Merge tag 'v2.009' into dev-indi-no-chart

* tag 'v2.009': (27 commits)

.markdownlint.yaml

@@ -1,3 +1,7 @@
 ---
+# MD013 line-length - Line length
 MD013:
   line_length: 120
+# MD033 no-inline-html - Inline HTML
+MD033:
+  allowed_elements: [details]

.pre-commit-config.yaml

@@ -2,7 +2,7 @@
 repos:
 
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v3.1.0
+    rev: v4.0.1
     hooks:
       - id: check-added-large-files
       - id: check-byte-order-marker
@@ -14,12 +14,12 @@ repos:
       - id: trailing-whitespace
 
   - repo: https://github.com/igorshubovych/markdownlint-cli.git
-    rev: v0.23.1
+    rev: v0.29.0
     hooks:
       - id: markdownlint
 
   - repo: https://github.com/adrienverge/yamllint.git
-    rev: v1.23.0
+    rev: v1.26.3
     hooks:
       - id: yamllint
         args: ["-c", ".yamllint", "-s"]

Bar.enum.h

@@ -32,10 +32,10 @@
 
 /* Pivot Point calculation method. */
 enum ENUM_PP_TYPE {
-  PP_CAMARILLA = 1,   // A set of eight levels which resemble support and resistance values
+  PP_CAMARILLA = 1,   // Camarilla: A set of eight levels which resemble support and resistance values
   PP_CLASSIC = 2,     // Classic pivot point
   PP_FIBONACCI = 3,   // Fibonacci pivot point
-  PP_FLOOR = 4,       // Most basic and popular type of pivots used in Forex trading technical analysis
+  PP_FLOOR = 4,       // Floor: Most basic and popular type of pivots used in Forex trading technical analysis
   PP_TOM_DEMARK = 5,  // Tom DeMark's pivot point (predicted lows and highs of the period)
   PP_WOODIE = 6,      // Woodie's pivot point are giving more weight to the Close price of the previous period
 };

Chart.struct.static.h

@@ -80,7 +80,7 @@ struct ChartStatic {
 #else                                       // __MQL5__
     ARRAY(double, _arr);
     ArraySetAsSeries(_arr, true);
-    return (_shift >= 0 && CopyClose(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && CopyClose(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 
@@ -95,7 +95,7 @@ struct ChartStatic {
 #else                                      // __MQL5__
     ARRAY(double, _arr);
     ArraySetAsSeries(_arr, true);
-    return (_shift >= 0 && CopyHigh(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && CopyHigh(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 
@@ -152,7 +152,7 @@ struct ChartStatic {
 #else                                     // __MQL5__
     ARRAY(double, _arr);
     ArraySetAsSeries(_arr, true);
-    return (_shift >= 0 && CopyLow(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && CopyLow(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 
@@ -209,7 +209,7 @@ struct ChartStatic {
 #else                                      // __MQL5__
     ARRAY(double, _arr);
     ArraySetAsSeries(_arr, true);
-    return (_shift >= 0 && CopyOpen(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && CopyOpen(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 
@@ -268,7 +268,7 @@ struct ChartStatic {
     ARRAY(datetime, _arr);
     // ENUM_TIMEFRAMES _tf = MQL4::TFMigrate(_tf);
     // @todo: Improves performance by caching values.
-    return (_shift >= 0 && ::CopyTime(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && ::CopyTime(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 
@@ -289,7 +289,7 @@ struct ChartStatic {
 #else  // __MQL5__
     ARRAY(long, _arr);
     ArraySetAsSeries(_arr, true);
-    return (_shift >= 0 && CopyTickVolume(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : -1;
+    return (_shift >= 0 && CopyTickVolume(_symbol, _tf, _shift, 1, _arr) > 0) ? _arr[0] : 0;
 #endif
   }
 

Convert.mqh

@@ -29,7 +29,7 @@
 #include "Array.mqh"
 #include "Order.enum.h"
 #include "SymbolInfo.enum.h"
-#include "SymbolInfo.static.h"
+#include "SymbolInfo.struct.static.h"
 
 /**
  * Class to provide conversion methods.

EA.mqh

@@ -58,7 +58,6 @@ class EA {
   Account *account;
   DictStruct<long, Ref<Strategy>> strats;
   Log logger;
-  Ref<Market> market;
   Terminal terminal;
 
   // Data variables.
@@ -79,8 +78,7 @@ class EA {
   /**
    * Class constructor.
    */
-  EA(EAParams &_params)
-      : account(new Account), market(new Market(_params.Get<string>(STRUCT_ENUM(EAParams, EA_PARAM_PROP_SYMBOL)))) {
+  EA(EAParams &_params) : account(new Account) {
     eparams = _params;
     estate.Set(STRUCT_ENUM(EAState, EA_STATE_FLAG_ON_INIT), true);
     UpdateStateFlags();
@@ -94,9 +92,6 @@ class EA {
     Trade _trade(_tparams, _cparams);
     trade.Set(_Symbol, _trade);
     logger.Link(_trade.GetLogger());
-    // trade.GetByKey(_Symbol).GetLogger().Error("Test");
-    // logger.Flush();
-    // Loads existing trades by magic number.
   }
 
