Expert Advisor Programming for MetaTrader 5

Include Function Reference

This document is a quick reference to the functions inside the include files distributed in the source code download. The
details and usage of these functions are described in the book.

The include files are located in the \MQL5\Include\Mql5Book\ folder of your MetaTrader 5 installation. To include a file in
your program, use the #include directive:

#include <Mql5Book\Trade.mqh>

Trade.mqh

CTrade class

bool CTrade::Buy(string pSymbol, double pVolume, double pStop = 0, double pProfit = 0,

string pComment = NULL)

bool CTrade::Sell(string pSymbol, double pVolume, double pStop = 0, double pProfit = 0,

string pComment = NULL)

Opens a buy or sell position. Returns true if the position is placed, false otherwise.

• pSymbol - The symbol to open the position on.

• pVolume - The trade volume in lots.

• pStop - The stop loss price (optional).

• pProfit - The take profit price (optional).

• pComment - The trade comment (optional).

bool CTrade::BuyStop(string pSymbol, double pVolume, double pPrice, double pStop = 0,

double pProfit = 0, datetime pExpiration = 0, string pComment = NULL)

bool CTrade::SellStop(string pSymbol, double pVolume, double pPrice, double pStop = 0,

double pProfit = 0, datetime pExpiration = 0, string pComment = NULL)

bool CTrade::BuyLimit(string pSymbol, double pVolume, double pPrice, double pStop = 0,

double pProfit = 0, datetime pExpiration = 0, string pComment = NULL)

bool CTrade::SellLimit(string pSymbol, double pVolume, double pPrice, double pStop = 0,

double pProfit = 0, datetime pExpiration = 0, string pComment = NULL)

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Opens a pending order of the specified type. Returns true if the position is placed, false otherwise.

• pSymbol - The symbol to open the position on.

• pVolume - The trade volume in lots.

• pPrice - The order opening price.

• pStop - The stop loss price (optional).

• pProfit - The take profit price (optional).

• pExpiration - The order expiration time (optional).

• pComment - The trade comment (optional).

bool CTrade::BuyStopLimit(string pSymbol, double pVolume, double pPrice, double pStopLimit,

double pStop = 0, double pProfit = 0, datetime pExpiration = 0,
string pComment = NULL)

bool CTrade::SellStopLimit(string pSymbol, double pVolume, double pPrice, double pStopLimit,

double pStop = 0, double pProfit = 0, datetime pExpiration = 0,
string pComment = NULL);

Opens a buy or sell stop limit order. Returns true if the position is placed, false otherwise.

• pSymbol - The symbol to open the position on.

• pVolume - The trade volume in lots.

• pPrice - The order opening price.

• pStopLimit - The stop limit price.

• pStop - The stop loss price (optional).

• pProfit - The take profit price (optional).

• pExpiration - The order expiration time (optional).

• pComment - The trade comment (optional).

bool CTrade::ModifyPosition(string pSymbol, double pStop, double pProfit = 0)

Modifies the stop loss and take profit price of the current position. If either the stop loss or take profit price will not be
changed, the current price must be passed to the function. You can retrieve the current price using the
PositionStopLoss() and PositionTakeProfit() functions. Returns true if the position was modified, false otherwise.

• pSymbol - The symbol of the position to modify.

• pStop - The new or current stop loss price.

• pProfit - The new or current take profit price (optional).

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bool CTrade::ModifyPending(ulong pTicket, double pPrice, double pStop, double pProfit,
datetime pExpiration=0)

Modifies the opening price, stop loss or take profit price of a specified order. If either the opening price, stop loss or take
profit price will not be changed, the current price must be passed to the function. You can retrieve the current prices of the
order using the OrderOpenPrice(), OrderStopLoss() or OrderTakeProfit() functions from the Pending.mqh file.
Returns true if the order was modified, false otherwise.

• pTicket - The ticket number of the order to modify.

• pPrice - The new or current order opening price.

• pStop - The new or current stop loss price.

• pProfit - The new or current take profit price.

• pExpiration - The new or current order expiration time (optional).

bool CTrade::Close(string pSymbol, double pVolume = 0, string pComment = NULL)

Closes the current position on the specified symbol. Returns true if the position was closed successfully, false otherwise.

• pSymbol - The symbol of the position to close.

• pVolume - The volume to partially close. If pVolume is greater than the current position volume, or pVolume is 0,
the entire position will be closed.

• pComment - A comment to add to the deal.

bool CTrade::Delete(ulong pTicket)

Deletes the specified pending order. Returns true if the order was closed successfully.

• pTicket - The ticket number of the order to delete.

void CTrade::MagicNumber(ulong pMagic)

void CTrade::Deviation(ulong pDeviation)
void CTrade::FillType(ENUM_ORDER_TYPE_FILLING pFill)

Sets the magic number, deviation or fill type for all orders. Call the function once in the OnInit() event handler to set the
relevant property.

