_COMPARER_TYPE mode); public: //+------------------------------------------------------------------+ //| Methods of working with orders | //+------------------------------------------------------------------+ //--- Return the list of orders with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByOrderProperty(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the order index with the maximum value of the order's (1) integer, (2) real and (3) string properties static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property); static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property); static int FindOrderMax(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property); //--- Return the order index with the minimum value of the order's (1) integer, (2) real and (3) string properties static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_INTEGER property); static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_DOUBLE property); static int FindOrderMin(CArrayObj *list_source,ENUM_ORDER_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with events | //+------------------------------------------------------------------+ //--- Return the list of events with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByEventProperty(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the event index with the maximum value of the event's (1) integer, (2) real and (3) string properties static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property); static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property); static int FindEventMax(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property); //--- Return the event index with the minimum value of the event's (1) integer, (2) real and (3) string properties static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_INTEGER property); static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_DOUBLE property); static int FindEventMin(CArrayObj *list_source,ENUM_EVENT_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with accounts | //+------------------------------------------------------------------+ //--- Return the list of accounts with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByAccountProperty(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the event index with the maximum value of the event's (1) integer, (2) real and (3) string properties static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property); static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property); static int FindAccountMax(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property); //--- Return the event index with the minimum value of the event's (1) integer, (2) real and (3) string properties static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_INTEGER property); static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_DOUBLE property); static int FindAccountMin(CArrayObj *list_source,ENUM_ACCOUNT_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with symbols | //+------------------------------------------------------------------+ //--- Return the list of symbols with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *BySymbolProperty(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the symbol index with the maximum value of the order's (1) integer, (2) real and (3) string properties static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property); static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property); static int FindSymbolMax(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property); //--- Return the symbol index with the minimum value of the order's (1) integer, (2) real and (3) string properties static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_INTEGER property); static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_DOUBLE property); static int FindSymbolMin(CArrayObj *list_source,ENUM_SYMBOL_PROP_STRING property); //+------------------------------------------------------------------+ //| Methods of working with pending requests | //+------------------------------------------------------------------+ //--- Return the list of pending requests with one out of (1) integer, (2) real and (3) string properties meeting a specified criterion static CArrayObj *ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode); static CArrayObj *ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode); //--- Return the pending request index with the maximum value of the order's (1) integer, (2) real and (3) string properties static int FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_INTEGER property); static int FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_DOUBLE property); static int FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_STRING property); //--- Return the pending request index with the minimum value of the order's (1) integer, (2) real and (3) string properties static int FindPendReqMin(CArrayObj *list_source,ENUM_PEND_REQ_PROP_INTEGER property); static int FindPendReqMin(CArrayObj *list_source,ENUM_PEND_REQ_PROP_DOUBLE property); static int FindPendReqMin(CArrayObj *list_source,ENUM_PEND_REQ_PROP_STRING property); //--- }; //+------------------------------------------------------------------+
在类主体之外实现在延后请求列表中排序和搜索的方法：