   /**
@@ -113,19 +108,16 @@ class EA {
   /* Getters */
 
   /**
-   * Gets EA parameter value.
+   * Gets EA state flag value.
    */
-  template <typename T>
-  T Get(STRUCT_ENUM(EAParams, ENUM_EA_PARAM_PROP) _param) {
-    return eparams.Get<T>(_param);
-  }
+  bool Get(STRUCT_ENUM(EAState, ENUM_EA_STATE_FLAGS) _prop) { return estate.Get(_prop); }
 
   /**
-   * Gets EA state flag value.
+   * Gets EA parameter value.
    */
   template <typename T>
-  T Get(STRUCT_ENUM(EAState, ENUM_EA_STATE_FLAGS) _prop) {
-    return estate.Get<T>(_prop);
+  T Get(STRUCT_ENUM(EAParams, ENUM_EA_PARAM_PROP) _param) {
+    return eparams.Get<T>(_param);
   }
 
   /**
@@ -204,6 +196,11 @@ class EA {
     eparams.Set<T>(_param, _value);
   }
 
+  /**
+   * Sets EA state flag value.
+   */
+  void Set(STRUCT_ENUM(EAState, ENUM_EA_STATE_FLAGS) _prop, bool _value) { estate.Set(_prop, _value); }
+
   /**
    * Sets an strategy parameter value for all strategies.
    */
@@ -226,31 +223,6 @@ class EA {
     }
   }
 
-  /**
-   * Sets an strategy parameter value for all strategies.
-   */
-  /* @fixme
-  template <typename T>
-  void Set(ENUM_TRADE_PARAM _param, T _value, ENUM_TIMEFRAMES _tf) {
-    for (DictStructIterator<long, Ref<Strategy>> iter = strats.Begin(); iter.IsValid(); ++iter) {
-      Strategy *_strat = iter.Value().Ptr();
-      _strat.Set<T>(_param, _value);
-    }
-  }
-  */
-
-  /**
-   * Sets an strategy parameter value for the given timeframe.
-   */
-  /* @fixme
-  template <typename T>
-  void Set(ENUM_TRADE_PARAM _param, T _value) {
-    for (DictStructIterator<long, Ref<Strategy>> iter = strats.Begin(); iter.IsValid(); ++iter) {
-      Set(_param, _value);
-    }
-  }
-  */
-
   /* Processing methods */
 
   /**
@@ -292,6 +264,8 @@ class EA {
           _strat.OnOrderClose(ORDER_TYPE_SELL);
         }
       }
+      _trade_allowed &= _trade.IsTradeAllowed();
+      _trade_allowed &= !_strat.IsSuspended();
       if (_trade_allowed) {
         float _sig_open = _signal.GetSignalOpen();
         unsigned int _sig_f = eparams.Get<unsigned int>(STRUCT_ENUM(EAParams, EA_PARAM_PROP_SIGNAL_FILTER));
@@ -327,13 +301,13 @@ class EA {
           _signal.Set(STRUCT_ENUM(TradeSignalEntry, TRADE_SIGNAL_FLAG_PROCESSED), true);
         } else {
           _last_error = GetLastError();
-          switch (_last_error) {
-            case ERR_NOT_ENOUGH_MEMORY:
-              logger.Error(StringFormat("Not enough money to open trades! Code: %d", _last_error), __FUNCTION_LINE__,
-                           _strat.GetName());
-              logger.Warning(StringFormat("Suspending strategy.", _last_error), __FUNCTION_LINE__, _strat.GetName());
-              _strat.Suspended(true);
-              break;
+          if (_last_error > 0) {
+            logger.Warning(StringFormat("Error: %d", _last_error), __FUNCTION_LINE__, _strat.GetName());
+            ResetLastError();
+          }
+          if (_trade.Get<bool>(TRADE_STATE_MONEY_NOT_ENOUGH)) {
+            logger.Warning(StringFormat("Suspending strategy.", _last_error), __FUNCTION_LINE__, _strat.GetName());
+            _strat.Suspended(true);
           }
         }
       }
@@ -383,7 +357,6 @@ class EA {
   virtual EAProcessResult ProcessTick() {
     if (estate.IsEnabled()) {
       MqlTick _tick = SymbolInfoStatic::GetTick(_Symbol);
-      GetMarket().SetTick(_tick);
       eresults.Reset();
       if (estate.IsActive()) {
         ProcessPeriods();
@@ -401,9 +374,9 @@ class EA {
               eresults.stg_processed_periods++;
             }
             if (_strat.TickFilter(_tick)) {
-              _can_trade &= _can_trade && !_strat.IsSuspended();
-              _can_trade &= _can_trade && !_strat.CheckCondition(STRAT_COND_TRADE_COND, TRADE_COND_HAS_STATE,
-                                                                 TRADE_STATE_TRADE_CANNOT);
+              _can_trade &= !_strat.IsSuspended();
+              _can_trade &=
+                  !_strat.CheckCondition(STRAT_COND_TRADE_COND, TRADE_COND_HAS_STATE, TRADE_STATE_TRADE_CANNOT);
               TradeSignalEntry _sentry = GetStrategySignalEntry(_strat, _can_trade, _strat.Get<int>(STRAT_PARAM_SHIFT));
               if (_sentry.Get<uint>(STRUCT_ENUM(TradeSignalEntry, TRADE_SIGNAL_PROP_SIGNALS)) > 0) {
                 TradeSignal _signal(_sentry);
@@ -752,6 +725,7 @@ class EA {
     _strat.Ptr().Set<long>(STRAT_PARAM_ID, _magic_no);
     _strat.Ptr().Set<ENUM_TIMEFRAMES>(STRAT_PARAM_TF, _tf);
     _strat.Ptr().Set<int>(STRAT_PARAM_TYPE, _type);
+    _strat.Ptr().OnInit();
     if (!strats.KeyExists(_magic_no)) {
       _result &= strats.Set(_magic_no, _strat);
     } else {
@@ -1044,11 +1018,6 @@ class EA {
     return NULL;
   }
 
