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RsiBot.mq4
1 811 строк
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Sergey Tkachenko
Сборка 9. * Добавлено сохранение флага остановки после прибыли в глобальную переменную и загрузка его оттуда при запуске.
10 июл 2025, 14:45
10 июл 2025, 14:45
8622cb7
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�� / / ><5@ A1>@:8 >A=>2=>3> D09;0 @>1>B0 R s i B o t : # d e f i n e V E R _ B U I L D 9 / / !8<2>;K, >1>7=0G0NI85 @>1>B0 2 :><<5=B0@8OE : >@45@0< 8 =0 3@0D8:5: # d e f i n e B O T _ S Y M B O L S " R S " / * - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + R s i B o t C o p y r i g h t 2 0 1 5 - 2 0 2 5 , S e r g e y T k a c h e n k o h t t p s : / / t . m e / C a n S e e T h e P a i n / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - * / # p r o p e r t y c o p y r i g h t " C o p y r i g h t 2 0 1 5 - 2 0 2 5 , S e r g e y T k a c h e n k o " # p r o p e r t y l i n k " h t t p s : / / t . m e / C a n S e e T h e P a i n " # p r o p e r t y s t r i c t / / :;NG5=85 :>=AB0=B >H81>:. # i n c l u d e < s t d e r r o r . m q h > / / :;NG5=85 AB0=40@B=KE DC=:F89. # i n c l u d e < s t d l i b . m q h > / / @5<O >6840=8O ?5@54 ?5@570?CA:>< ?> C<>;G0=8N ( 2 <8=. - 1 2 0 A5:. ) : # d e f i n e D E F _ W A I T _ R E S T A R T 1 2 0 / / >=AB0=B0 A 2@5<5=5< >6840=8O ?>A;5 C40;5=8O >B;>65==>3> >@45@0: # d e f i n e W A I T _ A F T E R _ D E L E T E 3 0 0 0 / / $C=:F88, >?@545;O5<K5 2 :>45 @>1>B0. / / $;038 @50;L=KE 8 28@BC0;L=KE >@45@>2 4;O 70?8A8 40==KE 2 . # d e f i n e V I R T _ N O 0 # d e f i n e V I R T _ Y E S 1 / / E>4=K5 ?0@0<5B@K. / / " 038G5A:>5 G8A;>" @>1>B0 - =C6=> 4;O 845=B8D8:0F88 / / @>1>B>< A2>8E >@45@>2. @8 >4=>2@5<5==>< 70?CA:5 =5A:>;L:8E / / @>1>B>2 <038G5A:85 G8A;0 C =8E 4>;6=K 1KBL @07=K<8, GB>1K / / @>1>BK =5 ?CB0;8 A2>8 >@45@K A GC68<8 8 =5 <5H0;8 4@C3 4@C3C: i n p u t i n t M a g i c N u m b e r = 1 ; / / =0G5=85 T a k e P r o f i t 2 ?C=:B0E: i n p u t i n t T a k e P r o f i t = 3 0 0 ; / / =0G5=85 S t o p L o s s 2 ?C=:B0E: i n p u t i n t S t o p L o s s = 2 5 0 ; / / 5@5:;NG0B5;L >AB0=>2:8 @>1>B0 ?>A;5 ?>;CG5=8O ?@81K;8: i n p u t b o o l S t o p A f t e r P r o f i t = f a l s e ; / / AB0=>2:0 ?>A;5 ?@81K;8 / / 5@5:;NG0B5;L 8A?>;L7>20=8O 3;>10;L=>3> D;030 @50;L=>9 B>@3>2;8. / / ;>10;L=K9 D;03 @50;L=>9 B>@3>2;8 ?>72>;O5B 2KE>48BL 2 @50;L=CN / / B>@3>2;N B>;L:> >4=><C @>1>BC =0 >4=>< B5@<8=0;5, 5A;8 >= 2:;NG5=. / / A;8 >= 2K:;NG5= - @>1>B =5 >1@0I05B 2=8<0=8O =0 4@C38E @>1>B>2 / / 8 =0G8=05B @50;L=CN B>@3>2;N =57028A8<> >B B>3>, 70=8<0NBAO 59 C65 / / 4@C385 @>1>BK 8;8 =5B: i n p u t b o o l U s e R e a l W o r k F l a g = t r u e ; / / >;8G5AB2> 28@BC0;L=KE ?@>83@KH59, ?>A;5 :>B>@KE @>1>B ?5@5E>48B / / : @50;L=>9 B>@3>2;5. A;8 @02=> 0 - @>1>B A@07C =0G8=05B / / @50;L=CN B>@3>2;N: i n p u t i n t V i r t u a l L o s s e s = 7 ; / / 8@BC0;L=K5 H038 / / $;03 G5@54>20=8O >@45@>2 4;O @50;L=>9 B>@3>2;8: i n p u t b o o l T r e n d O p p o s i t e = f a l s e ; / / 3@0=8G5=85 ?> <0:A8<0;L=><C H03C: i n p u t i n t M a x S t e p = - 1 ; / / 5@8>4 R S I : i n p u t i n t R s i P e r i o d = 1 4 ; / / 5@E=OO 3@0=8F0 R S I : i n p u t i n t R s i U p p e r B o u n d = 7 0 ; / / 86=OO 3@0=8F0 R S I : i n p u t i n t R s i L o w e r B o u n d = 3 0 ; / / 5;LB0 2=CB@5==8E 3@0=8F R S I . / / >A;5 B>3>, :0: 8=48:0B>@ R s i ?>:065B =C6=K5 7=0G5=8O ( >:065BAO =865 R s i L o w e r B o u n d / / 8;8 2KH5 R s i U p p e r B o u n d ) 8 @>1>B 7094QB =0 @K=>:, 4;O A;54CNI53> / / 2E>40 >= 4>;65= 640BL, ?>:0 8=48:0B>@ =5 25@=QBAO =0704, B. 5. =5 / / >:065BAO <564C 3@0=8F R s i L o w e r B o u n d + R s i I n n e r B o u n d s 8 / / R s i U p p e r B o u n d - R s i I n n e r B o u n d s . >A;5 B>3>, :0: 8=48:0B>@ >:065BAO <564C / / MB8E 3@0=8F, 0 ?>B>< A=>20 2K945B 70 R s i L o w e r B o u n d 8;8 R s i U p p e r B o u n d - / / @>1>B A<>65B 2>9B8 =0 @K=>:. i n p u t i n t R s i I n n e r B o u n d s = 5 ; / / $;03 @072>@>B0 =0?@02;5=8O ?>78F88 ?>A;5 ! ?@8 A83=0;5 B>3> 65 =0?@02;5=8O. / / A;8 >@45@ 70:@K;AO ?> !, 0 70B5< ?> A83=0;C 8=48:0B>@0 =04> >B:@KBL >@45@ B>3> / / 65 =0?@02;5=8O ( =0?@8<5@, ?@54K4CI89 >@45@K 1K; B U Y , >= 70:@K;AO ?> !, 8 ?>A;5 MB>3> / / 8=48:0B>@ A=>20 ?>:07K205B B U Y ) , 8 ?0@0<5B@ @025= t r u e - 2<5AB> >@45@0 B>3> 65 =0?@02;5=8O / / 1C45B >B:@KB >@45@ ?@>B82>?>;>6=>3> =0?@02;5=8O ( B. 5. 2 ?@8<5@5 2<5AB> B U Y 1C45B S E L L ) . / / @8 70:@KB88 ?> " , 8;8 ?@8 C:070=88 8=48:0B>@>< ?@>B82>?>;>6=>3> =0?@02;5=8O ?>A;5 ! / / MB>B ?0@0<5B@ =0 @01>BC =5 2;8O5B. i n p u t b o o l S l R e v e r s e = f a l s e ; / / $;03 ?@>25@:8 S W A P ?> :><<5=B0@8N: i n p u t b o o l S w a p B y C o m m e n t = t r u e ; / / 0G0;L=K9 ;>B: i n p u t d o u b l e S t a r t L o t = 0 . 0 1 ; / / 0:A8<0;L=> 4>?CAB8<>5 :>;8G5AB2> 2E>4>2 2 45=L: i n p u t i n t D a i l y E n t e r s = 2 ; / / $;03 A1@>A0 :>;8G5AB20 2E>4>2 ?>A;5 " : i n p u t b o o l T p R e s e t E n t e r s = t r u e ; / / =0G5=85 s l i p p a g e 2 ?C=:B0E: i n t O p e n S l i p p a g e = 3 ; / / $;03 2:;NG5=8O @01>BK A : i n p u t b o o l E n a b l e D b = t r u e ; / / !B@>:0 ?>4:;NG5=8O : : e x t e r n s t r i n g C o n n e c t i o n S t r i n g = " D a t a S o u r c e = l o c a l h o s t ; I n i t i a l C a t a l o g = M q l T o S q l T e s t ; I n t e g r a t e d S e c u r i t y = T r u e ; P o o l i n g = F a l s e " ; / / =0G5=85 A?@540, ?@8 :>B>@>< @>1>B 1C45B >AB0=>2;5=. i n p u t i n t S t o p S p r e a d = 2 5 6 ; / / @5<O ( 2 <8=CB0E) :>=B@>;O A?@540 8 @57:>3> 42865=8O F5=. / / @8 >1=0@C65=88 ?@52KH5=8O A?@540 8 >AB0=>2:5 @>1>B0 =0G8=05BAO :>=B@>;L / / 2>72@0B0 A?@540 8;8 F5=K : =>@<0;L=K< 7=0G5=8O<. A;CG05, 5A;8 A?@54 =5 ?@52KA8B / / C:070==>5 7=0G5=85 ( S t o p S p r e a d ) 2 B5G5=85 C:070==>3> 2@5<5=8 ( S p r e a d R e t u r n T i m e ) / / - @>1>B 4>;65= 25@=CBLAO : =>@<0;L=>9 @01>B5. i n p u t i n t S p r e a d R e t u r n T i m e = 3 2 ; / / >78F8O, =0G8=0O A :>B>@>9 2 :><<5=B0@88 : >@45@C =04> =0G8=0BL 8A:0BL / / ?@8G8=C 70:@KB8O. >A:>;L:C :><<5=B0@89 : >@45@C =0G8=05BAO B0:: / / S t r i n g C o n c a t e n a t e ( " M a g " , M a g i c N u m b e r , " , R S , s t : " ) ; / / " M a g " - 4 ( A8<2>;K A 0 ?> 3 ) , + M a g i c N u m b e r - ( 1 , 8B>3> 5 ) , / / + " , R S , s t : " ( 1 0 , 8B>3> 1 5 ) , + =><5@ H030 ( 1 , 8B>3> 1 6 ) , / / + " [ " , ?>A:>;L:C 8A:0BL 1C45< " s w a p " 157 A:>1>: ( 1 , 8B>3> 1 7 ) . / / B>3> 8A:0BL 8<55B A<KA; =0G8=0O A 1 8 ?>78F88: # d e f i n e O R D _ C L O S E _ C O M _ P O S 1 8 / / R e q u i r e d M q l T o S q l h e a d e r f i l e v e r s i o n : # d e f i n e M Q L T O S Q L _ R E Q U I R E D _ M Q H 1 1 / / R e q u i r e d M q l T o S q l h e a d e r f i l e v e r s i o n : # d e f i n e M Q L T O S Q L _ R E Q U I R E D _ D L L 1 1 / / 45=B8D8:0B>@ @>1>B0 4;O 70?8A8 A>>1I5=89 2 : # d e f i n e D B _ R O B O T _ I D 1 3 / / I n c l u d i n g t h e M q l T o S q l h e a d e r f i l e : # i n c l u d e " M q l T o S q l . m q h " / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / =CB@5==85 ?5@5<5==K5. / / $;03 ?>;=>9 >AB0=>2:8 @>1>B0: b o o l b F u l l S t o p ; / / $;03 28@BC0;L=>9 B>@3>2;8: b o o l b V i r t u a l T r a d e ; / / $;03 =0;8G8O 0:B82=>3> >@45@0: b o o l b A c t i v e ; / / "8:5B 0:B82=>3> >@45@0: i n t i T i c A c t i v e ; / / "5:CI89 H03: i n t i C u r r e n t S t e p ; / / 07<5@ ;>B0, 8A?>;L7C5<>3> ?> 40==>9 20;NB5: d o u b l e d b L o t S i z e ; / / KG8A;O5<K9 <0:A8<0;L=K9 H03: i n t i M a x S t e p ; / / 5@5<5==K5 4;O 2KG8A;5=8O CA;>289 2E>40 =0 @K=>:. / / $;03 C65 ?@>872>482H53>AO 2E>40 =0 @K=>:. 5@54 B5<, :0: / / @>1>B 7094QB =0 @K=>:, >= 4>;65= 640BL, ?>:0 8=48:0B>@ =5 / / >:065BAO <564C 3@0=8F R s i L o w e r B o u n d + R s i I n n e r B o u n d s 8 / / R s i U p p e r B o u n d - R s i I n n e r B o u n d s . >A;5 B>3>, :0: 8=48:0B>@ >:065BAO <564C / / MB8E 3@0=8F, 0 ?>B>< 2K945B 70 R s i L o w e r B o u n d 8;8 R s i U p p e r B o u n d - / / @>1>B A<>65B 2>9B8 =0 @K=>:. $;03 ?>:07K205B, GB> @>1>B C65 2E>48; / / =0 @K=>: 8 B5?5@L 4>;65= >6840BL 2>72@0B0 8=48:0B>@0 2 C:070==K5 3@0=8FK: b o o l b R s i A w a i t i n g R e t u r n = t r u e ; / / >;8G5AB2> 10@>2 =0 <><5=B ?>A;54=59 ?@>25@:8. >A:>;L:C D>@<8@CNI89AO 10@ / / <K =5 ?@>25@O5< - B> ?5@5AG8BK20BL 8=48:0B>@, ?>:0 =5 ?>O28BAO =>2K9 10@, / / =5B =8:0:>3> A<KA;0. >MB><C 2 MB>9 ?5@5<5==>9 1C45< 70?><8=0BL, A:>;L:> / / 10@>2 1K;>, :>340 7=0G5=85 8=48:0B>@0 2KG8A;O;>AL 2 ?>A;54=89 @07. / / ?5@5AG8BK20BL 8=48:0B>@ 1C45< B>;L:> B>340, :>340 :>;8G5AB2> 10@>2 / / ?><5=O5BAO: i n t i C h e c k e d B a r s C o u n t ; / / >;8G5AB2> 2E>4>2 =0 @K=>: 70 A53>4=O: i n t i T o d a y E n t e r s = 0 ; / / 5=L, =0 :>B>@K9 A>E@0=5=> :>;8G5AB2> 2E>4>2: i n t i T o d a y = 0 ; / / @0=8FK 8=48:0B>@0 R S I . / / >=AB0=BK =86=59 8 25@E=59 3@0=8FK: # d e f i n e R S I _ L O W E R 0 # d e f i n e R S I _ U P P E R 1 / / =5H=85 3@0=8FK: d o u b l e R s i O u t e r [ 2 ] ; / / =CB@5==85 3@0=8FK: d o u b l e R s i I n n e r [ 2 ] ; / / !B@>:0 A =0G0;>< :><<5=B0@8O : >@45@0<: s t r i n g s O r d C o m m S t a r t ; / / !B@>:0 A =0G0;>< :><<5=B0@8O =0 3@0D8:5: s t r i n g s C h a r t C o m m S t a r t ; / / !B@>:0 A 8<5=5< 4;O A>E@0=5=8O H030: s t r i n g s G v S t e p ; / / !B@>:0 A 8<5=5< 4;O A>E@0=5=8O D;030 >AB0=>2:8 ?>A;5 ?@81K;8: s t r i n g s G v P r o f i t S t o p p e d ; / / !B@>:0 A 8<5=5< 4;O A>E@0=5=8O 4=O: s t r i n g s G v T o d a y ; / / !B@>:0 A 8<5=5< 4;O A>E@0=5=8O :>;8G5AB20 2E>4>2: s t r i n g s G v E n t e r s C o u n t ; / / @8<5=O5<K5 7=0G5=8O A<5I5=89 B59:?@>D8B0 8 AB>?- ;>AA0: d o u b l e d b D e l t a T P ; d o u b l e d b D e l t a S L ; / / 5@5<5==0O 4;O A>E@0=5=8O B8?0 >@45@0, :>B>@K9 =04> / / 2KAB028BL ?@8 >?@545;5=88 B@5=40. 0?>;=O5BAO DC=:F859 / / >?@545;5=8O B@5=40. A?>;L7C5BAO :0: 2 @50;L=>9, B0: / / 8 2 28@BC0;L=>9 B>@3>2;5: i n t i T r e n d O r d T y p e ; / / $;03 A<5=K =0?@02;5=8O B@5=40 ?>A;5 !: b o o l b S l R e v C u r r e n t = f a l s e ; / / "8? >@45@0, A :>B>@K< 4>;65= ?@8<5=OBLAO D;03 A<5=K =0?@02;5=8O ?>A;5 !. i n t i S l R e v F o r T y p e = O P _ B U Y ; / / @5<O ?>A;54=53> >1=>2;5=8O 8=D>@<0F88 2 : d a t e t i m e d t S t a t u s T i m e = 0 ; / / >A;54=89 8A?