• pMagic - The magic number to associate with all orders.

• pDeviation - The deviation in points.

• pFill - The fill type to use.

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double BuyStopLoss(string pSymbol,int pStopPoints, double pOpenPrice = 0)
double SellStopLoss(string pSymbol,int pStopPoints, double pOpenPrice = 0)

Calculates and returns a stop loss price for a buy or sell order.

• pSymbol - The symbol to calculate the stop loss price for.

• pStopPoints - The distance between the stop loss and the order opening price in points.

• pOpenPrice - The order opening price. If 0, the current Bid or Ask price will be used.

double BuyTakeProfit(string pSymbol,int pProfitPoints, double pOpenPrice = 0)

double SellTakeProfit(string pSymbol,int pProfitPoints, double pOpenPrice = 0)

Calculates and returns a take profit price for a buy or sell order.

• pSymbol - The symbol to calculate the take profit price for.

• pProfitPoints - The distance between the take profit and the order opening price in points.

• pOpenPrice - The order opening price. If 0, the current Bid or Ask price will be used.

bool CheckAboveStopLevel(string pSymbol, double pPrice, int pPoints = 10)

bool CheckBelowStopLevel(string pSymbol, double pPrice, int pPoints = 10)

Verifies whether a pending order opening price, stop loss or take profit price is valid relative to the current Bid or Ask price.
If the price is within the stop level (+/- pPoints), it is invalid. Returns true if the price is valid, false otherwise.

• pSymbol - The symbol to check.

• pPrice - The price to check.

• pPoints - Adds/subtracts a specified number of points to the stop level price.

double AdjustAboveStopLevel(string pSymbol, double pPrice, int pPoints = 10)

double AdjustBelowStopLevel(string pSymbol, double pPrice, int pPoints = 10)

Verifies whether a pending order opening price, stop loss or take profit price is valid relative to the current Bid or Ask price.
If the price is within the stop level (+/- pPoints), it is invalid and will be automatically adjusted to a valid price. Returns
pPrice if the price is valid, or an adjusted price otherwise.

• pSymbol - The symbol to check.

• pPrice - The price to check.

• pPoints - Adds/subtracts a specified number of points to the stop level price.

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string PositionComment(string pSymbol = NULL)
long PositionType(string pSymbol = NULL)
long PositionIdentifier(string pSymbol = NULL)
double PositionOpenPrice(string pSymbol = NULL)
long PositionOpenTime(string pSymbol = NULL)
double PositionVolume(string pSymbol = NULL)
double PositionStopLoss(string pSymbol = NULL)
double PositionTakeProfit(string pSymbol = NULL)
double PositionProfit(string pSymbol = NULL)

Returns information about the current position.

• pSymbol - The position to return information for. If not specified, the current chart symbol will be used.

string CheckOrderType(ENUM_ORDER_TYPE pType)

Returns a string describing the order type, for example "buy" or "sell stop."

• pType - An order type constant.

Pending.mqh

CPending class

int CPending::BuyLimit(string pSymbol)

int CPending::SellLimit(string pSymbol)
int CPending::BuyStop(string pSymbol)
int CPending::SellStop(string pSymbol)
int CPending::BuyStopLimit(string pSymbol)
int CPending::SellStopLimit(string pSymbol)
int CPending::TotalPending(string pSymbol)

Returns the number of currently open orders of the specified type for the specified symbol.

• pSymbol - The symbol to return the number of open orders for.

void CPending::GetTickets(string pSymbol, ulong &pTickets[]);

Returns an array filled with the ticket numbers of open orders on the specified symbol.

• pSymbol - The symbol to return the order tickets for.

• pTickets - An array passed by reference that will be filled with the order tickets.

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long OrderType(ulong pTicket)
long OrderExpirationTime(ulong pTicket)
long OrderExpirationType(ulong pTicket)
long OrderMagicNumber(ulong pTicket)
double OrderVolume(ulong pTicket)
double OrderOpenPrice(ulong pTicket)
double OrderStopLimit(ulong pTicket)
double OrderStopLoss(ulong pTicket)
double OrderTakeProfit(ulong pTicket)
string OrderComment(ulong pTicket)

Returns information about the specified pending order.

• pTicket - The ticket of the pending order to return information for.

Price.mqh

CBars class

void CBars::Update(string pSymbol,ENUM_TIMEFRAMES pPeriod)

Updates the price data for the last 100 bars on the specified symbol and period. The MAX_BARS constant in the Price.mqh
file adjusts the number of bars to retrieve data for.

• pSymbol - The symbol to retrieve the price data for.

