03. order deal positions

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Orders, Posit ions, and Deals in MetaTrader 5 [ru]Rashid Umarov| 1 February, 2011

Trading term s

The ultimate goal of a trader is to extract profits through the means of trading operations on the financialmarkets. This article describes the terms and processes of theMetaTrader 5trading platform, theknowledge of which is necessary for a proper understanding of the work oftrade functionsof the MQL5language.

Orders are thetrade operationrequests, received by the trading server, formulated incomplience to the MetaTrader 5 platform requirements. If the request is incorrect, it will notappear on the trading platform in the form of an order. Orders can be of immediate execution,such as to buy or sell a certain volume, at the current market price on a specified financialinstrument. Another type of orders - are pending orders, which contain an order to commitatrading operationunder the presence of certain condition. Pending orders may also contain atime restriction on their actions - the order expiration date.

The placed (pending) orders, that are waiting for the conditions of their execution or cancellation,are shown on the "Trade"tab in the terminal. These orders can be modified or canceled. Theplacing, cancellation, and modification of orders is done using theOrderSend()function. If the

order was canceled or reached the order expiration time, or if the order was executed, it movesinto the orders history. Executed and canceled orders are shown in the "History"tab of the clientterminal. Orders from the history are not available for modification.

Deals- are the result of an execution of an order (a command to commit the deal). Each deal isbased on a one particular order, but a single order can generate a set of deals. For example, anorder to buy 10 lots may be carried out by several successive deals with partial filling. The dealsare always stored in the trading history and cannot be modified. In the terminal, the deals are

displayed in the"History"tab.
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Positionsare the contracts, bought or sold on a financial instrument. A long position (Long) isformed as a result of buys in anticipation of a price increase, a short position (Short) is the resultof the sale of asset, in the anticipation of future price decrease. For each account, for everyfinancial instrument, there can be only one position. For each symbol, at any given time, therecan be only one open position - long or short.

The position volume may increase as a result of a new trading operation in the same direction.

Meaning that the volume of the long positions will be increased after the new buy (Buy deal),and will be decreased after the sale (Sell deal). The position is closed, if the volume ofcommitments became equal to zero as a result of trading operation. Such operation is called

closing the position.

Note: Active orders and positions are always displayed on the "Trade" tab, and the deals and orders

from the history are always reflected in the "History" tab. The active order from the "Trade" tab shouldnot be confused with the historical orders from the "History" tab.

How t he terminal receives and st ores t he trade inform ation f rom t he server

The terminal stores the trading history in a special base, and receives only the missing history of dealsand completed orders on the trading account, at eachconnection to the trading server. This is done tosave up on traffic. When closing the MetaTrader 5 client terminal or changing the current active account,

the entire history is recorded on the hard disk and read from at the time of the next launch of theterminal.

Deal
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All databases are recorded to the disk in an encrypted form and the encryption key is dependent to the

computer on which the terminal is installed. This protects the user of the terminal against unauthorizedaccess to his data, in case of copying.

During the connection to the account, the terminal loads the saved account base, with the history of theaccount, and sends the trading server a request to synchronize its own database of history with the

history of the account on the trading server. Further, after a successful connection to the account, thetrading server sends the terminal a report about the ongoing trading events, related to this account.

Trading event are the following changes in the account:

withdrawal and balance operations; charge of commissions, swaps and taxes; placing, deletion and modification of orders; the execution of deals based on orders; opening and closing of positions; change in the volume and direction of positions.

In the case of termination of the connection with the trading server, the terminal periodically attempts to

reconnect. After the reconnection with the server, the terminal requests all of the recent changes in thetrading history to maintain the integrity of data in its own database of the history.

The trading history, displayed in the "History" tab of the terminal, is taken from the base of the terminalhistory, and the changes of the period, displayed in the terminal of history can only increase the range ofthe history, stored in this database. Decreasing the period of the displayed history does not lead to a

physical removal of the history from the base of the terminal.

This means that the installation of a shorter interval of the displayed history, does not reduce the depthof the stored trading history. But if we specify a wider interval range, for the display in the "History" tab,then such an action could lead to a request, from the trading server, of a more profound history, if theterminal's own base does not yet have the requested data for that period.


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The general scheme of interaction between the terminal and the MetaTrader 5 trading server is

demonstrated at following Figure:

The client terminal sends a synchronization request to its own trading history base, during the start of theterminal, during the reconnection with the server after a connection failure, during a switch from one

account to another, and during the direct request for the missing trading history.