>;L7>202H89AO ;>B: d o u b l e d b L a s t U s e d L o t = 0 . 0 ; / / >=AB0=B0 A :>;8G5AB2>< A5:C=4, G5@57 :>B>@>5 1C45< >1=>2;OBL / / 70?8AL > A>AB>O=88 ( ?>AB028< 2 <8=CBK - 1 2 0 A5:C=4) : # d e f i n e D B _ S T A T E _ U P D A T E _ I N T E R V A L 1 2 0 / / 45=B8D8:0B>@ 2>@:5@0 4;O @01>BK A : i n t i D b W o r k e r I d = - 1 ; / / $;03 >H81:8 : b o o l b D b F a i l u r e = f a l s e ; / / >;8G5AB2> ?>?KB>: =5C40G=>3> A>548=5=8O A : i n t i D b C o n n e c t F a i l s = 0 ; / / @5<O ?>A;54=59 =5C40G=>9 ?>?KB:8 A>548=5=8O A : d a t e t i m e d t L a s t C o n n e c t F a i l = 0 ; / / >;8G5AB2> ?>?KB>: ?>4:;NG5=8O : , ?>A;5 :>B>@>3> @>1>B ?@5:@0I05B / / ?>?KB:8 8 64QB: # d e f i n e D B _ R E T R Y _ C O U N T 2 / / @5<O A;54CNI59 ?>?KB:8 A>548=5=8O ?>A;5 C:070==>3> :>;8G5AB20 =5C40G: # d e f i n e D B _ R E T R Y _ T I M E 4 8 0 / / 8 <8=. , 8 * 6 0 = 4 8 0 / / 5@5<5==K5 4;O :>=B@>;O A?@540. / / $;03 ?@52KH5=8O A?@540: b o o l b S p r e a d E x c e e d e d ; / / 0:A8<0;L=K9 A?@54 2 2845 F5=K: d o u b l e d b M a x S p r e a d ; / / @5<O :>=B@>;O A?@540 2 A5:C=40E: i n t i S p r e a d C o n t r o l S e c s ; / / @5<O, :>340 2 ?>A;54=89 @07 1K; 70D8:A8@>20= ?>2KH5==K9 A?@54: d a t e t i m e d t L a s t F a i l u r e ; / / :;NG5=85 D09;0 28@BC0;L=>9 B>@3>2;8: # i n c l u d e " R s i B o t - V . m q h " / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + / / | e x p e r t i n i t i a l i z a t i o n f u n c t i o n | / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + i n t O n I n i t ( ) { / / >;CG05< ?@8G8=C 458=8F80;870F88: i n t i D e i n i t R e a s o n = U n i n i t i a l i z e R e a s o n ( ) ; / / A;8 ?@>872>48BAO ?>2B>@=0O 8=8F80;870F8O ?>A;5 A<5=K B09<D@59<0 - / / =8G53> =5 45;05<, :@><5 A>>1I5=8O >1 >?@545;5=88 A<5=K 3@0D8:0: i f ( i D e i n i t R e a s o n = = R E A S O N _ C H A R T C H A N G E ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " R e i n i t a f t e r c h a r t c h a n g e d e t e c t e d . " ) ; r e t u r n ( I N I T _ S U C C E E D E D ) ; } / / !B@>:0 4;O D>@<8@>20=8O A>>1I5=89: s t r i n g s M s g L o c ; / / !B@>:0 4;O A>E@0=5=8O ?@8G8=K >AB0=>2:8: s t r i n g s S t o p M s g ; / / !>>1I05< 25@A8N @>1>B0: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " R s i B o t b u i l d " , V E R _ B U I L D , " s t a r t i n g i n i t . " ) ) ; / / =8F80;870F8O ?5@5<5==KE. / / !1@0AK205< D;03 ?>;=>9 >AB0=>2:8: b F u l l S t o p = f a l s e ; / / @>25@O5<, A ?@028;L=K<8 ;8 D09;0<8 A>1@0= @>1>B: i f ( V E R _ B U I L D ! = V E R _ B U I L D _ V ) { / / 5?@028;L=K9 =><5@ A1>@:8 D09;0 28@BC0;L=>9 B>@3>2;8. / / >4=8<05< D;038 ?>;=>9 >AB0=>2:8: b F u l l S t o p = t r u e ; / / K40Q< A>>1I5=85: s S t o p M s g = S t r i n g C o n c a t e n a t e ( " I n v a l i d V i r t u a l f i l e v e r s i o n ( m a i n " , V E R _ B U I L D , " V " , V E R _ B U I L D _ V , " ) - i n i t f a i l e d . " ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , s S t o p M s g ) ; r e t u r n I N I T _ F A I L E D ; } / / @>25@O5< ?0@0<5B@K R S I : i f ( ( R s i U p p e r B o u n d < 2 ) | | ( R s i U p p e r B o u n d > 9 9 ) ) { b F u l l S t o p = t r u e ; s S t o p M s g = S t r i n g C o n c a t e n a t e ( " I n v a l i d R s i U p p e r B o u n d p a r a m e t e r v a l u e ( " , R s i U p p e r B o u n d , " ) , m u s t b e f r o m 2 t o 9 9 . " ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , s S t o p M s g ) ; r e t u r n I N I T _ F A I L E D ; } i f ( ( R s i L o w e r B o u n d < 1 ) | | ( R s i L o w e r B o u n d > 9 8 ) ) { b F u l l S t o p = t r u e ; s S t o p M s g = S t r i n g C o n c a t e n a t e ( " I n v a l i d R s i L o w e r B o u n d p a r a m e t e r v a l u e ( " , R s i L o w e r B o u n d , " ) , m u s t b e f r o m 1 t o 9 8 . " ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , s S t o p M s g ) ; r e t u r n I N I T _ F A I L E D ; } i f ( ( R s i I n n e r B o u n d s < 0 ) | | ( R s i I n n e r B o u n d s > 9 5 ) ) { b F u l l S t o p = t r u e ; s S t o p M s g = S t r i n g C o n c a t e n a t e ( " I n v a l i d R s i I n n e r B o u n d s p a r a m e t e r v a l u e ( " , R s i I n n e r B o u n d s , " ) , m u s t b e f r o m 0 t o 9 5 . " ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , s S t o p M s g ) ; r e t u r n I N I T _ F A I L E D ; } / / $>@<8@C5< AB@>:C A 8<5=5< 4;O A>E@0=5=8O H030: s G v S t e p = S t r i n g C o n c a t e n a t e ( B O T _ S Y M B O L S , " _ " , M a g i c N u m b e r , " _ s t e p " ) ; / / $>@<8@C5< AB@>:C A 8<5=5< 4;O A>E@0=5=8O >AB0=>2:8 ?>A;5 ?@81K;8: s G v P r o f i t S t o p p e d = S t r i n g C o n c a t e n a t e ( B O T _ S Y M B O L S , " _ " , M a g i c N u m b e r , " _ p r o f i t S t o p " ) ; / / $>@<8@C5< AB@>:C A 8<5=5< 4;O A>E@0=5=8O 4=O: s G v T o d a y = S t r i n g C o n c a t e n a t e ( B O T _ S Y M B O L S , " _ " , M a g i c N u m b e r , " _ t o d a y " ) ; / / $>@<8@C5< AB@>:C A 8<5=5< 4;O A>E@0=5=8O :>;8G5AB20 2E>4>2: s G v E n t e r s C o u n t = S t r i n g C o n c a t e n a t e ( B O T _ S Y M B O L S , " _ " , M a g i c N u m b e r , " _ e n t e r s " ) ; / / KG8A;O5< 7=0G5=8O A4283>2 ! 8 " : d b D e l t a S L = S t o p L o s s * P o i n t ; d b D e l t a T P = T a k e P r o f i t * P o i n t ; / / KG8A;O5< 3@0=8FK R S I . / / =5H=85 3@0=8FK: R s i O u t e r [ R S I _ L O W E R ] = ( d o u b l e ) R s i L o w e r B o u n d ; R s i O u t e r [ R S I _ U P P E R ] = ( d o u b l e ) R s i U p p e r B o u n d ; / / =CB@5==85 3@0=8FK: R s i I n n e r [ R S I _ L O W E R ] = R s i O u t e r [ R S I _ L O W E R ] + ( ( d o u b l e ) R s i I n n e r B o u n d s ) ; R s i I n n e r [ R S I _ U P P E R ] = R s i O u t e r [ R S I _ U P P E R ] - ( ( d o u b l e ) R s i I n n e r B o u n d s ) ; / / !>AB02;O5< AB@>:C A ?0@0<5B@0< 4;O 2K2>40 2 ;>3 8 2 AB0BCA. / / $C=:F8O S t r i n g C o n c a t e n a t e ?@8=8<05B >3@0=8G5==>5 G8A;> ?0@0<5B@>2. 0 2AO:89 A;CG09 / / >3@0=8G8205< 8E G8A;> 3 0 : s t r i n g s S t a r t P a r a m s = S t r i n g C o n c a t e n a t e ( " M a g i c N u m b e r " , M a g i c N u m b e r , / / 2 " , T a k e P r o f i t " , T a k e P r o f i t , " , S t o p L o s s " , S t o p L o s s , / / 6 " , S t o p A f t e r P r o f i t " , b o o l T o S t r ( S t o p A f t e r P r o f i t ) , / / 8 " , U s e R e a l W o r k F l a g " , b o o l T o S t r ( U s e R e a l W o r k F l a g ) , / / 1 0 " , V i r t u a l L o s s e s " , V i r t u a l L o s s e s , " , T r e n d O p p o s i t e " , b o o l T o S t r ( T r e n d O p p o s i t e ) , / / 1 4 " , M a x S t e p " , M a x S t e p , " , R s i P e r i o d " , R s i P e r i o d , / / 1 8 " , R s i U p p e r B o u n d " , R s i U p p e r B o u n d , / / 2 0 " , R s i L o w e r B o u n d " , R s i L o w e r B o u n d , " , R s i I n n e r B o u n d s " , R s i I n n e r B o u n d s ) ; / / 2 4 / / >102;O5< >G5@54=CN ?>@F8N ?0@0<5B@>2: s S t a r t P a r a m s = S t r i n g C o n c a t e n a t e ( s S t a r t P a r a m s , / / 1 " , S w a p B y C o m m e n t " , b o o l T o S t r ( S w a p B y C o m m e n t ) , " , S t a r t L o t " , / / 4 D o u b l e T o S t r ( S t a r t L o t , 2 ) , " , D a i l y E n t e r s " , D a i l y E n t e r s , / / 7 " , T p R e s e t E n t e r s " , b o o l T o S t r ( T p R e s e t E n t e r s ) , / / 9 " , O p e n S l i p p a g e " , O p e n S l i p p a g e , " , E n a b l e D b " , b o o l T o S t r ( E n a b l e D b ) , / / 1 3 " , C o n n e c t i o n S t r i n g " , C o n n e c t i o n S t r i n g ) ; / / 1 5 / / =8F80;870F8O @01>BK A . i f ( E n a b l e D b ) { i n t i D l l V e r = 0 ; / / =8F80;870F8O AGQBG8:0 >H81>: ?@8 ?>4:;NG5=88 : : i D b C o n n e c t F a i l s = 0 ; / / !1@0AK205< D;03 >H81:8 : b D b F a i l u r e = f a l s e ; / / !1@0AK205< 2@5<O ?>A;54=59 =5C40G=>9 ?>?KB:8 A>548=5=8O A : d t L a s t C o n n e c t F a i l = 0 ; / / @>25@O5< 25@A8N M Q H - D09;0 4;O @01>BK A . A;8 25@A8O D09;0 <5=LH5 =C6=>9 - / / >B:;NG05< 8 >AB0=02;8205< @>1>B0. i f ( M Q L T O S Q L _ V E R _ M Q H < M Q L T O S Q L _ R E Q U I R E D _ M Q H ) { b F u l l S t o p = t r u e ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t u s e D B : M q l D l l M Q H f i l e b u i l d n u m b e r l e s s t h a n r e q u i r e d . R e q u i r e d : " , M Q L T O S Q L _ R E Q U I R E D _ M Q H , " a c t u a l : " , M Q L T O S Q L _ V E R _ M Q H , " . S t o p p e d . " ) ) ; r e t u r n I N I T _ F A I L E D ; } / / @>25@O5< 25@A8N D L L 4;O @01>BK A . A;8 25@A8O D09;0 <5=LH5 =C6=>9 - / / >B:;NG05< 8 >AB0=02;8205< @>1>B0. i D l l V e r = G e t D l l V e r s i o n ( ) ; i f ( i D l l V e r < M Q L T O S Q L _ R E Q U I R E D _ D L L ) { / / ><5@ 25@A88 D09;0 D L L 4;O @01>BK A . b F u l l S t o p = t r u e ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t u s e D B : D L L f i l e v e r s i o n l e s s t h a n r e q u i r e d ( r e q u i r e d " , M Q L T O S Q L _ R E Q U I R E D _ D L L , " , a c t u a l " , i D l l V e r , " . S t o p p e d . " ) ) ; r e t u r n I N I T _ F A I L E D ; } / / 5=5@8@C5< A;CG09=CN 7045@6:C. / / =8F80;870F8O 35=5@0B>@0 A;CG09=KE G8A5;. A?>;L7C5< M a g i c N u m b e r , / / ?>A:>;L:C >= 4>;65= >1O70B5;L=> >B;8G0BLAO 4;O :064>3> @>1>B0, / / 2 >B;8G85 >B B5:CI53> 2@5<5=8, :>B>@>5 ?@8 >4=>2@5<5==>< 70?CA:5 / / @>1>B>2 <>65B A>2?040BL: M a t h S r a n d ( M a g i c N u m b e r ) ; / / >;CG05< A;CG09=>5 G8A;>. 0:A8<0;L=>5 G8A;>, 2K40205<>5 35=5@0B>@>< - 3 2 7 6 7 , / / 5A;8 53> @0AA<0B@820BL :0: <8;;8A5:C=4K, 8 C<=>68BL =0 2 - 1C45B ?@8<5@=> <8=CB0: i n t i R a n d D e l a y = M a t h R a n d ( ) * 2 ; / / >;CG05< ?@8<5@=>5 :>;8G5AB2> A5:C=4 4;O >B>1@065=8O: i n t i D e l a y T o S h o w = i R a n d D e l a y / 1 0 0 0 ; / / !