//+------------------------------------------------------------------+ //| Methods of working with lists of pending trading requests | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Return the list of requests with one integer | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_INTEGER property,long value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); int total=list_source.Total(); for(int i=0; i<total; i++) { CPendRequest *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; long obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the list of requests with one real | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_DOUBLE property,double value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); for(int i=0; i<list_source.Total(); i++) { CPendRequest *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; double obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the list of requests with one string | //| property meeting the specified criterion | //+------------------------------------------------------------------+ CArrayObj *CSelect::ByPendReqProperty(CArrayObj *list_source,ENUM_PEND_REQ_PROP_STRING property,string value,ENUM_COMPARER_TYPE mode) { if(list_source==NULL) return NULL; CArrayObj *list=new CArrayObj(); if(list==NULL) return NULL; list.FreeMode(false); ListStorage.Add(list); for(int i=0; i<list_source.Total(); i++) { CPendRequest *obj=list_source.At(i); if(!obj.SupportProperty(property)) continue; string obj_prop=obj.GetProperty(property); if(CompareValues(obj_prop,value,mode)) list.Add(obj); } return list; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the maximum integer property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_INTEGER property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CPendRequest *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); long obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); long obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the maximum real property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_DOUBLE property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CPendRequest *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); double obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); double obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the maximum string property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMax(CArrayObj *list_source,ENUM_PEND_REQ_PROP_STRING property) { if(list_source==NULL) return WRONG_VALUE; int index=0; CPendRequest *max_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); string obj1_prop=obj.GetProperty(property); max_obj=list_source.At(index); string obj2_prop=max_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,MORE)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the minimum integer property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMin(CArrayObj* list_source,ENUM_PEND_REQ_PROP_INTEGER property) { int index=0; CPendRequest *min_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); long obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); long obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the minimum real property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMin(CArrayObj* list_source,ENUM_PEND_REQ_PROP_DOUBLE property) { int index=0; CPendRequest *min_obj=NULL; int total=list_source.Total(); if(total== 0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); double obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); double obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+ //| Return the listed request index | //| with the minimum string property value | //+------------------------------------------------------------------+ int CSelect::FindPendReqMin(CArrayObj* list_source,ENUM_PEND_REQ_PROP_STRING property) { int index=0; CPendRequest *min_obj=NULL; int total=list_source.Total(); if(total==0) return WRONG_VALUE; for(int i=1; i<total; i++) { CPendRequest *obj=list_source.At(i); string obj1_prop=obj.GetProperty(property); min_obj=list_source.At(index); string obj2_prop=min_obj.GetProperty(property); if(CompareValues(obj1_prop,obj2_prop,LESS)) index=i; } return index; } //+------------------------------------------------------------------+
在第三篇文章里，研究按函数库集合进行搜索时曾详细探讨了这些方法。
逻辑上与当前方法唯一的区别是，搜索和排序方法可一并处理对象和 CPendRequest 类的延后请求数据。
这些就是库类的所有修改，在特定条件下利用延后交易请求布置平仓。
为了测试在特定条件下平仓，请用上一篇文章中的 EA，并将其保存在 \MQL5\Experts\TestDoEasy\Part33\ 之下，命名为 TestDoEasyPart33.mq5。
在 EA 的全局变量模块中，我更改了存储按钮状态的变量名称，这些按钮会利用延后请求激活交易模式：
//--- global variables CEngine engine; SDataButt butt_data[TOTAL_BUTT]; string prefix; double lot; double withdrawal=(InpWithdrawal<0.1 ? 0.1 : InpWithdrawal); ushort magic_number; uint stoploss; uint takeprofit; uint distance_pending; uint distance_stoplimit; uint distance_pending_request; uint bars_delay_pending_request; uint slippage; bool trailing_on; bool pending_buy; bool pending_buy_limit; bool pending_buy_stop; bool pending_buy_stoplimit; bool pending_close_buy; bool pending_close_buy2; bool pending_close_buy_by_sell; bool pending_sell; bool pending_sell_limit; bool pending_sell_stop; bool pending_sell_stoplimit; bool pending_close_sell; bool pending_close_sell2; bool pending_close_sell_by_buy; double trailing_stop; double trailing_step; uint trailing_start; uint stoploss_to_modify; uint takeprofit_to_modify; int used_symbols_mode; string used_symbols; string array_used_symbols[]; bool testing; uchar group1; uchar group2; //+------------------------------------------------------------------+