-  /**
-   * Returns pointer to Terminal object.
-   */
-  Market *GetMarket() { return market.Ptr(); }
-
   /**
    * Returns pointer to Market object.
    */
@@ -1064,11 +1033,6 @@ class EA {
    */
   DictStruct<long, Ref<Strategy>> *GetStrategies() { return GetPointer(strats); }
 
-  /**
-   * Gets EA params.
-   */
-  EAParams GetParams() { return eparams; }
-
   /**
    * Gets EA state.
    */
@@ -1086,21 +1050,11 @@ class EA {
    */
   Log *GetLogger() { return GetPointer(logger); }
 
-  /**
-   * Gets pointer to market details.
-   */
-  Market *Market() { return market.Ptr(); }
-
   /**
    * Gets reference to strategies.
    */
   DictStruct<long, Ref<Strategy>> *Strategies() { return &strats; }
 
-  /**
-   * Gets pointer to symbol details.
-   */
-  SymbolInfo *SymbolInfo() { return (SymbolInfo *)GetMarket(); }
-
   /* Setters */
 
   /* Virtual methods */
@@ -1176,12 +1130,6 @@ class EA {
   SerializerNodeType Serialize(Serializer &_s) {
     _s.Pass(THIS_REF, "account", account, SERIALIZER_FIELD_FLAG_DYNAMIC);
 
-    // In MQL it will be: Market* _market = GetMarket();
-    // In C++ it will be: Market& _market = GetMarket();
-    // It is needed as PassObject() expects reference to object instead of its pointer.
-    MAKE_REF_FROM_PTR(Market, _market, GetMarket());
-    _s.PassObject(THIS_REF, "market", _market, SERIALIZER_FIELD_FLAG_DYNAMIC);
-
     for (DictStructIterator<long, Ref<Strategy>> _iter = GetStrategies().Begin(); _iter.IsValid(); ++_iter) {
       Strategy *_strat = _iter.Value().Ptr();
       // @fixme: GH-422
@@ -1192,6 +1140,8 @@ class EA {
       _s.Pass(THIS_REF, "strat:params:" + _sname, _sparams);
       _s.Pass(THIS_REF, "strat:results:" + _sname, _sresults);
     }
+    _s.PassObject(THIS_REF, "trade", trade);
+    _s.PassObject(THIS_REF, "tsm", tsm);
     return SerializerNodeObject;
   }
 };

Indicator.define.h

@@ -33,13 +33,15 @@
 // Defines macros.
 #define COMMA ,
 #define DUMMY
-#define ICUSTOM_DEF(PARAMS)                                                    \
+
+#define ICUSTOM_DEF(SET_HANDLE, PARAMS)                                        \
   double _res[];                                                               \
   if (_handle == NULL || _handle == INVALID_HANDLE) {                          \
     if ((_handle = ::iCustom(_symbol, _tf, _name PARAMS)) == INVALID_HANDLE) { \
       SetUserError(ERR_USER_INVALID_HANDLE);                                   \
       return EMPTY_VALUE;                                                      \
     }                                                                          \
+    SET_HANDLE;                                                                \
   }                                                                            \
   int _bars_calc = ::BarsCalculated(_handle);                                  \
   if (GetLastError() > 0) {                                                    \
@@ -49,7 +51,7 @@
     return EMPTY_VALUE;                                                        \
   }                                                                            \
   if (::CopyBuffer(_handle, _mode, _shift, 1, _res) < 0) {                     \
-    return EMPTY_VALUE;                                                        \
+    return ArraySize(_res) > 0 ? _res[0] : EMPTY_VALUE;                        \
   }                                                                            \
   return _res[0];
 
@@ -123,6 +125,6 @@ class DrawIndicator;
     }                                                                                                      \
   }                                                                                                        \
   if (CopyBuffer(_handle, MODE, SHIFT, 1, _res) < 0) {                                                     \
-    return EMPTY_VALUE;                                                                                    \
+    return ArraySize(_res) > 0 ? _res[0] : EMPTY_VALUE;                                                    \
   }                                                                                                        \
   return _res[0];