>>1I05< >1 >6840=88 8 64Q<: P r i n t ( " C o n n e c t i n g t o D B . R e q u i r e d v e r s i o n s : M Q H v . " , M Q L T O S Q L _ R E Q U I R E D _ M Q H , " , D L L v . " , M Q L T O S Q L _ R E Q U I R E D _ D L L , " . A c t u a l v e r s i o n s : M Q H v . " , M Q L T O S Q L _ V E R _ M Q H , " , D L L v . " , i D l l V e r , " . W a i t i n g a b o u t " , i D e l a y T o S h o w , " s e c o n d s b e f o r e c o n n e c t t o D B . . . " ) ; S l e e p ( i R a n d D e l a y ) ; / / @>1C5< A>740BL 2>@:5@0 4;O @01>BK A : i D b W o r k e r I d = C r e a t e W o r k e r ( C o n n e c t i o n S t r i n g ) ; / / @>25@O5<, C40;>AL ;8 A>740BL 2>@:5@0: i f ( i D b W o r k e r I d < 0 ) { b F u l l S t o p = t r u e ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , " M q l T o S q l f a i l e d t o c r e a t e w o r k e r - r e t u r n e d i n d e x < 0 . S t o p p e d . " ) ; r e t u r n I N I T _ F A I L E D ; } / / @>25@O5<, CA?5H=> ;8 CAB0=>2;5=> A>548=5=85 A : i f ( C h e c k I s D b O p e n e d ( i D b W o r k e r I d ) ! = F _ R E S _ O K ) { / / !>548=5=85 A >B:@KBL =5 C40;>AL. b F u l l S t o p = t r u e ; / / >;CG05< >?8A0=85 >H81:8: s M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; / / A2>1>6405< >1J5:B ?>4:;NG5=8O: C l o s e C o n n e c t i o n ( i D b W o r k e r I d ) ; i D b W o r k e r I d = - 1 ; / / K2>48< A>>1I5=85 > A1>5 ?>4:;NG5=8O : : w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " M q l T o S q l f a i l e d t o o p e n c o n n e c t i o n : " , s M s g L o c , " S t o p p e d . " ) ) ; r e t u r n I N I T _ F A I L E D ; } / / @>25@O5<, ?>4E>48B ;8 25@A8O : i n t i V e r R e s = C h e c k D b V e r s i o n ( i D b W o r k e r I d ) ; i f ( i V e r R e s ! = F _ R E S _ O K ) { / / @>1;5<K A 25@A859 . @>25@O5<, <>6=> ;8 2>>1I5 / / 8A?>;L7>20BL : i f ( i V e r R e s ! = F _ R E S _ W A R N I N G ) { b F u l l S t o p = t r u e ; / / A2>1>6405< >1J5:B ?>4:;NG5=8O: C l o s e C o n n e c t i o n ( i D b W o r k e r I d ) ; i D b W o r k e r I d = - 1 ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " M q l T o S q l v e r s i o n c h e c k . " , s M s g L o c , " S t o p p e d . " ) ) ; r e t u r n I N I T _ F A I L E D ; } / / >;CG05< >?8A0=85 >H81:8: s M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; / / K2>48< A>>1I5=85 > ?@>1;5<5 A 25@A859 : w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " M q l T o S q l v e r s i o n c h e c k . " , s M s g L o c ) ) ; } / / !>548=5=85 A CA?5H=> CAB0=>2;5=>. / / #AB0=02;8205< 40==K5 @>1>B0: S e t R o b o t D a t a M q l ( i D b W o r k e r I d , M a g i c N u m b e r , D B _ R O B O T _ I D , V E R _ B U I L D , S t o p L o s s , T a k e P r o f i t , s S t a r t P a r a m s ) ; / / !>>1I05< >1 CA?5H=>9 8=8F80;870F88 A>548=5=8O: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " M q l T o S q l c o n n e c t i o n o p e n e d . " ) ; / / @>25@:0 8 70?8AL A>AB>O=8O. / / =8F80;870F8O 845=B8D8:0B>@0 ". i n t i R e s = I n i t M t I d ( i D b W o r k e r I d , T e r m i n a l P a t h ( ) ) ; i f ( i R e s ! = F _ R E S _ O K ) w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n ' t l o a d M T I d : " , G e t E r r o r M s g ( i D b W o r k e r I d ) ) ) ; / / =8F80;870F8O @01>BK A A>AB>O=85<. i f ( ! i n i t D b S t a t e ( ) ) { b F u l l S t o p = t r u e ; / / A2>1>6405< >1J5:B ?>4:;NG5=8O: C l o s e C o n n e c t i o n ( i D b W o r k e r I d ) ; i D b W o r k e r I d = - 1 ; / / >;CG05< >?8A0=85 >H81:8: s M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t i n i t D B s t a t e . " , s M s g L o c , " S t o p p e d . " ) ) ; r e t u r n I N I T _ F A I L E D ; } } / / 025@H5=85 8=8F80;870F88 A>548=5=8O A / / !>>1I05< >1 8=8F80;870F88 A 2K2>4>< ?@8G8=K: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " I n i t i a l i z a t i o n : " , s t r D e i n i t R e a s o n ( i D e i n i t R e a s o n ) ) ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " S t a r t p a r a m e t e r s : " , s S t a r t P a r a m s ) ) ; / / @>25@O5< - 5A;8 @>1>B >AB0=>2;5=, B> A>>1I05< >1 MB><: i f ( b F u l l S t o p ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " R o b o t s t o p p e d w i t h m e s s a g e : " , s S t o p M s g ) ) ; r e t u r n ( I N I T _ F A I L E D ) ; } / / A;CG05, 5A;8 8=8F80;870F8O ?@>872>48BAO 87- 70 87<5=5=8O / / ?5@5<5==KE - 2K40Q< A>>1I5=85 8 1>;LH5 =8G53> =5 45;05<: i f ( i D e i n i t R e a s o n = = R E A S O N _ P A R A M E T E R S ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " R e i n i t a f t e r p a r a m e t e r s c h a n g e d d e t e c t e d , i n i t V a r i a b l e s s k i p p e d . " ) ; r e t u r n ( I N I T _ S U C C E E D E D ) ; } / / @>872>48< ?>8A: >@45@>2: i n i t V a r i a b l e s ( ) ; / / K2>48< A>>1I5=85 >1 CA?5H=>9 8=8F80;870F88 2 , 5A;8 / / 2:;NG5=0 70?8AL A>>1I5=89 2 : w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " I n i t s u c c e s s . " ) ; / / K2>48< :><<5=B0@89 =0 3@0D8:: w r i t e C o m m e n t ( ) ; / / 0 MB>< ?>:0 2AQ. r e t u r n ( I N I T _ S U C C E E D E D ) ; } / / i n t O n I n i t / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + / / | e x p e r t d e i n i t i a l i z a t i o n f u n c t i o n | / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + v o i d O n D e i n i t ( c o n s t i n t i D e i n i t R e a s o n ) { / / !>>1I05< > 458=8F80;870F88 A 2K2>4>< ?@8G8=K: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " D e i n i t i a l i z a t i o n : " , s t r D e i n i t R e a s o n ( i D e i n i t R e a s o n ) ) ) ; / / A;8 ?@8G8=0 458=8F80;870F88 - 87<5=5=85 ?5@8>40 3@0D8:0, B> / / =8G53> =5 45;05<, :@><5 2K40G8 A>>1I5=8O: i f ( i D e i n i t R e a s o n = = R E A S O N _ C H A R T C H A N G E ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " D e i n i t a f t e r c h a r t c h a n g e d e t e c t e d . " ) ; r e t u r n ; } / / A;8 ?@8G8=0 458=8F80;870F88 - C40;5=85 @>1>B0 A 3@0D8:0, / / >G8I05< A>E@0=O5<K5 40==K5 28@BC0;L=>9 B>@3>2;8: i f ( i D e i n i t R e a s o n = = R E A S O N _ R E M O V E ) { / / #40;O5< ?5@5<5==K5 H030 8 >AB0=>2:8 ?>A;5 ?@81K;8: G l o b a l V a r i a b l e D e l ( s G v S t e p ) ; G l o b a l V a r i a b l e D e l ( s G v P r o f i t S t o p p e d ) ; / / #40;O5< ?5@5<5==K5 40BK 8 :>;8G5AB20 2E>4>2: G l o b a l V a r i a b l e D e l ( s G v T o d a y ) ; G l o b a l V a r i a b l e D e l ( s G v E n t e r s C o u n t ) ; / / #40;5=85 D;030 @50;L=>9 @01>BK: V _ r e a l W o r k F l a g D e l ( ) ; / / #40;5=85 ?5@5<5==KE A>E@0=O5<>3> >@45@0 / / 28@BC0;L=>9 B>@3>2;8: V _ g l o b V a r C l e a r ( ) ; } / / A;8 5ABL >1J5:B ?>4:;NG5=8O - >A2>1>6405< 53>: i f ( i D b W o r k e r I d > = 0 ) { D e l e t e S t a t e ( i D b W o r k e r I d , 0 ) ; C l o s e C o n n e c t i o n ( i D b W o r k e r I d ) ; i D b W o r k e r I d = - 1 ; } } / / v o i d O n D e i n i t / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + / / | e x p e r t s t a r t f u n c t i o n | / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + v o i d O n T i c k ( ) { / / A;8 M:A?5@BC =5 @07@5H5=> B>@3>20BL - =8G53> =5 45;05<: i f ( ! I s T r a d e A l l o w e d ( ) ) r e t u r n ; / / A;8 70?8AL A>AB>O=8O 2 402=> =5 >1=>2;O;0AL - >1=>2;O5<: i f ( ( T i m e L o c a l ( ) - d t S t a t u s T i m e ) > D B _ S T A T E _ U P D A T E _ I N T E R V A L ) u p d a t e D b S t a t e ( ) ; / / A;8 @>1>B >AB0=>2;5= - =8G53> =5 45;05<: i f ( b F u l l S t o p ) r e t u r n ; / / >=B@>;L A?@540. @>25@O5<, =5 ?@52KA8; ;8 A?@54 >AB0=>2>G=>5 7=0G5=85: b o o l b S p r e a d S t o p L o c = ( ( A s k - B i d ) > = d b M a x S p r e a d ) ; / / @>25@O5<, =5 ?@>872>48BAO ;8 :>=B@>;L =>@<0;870F88 A?@540: i f ( b S p r e a d E x c e e d e d ) { / / >1>B >AB0=>2;5= 87- 70 ?@52KH5=8O A?@540. @>25@O5<, =5 ?@52KH5= ;8 A?@54: i f ( b S p r e a d S t o p L o c ) / / !?@54 2AQ 5IQ ?@52KH5=. !1@0AK205< 2@5<O: d t L a s t F a i l u r e = T i m e L o c a l ( ) ; / / !?@54 C65 =5 ?@52KH5=. @>25@O5<, =5 ?>@0 ;8 25@=CBLAO : =>@<0;L=>9 @01>B5: e l s e i f ( ( T i m e L o c a l ( ) - d t L a s t F a i l u r e ) > = i S p r e a d C o n t r o l S e c s ) { / / #@0! !?@54 A=>20 =>@<0;L=K9. !>>1I05< > 2>72@0B5 A?@540 : =>@<0;L=><C 7=0G5=8N: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " S P R E A D r e t u r n e d t o n o r m a l . " , g e t S p r e a d S t r i n g ( ) ) ) ; / / K7K205< DC=:F8N @58=8F80;870F88 - ?@8 5Q 2K?>;=5=88 D;03 A1>O A?@540 1C45B A1@>H5=: i n i t V a r i a b l e s ( ) ; } / / 0 MB>< 7025@H05< DC=:F8N: r e t u r n ; } i f ( b S p r e a d S t o p L o c ) { / / 1=0@C65=> ?@52KH5=85 A?@540. >4=8<05< D;03 ?@52KH5=8O 8 A>E@0=O5< 2@5<O: b S p r e a d E x c e e d e d = t r u e ; d t L a s t F a i l u r e = T i m e L o c a l ( ) ; / / !>>1I05< > ?@52KH5=88 A?@540: w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " S P R E A D a l e r t , t r a d e s t o p p e d . " , g e t S p r e a d S t r i n g ( ) ) ) ; / / A;CG05 28@BC0;L=>9 B>@3>2;8 - >G8I05< 70?8A0==K5 2 3;>10;L=K5 / / ?5@5<5==K5 40==K5 28@BC0;L=>9 B>@3>2;8. (038 28@BC0;L=>9 B>@3>2;8 / / 8 ?@>G85 =0AB@>9:8 4>;6=K A1@>A8BLAO ?@8 @58=8F8;870F88 ( 2K7>25 i n i t V a r i a b l e s ) : i f ( b V i r t u a l T r a d e ) V _ g l o b V a r C l e a r ( ) ; / / 025@H05< DC=:F8N: r e t u r n ; } / / A;8 5ABL 0:B82=K9 >@45@ - ?@>25@O5< 53>: i f ( b A c t i v e ) c h e c k A c t i v e O r d e r ( ) ; e l s e i f ( b V i r t u a l T r a d e ) { / / 1@01>B:0 28@BC0;L=>3> B8:0: V T _ t i c k ( ) ; / / 1@01>B:0 28@BC0;L=>9 B>@3>2;8. / / A;8 5ABL 28@BC0;L=K9 0:B82=K9 >@45@ - ?@>25@O5< 53>: i f ( V T _ b E x i s t s ) V _ c h e c k A c t i v e O r d e r ( ) ; / / @>25@O5< CA;>28O 2E>40 =0 @K=>:: e l s e V _ t r y E n t e r M a r k e t ( ) ; } / / 54QBAO >1KG=0O B>@3>2;O. @>25@O5< CA;>28O 2E>40 =0 @K=>:: e l s e t r y E n t e r M a r k e t ( ) ; / / K2>48< :><<5=B0@89 =0 3@0D8:: w r i t e C o m m e n t ( ) ; } / / v o i d O n T i c k / / ! ", + $# & / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?5@52>40 7=0G5=8O b o o l 2 53> AB@>:>2>5 ?@54AB02;5=85. s t r i n g b o o l T o S t r ( b o o l b B o o l V a l u e I n ) { i f ( b B o o l V a l u e I n ) r e t u r n ( " t r u e " ) ; e l s e r e t u r n ( " f a l s e " ) ; } / / s t r i n g b o o l T o S t r / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?@>25@:8 0:B82=>3> >@45@0. v o i d c h e c k A c t i v e O r d e r ( ) { / / K18@05< 0:B82=K9 >@45@: i f ( ! O r d e r S e l e c t ( i T i c A c t i v e , S E L E C T _ B Y _ T I C K E T ) ) { / / H81:0 ?