现在这些变量拥有更易读的名称：
//--- global variables CEngine engine; SDataButt butt_data[TOTAL_BUTT]; string prefix; double lot; double withdrawal=(InpWithdrawal<0.1 ? 0.1 : InpWithdrawal); ushort magic_number; uint stoploss; uint takeprofit; uint distance_pending; uint distance_stoplimit; uint distance_pending_request; uint bars_delay_pending_request; uint slippage; bool trailing_on; bool pressed_pending_buy; bool pressed_pending_buy_limit; bool pressed_pending_buy_stop; bool pressed_pending_buy_stoplimit; bool pressed_pending_close_buy; bool pressed_pending_close_buy2; bool pressed_pending_close_buy_by_sell; bool pressed_pending_sell; bool pressed_pending_sell_limit; bool pressed_pending_sell_stop; bool pressed_pending_sell_stoplimit; bool pressed_pending_close_sell; bool pressed_pending_close_sell2; bool pressed_pending_close_sell_by_buy; double trailing_stop; double trailing_step; uint trailing_start; uint stoploss_to_modify; uint takeprofit_to_modify; int used_symbols_mode; string used_symbols; string array_used_symbols[]; bool testing; uchar group1; uchar group2; //+------------------------------------------------------------------+
我用 Ctrl+H 在整个文本中搜索 “pending_”，并将其替换为 “pressed_pending_”，从而在整个 EA 代码中为所有这些变量重新命名。
PressButtonEvents() 函数处理 EA 按钮的按下动作，与在新创建的延后交易请求对象里设置激活条件的代码块相似：
//--- 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)) {
为了减少代码量，将所有重复的代码块归集到一个单独的函数中是合理的，该函数接收的参数可设置延后请求对象的激活条件。
我们实现函数如下：
//+------------------------------------------------------------------+ //| Set pending request activation conditions | //+------------------------------------------------------------------+ void SetPReqCriterion(const uchar id,const double price_activation,const ulong time_activation,ENUM_BUTTONS button,ENUM_COMPARER_TYPE comp_type,const double price_curr,const datetime time_curr) { double point=SymbolInfoDouble(NULL,SYMBOL_POINT); int digits=(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS); //--- If the price criterion is selected if(ButtonState(prefix+EnumToString(button)+"_PRICE")) { //--- set the pending request activation price engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_BID,price_activation,comp_type,price_curr); } //--- If the time criterion is selected if(ButtonState(prefix+EnumToString(button)+"_TIME")) { //--- set the pending request activation time engine.SetNewActivationProperties((uchar)id,PEND_REQ_ACTIVATION_SOURCE_SYMBOL,PEND_REQ_ACTIVATE_BY_SYMBOL_TIME,time_activation,EQUAL_OR_MORE,time_curr); } //--- 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),", ID #",req_obj.ID(),":"); req_obj.PrintActivations(); } } //+------------------------------------------------------------------+
该函数接收新的延后请求对象 ID，请求价格和激活时间，按下的按钮名称常量，比较类型，以及当前价格和时间。
取决于所按下的按钮名称，为其设置请求对象激活条件，并在日志中出示一条消息，通告正在为延后请求添加激活条件。
现在，在 PressButtonEvents() 函数中，以调用新函数替换上述相同类型的代码模块，从而设置延后请求激活条件，以及改进按下平仓按钮的操作：
//+------------------------------------------------------------------+ //| 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(!pressed_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) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- 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(!pressed_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 { int id=engine.PlaceBuyLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_LIMIT,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- 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(!pressed_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 { int id=engine.PlaceBuyStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_STOP,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- 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(!pressed_pending_buy_stoplimit) engine.PlaceBuyStopLimit(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic,TextByLanguage("Отложенный BuyStopLimit","Pending order BuyStopLimit")); //--- Otherwise, create a pending request to place a BuyStopLimit order with the placement distances //--- and set the conditions depending on active buttons else { int id=engine.PlaceBuyStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_BUY_STOP_LIMIT,EQUAL_OR_LESS,ask,TimeCurrent()); } } } //--- 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(!pressed_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) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- 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(!pressed_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 { int id=engine.PlaceSellLimitPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_LIMIT,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- 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(!pressed_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 { int id=engine.PlaceSellStopPending(lot,Symbol(),distance_pending,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_STOP,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- 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(!pressed_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 { int id=engine.PlaceSellStopLimitPending(lot,Symbol(),distance_pending,distance_stoplimit,stoploss,takeprofit,magic); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_SELL_STOP_LIMIT,EQUAL_OR_MORE,bid,TimeCurrent()); } } } //--- 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) { //--- If the pending request creation buttons are not pressed, close a position if(!pressed_pending_close_buy) engine.ClosePosition((ulong)position.Ticket()); //--- Otherwise, create a pending request for closing a position by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPending(position.