In its turn, the trading server independently, without any requests from the terminal, sends a client

messages about the trading events, taking place on the account: the changes of the state of orders andpositions, the conduction of deals based on orders, the charging of commissions, the balance andwithdrawal of money, and so on.

Access to t he tr ading history from the MQL5-program

The terminal can operate simultaneously with a number of indicators, scripts, and EAs, and all of theseprograms can request the information they need about trading: orders, deals, and positions. The directwork of the mql5-program with the database of the terminal is excluded, due to the considerations ofoverall stability, security and performance.

Each mql5-program by request receives for its work a "model" of the trading environment in its cache.A cache is a special area of memory for a fast access to data. For example, before beginning processingthe order, the order needed must be obtained in the cache of the mql5-program. All of the further work,when referring to the order, will be made with the cached copy of that order.

The work with the positions, deals, and orders from the history is carried out in a similar way. Thegeneral scheme of obtaining the trading information from the MQL5 program is shown at figure:


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Before the data about the trading history becomes available for the processing of mql5-program, they

must be requested from the terminal database. After the request, the obtained data will be placed in itsown cache of the mql5-program.

Note: the data in the cache is not automatically synchronized with the terminal database, and therefore,it must be constantly updated to maintain an appropriate status of the data in the cache.

There is a possibility of consequences if the cache is used improperly.

if the data requested could not be obtained, the cache will be empty and will not contain thenecessary data.

if the data in the cache required updates, but the updating was not requested, then working withsuch data can lead to unpredictable results. For example, the data on the current position has

not been updated, and the program does not know anything about the open position for the

given symbol and about the growing loss for it.

The function f or w orking w ith the cache

The trading history may contain thousands of executed orders and deals that are not needed for currentwork of the mql5-program. Therefore, the work with cache is built on the principle of requests the cachealways contains the information that was uploaded at the last connection to the database of the terminal.If you need to obtain the whole history of orders and deals, you need to explicitly request it by specifying

the desired interval.

For each type of information, an independent cache is formed. The data about the orders is stored in the

order's cache, the information about the positions is stored in the position's cache, the data on deals andorders is stored in the respective instances of the cache's history.

Before requesting the information from the cache, it needs to be filled.

Note: Any request for filling the cache previously clears it, regardless of the result of the requests'execution.


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The trading functions can be separated into two categories: the functions for filling the cache and thefunctions for reading the information from the cache.

The function f or fi ll ing t he cache

For processing the trading history, it must first be obtained and located in the appropriate cache.Functions that form a cache can be divided into two subgroups.

The function for filling the trading cache (active orders and positions):

TheOrderSelect(ticket)- copies the active order by it s t icket (from the terminal base) into thecache of the current order for the further request of its properties using the OrderGetDouble(),

OrderGetInteger() and OrderGetString() functions; TheOrderGetTicket(index)- copies, from the terminal base of the active order, by its index in

the orders list of orders terminal base into the cache of the current orders for further request

to the properties using the OrderGetDouble(), OrderGetInteger() and OrderGetString() functions.The total number of orders in the base of the terminal can be obtained usingtheOrdersTotal()function;

ThePositionSelect(symbol)- copies the open position by th e symbol name (from the base ofthe terminal) into the cache for the further request of its properties using thePositionGetDouble(), PositionGetInteger() and PositionGetString() functions;

ThePositionGetSymbol(index)- copies the open position by its index in t he posit ionlist (from the base of the terminal) of the terminal base into the cache for the further request of

its properties using the PositionGetDouble(), PositionGetInteger() and PositionGetString()functions. The total number of positions in the base of the terminal can be obtained by

thePositionsTotal()function.

The function of filling the history cache:

TheHistoryOrderSelect(ticket)- copies the history order by its t icket into the cache of thehistory orders (from the base of the terminal) for the further calls to its properties by theHistoryOrderGetDouble(), HistoryOrderGetInteger() and HistoryOrderGetString() functions;

Should call theses functions to fill
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TheHistoryDealSelect(ticket)- copies the deal by its t icket into the deals cache (from the baseof the terminal) for the further calls to its properties by the HistoryDealGetDouble(),HistoryDealGetInteger() and HistoryDealGetString() functions ;

We need to separately consider the two functions, which affect the available, in the cache, tradinghistory in general:

TheHistorySelect(start, end)- fills the history cache with deals and orders for the specifiedinterval of the server's time. From the results of the execution of this function, depends thevalues, that are returned from HistoryDealsTotal() and HistoryOrdersTotal();

TheHistorySelectByPosition (position_ID)- fills the history cache with deals and orders, havingthe specified identifier position. The result of the execution of this function, also affects theHistoryDealsTotal() and HistoryOrdersTotal().