@8 2K1>@5 0:B82=>3> >@45@0. / / >;CG05< >?8A0=85 >H81:8: s t r i n g s E r r D e s c = E r r o r D e s c r i p t i o n ( G e t L a s t E r r o r ( ) ) ; / / 1@010BK205< >H81:C 8 7025@H05< DC=:F8N: w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ R E C O V E R A B L E , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " C a n n o t s e l e c t a c t i v e o r d e r ( " , i T i c A c t i v e , " ) : " , s E r r D e s c ) ) ; / / 025@H05< DC=:F8N: r e t u r n ; } / / @>25@O5< - =5 70:@K;AO ;8 0:B82=K9 >@45@: i f ( O r d e r C l o s e T i m e ( ) > 0 ) { / / ;N1>< A;CG05 A1@0AK205< D;03 0:B82=>3> >@45@0: b A c t i v e = f a l s e ; / / >;CG05< ?@81K;L, A2>? 8 :><8AA8N ?> >@45@C: d o u b l e d b O r d P r o f i t L o c = O r d e r P r o f i t ( ) ; d o u b l e d b O r d S w a p L o c = O r d e r S w a p ( ) ; d o u b l e d b O r d C o m m L o c = O r d e r C o m m i s s i o n ( ) ; / / @>25@O5<, =5 70:@KB ;8 >@45@ ?> A2>?C. 7028A8<>AB8 >B ?0@0<5B@>2 / / 8A?>;L7C5< ?@>25@:C ?> :><<5=B0@8N 8;8 ?> F5=5 70:@KB8O: b o o l b S w a p L o c ; i f ( S w a p B y C o m m e n t ) b S w a p L o c = c h e c k S w a p ( O r d e r C o m m e n t ( ) , d b O r d P r o f i t L o c + d b O r d S w a p L o c + d b O r d C o m m L o c ) ; e l s e b S w a p L o c = c h e c k S w a p 2 ( O r d e r C l o s e P r i c e ( ) , O r d e r S t o p L o s s ( ) , O r d e r T a k e P r o f i t ( ) , d b O r d P r o f i t L o c + d b O r d S w a p L o c + d b O r d C o m m L o c ) ; / / @8 >1=0@C65=88 A2>?0 DC=:F8O ?@>25@:8 ( ;N1>9 87 5Q 20@80=B>2) / / @58=8F80;878@C5B 2>;=C, B0: GB> / / 745AL >AB0=5BAO B>;L:> 7025@H8BL 2K?>;=5=85 DC=:F88: i f ( b S w a p L o c ) r e t u r n ; / / 04> ?@>25@8BL, 70:@K;AO ;8 >@45@ A ?@81K;LN 8;8 A C1KB:><: i f ( d b O r d P r o f i t L o c < 0 ) { / / @45@ 70:@K;AO A C1KB:><. K2>48< A>>1I5=85: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " A c t . o r d e r " , i T i c A c t i v e , " S L , p r o f i t " , D o u b l e T o S t r ( d b O r d P r o f i t L o c , 2 ) , " , b a l . " , D o u b l e T o S t r ( A c c o u n t B a l a n c e ( ) , 2 ) , " , s w a p " , D o u b l e T o S t r ( d b O r d S w a p L o c , 2 ) , " , c o m . " , D o u b l e T o S t r ( d b O r d C o m m L o c , 2 ) , g e t S p r e a d S t r i n g ( ) ) ) ; w r i t e O r d T o D b ( D B _ O R D _ S L , i T i c A c t i v e ) ; / / A;8 4>AB83=CB <0:A8<0;L=K9 H03 - =04> 70=>2> =0G0BL B>@3>2;N A 1 H030. i f ( i C u r r e n t S t e p > = i M a x S t e p ) { / / !1@0AK205< H03 4> 1 ?CBQ< CAB0=>2:8 ?5@5<5==>9. / / $C=:F8N s e t S t e p N u m b e r =5 8A?>;L7C5<, B. :. 2AQ @02=> / / 1C45B C40;OBLAO: i C u r r e n t S t e p = 1 ; / / #40;O5< 3;>10;L=CN ?5@5<5==CN A H03><: G l o b a l V a r i a b l e D e l ( s G v S t e p ) ; / / !1@0AK205< ?>A;54=89 8A?>;L7>202H89AO ;>B: d b L a s t U s e d L o t = 0 . 0 ; / / !1@0AK205< D;03 @072>@>B0 ?>A;5 !: b S l R e v C u r r e n t = f a l s e ; / / A;8 =C6=> - 2:;NG05< 28@BC0;L=CN B>@3>2;N: i f ( V i r t u a l L o s s e s > 0 ) b V i r t u a l T r a d e = t r u e ; / / !>>1I05< > 4>AB865=88 <0:A8<0;L=>3> H030 8 A1@>A5 B>@3>2;8: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " M a x i m u n s t e p n u m b e r h a s b e e n r e a c h e d , t r a d e r e s e t . " ) ; / / 01>B0 ?@>4>;605BAO - 2KG8A;O5< <0:A8<0;L=K9 H03 70=>2>: c o u n t M a x S t e p ( ) ; / / A;8 2:;NG5=> 8A?>;L7>20=85 D;030 @50;L=>9 B>@3>2;8 - / / C40;O5< 3;>10;L=CN ?5@5<5==CN @50;L=>9 B>@3>2;8: V _ r e a l W o r k F l a g D e l ( ) ; } e l s e / / 0:A8<0;L=K9 =><5@ H030 5IQ =5 4>AB83=CB. { / / #25;8G8205< H03: s e t S t e p N u m b e r ( i C u r r e n t S t e p + 1 ) ; / / A;8 2:;NG5= @072>@>B ?>A;5 ! - ?>4=8<05< D;03 @072>@>B0 / / 8 A>E@0=O5< B8? >@45@0, :>B>@K9 70:@K;AO ?> !: i f ( S l R e v e r s e ) { b S l R e v C u r r e n t = t r u e ; i S l R e v F o r T y p e = O r d e r T y p e ( ) ; } } u p d a t e D b S t a t e ( ) ; / / 025@H05< DC=:F8N: r e t u r n ; } / / i f ( O r d e r P r o f i t ( ) < 0 ) / / @45@ 70:@K;AO A ?@81K;LN. / / !1@0AK205< H03 4> 1 ?CBQ< CAB0=>2:8 ?5@5<5==>9. / / $C=:F8N s e t S t e p N u m b e r =5 8A?>;L7C5<, B. :. 2AQ @02=> / / 1C45B C40;OBLAO: i C u r r e n t S t e p = 1 ; / / #40;O5< 3;>10;L=CN ?5@5<5==CN A H03><: G l o b a l V a r i a b l e D e l ( s G v S t e p ) ; / / !1@0AK205< ?>A;54=89 8A?>;L7>202H89AO ;>B: d b L a s t U s e d L o t = 0 . 0 ; / / !1@0AK205< D;03 @072>@>B0 ?>A;5 !: b S l R e v C u r r e n t = f a l s e ; i f ( V i r t u a l L o s s e s > 0 ) b V i r t u a l T r a d e = t r u e ; w r i t e O r d T o D b ( D B _ O R D _ T P , i T i c A c t i v e ) ; / / K2>48< A>>1I5=85: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " A c t i v e o r d e r ( " , i T i c A c t i v e , " ) c l o s e d w i t h P R O F I T , b a l . " , D o u b l e T o S t r ( A c c o u n t B a l a n c e ( ) , 2 ) , " . " , g e t S p r e a d S t r i n g ( ) ) ) ; / / A;8 2:;NG5=0 >AB0=>2:0 ?>A;5 ?@81K;8 - >AB0=02;8205< @>1>B0: i f ( S t o p A f t e r P r o f i t ) { / / >4=8<05< D;03 ?>;=>9 >AB0=>2:8: b F u l l S t o p = t r u e ; / / !>>1I05< >1 >AB0=>2:5: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , " S t o p p e d a f t e r p r o f i t . " ) ; / / !>E@0=O5< D;03 >AB0=>2:8 ?>A;5 ?@81K;8 2 3;>10;L=CN ?5@5<5==CN: i f ( G l o b a l V a r i a b l e S e t ( s G v P r o f i t S t o p p e d , 1 ) = = 0 ) { / / 5 C40;>AL A>E@0=8BL D;03 >AB0=>2:8 - A>>1I05< >1 MB><: i n t i E r r C o d e = G e t L a s t E r r o r ( ) ; s t r i n g s E r r = E r r o r D e s c r i p t i o n ( i E r r C o d e ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t s a v e \ " s t o p p e d a f t e r p r o f i t \ " f l a g i n t o g l o b a l v a r i a b l e : " , s E r r ) ) ; } } / / 01>B0 ?@>4>;605BAO - 2KG8A;O5< <0:A8<0;L=K9 H03 70=>2>: c o u n t M a x S t e p ( ) ; / / A;8 2:;NG5= A1@>A :>;8G5AB20 ?>78F89 ?>A;5 " - / / A1@0AK205< :>;8G5AB2> ?>78F89: i f ( T p R e s e t E n t e r s ) i T o d a y E n t e r s = 0 ; / / 1=>2;O5< A>AB>O=85 2 : u p d a t e D b S t a t e ( ) ; / / A;8 2:;NG5=> 8A?>;L7>20=85 D;030 @50;L=>9 B>@3>2;8 - / / C40;O5< 3;>10;L=CN ?5@5<5==CN @50;L=>9 B>@3>2;8: V _ r e a l W o r k F l a g D e l ( ) ; } / / i f ( O r d e r C l o s e T i m e ( ) > 0 ) } / / v o i d c h e c k A c t i v e O r d e r / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?@>25@:8, =5 70:@KB ;8 0:B82=K9 >@45@ ?> S W A P . / / s O r d C o m m e n t I n - :><<5=B0@89 : ?@>25@O5<><C >@45@C. / / d b O r d P r o f i t I n - ?@81K;L ?> >@45@C, 70:@KB><C ?> s w a p . C6=0 / / 4;O 2KG8A;5=8O AC<<K C1KB:0 A ?5@2>3> H030. / / >72@0I05B t r u e , 5A;8 >@45@ 1K; 70:@KB ?> S W A P , 8 ?@8 MB>< / / ?5@570?CA:05B @>1>B0 ( @58=8F80;878@C5B ?5@5<5==K5 8 ?@>872>48B ?>8A: >@45@>2) . b o o l c h e c k S w a p ( s t r i n g s O r d C o m m e n t I n , d o u b l e d b O r d P r o f i t I n ) { / / @>25@O5<, =5 70:@KB ;8 >@45@ ?> A2>?C. -B> <>6=> 2KOA=8BL B>;L:> / / >4=8< A?>A>1>< - ?@>0=0;878@>202 :><<5=B0@89 : >@45@C. / / # 70:@KBKE 0:B82=KE >@45@>2 2 :>=F5 =0E>48BAO ?@8G8=0 70:@KB8O / / 2 :204@0B=KE A:>1:0E. A;8 >@45@0 70:@KB ?> " - " [ t p ] " , 5A;8 / / ?> ! - " [ s l ] " 8;8 " [ s l / g a p ] " , 5A;8 ?> s w a p - " [ s w a p ] " . 0< =C6=> >?@545;8BL s w a p . / / 0 A;CG09 =0;8G8O 30?0 8;8 G53>- =81C4L 5IQ 2 B>< 65 4CE5 1C45< 8A:0BL 157 / / :204@0B=KE A:>1>:: i f ( S t r i n g F i n d ( s O r d C o m m e n t I n , " s w a p " , O R D _ C L O S E _ C O M _ P O S ) > - 1 ) { / / @>87>HQ; ?5@5=>A >@45@0 ?> S W A P - =5>1E>48< ?5@570?CA:. w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " R e s t a r t : S W A P m a r k f i n d e d i n c l o s e d o r d e r ( " , i T i c A c t i v e , " ) . " ) ) ; w r i t e O r d T o D b ( D B _ O R D _ S W A P , i T i c A c t i v e ) ; / / !1@0AK205< D;03 =0;8G8O 0:B82=>3> >@45@0 8 ?@>872>48< ?>8A: >@45@>2: b A c t i v e = f a l s e ; i n i t V a r i a b l e s ( ) ; / / 025@H5=85 DC=:F88: r e t u r n ( t r u e ) ; } / / ><5B:0 > s w a p 2 :><<5=B0@88 =5 >1=0@C65=0 - 2>72@0I05< f a l s e : r e t u r n ( f a l s e ) ; } / / b o o l c h e c k S w a p / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?@>25@:8, =5 70:@KB ;8 0:B82=K9 >@45@ ?> S W A P . / / >B;8G85 >B ?5@2>3> 20@80=B0, ?@>25@O5BA =5 :><<5=B0@89 : >@45@C, / / 0 F5=0 70:@KB8O >@45@0. A;8 F5=0 70:@KB8O >@45@0 A8;L=> >B;8G05BAO / / >B ! 8 " - AG8B05<, GB> >@45@ 70:@KB ?> A20?C. / / d b C l o s e P r i c e I n - F5=0 70:@KB8O >@45@0. / / d b S L I n - ! 70:@KB>3> >@45@0. / / d b T P I n - " 70:@KB>3> >@45@0. / / d b O r d P r o f i t I n - ?@81K;L ?> >@45@C, 70:@KB><C ?> s w a p . C6=0 / / 4;O 2KG8A;5=8O AC<<K C1KB:0 A ?5@2>3> H030. / / >72@0I05B t r u e , 5A;8 >@45@ 1K; 70:@KB ?> S W A P , 8 ?@8 MB>< / / ?5@570?CA:05B @>1>B0 ( @58=8F80;878@C5B ?5@5<5==K5 8 ?@>872>48B ?>8A: >@45@>2) . b o o l c h e c k S w a p 2 ( d o u b l e d b C l o s e P r i c e I n , d o u b l e d b S L I n , d o u b l e d b T P I n , d o u b l e d b O r d P r o f i t I n ) { / / ;O ?@>25@:8, =5 70:@KB ;8 >@45@ ?> A2>?C, =C6=> A@02=8BL F5=C 70:@KB8O >@45@0 / / A ! 8 " . A;8 F5=0 70:@KB8O >@45@0 =0E>48BAO <564C ! 8 " - 7=0G8B, >@45@ 1K; / / 70:@KB ?> A20?C. / / $;03 >1=0@C65=8O A20?0: b o o l b S w a p = f a l s e ; / / ;O >@45@>2 =0 ?>:C?:C 8 ?@>406C ?>@O4>: ?@>25@:8 1C45B @07=K<. / / ;O >@45@0 =0 ?>:C?:C " 4>;65= 1KBL 1>;LH5 ! ( B. :. ?@54?>;0305BAO, GB> F5=0 / / 1C45B @0AB8) . A;8 F5=0 70:@KB8O <564C =8<8 ( B. 5. <5=LH5 " 8 1>;LH5 !) - / / ?@54?>;0305<, GB> >@45@ 70:@KB ?> A20?C. @8 @01>B5 A >@45@0<8 =0 ?@>406C 2AQ / / =0>1>@>B - " <5=LH5 ! ( ?@54?>;0305BAO, GB> F5=0 1C45B ?040BL) . A;8 F5=0 / / 70:@KB8O <564C =8<8 ( B. 5. 1>;LH5 " , => <5=LH5 !) - AG8B05<, GB> >@45@ 70:@KB / / ?> A20?C. / / ;O CAB@0=5=8O ?>3@5H=>AB8 ?@8 @01>B5 A G8A;0<8 B8?0 d o u b l e =5 A@02=8205< / / F5=C 70:@KB8O A " 8 !, 0 A@02=8205< @07=8FC <564C F5=0<8 8 7=0G5=85 >4=>3> / / ?C=:B0: i f ( ( d b T P I n > d b S L I n ) & & ( ( d b T P I n - d b C l o s e P r i c e I n ) > P o i n t ) & & ( ( d b C l o s e P r i c e I n - d b S L I n ) > P o i n t ) ) b S w a p = t r u e ; e l s e i f ( ( d b S L I n > d b T P I n ) & & ( ( d b S L I n - d b C l o s e P r i c e I n ) > P o i n t ) & & ( ( d b C l o s e P r i c e I n - d b T P I n ) > P o i n t ) ) b S w a p = t r u e ; / / A;CG05 >1=0@C65=8O A2>?0 - ?5@570?CA:05< @>1>B0: i f ( b S w a p ) { / / @>87>HQ; ?5@5=>A >@45@0 ?