• pPeriod - The period of the chart to retrieve the price data for.

double CBars::Close(int pShift)

double CBars::High(int pShift)
double CBars::Low(int pShift)
double CBars::Open(int pShift)
datetime CBars::Time(int pShift)
long CBars::TickVolume(int pShift)
long CBars::Volume(int pShift)

Returns the specified price for the specified bar. The current bar has a shift value of 0, the previous bar is 1 and so on. The
Update() function above must be called first to ensure the most current prices are used.

• pShift - The shift of the bar to retrieve the price for.

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double Ask(string pSymbol=NULL)
double Bid(string pSymbol=NULL)

Retrieves the current Bid or Ask price for the specified symbol.

• pSymbol - The symbol to retrieve the price for. If no value is specified, the current chart symbol will be used.

long Spread(string pSymbol=NULL)

Retrieves the current spread for the specified symbol.

• pSymbol - The symbol to retrieve the spread for. If no value is specified, the current chart symbol will be used.

long StopLevel(string pSymbol=NULL)

Retrieves the stop level in points for the specified symbol.

• pSymbol - The symbol to retrieve the stop level for. If no value is specified, the current chart symbol will be used.

double HighestHigh(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0)

double LowestLow(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0)

Retrieves the highest high or lowest low price for the specified bar range.

• pSymbol - The symbol to use.

• pPeriod - The chart period to use.

• pBars - The number of bars to search,

• pStart - The starting bar. Default is the current bar.

MoneyManagement.mqh

double MoneyManagement(string pSymbol,double pFixedVol,double pPercent,int pStopPoints)

Calculates a trade volume using a specified percentage of the current balance, as well as the stop loss in points. Returns
the calculated trade volume, or if no trade volume can be calculated, the pFixedVol value.

• pSymbol - The symbol to calculate the trade volume for.

• pFixedVol - A default trade volume, used if a trade volume cannot be calculated.

• pPercent - A percentage of the current balance to risk.

• pStopPoints - The desired stop loss in points.

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double VerifyVolume(string pSymbol,double pVolume)

Verifies a trade volume against the minimum, maximum and step values enforced by the trade server. Returns pVolume if
the trade volume is valid, or an adjusted value if not.

• pSymbol - The symbol to use.

• pVolume - The trade volume to verify.

double StopPriceToPoints(string pSymbol,double pStopPrice, double pOrderPrice)

Calculates and returns the difference in points between a stop loss price and an order opening price.

• pSymbol - The symbol to use.

• pStopPrice - The stop loss price.

• pOrderPrice - The order opening price.

Trailing.mqh

CTrailing class

bool CTrailing::TrailingStop(string pSymbol, int pTrailPoints, int pMinProfit = 0,

int pStep = 10)

bool CTrailing::TrailingStop(string pSymbol, double pTrailPrice, int pMinProfit = 0,

int pStep = 10)

Implements a trailing stop for open positions. The first variant of the function takes a trailing stop value in points. The
second variant takes a trailing stop price. Returns a value of true if the trailing stop was adjusted, false otherwise.

• pSymbol - The symbol of the position to adjust the trailing stop for.

• pTrailPoints - The trailing stop distance in points.

• pTrailPrice - A trailing stop price.

• pMinProfit - The minimum profit in points required before the trailing stop will be adjusted (optional).

• pStep - Moves the trailing stop in increments. The minimum step is 10 points (optional).

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bool CTrailing::BreakEven(string pSymbol, int pBreakEven, int pLockProfit = 0)

Implements a break even stop for open positions. The stop loss is moves to the order opening price once as soon as the
specified break even profit is reached. Returns a value of true if the break even stop is adjusted successfully, false
otherwise.

• pSymbol - The symbol of the position to adjust the break even stop for.

• pBreakEven - The break even profit in points. When the order profit in points meets or exceeds this amount, the
break even stop will trigger.

• pLockProfit - Adds or subtracts a specified number of points to the break even stop price (optional).

Timer.mqh

CTimer class

bool CTimer::CheckTimer(datetime pStartTime, datetime pEndTime, bool pLocalTime = false)

Takes a start and end time and determines whether the current time falls between them. Returns a value of true if the
current time is between the start and end time, and false otherwise.

• pStartTime - The start time.

• pEndTime - The end time.

• pLocalTime - If true, will use your computer's local time. Otherwise, the server time will be used (optional).

bool CTimer::DailyTimer(int pStartHour, int pStartMinute, int pEndHour, int pEndMinute,

bool pLocalTime = false)

Calculates a start and end time using a start and end hour and minute. Returns a value of true if the current time is
between the start and end times, and false otherwise.

• pStartHour - The start hour.

• pStartMinute - The start minute.

• pEndHour - The end hour.

• pEndMinute - The end minute.

• pLocalTime - If true, will use your computer's local time. Otherwise, the server time will be used (optional).