OrderSelect and OrderGetTicket

TheOrderSelect(ticket)andOrderGetTicket()general functions work in the same way, - they fill thecache of active orders with one single order. TheOrderSelect(ticket)is intended for the case where a

ticket order is known in advance. The OrderGetTicket(), in conjunction with OrdersTotal() allows for theexamination of all of the available orders in the base terminal of orders.

After a call to any of these functions, the cache of the active orders contains the information of only oneorder, if the order is successfully selected. Otherwise, there is nothing in the cache of active orders. Theresult of the execution of the functionOrdersTotal()does not change - it always returns the actual

number of active orders in the base of the terminal, regardless of whether the cache is full.

PositionSelect and PositionGetSymbol

Just like for the orders, these two functions also work in the same way for positions - they fill the cache

of positions with a single position. ThePositionGetSymbol(index)requires the number in the list of thepositions base, as a parameter, and thePositionSelect(symbol)fills the cache based on the symbol name,on which the position is opened. The name of the symbol, in turn, can be obtained bythe PositionGetSymbol(index) function.

After performing any of these functions, the cache of positions contains data only on one position, if thefunction is executed successfully. Otherwise, there is nothing in the cache of positions. The result of theexecution of thePositionsTotal()function does not depend on whether the cache is filled, - it alwaysreturns the actual number of open positions in the base terminal for all symbols.

HistoryOrderSelect

TheHistoryOrderSelect(ticket)choses into the cache the historical order from the base of the terminal byits ticket. The function is intended for being used when the ticket of the required order is known inadvance.

If the execution is successful, the cache will contain a single order, and theHistoryOrdersTotal()functionreturn a single unit. Otherwise, the cache of historical orders will be empty and the HistoryOrdersTotal()function will return a zero.
http://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderGetTickethttp://www.mql5.com/en/docs/trading/OrderGetTickethttp://www.mql5.com/en/docs/trading/OrderGetTickethttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrdersTotalhttp://www.mql5.com/en/docs/trading/OrdersTotalhttp://www.mql5.com/en/docs/trading/OrdersTotalhttp://www.mql5.com/en/docs/trading/PositionGetSymbolhttp://www.mql5.com/en/docs/trading/PositionGetSymbolhttp://www.mql5.com/en/docs/trading/PositionGetSymbolhttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionsTotalhttp://www.mql5.com/en/docs/trading/PositionsTotalhttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryOrdersTotalhttp://www.mql5.com/en/docs/trading/HistoryOrdersTotalhttp://www.mql5.com/en/docs/trading/HistoryOrdersTotalhttp://www.mql5.com/en/docs/trading/HistoryOrdersTotalhttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/PositionsTotalhttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionGetSymbolhttp://www.mql5.com/en/docs/trading/OrdersTotalhttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderGetTickethttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelect


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HistoryDealSelect

TheHistoryDealSelect(ticket)selects the deal from the base terminal based by its ticket. The function isintended for being used when the ticket of the deal is known in advance.

If the execution is successful, the cache will contain a single deal, andtheHistoryDealsTotal()function will return 1. Otherwise, the cache of deal will be empty and the

HistoryDealsTotal() function will return a zero.

The funct ion for obtaining informat ion from t he cache

Before requesting information about the properties of the position, deal or order, it is necessary toupdate the corresponding cache of the mql5-program. This is due to the fact that the requestedinformation may have already been updated, and this means that the copy, stored in the cache, isalready outdated.

OrdersIn order to obtain information on active orders, it must first be copied into the cache of active

orders of one of the two functions: OrderGetTicket() or OrderSelect(). It is for the order, which isstored in the cache, that the property values will be given out, when the corresponding functionsare called:

1. OrderGetDouble(type_property)2. OrderGetInteger(type_property)3. OrderGetString(type_property)

These functions obtain all of the data from the cache, therefore, in order to guarantee the obtainment ofaccurate data for the order, it is recommended to call the function that fills the cache.