> S W A P - =5>1E>48< ?5@570?CA:. w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " R e s t a r t : o r d e r ( " , i T i c A c t i v e , " ) c l o s e p r i c e b e t w e e n S L a n d T P , S W A P a s s u m e d . " , g e t S p r e a d S t r i n g ( ) ) ) ; w r i t e O r d T o D b ( D B _ O R D _ S W A P , i T i c A c t i v e ) ; / / !1@0AK205< D;03 =0;8G8O 0:B82=>3> >@45@0 8 ?@>872>48< ?>8A: >@45@>2: b A c t i v e = f a l s e ; i n i t V a r i a b l e s ( ) ; } / / >72@0I05< @57C;LB0B ?@>25@:8 =0 s w a p : r e t u r n ( b S w a p ) ; } / / b o o l c h e c k S w a p 2 / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?@>25@:8 =0;8G8O B@5=40. b o o l c h e c k T r e n d ( ) { / / A;8 70 B5:CI89 45=L C65 1K;> =01@0=> C:070==>5 :>;8G5BA2> 2E>4>2 - / / B>340 1>;LH5 =0 @K=>: 2E>48BL =5;L7O: i f ( i T o d a y E n t e r s > D a i l y E n t e r s ) r e t u r n ( f a l s e ) ; / / >;CG05< B5:CI55 :>;8G5AB2> 10@>2, ?5@54020O 2 :0G5AB25 A8<2>;0 / / N U L L ( A8<2>; 3@0D8:0) 8 C:070==K9 B09<D@59<: i n t i B a r s C o u n t C u r r e n t = i B a r s ( N U L L , P E R I O D _ C U R R E N T ) ; / / A;8 =5B =C6=>3> :>;8G5AB20 10@>2 - ?@>25@:C ?@>8725AB8 =5;L7O. / / >A:>;L:C B5:CI89 10@ =5 CG8BK205<, >1I55 :>;8G5BA2> 10@>2 4>;6=> 1KBL / / =0 1 1>;LH5 =C6=>3> 4;O ?@>25@:8: i f ( i B a r s C o u n t C u r r e n t < = R s i P e r i o d ) r e t u r n ( f a l s e ) ; / / A;8 B5:CI55 :>;8G5AB2> 10@>2 =5 ?><5=O;>AL 8 4;O =53> / / ?@>25@:0 C65 ?@>872>48;0AL - =8G53> =5 45;05<: i f ( i C h e c k e d B a r s C o u n t = = i B a r s C o u n t C u r r e n t ) r e t u r n ( f a l s e ) ; / / @>25@O5< CA;>285 2E>40 =0 @K=>:. / / @>872>48BAO ?@>25@:0. !>E@0=O5< =>2>5 :>;8G5AB2> 10@>2: i C h e c k e d B a r s C o u n t = i B a r s C o u n t C u r r e n t ; / / >;CG05< 7=0G5=85 8=48:0B>@0 R S I : d o u b l e d b R s i L o c = i R S I ( N U L L , P E R I O D _ C U R R E N T , R s i P e r i o d , P R I C E _ C L O S E , / / !4283 1 - B5:CI89 ( D>@<8@C5<K9) 10@ =5 B@>305<: 1 ) ; / / A;CG05, 5A;8 2E>4 =0 @K=>: C65 ?@>872>48;AO - =04> ?>4>640BL, / / GB>1K 8=48:0B>@ 25@=C;AO =0704: i f ( b R s i A w a i t i n g R e t u r n ) { / / =48:0B>@ 25@=C;AO =0704, 5A;8 >= 1>;LH5 <8=8<0;L=>9 3@0=8FK / / ?;NA 45;LB0 2=CB@5==59 3@0=8FK 8 ?@8 MB>< <5=LH5 / / <0:A8<0;L=>9 3@0=8FK ?;NA 45;LB0 2=CB@5==59 3@0=8FK: i f ( ( d b R s i L o c > = R s i I n n e r [ R S I _ L O W E R ] ) & & ( d b R s i L o c < = R s i I n n e r [ R S I _ U P P E R ] ) ) b R s i A w a i t i n g R e t u r n = f a l s e ; r e t u r n f a l s e ; } / / 5 >68405< 2>72@0I5=8O 8=48:0B>@0 2> 2=CB@5==85 3@0=8FK. / / !83=0; 2>AE>4OI53> B@5=40 ?> " - MB> 7=0G5=85 8=48:0B>@0 1>;LH55 8;8 @02=>5 / / 25@E=59 3@0=8F5. !83=0; =8AE>4OI53> B@5=40 - 7=0G5=85 <5=LH55 8;8 @02=>5 / / =86=59 3@0=8F5. i f ( d b R s i L o c > = R s i O u t e r [ R S I _ U P P E R ] ) { / / >AE>4OI89 B@5=4. @8 42865=88 ?@>B82 B@5=40 =04> ?@>4020BL, ?> B@5=4C - ?>:C?0BL: i f ( T r e n d O p p o s i t e ) i T r e n d O r d T y p e = O P _ S E L L ; e l s e i T r e n d O r d T y p e = O P _ B U Y ; / / >4=8<05< D;03 >6840=8O 2>72@0B0 8=48:0B>@0: b R s i A w a i t i n g R e t u r n = t r u e ; / / @>25@O5< - 5A;8 2:;NG5= @072>@>B ?>A;5 !, 8 B8? >@45@0 A>2?0405B, B> =04> / / ?><5=OBL 53> =0 ?@>B82>?>;>6=K9: i f ( b S l R e v C u r r e n t & & ( i T r e n d O r d T y p e = = i S l R e v F o r T y p e ) ) { i f ( i T r e n d O r d T y p e = = O P _ B U Y ) i T r e n d O r d T y p e = O P _ S E L L ; e l s e i T r e n d O r d T y p e = O P _ B U Y ; } / / "@5=4 5ABL - C25;8G8205< :>;8G5AB2> 2E>4>2 8 2>72@0I05< t r u e : s e t E n t e r s ( i T o d a y E n t e r s + 1 ) ; r e t u r n t r u e ; } i f ( d b R s i L o c < = R s i O u t e r [ R S I _ L O W E R ] ) { / / 8AE>4OI89 B@5=4. @8 42865=88 ?@>B82 B@5=40 =04> ?>:C?0BL, ?> B@5=4C - ?@>4020BL: i f ( T r e n d O p p o s i t e ) i T r e n d O r d T y p e = O P _ B U Y ; e l s e i T r e n d O r d T y p e = O P _ S E L L ; / / >4=8<05< D;03 >6840=8O 2>72@0B0 8=48:0B>@0: b R s i A w a i t i n g R e t u r n = t r u e ; / / @>25@O5< - 5A;8 2:;NG5= @072>@>B ?>A;5 !, 8 B8? >@45@0 A>2?0405B, B> =04> / / ?><5=OBL 53> =0 ?@>B82>?>;>6=K9: i f ( b S l R e v C u r r e n t & & ( i T r e n d O r d T y p e = = i S l R e v F o r T y p e ) ) { i f ( i T r e n d O r d T y p e = = O P _ B U Y ) i T r e n d O r d T y p e = O P _ S E L L ; e l s e i T r e n d O r d T y p e = O P _ B U Y ; } / / "@5=4 5ABL - C25;8G8205< :>;8G5AB2> 2E>4>2 8 2>72@0I05< t r u e : s e t E n t e r s ( i T o d a y E n t e r s + 1 ) ; r e t u r n t r u e ; } / / 8:0:>3> B@5=40 =5 70D8:A8@>20=> - 2>72@0I05< f a l s e : r e t u r n f a l s e ; } / / b o o l c h e c k T r e n d / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 2KG8A;5=8O 8 2K2>40 2 ;>3 8A?>;L7C5<>3> <0:A8<0;L=>3> H030. v o i d c o u n t M a x S t e p ( ) { / / >;CG5=85 B5:CI53> 4>ABC?=>3> 45?>78B0: d o u b l e d b B a l L o c = A c c o u n t B a l a n c e ( ) ; / / 5@5<5==0O 4;O H030: i n t i S t e p L o c = 0 ; / / 5@5<5==0O 4;O C1KB:0 ?> :064><C H03C: d o u b l e d s S t e p L o s s L o c = 0 ; / / "5:CI89 ;>B: d o u b l e d b L o t L o c = S t a r t L o t ; / / $;03 =0;8G8O 45=53 =0 AG5B5 4;O C25;8G5=8O ;>B0: b o o l b E n o u g h t M o n e y L o c = t r u e ; / / >;8G5AB2> M;5<5=B>2 2 <0AA825 ;>30 2KG8A;5=8O <0:A8<0;L=>3> H030: i n t i L o g C a p a c i t y = 1 ; / / 0AA82 4;O 2K2>40 M;5<5=B>2 ;>30: s t r i n g L o g E l e m e n t s [ 1 ] ; / / 1=>2;O5< @07<5@ ;>B0: d b L o t S i z e = M a r k e t I n f o ( S y m b o l ( ) , M O D E _ L O T S I Z E ) ; / / &8:; 2KG8A;5=8O <0:A8<0;L=>3> H030: w h i l e ( b E n o u g h t M o n e y L o c ) { / / KG8A;O5< C1KB>: =0 >G5@54=>< H035: d s S t e p L o s s L o c = d b D e l t a S L * d b L o t S i z e * d b L o t L o c ; / / KG8A;O5< 10;0=A ?>A;5 C1KB:0 =0 MB>< H035: d b B a l L o c - = d s S t e p L o s s L o c ; / / @8=8<05<, GB> 45=53 4;O 40==>3> H030 E20B05B, / / 5A;8 ?>A;5 C1KB:0 ?> =5<C 10;0=A 2AQ 5IQ 1>;LH5 0 : b E n o u g h t M o n e y L o c = ( d b B a l L o c > 0 ) ; / / $;03 ?@>E>645=8O H030: s t r i n g s F a i l O r P a s s ; i f ( b E n o u g h t M o n e y L o c ) s F a i l O r P a s s = " Y " ; e l s e s F a i l O r P a s s = " N " ; / / $>@<8@C5< A>>1I5=85 > 40==>< H035: L o g E l e m e n t s [ i L o g C a p a c i t y - 1 ] = S t r i n g C o n c a t e n a t e ( s F a i l O r P a s s , " s t " , i S t e p L o c + 1 , / / m a r t i n g a l e s t e p " v " , D o u b l e T o S t r ( d b L o t L o c , 2 ) , / / v o l u m e " L - " , D o u b l e T o S t r ( d s S t e p L o s s L o c , 2 ) , / / l o s s " b a l " , D o u b l e T o S t r ( d b B a l L o c , 2 ) , " . " ) ; / / b a l a n c e / / A;8 45=L38 5IQ 5ABL - C25;8G8205< ?5@5<5==K5 8 <0AA82: i f ( b E n o u g h t M o n e y L o c ) { / / #25;8G8205< H03: + + i S t e p L o c ; / / #25;8G8205< ;>B: d b L o t L o c * = 2 ; / / #25;8G8205< <0AA82: + + i L o g C a p a c i t y ; A r r a y R e s i z e ( L o g E l e m e n t s , i L o g C a p a c i t y ) ; } } / / !B@>:0 4;O 2K2>40 @57C;LB0B>2 2KG8A;5=89: s t r i n g s C o u n t L o g L o c = " " ; / / K2>48< @57C;LB0BK 2KG8A;5=89 2 AB@>:C: w h i l e ( i L o g C a p a c i t y > 0 ) { s C o u n t L o g L o c = S t r i n g C o n c a t e n a t e ( s C o u n t L o g L o c , L o g E l e m e n t s [ i L o g C a p a c i t y - 1 ] ) ; - - i L o g C a p a c i t y ; } / / K2>48< 2 ;>3 @57C;LB0BK 2KG8A;5=8O <0:A8<0;L=>3> H030: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " M a x s t e p c o u n t e d : " , i S t e p L o c , " . C o u n t r e s u l t s : " , s C o u n t L o g L o c ) ) ; / / A;8 @>1>B =5 <>65B 2KAB028BL >@45@ 4065 =0 ?5@2>< H035 - / / B>340 >AB0=02;8205< 53>: i f ( i S t e p L o c < 1 ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " N o t e n o u g h t m o n e y t o t r a d e , r o b o t s t o p p e d . " ) ; b F u l l S t o p = t r u e ; r e t u r n ; } / / A;8 CAB0=>2;5= >?@545;Q==K9 <0:A8<0;L=K9 H03 - B>340 / / AB028< 53>: i f ( M a x S t e p > 0 ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " M a x S t e p s e t b y p a r a m e t e r : " , M a x S t e p ) ) ; i M a x S t e p = M a x S t e p ; } / / A;8 ?0@0<5B@ M a x S t e p @025= =C;N - 7=0G8B, <0:A8<0;L=K9 H03 / / 2KG8A;O5BAO 02B><0B8G5A:8: e l s e i f ( M a x S t e p = = 0 ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " M a x S t e p s e t t o a u t o : " , i S t e p L o c ) ) ; i M a x S t e p = i S t e p L o c ; } / / 0@0<5B@ M a x S t e p >B@8F0B5;L=K9 - 7=0G8B, <0:A8<0;L=K9 H03 / / @025= 2KG8A;O5<><C 02B><0B8G5A:8 70 2KG5B>< M a x S t e p / / ( ?>A:>;L:C M a x S t e p >B@8F0B5;L=K9, 53> =04> ?@8102;OBL) : e l s e { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " M a x S t e p s e t t o a u t o " , M a x S t e p , " : " , i S t e p L o c + M a x S t e p ) ) ; i M a x S t e p = i S t e p L o c + M a x S t e p ; } / / !=>20 ?@>25@O5<. / / A;8 ?> @57C;LB0B0< 2KG8A;5=89 @>1>B =5 <>65B 2KAB028BL >@45@ 4065 =0 ?5@2>< H035 - / / B>340 >AB0=02;8205< 53>: i f ( i M a x S t e p < 1 ) { w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " C o u n t e d m a x s t e p < 1 - t r a d e s t o p p e d . " ) ; b F u l l S t o p = t r u e ; } } / / v o i d c o u n t M a x S t e p / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 2>AAB0=>2;5=8O ?>4:;NG5=8O ?@8 ?>4>7@5=88 =0 53> ?>B5@N. b o o l D b R e c o n n e c t ( ) { / / A;CG05, 5A;8 C65 1K;> <0:A8<0;L=>5 :>;8G5AB2> ?>?KB>: ?>4:;NG5=8O - / / ?@>25@O5<, 8ABQ: ;8 8=B5@20;: i f ( i D b C o n n e c t F a i l s > = D B _ R E T R Y _ C O U N T ) { / / A;8 C65 ?@>H;> =C6=>5 2@5<O - A1@0AK205< :>;8G5AB2> ?>?KB>:: i f ( ( T i m e L o c a l ( ) - d t L a s t C o n n e c t F a i l ) > D B _ R E T R Y _ T I M E ) i D b C o n n e c t F a i l s = 0 ; e l s e / / @5<O 5IQ =5 ?@>H;> - 7025@H05< DC=:F8N. / / >A:>;L:C A>548=5=85 =5 CAB0=>2;5=> - 2>72@0I05< f a l s e : r e t u r n ( f a l s e ) ; } / / #25;8G8205< :>;8G5AB2> ?>4:;NG5=89: i D b C o n n e c t F a i l s + + ; / / #AB0=02;8205< 2@5<O ?>A;54=59 ?>?KB:8 ?