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } //--- 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) { //--- Get the Buy position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position by ticket if(!pressed_pending_close_buy2) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- Otherwise, create a pending request for closing a position partially by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPartiallyPending(position.Ticket(),position.Volume()/2.0); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY2,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } //--- 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); if(position_buy!=NULL && position_sell!=NULL) { //--- If the pending request creation buttons are not pressed, close positions by ticket if(!pressed_pending_close_buy_by_sell) engine.ClosePositionBy((ulong)position_buy.Ticket(),(ulong)position_sell.Ticket()); //--- Otherwise, create a pending request for closing a Buy position by an opposite Sell one //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionByPending(position_buy.Ticket(),position_sell.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double bid=SymbolInfoDouble(NULL,SYMBOL_BID); double price_activation=NormalizeDouble(bid+distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_BUY_BY_SELL,EQUAL_OR_MORE,bid,TimeCurrent()); } } } } } } //--- 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) { //--- If the pending request creation buttons are not pressed, close a position if(!pressed_pending_close_sell) engine.ClosePosition((ulong)position.Ticket()); //--- Otherwise, create a pending request for closing a position by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPending(position.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } //--- 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) { //--- Get the Sell position object and close a position by ticket COrder* position=list.At(index); if(position!=NULL) { //--- If the pending request creation buttons are not pressed, close a position by ticket if(!pressed_pending_close_sell2) engine.ClosePositionPartially((ulong)position.Ticket(),position.Volume()/2.0); //--- Otherwise, create a pending request for closing a position partially by ticket //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionPartiallyPending(position.Ticket(),position.Volume()/2.0); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL2,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } //--- 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); if(position_sell!=NULL && position_buy!=NULL) { //--- If the pending request creation buttons are not pressed, close positions by ticket if(!pressed_pending_close_sell_by_buy) engine.ClosePositionBy((ulong)position_sell.Ticket(),(ulong)position_buy.Ticket()); //--- Otherwise, create a pending request for closing a Sell position by an opposite Buy one //--- and set the conditions depending on active buttons else { int id=engine.ClosePositionByPending(position_sell.Ticket(),position_buy.Ticket()); if(id>0) { //--- set the pending request activation price and time, as well as set activation parameters double ask=SymbolInfoDouble(NULL,SYMBOL_ASK); double price_activation=NormalizeDouble(ask-distance_pending_request*point,digits); ulong time_activation=TimeCurrent()+bars_delay_pending_request*PeriodSeconds(); SetPReqCriterion((uchar)id,price_activation,time_activation,BUTT_CLOSE_SELL_BY_BUY,EQUAL_OR_LESS,ask,TimeCurrent()); } } } } } } //--- 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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_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); pressed_pending_close_sell_by_buy=(ButtonState(button_name) | ButtonState(prefix+EnumToString(BUTT_CLOSE_SELL_BY_BUY)+"_PRICE")); } //--- re-draw the chart ChartRedraw(); } } //+------------------------------------------------------------------+
所有被替换的代码块，以及新添加的代码块均已详细注释，无需进一步解释。
如果您有任何疑问，请随时在评论中提问。
我们编译 EA，并测试利用延后请求执行各类平仓（部分、全部和由逆向仓位）。 为此，请在可视测试器中启动 EA，并执行以下操作：
如我们所见，所有请求均根据给定条件进行处理，并在激活后被删除。
在下一篇文章中，我们将继续开发延后交易请求概念，并实现删除挂单，以及在特定条件下修改订单和持仓。
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。
请在评论中留下您的问题、意见和建议。
返回目录
系列中的前几篇文章：
第一部分 概念，数据管理
第二部分 历史订单和成交集合
第三部分 在场订单和持仓集合，安排搜索
第四部分 交易事件， 概念
第五部分 交易事件类和集合。 将事件发送至程序
第六部分 净持帐户事件
第七部分 StopLimit 挂单激活事件，为订单和持仓修改事件准备功能
第八部分 订单和持仓修改事件
第九部分 与 MQL4 的兼容性 — 准备数据
第十部分 与 MQL4 的兼容性 - 开仓和激活挂单事件
第十一部分 与 MQL4 的兼容性 - 平仓事件
第十二部分 帐户对象类和帐户对象集合
第十三部分 账户对象事件
第十四部分 品种对象
第十五部份 品种对象集合
第十六部分 品种集合事件
第十七部分 函数库对象之间的交互
第十八部分 帐户与任意其他函数库对象的交互
第十九部分 函数库消息类
第二十部分 创建和存储程序资源
第二十一部分 交易类 - 基准跨平台交易对象
第二十二部分 交易类 - 基准交易类，限制验证
第二十三部分 交易类 - 基准交易类，有效参数验证
第二十四部分 交易类 - 基准交易类，无效参数的自动纠正
第二十五部分 交易类 - 基准交易类，处理交易服务器返回的错误
第二十六部分 操控延后交易请求 - 首次实现（开仓）
第二十七部分 操控延后交易请求 - 下挂单
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
第三十二部分 延后交易请求 - 在特定条件下放置挂单
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