Positions

For obtaining the information about a position, it must be previously selected and copied into thecache, using one of the two functions: PositionGetSymbol or PositionSelect. It is from this cache,that the property values of position will be given out, when the corresponding functions are

called:

1. PositionGetDouble(type_property)2. PositionGetInteger(type_property)3. PositionGetString(type_property)

Since these functions receive all of their data from the cache, then in order to guarantee the obtainmentof accurate data for the position, it is recommended to call the function that fills the cache of positions.

Historical ordersFor obtaining information about an order from the history, it is required to first create the cache

of historical orders, using one of the three functions: HistorySelect(start, end),HistorySelectByPosition() or HistoryOrderSelect(ticket). If the implementation is successful, thecache will store the number of orders, returned by theHistoryDealsTotal()function. The accessto the properties of these orders is carried out by each element on the ticket, using theappropriate function:

Should call the filling function before

calling these ones
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1. HistoryOrderGetDouble(ticket_order, type_property)2. HistoryOrderGetInteger(ticket_order, type_property)3. HistoryOrderGetString(ticket_order, type_property)

The ticket of the historical order can be found out using theHistoryOrderGetTicket(index)function, by itsindex in the cache of historical orders. In order to have a guaranteed receipt of accurate data on the

order, it is recommended to call the function that fills the cache of historical orders.

DealsFor obtaining information about a specific deal in the history, it is needed to first create the deals

cache, using one of the three functions: HistorySelect (start, end), HistorySelectByPosition() orHistoryDealSelect (ticket). If the function implementation is successful, the cache will store the

deal in the amount returned by the functionHistoryDealsTotal(). Access to the properties of thesedeals is carried out, based on the ticket, using the appropriate functions:

1. HistoryDealGetDouble(ticket_deals, type_property)2. HistoryDealGetInteger(ticket_deals, type_property)3. HistoryDealGetString(ticket_deals, type_property)

The ticket of the deals can be obtained, using theHistoryDealGetTicket(index)function, by its index in

the cache of deals. In order to have a guaranteed receipt of accurate data about the deal, it isrecommended to call the function that fills the deals cache.

The function for obt aining the t icket from the cache history

TheHistoryOrderGetTicket (index)return the ticket of the historical order, by its index f rom thecache of the historical orders (not from the terminal base!). The obtained ticket can be used inthe HistoryOrderSelect (ticket)function, whichclears thecache and re-f i l l it with only one order, in thecase of success. Recall that the value, returned from HistoryOrdersTotal() depends on the number oforders in the cache.

TheHistoryDealGetTicket(index)returns the ticket of the deal by its index from the cache of deals. Theticket of the deal can be used by the functionHistoryDealSelect(ticket), which clears thecache, and re-f i l ls the cache with only one deal, in the case of success. The value, returned by the HistoryDealsTotal()function depends on the number of deals in the cache.

Note: Before calling the HistoryOrderGetTicket (index) and HistoryDealGetTicket (index) functions, youneed to fill the history cache with historical orders and deals in a sufficient volume. To do this, use oneof the functions: HistorySelect (start, end), HistorySelectByPosition (position_ID), HistoryOrderSelect(ticket), and HistoryDealSelect (ticket).

Obtaining inform ation using act ive orders

Checking the current active orders is a standard procedure. If it is needed to obtain information aboutsome specific order, then, knowi ng its t icket , this can be done using the functionOrderSelect(ticket).

bool selected=OrderSelect(ticket);

if(selected)

{

double price_open=OrderGetDouble(ORDER_PRICE_OPEN);
http://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/OrderSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryOrderSelecthttp://www.mql5.com/en/docs/trading/HistoryOrderGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealGetTickethttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryOrderGetTicket


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datetime time_setup=OrderGetInteger(ORDER_TIME_SETUP);

string symbol=OrderGetString(ORDER_SYMBOL);

PrintFormat(" #%d for %s was set at

%s",ticket,symbol,TimeToString(time_setup));

}

else

{

PrintFormat("Error selecting order with ticket %d. Error %d",ticket,

GetLastError());

}

In the above example, it is assumed that the ticket of the order is known in advance, for example, it isobtained fromglobal variable. In general cases, however, the ticket information is absent, and thus we

need to turn to the help of theOrderGetTicket(index)function, which also selects one order and places itinto the cache, but only the order number, in the list of current orders, needs to be specified as theparameter.