>4:;NG5=8O: d t L a s t C o n n e c t F a i l = T i m e L o c a l ( ) ; / / @>1C5< A>548=8BLAO A : i n t i R e s = R e s t o r e C o n n e c t i o n ( i D b W o r k e r I d , C o n n e c t i o n S t r i n g ) ; / / A;8 ?>?KB:0 ?>4:;NG5=8O C40;0AL - >1=C;O5< ?5@5<5==K5 / / 8 2>72@0I05< t r u e : i f ( i R e s = = F _ R E S _ O K ) { / / !1@0AK205< D;03 >H81:8 ?@8 @01>B5 A : b D b F a i l u r e = f a l s e ; / / 1=C;O5< :>;8G5AB2> =5C40G=KE ?>?KB>: ?>4:;NG5=8O: i D b C o n n e c t F a i l s = 0 ; / / !>548=5=85 CA?5H=> 2>AAB0=>2;5=>. K40Q< A>>1I5=85: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " D B c o n n e c t i o n r e s t o r e d . " ) ; / / !>548=5=85 CAB0=>2;5=> - 2>72@0I05< t r u e : r e t u r n ( t r u e ) ; } / / >?KB:0 A>548=5=8O =5 C40;0AL. K40Q< A>>1I5=85: w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n ' t r e c o n n e c t D B : " , G e t E r r o r M s g ( i D b W o r k e r I d ) ) ) ; / / !>548=5=85 =5 CAB0=>2;5=> - 2>72@0I05< f a l s e : r e t u r n ( f a l s e ) ; } / / v o i d D b R e c o n n e c t / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?>;CG5=8O AB@>:>2>3> 7=0G5=8O A?@540. s t r i n g g e t S p r e a d S t r i n g ( ) { r e t u r n S t r i n g C o n c a t e n a t e ( " A s k : " , D o u b l e T o S t r ( A s k , 5 ) , " , B i d : " , D o u b l e T o S t r ( B i d , 5 ) , " , S p r e a d : " , ( ( s t r i n g ) ( ( i n t ) ( ( A s k - B i d ) / P o i n t ) ) ) ) ; } / / s t r i n g g e t S p r e a d S t r i n g / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2K?>;=5=8O 459AB28 ?> 8=8F80;870F88 70?8A8 A>AB>O=8O / / @>1>B0 2 b o o l i n i t D b S t a t e ( ) { / / A;8 =5B 70?8A8 A>AB>O=8O - =04> 5Q 4>1028BL, 0 5A;8 5ABL - >1=>28BL. s t r i n g s O p ; i n t i S t o p p e d , i R T r a d e ; i f ( b F u l l S t o p ) i S t o p p e d = 1 ; e l s e i S t o p p e d = 0 ; i f ( V i r t u a l L o s s e s > 0 ) i R T r a d e = 0 ; e l s e i R T r a d e = 1 ; i n t i R e s = I n i t S t a t e ( i D b W o r k e r I d , 0 , i S t o p p e d , i R T r a d e , 1 , V i r t u a l L o s s e s , - 1 , 0 , 0 . 0 ) ; / / @>25@O5<, CA?5H=> ;8 8=8F80;878@>20;0AL @01>B0 A A>AB>O=85<. / / =0;878@C5< 2>72@0I05<K9 :>4: i f ( i R e s = = F _ R E S _ E R R O R ) { / / >72@0B :>40 >H81:8 >7=0G05B, GB> >1=0@C65= 4C1;8@CNI8 <M468: - / / 2 MB>< A;CG05 @>1>B0 A;54C5B >AB0=>28BL: b F u l l S t o p = t r u e ; / / K40Q< A>>1I5=85 > =0E>645=88 4C1;8@CNI53>AO <M468:0: w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , " R e p e a t e d m a g i c n u m b e r d e t e c t e d - i n i t f a i l e d . " ) ; / / ! A>AB>O=85< ?@>1;5<K - 2>72@0I05< f a l s e : r e t u r n ( f a l s e ) ; } e l s e i f ( i R e s ! = F _ R E S _ O K ) { / / @>87>H;0 :0:0O- B> >H81:0 ?@8 >1@0I5=88 : . / / K40Q< A>>1I5=85. w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ S T O P , 0 , S t r i n g C o n c a t e n a t e ( " C a n ' t i n i t i a l i z e w o r k e r , l a s t D B e r r o r : " , G e t E r r o r M s g ( i D b W o r k e r I d ) ) ) ; / / ! A>AB>O=85< ?@>1;5<K - 2>72@0I05< f a l s e : r e t u r n ( f a l s e ) ; } / / $C=:F8O 25@=C;0 F _ R E S _ O K - 7=0G8B, 2AQ =>@<0;L=>. r e t u r n ( t r u e ) ; } / / b o o l i n i t D b S t a t e / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2K?>;=5=8O 459AB289, :>B>@K5 =C6=> 2K?>;=OBL ?@8 70?CA:5 / / 8;8 ?5@570?CA:5. v o i d i n i t V a r i a b l e s ( ) { / / =8F80;870F8O ?5@5<5==KE. / / >;CG05< 1C:2K, >1>7=0G0NI85 0;3>@8B< @>1>B0. s t r i n g s T w o S y m b o l s ; i f ( S l R e v e r s e ) s T w o S y m b o l s = " R R " ; e l s e s T w o S y m b o l s = " R S " ; / / >;CG05< AB@>:C A =0G0;>< :><<5=B0@8O : >@45@0<: s O r d C o m m S t a r t = S t r i n g C o n c a t e n a t e ( " M a g " , M a g i c N u m b e r , " , " , s T w o S y m b o l s , " , s t : " ) ; / / >;CG05< AB@>:C A =0G0;>< :><<5=B0@8O 4;O 3@0D8:0: s C h a r t C o m m S t a r t = S t r i n g C o n c a t e n a t e ( s T w o S y m b o l s , " " , V E R _ B U I L D , " M a g : " , M a g i c N u m b e r , " s l = " , S t o p L o s s , " , t p = " , T a k e P r o f i t , " , v l = " , V i r t u a l L o s s e s , " , t i m e : " ) ; / / 5@5<5==K5 4;O :>=B@>;O A?@540. / / $;03 ?@52KH5=8O A?@540: b S p r e a d E x c e e d e d = f a l s e ; / / 0:A8<0;L=K9 A?@54 2 2845 F5=K: d b M a x S p r e a d = S t o p S p r e a d * P o i n t ; / / @5<O :>=B@>;O A?@540 2 A5:C=40E: i S p r e a d C o n t r o l S e c s = S p r e a d R e t u r n T i m e * 6 0 ; / / @5<O :>=B@>;O A?@540: d t L a s t F a i l u r e = T i m e L o c a l ( ) ; / / $;03 =0;8G8O 0:B82=>3> >@45@0: b A c t i v e = f a l s e ; / / "8:5B 0:B82=>3> >@45@0: i T i c A c t i v e = - 1 ; / / "5:CI89 H03: i C u r r e n t S t e p = 1 ; / / "5:CI55 :>;8G5AB2> 10@>2: i C h e c k e d B a r s C o u n t = 0 ; / / "5:CI55 :>;8G5AB2> 2E>4>2: i T o d a y E n t e r s = 0 ; / / 5=L, =0 :>B>@K9 A>E@0=5=> :>;8G5AB2> 2E>4>2: i T o d a y = D a y ( ) ; / / $;03 A<5=K =0?@02;5=8O B@5=40 ?>A;5 !: b S l R e v C u r r e n t = f a l s e ; / / "8? >@45@0, A :>B>@K< 4>;65= ?@8<5=OBLAO D;03 A<5=K =0?@02;5=8O ?>A;5 !. i S l R e v F o r T y p e = O P _ B U Y ; / / #AB0=02;8205< D;03 28@BC0;L=>9 B>@3>2;8: b V i r t u a l T r a d e = ( V i r t u a l L o s s e s > 0 ) ; i f ( b V i r t u a l T r a d e ) V T _ i n i t ( ) ; / / @>1C5< ?@>G8B0BL H03 87 : i n t i S t e p F r o m G p = ( i n t ) G l o b a l V a r i a b l e G e t ( s G v S t e p ) ; i n t i E r r L o c = G e t L a s t E r r o r ( ) ; / / !B@>:0 4;O ?>;CG5=8O >?8A0=8O >H81:8: s t r i n g s E r r ; i f ( i E r r L o c ! = 0 ) { / / 5 C40;>AL 703@C78BL H03 87 : s E r r = E r r o r D e s c r i p t i o n ( i E r r L o c ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t l o a d s t e p f r o m g l o b a l v a r \ " " , s G v S t e p , " \ " : " , s E r r ) ) ; } e l s e { / / (03 CA?5H=> 703@C65= 87 - A>E@0=O5< 53> 2 ?5@5<5==>9: i C u r r e n t S t e p = i S t e p F r o m G p ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " S t e p l o a d e d f r o m G P : " , i C u r r e n t S t e p ) ) ; / / !1@0AK205< D;03 28@BC0;L=>9 B>@3>2;8: b V i r t u a l T r a d e = f a l s e ; } / / KG8A;O5< <0:A8<0;L=K9 H03: c o u n t M a x S t e p ( ) ; / / @>1C5< ?@>G8B0BL D;03 >AB0=>2:8 ?>A;5 ?@81K;8 87 3;>10;L=>9 ?5@5<5==>9: i f ( G l o b a l V a r i a b l e C h e c k ( s G v P r o f i t S t o p p e d ) ) { i n t i P r o f i t S t o p F l a g = ( i n t ) G l o b a l V a r i a b l e G e t ( s G v P r o f i t S t o p p e d ) ; i E r r L o c = G e t L a s t E r r o r ( ) ; / / @>25@O5<, ?@>G8B0;>AL ;8 :>@@5:B=> 7=0G5=85 ?5@5<5==>9: i f ( i E r r L o c ! = 0 ) { / / 5 C40;>AL 703@C78BL D;03 87 3;>10;L=>9 ?5@5<5==>9: s E r r = E r r o r D e s c r i p t i o n ( i E r r L o c ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t l o a d \ " s t o p p e d a f t e r p r o f i t \ " f l a g f r o m g l o b a l v a r \ " " , i P r o f i t S t o p F l a g , " \ " : " , s E r r ) ) ; } / / @>25@O5< 7=0G5=8O D;030 >AB0=>2:8 ?>A;5 ?@81K;8 - >=> 4>;6=> 1KBL @02=> 1 . e l s e i f ( i P r o f i t S t o p F l a g = = 1 ) { / / 1=0@C65=0 3;>10;L=0O ?5@5<5==0 >AB0=>2:8 ?>A;5 ?@81K;8. / / AB0=02;8205< @>1>B0 8 A>>1I05< >1 MB><. b F u l l S t o p = t r u e ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , " S t o p a f t e r p r o f i t f l a g f o u n d i n G V . R o b o t s t o p p e d . " ) ; / / >1>B 2 ;N1>< A;CG05 1>;LH5 =8G53> 45;0BL =5 4>;65=, B0: GB> 7025@H05< 8=8F80;870F8N: r e t u r n ; } } / / @>1C5< ?@>G8B0BL 45=L 87 : i n t i E n t e r s F r o m G p = ( i n t ) G l o b a l V a r i a b l e G e t ( s G v T o d a y ) ; i E r r L o c = G e t L a s t E r r o r ( ) ; i f ( i E r r L o c ! = 0 ) { / / 5 C40;>AL 703@C78BL 45=L 87 : s E r r = E r r o r D e s c r i p t i o n ( i E r r L o c ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t l o a d d a y f r o m g l o b a l v a r \ " " , s G v T o d a y , " \ " : " , s E r r ) ) ; } / / 5=L 703@C65= - ?@>25@O5< 53>: e l s e i f ( i E n t e r s F r o m G p = = D a y ( ) ) { / / 5=L ?>4E>4OI89 - ?@>1C5< 703@C78BL :>;8G5AB2> 2E>4>2: i E n t e r s F r o m G p = ( i n t ) G l o b a l V a r i a b l e G e t ( s G v E n t e r s C o u n t ) ; i E r r L o c = G e t L a s t E r r o r ( ) ; i f ( i E r r L o c ! = 0 ) { / / 5 C40;>AL 703@C78BL :>;8G5AB2> 2E>4>2 87 : s E r r = E r r o r D e s c r i p t i o n ( i E r r L o c ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t l o a d e n t e r s f r o m g l o b a l v a r \ " " , s G v E n t e r s C o u n t , " \ " : " , s E r r ) ) ; } e l s e / / >;8G5AB2> 2E>4>2 CA?5H=> 703@C65=> 87 : { i T o d a y E n t e r s = i E n t e r s F r o m G p ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " E n t e r s l o a d e d f r o m G P : " , i T o d a y E n t e r s ) ) ; } } / / >8A: >@45@>2. i n t i ; / / >;CG05< >1I55 :>;8G5AB2> >B:@KBKE >@45@>2: i n t i O r d e r s A l l = O r d e r s T o t a l ( ) ; / / 5@518@05< 2A5 >B:@KBK5 >@45@K. f o r ( i = 0 ; i < i O r d e r s A l l ; i + + ) { / / 5@518@05< 2A5 >@45@K. / / A;8 2K1>@:0 >@45@0 =0 B5:CI59 ?>78F88 =5 ?@>H;0 - / / ?5@5E>48< : A;54CNI5<C: i f ( ! O r d e r S e l e c t ( i , S E L E C T _ B Y _ P O S , M O D E _ T R A D E S ) ) c o n t i n u e ; / / A;8 >@45@ >B:@KB ?> 4@C3><C A8<2>;C - =5 >1@0I05< =0 =53> 2=8<0=8O: i f ( O r d e r S y m b o l ( ) ! = S y m b o l ( ) ) c o n t i n u e ; / / A;8 >@45@ >B:@KB =5 MB8< @>1>B>< - ?@>?CA:05< 53>: i f ( O r d e r M a g i c N u m b e r ( ) ! = M a g i c N u m b e r ) c o n t i n u e ; / / A5 ?0@0<5B@K ?>4E>4OB - >1@010BK205< >@45@. / / >;CG05< B8:5B >@45@0: i n t i T i c L o c = O r d e r T i c k e t ( ) ; / / >;CG05< B8? >@45@0: i n t i O r d T y p e L o c = O r d e r T y p e ( ) ; / / ><<5=B0@89 >@45@0: s t r i n g s A c t C o m m L o c ; / / A;8 >@45@ 0:B82=K9 - A>E@0=O5< 53> B8:5B 8 7025@H05< DC=:F8N: i f ( ( i O r d T y p e L o c = = O P _ B U Y ) | | ( i O r d T y p e L o c = = O P _ S E L L ) ) { / / >4=8<05< D;03 0:B82=>3> >@45@0: b A c t i v e = t r u e ; / / !1@0AK205< D;03 28@BC0;L=>9 B>@3>2;8: b V i r t u a l T r a d e = f a l s e ; / / !>E@0=O5< B8:5B >@45@0: i T i c A c t i v e = i T i c L o c ; w r i t e O r d T o D b ( D B _ O R D _ F O U N D , i T i c A c t i v e ) ; / / "5?5@L =04> ?>;CG8BL H03 87 :><<5=B0@8O >@45@0. / / !>E@0=O5< ?>A;54=89 8A?