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bool CTimer::BlockTimer(TimerBlock &pBlock[], bool pLocalTime = false)

Takes an array that holds several start and end times, and determines whether the current time falls between any of them.
The array type uses the TimerBlock structure, described below. Returns a value of true if the current time falls within one
of the start and end times, and false otherwise.

• pBlock - An array passed by reference that contains start and end times.

• pLocalTime - If true, will use your computer's local time. Otherwise, the server time will be used (optional).

struct TimerBlock
{
bool enabled;
int start_day;
int start_hour;
int start_min;
int end_day;
int end_hour;
int end_min;
};

The TimerBlock structure is used for the BlockTimer() function. An array is declared using TimerBlock as the type, and
loaded with data representing start and end times for the current week.

• enabled - Set to true if the timer for the current array element is enabled, false if disabled.

• start_day - The start day for the current timer. 0: Sunday, 5: Friday.

• start_hour - The start hour for the current timer.

• start_min - The start minute for the current timer.

• end_day - The end day for the current timer. 0: Sunday, 5: Friday.

• end_hour - The end hour for the current timer.

• end_min - The end minute for the current timer.

CNewBar class

bool CNewBar::CheckNewBar(string pSymbol, ENUM_TIMEFRAMES pTimeframe)

Checks to see if a new bar has opened since the last tick. Returns a value of true if a new bar has opened, and false
otherwise.

• pSymbol - The symbol to use.

• pTimeframe - The period of the chart to check.

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Indicators.mqh

CIndicator class

double Main(int pShift=0)

Returns the value of the first indicator buffer for the specified bar. All indicator classes based on CIndicator implement
this function.

• pShift - The shift of the bar to retrieve the indicator value from.

void Release()

Releases the indicator from memory. All indicator classes based on CIndicator implement this function.

CiMA class

int CiMA::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pMAPeriod, int pMAShift,

ENUM_MA_METHOD pMAMethod, ENUM_APPLIED_PRICE pMAPrice)

Initializes the moving average indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pMAPeriod - The calculation period for the indicator.

• pMAShift - The forward or backward shift for the indicator.

• pMAMethod - The calculation method for the indicator.

• pMAPrice - The price series to use.

CiRSI class

int CiRSI::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pRSIPeriod,

ENUM_APPLIED_PRICE pRSIPrice)

Initializes the RSI indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pRSIPeriod - The calculation period for the indicator.

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 • pRSIPrice - The price series to use.

CiStochastic class

int CiStochastic::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pKPeriod, int pDPeriod,

int pSlowing, ENUM_MA_METHOD pMAMethod, ENUM_STO_PRICE pPrice)

Initializes the stochastic indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pKPeriod - The calculation period for the %K line.

• pDPeriod - The calculation period for the %D line,

• pSlowing - The slowing period of the indicator.

• pMAMethod - The calculation method of the indicator.

• pPrice - The price series to use.

double CiStochastic::Signal(int pShift=0)

Returns the value for the %D line for the specified bar.

• pShift - The shift of the bar to retrieve the indicator value from.

CiBollinger class

int CiBollinger::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pPeriod, int pShift,

double pDeviation, ENUM_APPLIED_PRICE pPrice)

Initializes the Bollinger bands indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pPeriod - The calculation period to use for the indicator.

• pShift - The forward or backward shift of the indicator.

• pDeviation - The standard deviation of the outer bands.

• pPrice - The price series to use.

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double CiBollinger::Lower(int pShift=0)
double CiBollinger::Upper(int pShift=0)

Returns the lower or upper band price for the specified bar.

• pShift - The shift of the bar to retrieve the indicator value from.

CiMACD class

int CiMACD::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pFastPeriod, int pSlowPeriod,

int pSignalPeriod, ENUM_APPLIED_PRICE pPrice)

Initializes the MACD indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pFastPeriod - The calculation period to use for the histogram.

• pSlowPeriod - The calculation period to use for the histogram.

• pSignalPeriod - The calculation period for the signal line.

• pPrice - The price series to use.

double CiMACD::Signal(int pShift=0)

Returns the price of the signal line for the specified bar.

• pShift - The shift of the bar to retrieve the indicator value from.

CiSAR class

int CiSAR::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, double pStep, double pMaximum)

Initializes the SAR indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pStep - The step parameter for the SAR indicator.

• pMaximum - The maximum parameter for the SAR indicator.

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CiADX class

int CiADX::Init(string pSymbol, ENUM_TIMEFRAMES pTimeframe, int pPeriod)

Initializes the ADX indicator.

• pSymbol - The symbol to use.

• pTimeframe - The chart period to use.

• pPeriod - The calculation period to use.

double CiADX::Plus(int pShift=0)

double CiADX::Minus(int pShift=0)

Returns the price for the plus and minus DI lines for the specified bar.

• pShift - The shift of the bar to retrieve the indicator value from.

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