The overall algorithm for working with orders (analogous with deals and positions) is the following:

1. Obtain the total number of orders, using theOrdersTotal()function;2. Organize the loop through a search of all of the orders, by their indexes in the list;3. Copy, one by one, each order into the cache, using the OrderGetTicket() function;4. Obtain the correct order data from the cache, using the OrderGetDouble(), OrderGetInteger(),

and OrderGetString() functions. If needed, analyze the obtained data and take the appropriate

actions.

Here is a brief example of such an algorithm:

inputlongmy_magic=555;

//+------------------------------------------------------------------+

//| Script program start function |

//+------------------------------------------------------------------+

voidOnStart()

{

//--- obtain the total number of orders

int orders=OrdersTotal();

//--- scan the list of orders

for(int i=0;i


11/21

datetime time_setup=OrderGetInteger(ORDER_TIME_SETUP);

string symbol =OrderGetString(ORDER_SYMBOL);

long magic_number =OrderGetInteger(ORDER_MAGIC);

if(magic_number==my_magic)

{

// process the order with the specified ORDER_MAGIC

}

PrintFormat("Order #%d for %s was set out %s,

ORDER_MAGIC=%d",ticket,symbol,TimeToString(time_setup),magic_number);

}

else // call OrderGetTicket() was completed unsuccessfully

{

PrintFormat("Error when obtaining an order from the list to the cache. Error

code: %d",GetLastError());

}

}

}

Obtaining the inform ation on open posit ionsThe constant monitoring of open positions is not just a standard procedure, but it should certainly beimplemented in each instance. For obtaining information on specific positions, it is sufficient enough toknow the name of the instrument by which it is open. To do this, use the functionPositionSelect(index).For those cases, in which the EA is working on only one symbol (on the symbol of the chart, to which it isattached), the name of the symbol can be obtained by a Symbol()function or from a predefined

variable_Symbol.

//--- we will look for the position by the symbol of the chart, on which the EA is

working

string symbol=Symbol();

//--- attempt to get the position

bool selected=PositionSelect(symbol);

if(selected) // if the position is selected

{

long pos_id =PositionGetInteger(POSITION_IDENTIFIER);

double price =PositionGetDouble(POSITION_PRICE_OPEN);

ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);

long pos_magic =PositionGetInteger(POSITION_MAGIC);

string comment =PositionGetString(POSITION_COMMENT);

PrintFormat("Position #%d by %s: POSITION_MAGIC=%d, price=%G, type=%s,

commentary=%s",

pos_id, symbol, pos_magic, price,EnumToString(type), comment);

}
http://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/trading/PositionSelecthttp://www.mql5.com/en/docs/check/Symbolhttp://www.mql5.com/en/docs/check/Symbolhttp://www.mql5.com/en/docs/check/Symbolhttp://www.mql5.com/en/docs/predefined/_Symbolhttp://www.mql5.com/en/docs/predefined/_Symbolhttp://www.mql5.com/en/docs/predefined/_Symbolhttp://www.mql5.com/en/docs/predefined/_Symbolhttp://www.mql5.com/en/docs/check/Symbolhttp://www.mql5.com/en/docs/trading/PositionSelect


12/21

else // if selecting the position was unsuccessful

{

PrintFormat("Unsuccessful selection of the position by the symbol %s.

Error",symbol,GetLastError());

}

}

In a general case, the information on the symbol can be obtained, using thePositionGetSymbol(index)function, which selects one position and places it into the cache. As a parameter, it is necessaryto specify the index of position in the list of open positions. This is best done through a search of allpositions in the loop.The overall algorithm for working with positions:

1. Obtain the total number of positions, using thePositionsTotal()function;2.

Organize the loop through searching all of the positions by their indexes in the list;3. Copy, one by one, each position into the cache, using the PositionGetSymbol() function;

4. Obtain the required position data from the cache using the PositionGetDouble(),PositionGetInteger(), and PositionGetString() functions. If needed, analyze the obtained data andtake the appropriate actions.

