Workaround for closing order conditions after orders are loaded from …

…active pool (GH-705)
EA31337 · Apr 27, 2024 · e4d95af · e4d95af
1 parent 35c5822
commit e4d95af
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Showing 3 changed files with 61 additions and 3 deletions.
diff --git a/EA.mqh b/EA.mqh
@@ -765,8 +765,21 @@ class EA {
    * Loads existing trades for the given strategy.
    */
   bool StrategyLoadTrades(Strategy *_strat) {
+    bool _result = true;
     Trade *_trade = trade.GetByKey(_Symbol);
-    return _trade.OrdersLoadByMagic(_strat.Get<long>(STRAT_PARAM_ID));
+    // Load active trades.
+    _result &= _trade.OrdersLoadByMagic(_strat.Get<long>(STRAT_PARAM_ID));
+    // Load strategy-specific order parameters (e.g. conditions).
+    // This is a temporary workaround for GH-705.
+    // @todo: To move to Strategy class.
+    Ref<Order> _order;
+    for (DictStructIterator<long, Ref<Order>> iter = _trade.GetOrdersActive().Begin(); iter.IsValid(); ++iter) {
+      _order = iter.Value();
+      if (_order.IsSet() && _order.Ptr().IsOpen()) {
+        _strat.OnOrderLoad(_order.Ptr());
+      }
+    }
+    return _result;
   }
 
   /* Trade methods */

diff --git a/Strategy.mqh b/Strategy.mqh
@@ -865,6 +865,51 @@ class Strategy : public Object {
   virtual void OnInit() {
     SetStops(GetPointer(this), GetPointer(this));
     // trade.SetStrategy(&this); // @fixme
+    // Sets strategy's trade spread limit.
+    trade.Set<float>(TRADE_PARAM_MAX_SPREAD, sparams.Get<float>(STRAT_PARAM_MAX_SPREAD));
+    // Load active trades.
+    if (Get<long>(STRAT_PARAM_ID) > 0) {
+      trade.OrdersLoadByMagic(Get<long>(STRAT_PARAM_ID));
+    }
+    Ref<Order> _order;
+    for (DictStructIterator<long, Ref<Order>> iter = trade.GetOrdersActive().Begin(); iter.IsValid(); ++iter) {
+      _order = iter.Value();
+      if (_order.IsSet() && _order.Ptr().IsOpen()) {
+        Strategy::OnOrderLoad(_order.Ptr());
+      }
+    }
+  }
+
+  /**
+   * Event on strategy's order load.
+   *
+   * @param
+   *   _oparams Order parameters to update.
+   */
+  virtual void OnOrderLoad(Order *_order) {
+    int _index = 0;
+    ENUM_TIMEFRAMES _stf = Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF);
+    unsigned int _stf_secs = ChartTf::TfToSeconds(_stf);
+    if (sparams.order_close_time != 0) {
+      long _close_time_arg = sparams.order_close_time > 0 ? sparams.order_close_time * 60
+                                                          : (int)round(-sparams.order_close_time * _stf_secs);
+      _order.Set(ORDER_PARAM_COND_CLOSE, ORDER_COND_LIFETIME_GT_ARG, _index);
+      _order.Set(ORDER_PARAM_COND_CLOSE_ARG_VALUE, _close_time_arg, _index);
+      _index++;
+    }
+    if (sparams.order_close_loss != 0.0f) {
+      float _loss_limit = sparams.order_close_loss;
+      _order.Set(ORDER_PARAM_COND_CLOSE, ORDER_COND_IN_LOSS, _index);
+      _order.Set(ORDER_PARAM_COND_CLOSE_ARG_VALUE, _loss_limit, _index);
+      _index++;
+    }
+    if (sparams.order_close_profit != 0.0f) {
+      float _profit_limit = sparams.order_close_profit;
+      _order.Set(ORDER_PARAM_COND_CLOSE, ORDER_COND_IN_PROFIT, _index);
+      _order.Set(ORDER_PARAM_COND_CLOSE_ARG_VALUE, _profit_limit, _index);
+      _index++;
+    }
+    _order.Set(ORDER_PARAM_UPDATE_FREQ, _stf_secs);
   }
 
   /**

diff --git a/Trade.mqh b/Trade.mqh
@@ -845,8 +845,8 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
           OrderMoveToHistory(_order.Ptr());
           order_last = _order;
         } else {
-          logger.AddLastError(__FUNCTION_LINE__, _order.Ptr().Get<ulong>(ORDER_PROP_LAST_ERROR));
-          return -1;
+          logger.AddLastError(__FUNCTION_LINE__, _order.Ptr().Get<unsigned long>(ORDER_PROP_LAST_ERROR));
+          continue;
         }
       } else {
         OrderMoveToHistory(_order.Ptr());