Library for MQL5 (MetaTrader) with support for Spark
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Simulation of orders with attached data for research.
Public Member Functions | |
COrderData () | |
~COrderData () | |
bool | order (string symbol, ENUM_TIMEFRAMES period, int variant, bool sell, double openprice, datetime opentime, int takeprofit, int stoploss, int maxbars=0, int deviation=5, COrderDataObject *order=NULL) |
Adds a processing order. More... | |
void | tick (bool now=false) |
Processes the added orders at the beginning of each day. More... | |
int | findBar (COrderDataObject *order, double &profit, ENUM_TIMEFRAMES period, MqlRates &rates[], const int bars) |
Public Attributes | |
bool | enable |
bool | visual |
COrderDataObject * | orders_first |
COrderDataObject * | orders_last |
CStatistic | statistic |
Protected Member Functions | |
virtual bool | deleteOrder (COrderDataObject *order, const bool show, const bool stats) |
Protected Attributes | |
int | lastday |
MqlRates | rt [] |
MqlRates | rtmin [] |
COrderData::COrderData | ( | ) |
COrderData::~COrderData | ( | ) |
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protectedvirtual |
Reimplemented in COrderSql.
int COrderData::findBar | ( | COrderDataObject * | order, |
double & | profit, | ||
ENUM_TIMEFRAMES | period, | ||
MqlRates & | rates[], | ||
const int | bars | ||
) |
[in] | order | |
[out] | profit | +take or -stop points |
[in] | period | |
[in] | rates | |
[in] | bars |
bool COrderData::order | ( | string | symbol, |
ENUM_TIMEFRAMES | period, | ||
int | variant, | ||
bool | sell, | ||
double | openprice, | ||
datetime | opentime, | ||
int | takeprofit, | ||
int | stoploss, | ||
int | maxbars = 0 , |
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int | deviation = 5 , |
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COrderDataObject * | order = NULL |
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) |
Adds a processing order.
For best performance, you need to use one copy of the class for one pair (Symbol + Period).
void COrderData::tick | ( | bool | now = false | ) |
Processes the added orders at the beginning of each day.
now | start processing immediately |
BUG: не учитываются разные символы, периоды
bool COrderData::enable |
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protected |
COrderDataObject* COrderData::orders_first |
COrderDataObject * COrderData::orders_last |
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protected |
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protected |
CStatistic COrderData::statistic |
bool COrderData::visual |