An example of such an algorithm:

#property script_show_inputs

inputlong my_magic=555;

//+------------------------------------------------------------------+


//+------------------------------------------------------------------+

voidOnStart()

{

//--- obtain the total number of positions

int positions=PositionsTotal();

//--- scan the list of orders

for(int i=0;i


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ENUM_POSITION_TYPE

type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);

long pos_magic =PositionGetInteger(POSITION_MAGIC);

string comment =PositionGetString(POSITION_COMMENT);

if(pos_magic==my_magic)

{

// process the position with a specified POSITION_MAGIC

}

PrintFormat("Position #%d by %s: POSITION_MAGIC=%d, price=%G, type=%s,

commentary=%s",

pos_id,symbol,pos_magic,price,EnumToString(type),comment);

}

else // call to PositionGetSymbol() was unsuccessful

{

PrintFormat("Error when receiving into the cache the position with index

%d."+

" Error code: %d", i, GetLastError());

}

}

}

Rules for w orking w it h the history cacheOften, the code for working with the history cache is written by the programmer in such a way, that itworks smoothly only if the history contains 5-10 deals and orders. A typical example ofa wrong approach - loading the entire trading history into the cache, and processing it in a loop,

searching through all of the orders and trades:

//---

datetime start=0; // initial time set to 1970 year

datetime end=TimeCurrent(); // the ending time set to the current server time

//--- request into the cache of the program the entire trading history

HistorySelect(start,end);

//--- obtain the number of all of the orders in the history

int history_orders=HistoryOrdersTotal();

//--- now scan through all of the orders

for(int i=0;i


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//--- obtain the number of all deals in the history

int deals=HistoryDealsTotal();

//--- now scan through all of the deals

for(int i=0;i


15/21

//--- check if there are changes in the trading history or not

if(!TradeHistoryChanged) return;

//--- if the history has changed, then it makes sense to load it into the cache

//--- the ending time set for the current server time

datetime end=TimeCurrent();

//--- the beginning time is set to 3 days ago

datetime start=end-3*PeriodSeconds(PERIOD_D1);

//--- request in the cache of the program, the trading history for the last 3 days


//--- obtain the number of orders in the cache of the history


//--- now scan through the orders

for(int i=0;i


16/21

much trading history has been loaded by the HistorySelect(start, end), HistorySelectByPosition() or

HistoryOrderSelection() function.

Note: If the trading history has not been loaded into the cache of the mql5-program by one of the

functions HistorySelect(), HistorySelectByPosition() or HistoryOrderSelect(), then working with historicalorders and deals is impossible. Be sure to request the required history of deals and orders before

receiving the data on trading history.For example, we provide a script, which searches for the last order of the last day, and displaysinformation for it.

// --- determining the time intervals of the required trading history

datetime end=TimeCurrent(); // current server time

datetime start=end-PeriodSeconds(PERIOD_D1);// set the beginning for 24 hours ago

//--- request in the cache of the program the trading history for a day


//--- receive the number of orders in the history


//--- obtain the ticket of the order, which has the last index in the list, from the

history

ulong order_ticket=HistoryOrderGetTicket(history_orders-1);

if(order_ticket>0) // obtain in the cache the historical order, work with it

{

//--- order status

ENUM_ORDER_STATE

state=(ENUM_ORDER_STATE)HistoryOrderGetInteger(order_ticket,ORDER_STATE);

long order_magic =HistoryOrderGetInteger(order_ticket,ORDER_MAGIC);

long

pos_ID =HistoryOrderGetInteger(order_ticket,ORDER_POSITION_ID);PrintFormat("Order #%d: ORDER_MAGIC=#%d, ORDER_STATE=%d, ORDER_POSITION_ID=%d",

order_ticket,order_magic,EnumToString(state),pos_ID);

}

else // unsuccessful attempt to obtain the order

{

PrintFormat("In total, in the history of %d orders, we couldn't select the

order"+

" with the index %d. Error %d",history_orders,history_orders-

1,GetLastError());

}

In more general cases, it is needed to sort through the orders in the loop from t he cache, and analyzethem. The general algorithm will be as follows:

1. Determine the time ranges of the sufficient history, if the history is loaded by thefunctionHistorySelect()- it is not recommended to load the entire trading history into the cache;
http://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelect


17/21

2. Load into t he cache of th e program, the tr ading history HistorySelect(),HistorySelectByPosition() or HistoryOrderSelect (ticket) functions;

3. Obtain the total number of orders in the cache, using the HistoryOrdersTotal();4. Organize the cycle by a search through all of the orders by their indexes in the list;5. Obtain a ticket of the orders in the cache, using the HistoryOrderGetTicket() function ;6. Obtain the data of the order from the cache, by using the HistoryOrderGetDouble(),

HistoryOrderGetInteger(), and HistoryOrderGetString() functions. If needed, analyze the obtaineddata and take the appropriate actions.

An example of such an algorithm:

#property script_show_inputs


//+------------------------------------------------------------------+


//+------------------------------------------------------------------+

voidOnStart()

{

// --- setting the time intervals of the required trading history

datetime end=TimeCurrent(); // the current server time


//--- request into the cache of the program the needed interval of the trading history


//--- obtain the number of orders in history


//--- now scroll through all of the orders

for(int i=0;i0) // obtain in the cache, the historical order, and workwith it

{

//--- time of execution

datetime time_done=HistoryOrderGetInteger(order_ticket,ORDER_TIME_DONE);

long order_magic =HistoryOrderGetInteger(order_ticket,ORDER_MAGIC);

longpos_ID =HistoryOrderGetInteger(order_ticket,ORDER_POSITION_ID);

if(order_magic==my_magic)

{

// process the position with the set ORDER_MAGIC

}


18/21

PrintFormat("Order #%d: ORDER_MAGIC=#%d, time_done %s,

ORDER_POSITION_ID=%d",

order_ticket,order_magic,TimeToString(time_done),pos_ID);

}

else // unsuccessful attempt to obtain the order from the

history

{

PrintFormat("we were not able to select the order with the index %d. Error

%d",

i,GetLastError());

}

}

}

Note: always cautiously refer to all of the cases of calling the function HistorySelect()! Unthoughtful andexcessive loading of all of the available trading history into the cache of the mql5-program, degrades itsperformance.

Obtaining inform ation on deals fr om t he history

Processing of deals has the same features as the processing of historical orders. The number of deals in

the trading history and the result of the execution ofHistoryDealsTotal(), depends on how much of thetrading history has been loaded into the cache by theHistorySelect(start,

end)orHistorySelectByPosition()function.

To fill the cache with only one deal by its ticket, use theHistoryDealSelect(ticket)function.

// --- determining the time intervals of the required trading history

datetime end=TimeCurrent(); // current sever time


//--- request in the cache of the program the needed interval of the trading history


//--- obtain the number of deals in history


//--- obtain the ticket for the deal, which has the last index in the list

ulong deal_ticket=HistoryDealGetTicket(deals-1);

if(deal_ticket>0) // we obtained in the cache of the deal, and work with it

{//--- the ticket order, based on which the deal was made

ulong order =HistoryDealGetInteger(deal_ticket,DEAL_ORDER);

long order_magic=HistoryDealGetInteger(deal_ticket,DEAL_MAGIC);

long pos_ID =HistoryDealGetInteger(deal_ticket,DEAL_POSITION_ID);

PrintFormat("Deal #%d for the order #%d with the ORDER_MAGIC=%d that

participated in the position",

deals-1,order,order_magic,pos_ID);
http://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistoryDealsTotalhttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistoryDealSelecthttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistoryDealsTotal


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}

else // unsuccessful attempt of obtaining a deal

{

PrintFormat("In total, in the history %d of deals, we couldn't select a deal"+

" with the index %d. Error %d",deals,deals-1,GetLastError());

}

In more general cases, it is needed to search in the deal loop from t he cache, and make analyze them.

The general algorithm will be as follows:

1. Determine the boundaries of the sufficient history, if history loads by theHistorySelect(start,end)function - then it is not recommended to load the entire history of trade into the cache;

2. Load into t he cache of t he program, the trading history of the functions HistorySelect() orHistorySelectByPosition();

3. Obtain the total number of deals in the history, using theHistoryDealsTotal()function;4. Organize the cycle by searching through all of the deals, by their numbers in the list;5. Determine the ticket of the next deal in the cache, by using the HistoryDealGetTicket();6. Obtain the information about the deal from the cache, by using the functions

HistoryDealGetDouble(), HistoryDealGetInteger(), and HistoryDealGetString(). If needed, analyze

the obtained data and take the appropriate actions.

An example of such an algorithm for calculating the profits and losses:


//+------------------------------------------------------------------+


//+------------------------------------------------------------------+

voidOnStart()

{

// --- determine the time intervals of the required trading history

datetime end=TimeCurrent(); // current server time

datetime start=end-PeriodSeconds(PERIOD_D1);// set the beginning time to 24 hoursago

//--- request in the cache of the program the needed interval of the trading history


//--- obtain the number of deals in the history


int returns=0;

double profit=0;

double loss=0;