>;L7>202H89AO ;>B: d b L a s t U s e d L o t = O r d e r L o t s ( ) ; / / >;CG05< :><<5=B0@89 : >@45@C: s A c t C o m m L o c = O r d e r C o m m e n t ( ) ; / / ?@545;O5< 4;8==C :><<5=B0@8O 157 H030: i n t i L e n C o m m S t a r t = S t r i n g L e n ( s O r d C o m m S t a r t ) ; / / >;CG05< =><5@ H030 2 2845 AB@>:8: s t r i n g s S t e p L o c = S t r i n g S u b s t r ( s A c t C o m m L o c , i L e n C o m m S t a r t ) ; / / >;CG05< =><5@ H030 2 2845 G8A;0: i n t i S t e p L o c = S t r T o I n t e g e r ( s S t e p L o c ) ; / / !>>1I05< > 2K?>;=5=88 459AB28O: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " S t e p n u m b e r r e a d e d f r o m o r d e r c o m m e n t : " , i S t e p L o c ) ) ; / / >A:>;L:C 0:B82=K9 >@45@ C65 5ABL, B> H03 =5 <>65B 1KBL <5=LH5 1 . / / >MB><C ?@>25@O5< 8, 5A;8 H03 <5=LH5 1 - >= =5?@028;L=K9: i f ( i S t e p L o c < 1 ) { / / 8H5< A>>1I5=85 8 A1@0AK205< H03 =0 1 : w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " I n v a l i d s t e p n u m b e r , s t e p s e t t o " , i C u r r e n t S t e p ) ) ; } e l s e / / ><5@ H030 ?>4E>4OI89 - 8A?>;L7C5< 53>: i C u r r e n t S t e p = i S t e p L o c ; / / K2>48< A>>1I5=85 > =0E>645=88 >@45@0: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " A c t i v e " , o r d T y p e T o S t r ( i O r d T y p e L o c ) , " o r d e r f i n d e d , t i c k e t : " , i T i c A c t i v e ) ) ; u p d a t e D b S t a t e ( ) ; b r e a k ; } } / / A;8 254QBAO 28@BC0;L=0O B>@3>2;O - ?@>1C5< 703@C78BL 28@BC0;L=K9 >@45@: i f ( b V i r t u a l T r a d e ) V _ l o a d O r d e r ( ) ; } / / v o i d i n i t V a r i a b l e s / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2KAB02;5=8O 0:B82=>3> >@45@0. / / i O r d T y p e I n - B8? >@45@0 ( =0 ?>:C?:C 8;8 =0 ?@>406C) . / / d b L o t I n - :>;8G5AB2> ;>B>2 >@45@0. / / d b D e l t a T p I n - A4283 " , :>B>@K9 1C45B ?@8<5=OBLAO 4;O @525@A=>3> >@45@0 v o i d o p e n P o s i t i o n ( i n t i O r d T y p e I n , d o u b l e d b L o t I n , d o u b l e d b D e l t a T p I n ) { / / 1JO2;5=85 ;>:0;L=KE ?5@5<5==KE: d o u b l e d b P r i c e , d b S L , d b T P ; / / !B@>:0 A B8?>< >@45@0 4;O 2K2>40 4803=>AB8G5A:>3> A>>1I5=8O: s t r i n g s O r d T y p e ; / / 7028A8<>AB8 >B =0?@02;5=8O >@45@0 2KG8A;O5< ?0@0<5B@K / / ( F5=0, !, " ) : i f ( i O r d T y p e I n = = O P _ B U Y ) { / / >:C?:0 2K?>;=O5BAO ?> 1>;LH59 F5=5 - A s k : d b P r i c e = A s k ; / / KG8A;5=85 ! 8 " . @8 ?>:C?:5 ! 4>;65= 1KBL <5=LH5 F5=K / / >B:@KB8O >@45@0, 0 " - 1>;LH5: d b S L = N o r m a l i z e D o u b l e ( d b P r i c e - d b D e l t a S L , D i g i t s ) ; d b T P = N o r m a l i z e D o u b l e ( d b P r i c e + d b D e l t a T p I n , D i g i t s ) ; / / "8? >@45@0 - ?>:C?:0: s O r d T y p e = " B U Y " ; } e l s e { / / @>4060 2K?>;=O5BAO ?> <5=LH59 F5=5 - B i d : d b P r i c e = B i d ; / / KG8A;5=85 ! 8 " . @8 ?@>4065 ! 4>;65= 1KBL 1>;LH5 F5=K / / >B:@KB8O >@45@0, 0 " - <5=LH5: d b S L = N o r m a l i z e D o u b l e ( d b P r i c e + d b D e l t a S L , D i g i t s ) ; d b T P = N o r m a l i z e D o u b l e ( d b P r i c e - d b D e l t a T p I n , D i g i t s ) ; / / "8? >@45@0 - ?@>4060: s O r d T y p e = " S E L L " ; } / / 5@52>4 F5=K >B:@KB8O 2 AB@>:C: s t r i n g s L o c O p P r i c e = S t r i n g C o n c a t e n a t e ( " o . p r i c e : " , D o u b l e T o S t r ( d b P r i c e , 5 ) ) ; / / K2>4 ?0@0<5B@>2 ?5@54 >B:@KB85< >@45@0: w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , 0 , S t r i n g C o n c a t e n a t e ( " S e n d i n g o r d e r " , s O r d T y p e , s L o c O p P r i c e , " S L : " , D o u b l e T o S t r ( d b S L , 5 ) , " T P : " , D o u b l e T o S t r ( d b T P , 5 ) , g e t S p r e a d S t r i n g ( ) ) ) ; / / KAB02;5=85 0:B82=>3> >@45@0: i T i c A c t i v e = O r d e r S e n d ( S y m b o l ( ) , i O r d T y p e I n , d b L o t I n , d b P r i c e , O p e n S l i p p a g e , d b S L , d b T P , S t r i n g C o n c a t e n a t e ( s O r d C o m m S t a r t , i C u r r e n t S t e p ) , M a g i c N u m b e r , 0 ) ; / / @>25@O5<, C40;>AL ;8 2KAB028BL >@45@: i f ( i T i c A c t i v e > 0 ) { / / :B82=K9 >@45@ >B:@KB. / / >4=8<05< D;03 0:B82=>3> >@45@0 8 A>>1I05< > 2E>45 =0 @K=>:: b A c t i v e = t r u e ; w r i t e O r d T o D b ( D B _ O R D _ O P E N , i T i c A c t i v e ) ; d b L a s t U s e d L o t = d b L o t I n ; u p d a t e D b S t a t e ( ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c A c t i v e , S t r i n g C o n c a t e n a t e ( " N e w p o s i t i o n ( " , i T i c A c t i v e , " ) o p e n e d s u c c e s s f u l l y . " ) ) ; } e l s e / / H81:0 ?@8 2KAB02;5=88 >@45@0. / / 1@010BK205< >H81:C 8 7025@H05< DC=:F8N: w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ R E C O V E R A B L E , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t o p e n p o s i t i o n : " , E r r o r D e s c r i p t i o n ( G e t L a s t E r r o r ( ) ) ) ) ; } / / v o i d o p e n P o s i t i o n / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?>;CG5=8O AB@>:8 A =0720=85< B8?0 >@45@0 ?> 845=B8D8:0B>@ B8?0. s t r i n g o r d T y p e T o S t r ( i n t i T y p e I n ) { s t r i n g s R e s ; s w i t c h ( i T y p e I n ) { c a s e O P _ B U Y : s R e s = " B U Y " ; b r e a k ; c a s e O P _ S E L L : s R e s = " S E L L " ; b r e a k ; c a s e O P _ B U Y S T O P : s R e s = " B U Y S T O P " ; b r e a k ; c a s e O P _ B U Y L I M I T : s R e s = " B U Y L I M I T " ; b r e a k ; c a s e O P _ S E L L S T O P : s R e s = " S E L L S T O P " ; b r e a k ; c a s e O P _ S E L L L I M I T : s R e s = " S E L L L I M I T " ; b r e a k ; d e f a u l t : s R e s = " U N K N O W N " ; b r e a k ; } r e t u r n ( s R e s ) ; } / / s t r i n g o r d T y p e T o S t r / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O A>E@0=5=8O :>;8G5AB20 2E>4>2 2 . / / i E n t e r s I n - =>2>5 7=0G5=85 :>;8G5AB20 2E>4>2. v o i d s e t E n t e r s ( i n t i E n t e r s I n ) { / / #AB0=02;8205< B5:CI55 :>;8G5AB2> 2E>4>2: i T o d a y E n t e r s = i E n t e r s I n ; / / !>E@0=O5< 45=L: i f ( G l o b a l V a r i a b l e S e t ( s G v T o d a y , D a y ( ) ) = = 0 ) { / / 5 C40;>AL A>E@0=8BL B8? AB0@B0 - A>>1I05< >1 MB><: i n t i E r r C o d e = G e t L a s t E r r o r ( ) ; s t r i n g s E r r = E r r o r D e s c r i p t i o n ( i E r r C o d e ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t s a v e d a y i n t o v a r \ " " , s G v T o d a y , " \ " : " , s E r r ) ) ; } / / !>E@0=O5< :>;8G5AB2> 2E>4>2: i f ( G l o b a l V a r i a b l e S e t ( s G v E n t e r s C o u n t , i E n t e r s I n ) = = 0 ) { / / 5 C40;>AL A>E@0=8BL :>;8G5AB2> 2E>4>2 - A>>1I05< >1 MB><: i n t i E r r C o d e = G e t L a s t E r r o r ( ) ; s t r i n g s E r r = E r r o r D e s c r i p t i o n ( i E r r C o d e ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t s a v e e n t e r s i n t o v a r \ " " , s G v E n t e r s C o u n t , " \ " : " , s E r r ) ) ; } } / / v o i d s e t E n t e r s / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O A>E@0=5=8O B5:CI53> H030 2 . / / i N e w S t e p I n - =>2>5 7=0G5=85 H030. v o i d s e t S t e p N u m b e r ( i n t i N e w S t e p I n ) { / / #AB0=02;8205< =>2K9 =><5@ H030: i C u r r e n t S t e p = i N e w S t e p I n ; / / !>E@0=O5< B8? AB0@B0: i f ( G l o b a l V a r i a b l e S e t ( s G v S t e p , i C u r r e n t S t e p ) = = 0 ) { / / 5 C40;>AL A>E@0=8BL B8? AB0@B0 - A>>1I05< >1 MB><: i n t i E r r C o d e = G e t L a s t E r r o r ( ) ; s t r i n g s E r r = E r r o r D e s c r i p t i o n ( i E r r C o d e ) ; w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , 0 , S t r i n g C o n c a t e n a t e ( " C a n n o t s a v e s t e p : " , s E r r ) ) ; } } / / v o i d s e t S t e p N u m b e r / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O ?>;CG5=8O ?@8G8=K 458=8F80;870F88 2 2845 AB@>:8. / / A?>;L7C5BAO 2 DC=:F8OE 8=8F80;870F88/ 458=8F80;870F88 4;O / / 2K2>40 A>>1I5=8O > 2K7>25 MB8E DC=:F89 A C:070=85< ?@8G8=K. / / i R e a s o n I n - :>4 ?@8G8=K 458=8F80;870F88, :>B>@K9 =C6=> / / ?@5>1@07>20BL 2 AB@>:C. s t r i n g s t r D e i n i t R e a s o n ( i n t i R e a s o n I n ) { s w i t c h ( i R e a s o n I n ) { c a s e R E A S O N _ R E M O V E : r e t u r n ( " r e m o v e d f r o m c h a r t " ) ; c a s e R E A S O N _ R E C O M P I L E : r e t u r n ( " r e c o m p i l e d " ) ; c a s e R E A S O N _ C H A R T C H A N G E : r e t u r n ( " c h a r t c h a n g e d . " ) ; c a s e R E A S O N _ C H A R T C L O S E : r e t u r n ( " c h a r t c l o s e d " ) ; c a s e R E A S O N _ P A R A M E T E R S : r e t u r n ( " p a r a m e t e r s c h a n g e d " ) ; c a s e R E A S O N _ A C C O U N T : r e t u r n ( " a c c o u n t c h a n g e d " ) ; d e f a u l t : r e t u r n ( " u n k n o w n d e i n i t r e a s o n " ) ; } } / / s t r i n g s t r D e i n i t R e a s o n / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2E>40 =0 @K=>:. v o i d t r y E n t e r M a r k e t ( ) { / / @>25@O5< CA;>285 2E>40 =0 @K=>:. A;8 B@5=40 =5B - / / 7025@H05< DC=:F8N: i f ( ! c h e c k T r e n d ( ) ) r e t u r n ; / / KG8A;O5< A;54CNI89 ;>B: d o u b l e d b N e x t L o t = S t a r t L o t ; i n t i ; f o r ( i = i C u r r e n t S t e p ; i > 1 ; i - - ) d b N e x t L o t = d b N e x t L o t * 2 ; / / @>1C5< 2KAB028BL 0:B82=K9 >@45@: o p e n P o s i t i o n ( i T r e n d O r d T y p e , d b N e x t L o t , d b D e l t a T P ) ; } / / v o i d t r y E n t e r M a r k e t / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O >1=>2;5=8O 70?8A8 A>AB>O=8O @>1>B0 2 1075 40==KE. v o i d u p d a t e D b S t a t e ( ) { / / A;8 24@C3 ?@>87>H;0 >H81:0 - ?@>1C5< ?5@5?>4:;NG8BLAO: i f ( b D b F a i l u r e ) { / / A;8 ?5@5?>4:;NG8BLAO =5 C40ABAO - 7025@H05< DC=:F8N: i f ( ! D b R e c o n n e c t ( ) ) r e t u r n ; } / / 1=>2;O5< 2@5<O ?>A;54=53> >1=>2;5=8O. 5;05< MB> 4> 2K7>20 A>1AB25==> / / DC=:F88 >1=>2;5=8O 8 4065 4> B>3>, :0: 1C45B ?@>25@5=> =0;8G85 A>548=5=8O / / A - 4;O B>3>, GB>1K =>2>5 2@5<O A>E@0=8;>AL 4065 2 A;CG05, / / 5A;8 A>548=5=8O A =5B 8;8 5A;8 DC=:F8O 25@=QB >H81:C. / / "0:8< >1@07>< 8A:;NG05BAO A8BC0F8O, :>340 / / ?