//--- scan through all of the deals in the history

for(int i=0;i


20/21

//--- obtain the ticket of the deals by its index in the list

ulong deal_ticket=HistoryDealGetTicket(i);

if(deal_ticket>0) // obtain into the cache the deal, and work with it

{

string

symbol =HistoryDealGetString(deal_ticket,DEAL_SYMBOL);

datetime time =HistoryDealGetInteger(deal_ticket,DEAL_TIME);

ulong

order =HistoryDealGetInteger(deal_ticket,DEAL_ORDER);

long

order_magic =HistoryDealGetInteger(deal_ticket,DEAL_MAGIC);

long

pos_ID =HistoryDealGetInteger(deal_ticket,DEAL_POSITION_ID);

ENUM_DEAL_ENTRY

entry_type=(ENUM_DEAL_ENTRY)HistoryDealGetInteger(deal_ticket,DEAL_ENTRY);

//--- process the deals with the indicated DEAL_MAGIC

if(order_magic==my_magic)

{

//... necessary actions

}

//--- calculate the losses and profits with a fixed results

if(entry_type==DEAL_ENTRY_OUT)

{

//--- increase the number of deals

returns++;

//--- result of fixation

double result=HistoryDealGetDouble(deal_ticket,DEAL_PROFIT);

//--- input the positive results into the summarized profit

if(result>0) profit+=result;

//--- input the negative results into the summarized losses

if(result


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PrintFormat("The total number of %d deals with a financial result. Profit=%.2f ,

Loss= %.2f",

returns,profit,loss);

}

Note: always cautiously refer to all of the cases of calling the function HistorySelect()! Unthoughtful andexcessive loading of all of the available trading history into the cache of the mql5-program, degrades itsperformance.

Obtaining in t he cache of the history by t he ident ifier of t he posit ion(POSI TI ON_I DENTI FI ER)

TheHistorySelectByPosition (position_ID)function just like theHistorySelect (start, end)function fills thecache with deals and orders from the history, but only under one condition - they must have the specified

identifier of the position (POSITION_IDENTIFIER). The identifier of the position - is a unique number,which is automatically assigned to each re-opened position, and does not change throughout its life.

Meanwhile. it must be kept in mind, that the change of the position (shift of the type of the position fromPOSITION_TYPE_BUY to POSITION_TYPE_SELL) does not change the identifier of the position.

Each open position is the result of one or more deals on that instrument. Therefore, to analyze theposition changes, during its lifetime, each deal and order, based on which the deal was done, is assignedan identifier to the position, in which this deal participated. Thus, knowing the identifier of the current

open positions, we can reconstruct the entire history - find all of the orders and deals that have changedit.

TheHistorySelectByPosition(position_ID)function serves to spare the programmer from having to writetheir own code for iterating through the entire trading history in search of such information. A typicalalgorithm for working with this function:

1.

Obtain the right position identifier;2. Obtain, using the function HistorySelectByPosition(), into the cache of the trading history, all ofthe orders and deals, the identifier of which, equals the identifier of the current position;

3. Process the trading history according to the algorithm.

Conclusion

The entire trading subsystem platformMetaTrader 5is well thought out and user-friendly More-ever, theabundance oftrading functions, allows us to solve each specific problem in the most efficient way.

But even despite the fact that the specializedtrading classesfrom the standard library, allow us not toworry about too many nuances, and write programs on a high level, without going into implementation,

the understanding of the basics, will allow us to create more reliable and efficient trading EAs.

All of the given examples can be found in the files, attached to this article.
http://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/constants/tradingconstants/positionpropertieshttp://www.mql5.com/en/docs/constants/tradingconstants/positionpropertieshttp://www.mql5.com/en/docs/constants/tradingconstants/positionpropertieshttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.metatrader5.com/ruhttp://www.metatrader5.com/ruhttp://www.metatrader5.com/ruhttp://www.mql5.com/en/docs/tradinghttp://www.mql5.com/en/docs/tradinghttp://www.mql5.com/en/docs/tradinghttp://www.mql5.com/en/docs/standardlibrary/tradeclasseshttp://www.mql5.com/en/docs/standardlibrary/tradeclasseshttp://www.mql5.com/en/docs/standardlibrary/tradeclasseshttp://www.mql5.com/en/docs/standardlibrary/tradeclasseshttp://www.mql5.com/en/docs/tradinghttp://www.metatrader5.com/ruhttp://www.mql5.com/en/docs/trading/HistorySelectByPositionhttp://www.mql5.com/en/docs/constants/tradingconstants/positionpropertieshttp://www.mql5.com/en/docs/trading/HistorySelecthttp://www.mql5.com/en/docs/trading/HistorySelectByPosition

03. order deal positions

Documents