>A;5 >H81:8 @>1>B 1C45B 157 ?5@5@K20 ?KB0BLAO >1=>28BL 40==K5 =0 :064K9 B8:. d t S t a t u s T i m e = T i m e L o c a l ( ) ; / / A;8 =5B A>548=5=8O A - =8G53> =5 45;05<: i f ( i D b W o r k e r I d < 0 ) r e t u r n ; / / $;03 >AB0=>2:8. A;8 @>1>B >AB0=>2;5= - 4>;65= 1KBL 1 , / / 8=0G5 0 : i n t i S t o p F l a g L o c ; i f ( b F u l l S t o p ) i S t o p F l a g L o c = 1 ; e l s e i S t o p F l a g L o c = 0 ; / / $;03 @50;L=>9 B>@3>2;8. A;8 254QBAO 28@BC0;L=0O B>@3>2;O - / / 4>;65= 1KBL 0 , @50;L=0O - 1 : i n t i R T r a d e ; / / (03 <0@B8=359;0. A;8 254QBAO 28@BC0;L=0O B>@3>2;O - =04> 70?8A0BL / / 28@BC0;L=K9 H03, 8=0G5 - @50;L=K9: i n t i C u r S t e p L o c ; / / "8:5B 0:B82=>3> >@45@0: i n t i T i c L o c = - 1 ; / / >B 0:B82=>3> >@45@0: d o u b l e d b L o t L o c = 0 . 0 ; / / 0==K5, 2 >A=>2=><, 7028AOB >B B>3>, :0:0O B>@3>2;O 84QB - @50;L=0O / / 8;8 28@BC0;L=0O: i f ( b V i r t u a l T r a d e ) { i R T r a d e = 0 ; i T i c L o c = 0 ; i C u r S t e p L o c = V _ i C u r r e n t S t e p ; i f ( V T _ b E x i s t s ) d b L o t L o c = V T _ d b L o t ; } e l s e { i R T r a d e = 1 ; i C u r S t e p L o c = i C u r r e n t S t e p ; i f ( b A c t i v e ) { i T i c L o c = i T i c A c t i v e ; d b L o t L o c = d b L a s t U s e d L o t ; } } / / !>1AB25==> 2K7>2 DC=:F88: i n t i R e s = U p d a t e S t a t e ( i D b W o r k e r I d , 0 , i S t o p F l a g L o c , i R T r a d e , i C u r S t e p L o c , V i r t u a l L o s s e s , i T i c L o c , 0 , d b L o t L o c ) ; / / @>25@O5< - CA?5H=> ;8 2K?>;=8;0AL DC=:F8O: i f ( i R e s = = F _ R E S _ W A R N I N G ) { / / >72@0B :>40 ?@54C?@5645=8O A2845B5;LAB2C5B > B><, GB> DC=:F8O 2K?>;=5=0 / / CA?5H=>, => =8 >4=>9 AB@>:8 =5 >1=>2;5=>. @54?>;>68B5;L=> AB@>:0 1K;0 / / A;CG09=> C40;5=0, 8 =04> ?>?@>1>20BL 4>1028BL 5Q A=>20. i R e s = I n s e r t S t a t e ( i D b W o r k e r I d , 0 , i S t o p F l a g L o c , i R T r a d e , i C u r S t e p L o c , V i r t u a l L o s s e s , i T i c L o c , 0 , d b L o t L o c ) ; i f ( i R e s = = F _ R E S _ O K ) w r i t e I n f o M s g ( D B _ M S G T Y P E _ I N F O , i T i c L o c , " S t a t e r e c o r d r e c r e a t e d . " ) ; e l s e { s t r i n g s E r r M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; i f ( D b R e c o n n e c t ( ) ) w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ R E C O V E R A B L E , i T i c L o c , S t r i n g C o n c a t e n a t e ( " D B r e c o n n e c t e d a f t e r e r r o r . C a n ' t r e i n s e r t s t a t e r e c o r d : " , s E r r M s g L o c ) ) ; e l s e P r i n t ( " M a g i c : " , M a g i c N u m b e r , " C a n ' t r e i n s e r t s t a t e r e c o r d : " , s E r r M s g L o c ) ; } } / / >72@0B :>40 >H81:8 A2845B5;LAB2C5B >1 >H81:5 ?@8 @01>B5 A . e l s e i f ( i R e s = = F _ R E S _ E R R O R ) { / / >4=8<05< D;03 >H81:8 ?@8 @01>B5 A : b D b F a i l u r e = t r u e ; / / K2>48< A>>1I5=85: s t r i n g s E r r M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; i f ( D b R e c o n n e c t ( ) ) w r i t e I n f o M s g ( D B _ M S G T Y P E _ E R R _ R E C O V E R A B L E , i T i c L o c , S t r i n g C o n c a t e n a t e ( " D B r e c o n n e c t e d a f t e r e r r o r . C a n ' t u p d a t e s t a t e , e r r o r : " , s E r r M s g L o c ) ) ; e l s e P r i n t ( " M a g i c : " , M a g i c N u m b e r , " C a n ' t u p d a t e s t a t e , e r r o r : " , s E r r M s g L o c ) ; } / / A;8 2>72@0I05<K9 :>4 =5 @025= =8 :>4C >H81:8, =8 :>4C ?@54C?@5645=8O - / / 7=0G8B, DC=:F8O 25@=C;0 :>4 F _ R E S _ O K 8 2AQ ?@>H;> E>@>H>. } / / v o i d u p d a t e D b S t a t e / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2K2>40 :><<5=B0@8O =0 3@0D8:. v o i d w r i t e C o m m e n t ( ) { / / 54QBAO @50;L=0O B>@3>2;O. s t r i n g s C h a r t C o m m L o c = S t r i n g C o n c a t e n a t e ( s C h a r t C o m m S t a r t , T i m e T o S t r ( T i m e L o c a l ( ) , T I M E _ D A T E | T I M E _ S E C O N D S ) , " \ n S t . " , i C u r r e n t S t e p ) ; / / A;8 @>1>B >BAB0=>2;5= - A>>1I05< >1 MB><: i f ( b F u l l S t o p ) { C o m m e n t ( s C h a r t C o m m L o c , " , S t o p p e d . " ) ; r e t u r n ; } / / A;8 @>1>B 64QB =>@<0;870F88 A?@540 - A>>1I05< >1 MB><: i f ( b S p r e a d E x c e e d e d ) { C o m m e n t ( s C h a r t C o m m L o c , " , a w a i t i n g f o r n o r m a l S P R E A D . " ) ; r e t u r n ; } / / A;8 254QBAO 28@BC0;L=0O B>@3>2;O - 2K2>48< 5Q 40==K5: i f ( b V i r t u a l T r a d e ) { / / K2>48< 40==K5 @50;L=>9 B>@3>2;8. >102;O5< H03: s C h a r t C o m m L o c = S t r i n g C o n c a t e n a t e ( s C h a r t C o m m L o c , " V i r t u a l S t . " , V _ i C u r r e n t S t e p ) ; / / A;8 5ABL 28@BC0;L=K9 0:B82=K9 >@45@ - 2K2>48< 53> B8:5B: i f ( V T _ b E x i s t s ) C o m m e n t ( s C h a r t C o m m L o c , " , V . A c t i v e a t p r i c e " , D o u b l e T o S t r ( V T _ d b O p e n P r i c e , 5 ) ) ; e l s e / / 5B @50;L=>3> >@45@0. C o m m e n t ( s C h a r t C o m m L o c , " , V . A c t i v e : n o n e " ) ; r e t u r n ; } / / K2>48< 40==K5 @50;L=>9 B>@3>2;8. >102;O5< H03: s C h a r t C o m m L o c = S t r i n g C o n c a t e n a t e ( s C h a r t C o m m L o c , " S t . " , i C u r r e n t S t e p ) ; / / A;8 5ABL 0:B82=K9 >@45@ - 2K2>48< 53> B8:5B: i f ( b A c t i v e ) C o m m e n t ( s C h a r t C o m m L o c , " , A c t i v e : " , i T i c A c t i v e ) ; e l s e / / 5B @50;L=>3> >@45@0. C o m m e n t ( s C h a r t C o m m L o c , " , A c t i v e : n o n e " ) ; } / / v o i d w r i t e C o m m e n t / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 2K2>40 8=D>@<0F8>==>3> A>>1I5=8O. v o i d w r i t e I n f o M s g ( i n t i M s g T y p e I n , i n t i T i c k e t I n , s t r i n g s M s g T e x t I n ) { / / $>@<8@C5< 8 2K2>48< A>>1I5=85: P r i n t ( " M a g i c : " , M a g i c N u m b e r , " " , s M s g T e x t I n ) ; / / A;8 2K:;NG5=0 70?8AL A>>1I5=89 2 - 2KE>48<: i f ( ! E n a b l e D b ) r e t u r n ; / / A;8 =5 CAB0=>2;5=> A>548=5=85 A - 2KE>48<: i f ( i D b W o r k e r I d < 0 ) r e t u r n ; / / A;8 24@C3 ?@>87>H;0 >H81:0 - ?@>1C5< ?5@5?>4:;NG8BLAO: i f ( b D b F a i l u r e ) { / / A;8 ?5@5?>4:;NG8BLAO =5 C40ABAO - 7025@H05< DC=:F8N: i f ( ! D b R e c o n n e c t ( ) ) r e t u r n ; } / / @>1C5< 70?8A0BL A>>1I5=85 2 : i f ( W r i t e M e s s a g e ( i D b W o r k e r I d , i M s g T y p e I n , i T i c k e t I n , 0 , G e t S q l i t e T i m e S t r ( T i m e L o c a l ( ) ) , s M s g T e x t I n ) ! = F _ R E S _ O K ) { / / >4=8<05< D;03 >H81:8 ?@8 @01>B5 A : b D b F a i l u r e = t r u e ; / / 0?8AL A>548=5=8O 2 =5 ?@>H;0. 8H5< >1 >H81:5 2 6C@=0; @>1>B>2: P r i n t ( " M a g i c : " , M a g i c N u m b e r , " W r i t e m e s s a g e t o D B f a i l e d : " , G e t E r r o r M s g ( i D b W o r k e r I d ) ) ; / / @>1C5< ?5@5?>4:;NG8BL : D b R e c o n n e c t ( ) ; } } / / v o i d w r i t e I n f o M s g / / = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = / / $C=:F8O 4;O 70?8A8 8=D>@<0F88 >1 >@45@5 2 107C 40==KE. v o i d w r i t e O r d T o D b ( i n t i M s g T y p e I n , i n t i T i c k e t I n ) { / / A;8 2K:;NG5=0 70?8AL >@45@>2 2 - 2KE>48<: i f ( ! E n a b l e D b ) r e t u r n ; / / A;8 =5B >1J5:B0 A>548=5=8O A - 2KE>48<: i f ( i D b W o r k e r I d < 0 ) r e t u r n ; / / A;8 24@C3 ?@>87>H;0 >H81:0 - ?@>1C5< ?5@5?>4:;NG8BLAO: i f ( b D b F a i l u r e ) { / / A;8 ?5@5?>4:;NG8BLAO =5 C40ABAO - 7025@H05< DC=:F8N: i f ( ! D b R e c o n n e c t ( ) ) r e t u r n ; } / / K18@05< >@45@: i f ( ! O r d e r S e l e c t ( i T i c k e t I n , S E L E C T _ B Y _ T I C K E T ) ) { / / H81:0 ?@8 2K1>@5 >@45@0. / / 1@010BK205< >H81:C 8 7025@H05< DC=:F8N: w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 1 , i T i c k e t I n , S t r i n g C o n c a t e n a t e ( " C a n ' t s e l e c t o r d e r " , i T i c k e t I n , " : " , E r r o r D e s c r i p t i o n ( G e t L a s t E r r o r ( ) ) ) ) ; / / 025@H05< DC=:F8N: r e t u r n ; } / / 5@52>48< 7=0G5=8O 40BK- 2@5<5=8, :>B>@K5 <>3CB ?@8=8<0BL 7=0G5=8O n u l l , / / : =C6=><C 284C: d a t e t i m e d t E x p = O r d e r E x p i r a t i o n ( ) ; s t r i n g s D t E x p ; i f ( d t E x p = = 0 ) s D t E x p = " " ; e l s e s D t E x p = G e t S q l i t e T i m e S t r ( d t E x p ) ; d a t e t i m e d t C l o s e = O r d e r C l o s e T i m e ( ) ; s t r i n g s D t C l o s e ; i f ( d t C l o s e = = 0 ) s D t C l o s e = " " ; e l s e s D t C l o s e = G e t S q l i t e T i m e S t r ( d t C l o s e ) ; / / K7K205< DC=:F8N D L L 4;O 70?8A8 A>>1I5=8O: i f ( W r i t e O r d e r D a t a ( i D b W o r k e r I d , i M s g T y p e I n , i T i c k e t I n , O r d e r T y p e ( ) , i C u r r e n t S t e p , 0 , V I R T _ N O , G e t S q l i t e T i m e S t r ( T i m e L o c a l ( ) ) , G e t S q l i t e T i m e S t r ( O r d e r O p e n T i m e ( ) ) , O r d e r L o t s ( ) , O r d e r O p e n P r i c e ( ) , s D t E x p , O r d e r S t o p L o s s ( ) , O r d e r T a k e P r o f i t ( ) , s D t C l o s e , O r d e r C l o s e P r i c e ( ) , O r d e r P r o f i t ( ) , O r d e r S w a p ( ) , O r d e r C o m m i s s i o n ( ) , O r d e r C o m m e n t ( ) , A c c o u n t B a l a n c e ( ) , A c c o u n t F r e e M a r g i n ( ) ) ! = F _ R E S _ O K ) { / / >4=8<05< D;03 >H81:8 ?@8 @01>B5 A : b D b F a i l u r e = t r u e ; / / 5 C40;>AL 70?8A0BL 8=D>@<0F8N >1 >@45@5 2 . >;CG05< A>>1I5=85 >1 >H81:5: s t r i n g s E r r M s g L o c = G e t E r r o r M s g ( i D b W o r k e r I d ) ; / / A;8 C40ABAO ?>4:;NG8BLAO : - 2K7K205< DC=:F8N 2K2>40 A>>1I5=8O 2 ;>3 8 , / / 5A;8 =5B - ?8H5< B>;L:> 2 ;>3: i f ( D b R e c o n n e c t ( ) ) w r i t e I n f o M s g ( D B _ M S G T Y P E _ W A R N I N G _ 2 , i T i c k e t I n , S t r i n g C o n c a t e n a t e ( " D B r e c o n n e c t e d a f t e r e r r o r . C a n n o t w r i t e o r d e r i n f o t o D B : " , s E r r M s g L o c ) ) ; e l s e P r i n t ( " M a g i c : " , M a g i c N u m b e r , " C a n n o t w r i t e o r d e r " , i T i c k e t I n , " i n f o t o D B : " , s E r r M s g L o c ) ; } } / / v o i d w r i t e O r d T o D b / / P r o g r a m e n d . / / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +