Справочник по языку программирования MQL5

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Содержание31

................................................................................................................ 2180TradeCalcModeDescription

................................................................................................................ 2181TradeMode

................................................................................................................ 2182TradeModeDescription

................................................................................................................ 2183TradeExecution

................................................................................................................ 2184TradeExecutionDescription

................................................................................................................ 2185SwapMode

................................................................................................................ 2186SwapModeDescription

................................................................................................................ 2187SwapRollover3days

................................................................................................................ 2188SwapRollover3daysDescription

................................................................................................................ 2189MarginInitial

................................................................................................................ 2190MarginMaintenance

................................................................................................................ 2191MarginLong

................................................................................................................ 2192MarginShort

................................................................................................................ 2193MarginLimit

................................................................................................................ 2194MarginStop

................................................................................................................ 2195MarginStopLimit

................................................................................................................ 2196TradeTimeFlags

................................................................................................................ 2197TradeFillFlags

................................................................................................................ 2198Digits

................................................................................................................ 2199Point

................................................................................................................ 2200TickValue

................................................................................................................ 2201TickValueProfit

................................................................................................................ 2202TickValueLoss

................................................................................................................ 2203TickSize

................................................................................................................ 2204ContractSize

................................................................................................................ 2205LotsMin

................................................................................................................ 2206LotsMax

................................................................................................................ 2207LotsStep

................................................................................................................ 2208LotsLimit

................................................................................................................ 2209SwapLong

................................................................................................................ 2210SwapShort

................................................................................................................ 2211CurrencyBase

................................................................................................................ 2212CurrencyProfit

................................................................................................................ 2213CurrencyMargin

................................................................................................................ 2214Bank

................................................................................................................ 2215Description

................................................................................................................ 2216Path

................................................................................................................ 2217InfoInteger

................................................................................................................ 2218InfoDouble

................................................................................................................ 2219InfoString

................................................................................................................ 2220NormalizePrice

......................................................................................................................... 2221COrderInfo

................................................................................................................ 2223Ticket

................................................................................................................ 2224TimeSetup

................................................................................................................ 2225OrderType

................................................................................................................ 2226TypeDescription

................................................................................................................ 2227State

................................................................................................................ 2228StateDescription

................................................................................................................ 2229TimeExpiration

................................................................................................................ 2230TimeDone

................................................................................................................ 2231TypeFilling

................................................................................................................ 2232TypeFillingDescription

................................................................................................................ 2233TypeTime

................................................................................................................ 2234TypeTimeDescription

................................................................................................................ 2235Magic

................................................................................................................ 2236PositionId

................................................................................................................ 2237VolumeInitial

................................................................................................................ 2238VolumeCurrent

Содержание32

................................................................................................................ 2239PriceOpen

................................................................................................................ 2240StopLoss

................................................................................................................ 2241TakeProfit

................................................................................................................ 2242PriceCurrent

................................................................................................................ 2243PriceStopLimit

................................................................................................................ 2244Symbol

................................................................................................................ 2245Comment

................................................................................................................ 2246InfoInteger

................................................................................................................ 2247InfoDouble

................................................................................................................ 2248InfoString

................................................................................................................ 2249StoreState

................................................................................................................ 2250CheckState

................................................................................................................ 2251Select

................................................................................................................ 2252SelectByIndex

......................................................................................................................... 2253CHistoryOrderInfo

................................................................................................................ 2255TimeSetup

................................................................................................................ 2256OrderType

................................................................................................................ 2257TypeDescription

................................................................................................................ 2258State

................................................................................................................ 2259StateDescription

................................................................................................................ 2260TimeExpiration

................................................................................................................ 2261TimeDone

................................................................................................................ 2262TypeFilling

................................................................................................................ 2263TypeFillingDescription

................................................................................................................ 2264TypeTime

................................................................................................................ 2265TypeTimeDescription

................................................................................................................ 2266Magic

................................................................................................................ 2267PositionId

................................................................................................................ 2268VolumeInitial

................................................................................................................ 2269VolumeCurrent

................................................................................................................ 2270PriceOpen

................................................................................................................ 2271StopLoss

................................................................................................................ 2272TakeProfit

................................................................................................................ 2273PriceCurrent

................................................................................................................ 2274PriceStopLimit

................................................................................................................ 2275Symbol

................................................................................................................ 2276Comment

................................................................................................................ 2277InfoInteger

................................................................................................................ 2278InfoDouble

................................................................................................................ 2279InfoString

................................................................................................................ 2280Ticket

................................................................................................................ 2281SelectByIndex

......................................................................................................................... 2282CPositionInfo

................................................................................................................ 2284Time

................................................................................................................ 2285PositionType

................................................................................................................ 2286TypeDescription

................................................................................................................ 2287Magic

................................................................................................................ 2288Identifier

................................................................................................................ 2289Volume

................................................................................................................ 2290PriceOpen

................................................................................................................ 2291StopLoss

................................................................................................................ 2292TakeProfit

................................................................................................................ 2293PriceCurrent

................................................................................................................ 2294Commission

................................................................................................................ 2295Swap

................................................................................................................ 2296Profit

................................................................................................................ 2297Symbol

................................................................................................................ 2298InfoInteger

Содержание33

................................................................................................................ 2299InfoDouble

................................................................................................................ 2300InfoString

................................................................................................................ 2301Select

................................................................................................................ 2302SelectByIndex

................................................................................................................ 2303StoreState

................................................................................................................ 2304CheckState

......................................................................................................................... 2305CDealInfo

................................................................................................................ 2307Order

................................................................................................................ 2308Time

................................................................................................................ 2309DealType

................................................................................................................ 2310TypeDescription

................................................................................................................ 2311Entry

................................................................................................................ 2312EntryDescription

................................................................................................................ 2313Magic

................................................................................................................ 2314PositionId

................................................................................................................ 2315Volume

................................................................................................................ 2316Price

................................................................................................................ 2317Commision

................................................................................................................ 2318Swap

................................................................................................................ 2319Profit

................................................................................................................ 2320Symbol

................................................................................................................ 2321Comment

................................................................................................................ 2322InfoInteger

................................................................................................................ 2323InfoDouble

................................................................................................................ 2324InfoString

................................................................................................................ 2325Ticket

................................................................................................................ 2326SelectByIndex

......................................................................................................................... 2327CTrade

................................................................................................................ 2331LogLevel

................................................................................................................ 2332SetExpertMagicNumber

................................................................................................................ 2333SetDeviationInPoints

................................................................................................................ 2334SetTypeFilling

................................................................................................................ 2335OrderOpen

................................................................................................................ 2337OrderModify

................................................................................................................ 2338OrderDelete

................................................................................................................ 2339PositionOpen

................................................................................................................ 2340PositionModify

................................................................................................................ 2341PositionClose

................................................................................................................ 2342Buy

................................................................................................................ 2343Sell

................................................................................................................ 2344BuyLimit

................................................................................................................ 2345BuyStop

................................................................................................................ 2347SellLimit

................................................................................................................ 2349SellStop

................................................................................................................ 2351Request

................................................................................................................ 2352RequestAction

................................................................................................................ 2353RequestActionDescription

................................................................................................................ 2354RequestMagic

................................................................................................................ 2355RequestOrder

................................................................................................................ 2356RequestSymbol

................................................................................................................ 2357RequestVolume

................................................................................................................ 2358RequestPrice

................................................................................................................ 2359RequestStopLimit

................................................................................................................ 2360RequestSL

................................................................................................................ 2361RequestTP

................................................................................................................ 2362RequestDeviation

................................................................................................................ 2363RequestType

................................................................................................................ 2364RequestTypeDescription

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................................................................................................................ 2365RequestTypeFilling

................................................................................................................ 2366RequestTypeFillingDescription

................................................................................................................ 2367RequestTypeTime

................................................................................................................ 2368RequestTypeTimeDescription

................................................................................................................ 2369RequestExpiration

................................................................................................................ 2370RequestComment

................................................................................................................ 2371Result

................................................................................................................ 2372ResultRetcode

................................................................................................................ 2373ResultRetcodeDescription

................................................................................................................ 2374ResultDeal

................................................................................................................ 2375ResultOrder

................................................................................................................ 2376ResultVolume

................................................................................................................ 2377ResultPrice

................................................................................................................ 2378ResultBid

................................................................................................................ 2379ResultAsk

................................................................................................................ 2380ResultComment

................................................................................................................ 2381CheckResult

................................................................................................................ 2382CheckResultRetcode

................................................................................................................ 2383CheckResultRetcodeDescription

................................................................................................................ 2384CheckResultBalance

................................................................................................................ 2385CheckResultEquity

................................................................................................................ 2386CheckResultProfit

................................................................................................................ 2387CheckResultMargin

................................................................................................................ 2388CheckResultMarginFree

................................................................................................................ 2389CheckResultMarginLevel

................................................................................................................ 2390CheckResultComment

................................................................................................................ 2391PrintRequest

................................................................................................................ 2392PrintResult

................................................................................................................ 2393FormatRequest

................................................................................................................ 2394FormatRequestResult

............................................................................................................................2395

Классы торговых стратегий

......................................................................................................................... 2398Базовые классы экспертов

................................................................................................................ 2399CExpert

........................................................................................................... 2404Init

........................................................................................................... 2405InitSignal

........................................................................................................... 2406InitTrailing

........................................................................................................... 2407InitMoney

........................................................................................................... 2408Deinit

........................................................................................................... 2409MaxOrders

........................................................................................................... 2410OnTick

........................................................................................................... 2411OnTrade

........................................................................................................... 2412OnTimer

........................................................................................................... 2413InitParameters

........................................................................................................... 2414InitIndicators

........................................................................................................... 2415InitTrade

........................................................................................................... 2416DeinitTrade

........................................................................................................... 2417DeinitSignal

........................................................................................................... 2418DeinitTrailing

........................................................................................................... 2419DeinitMoney

........................................................................................................... 2420DeinitIndicators

........................................................................................................... 2421Refresh

........................................................................................................... 2422Processing

........................................................................................................... 2424CheckOpen

........................................................................................................... 2425CheckOpenLong

........................................................................................................... 2426CheckOpenShort

........................................................................................................... 2427OpenLong

........................................................................................................... 2428OpenShort

........................................................................................................... 2429CheckClose

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........................................................................................................... 2431CheckCloseLong

........................................................................................................... 2432CheckCloseShort

........................................................................................................... 2433CloseAll

........................................................................................................... 2434Close

........................................................................................................... 2435CloseLong

........................................................................................................... 2436CloseShort

........................................................................................................... 2437CheckReverse

........................................................................................................... 2438CheckReverseLong

........................................................................................................... 2439CheckReverseShort

........................................................................................................... 2440ReverseLong

........................................................................................................... 2441ReverseShort

........................................................................................................... 2442CheckTrailingStop

........................................................................................................... 2443CheckTrailingStopLong

........................................................................................................... 2444CheckTrailingStopShort

........................................................................................................... 2445TrailingStopLong

........................................................................................................... 2446TrailingStopShort

........................................................................................................... 2447CheckTrailingOrderLong

........................................................................................................... 2448CheckTrailingOrderShort

........................................................................................................... 2449TrailingOrderLong

........................................................................................................... 2450TrailingOrderShort

........................................................................................................... 2451CheckDeleteOrderLong

........................................................................................................... 2452CheckDeleteOrderShort

........................................................................................................... 2453DeleteOrders

........................................................................................................... 2454DeleteOrder

........................................................................................................... 2455DeleteOrderLong

........................................................................................................... 2456DeleteOrderShort

........................................................................................................... 2457LotOpenLong

........................................................................................................... 2458LotOpenShort

........................................................................................................... 2459LotReverse

........................................................................................................... 2460PrepareHistoryDate

........................................................................................................... 2461HistoryPoint

........................................................................................................... 2462CheckTradeState

........................................................................................................... 2463WaitEvent

........................................................................................................... 2464NoWaitEvent

........................................................................................................... 2465IsWaitingPositionOpened

........................................................................................................... 2466IsWaitingPositionVolumeChanged

........................................................................................................... 2467IsWaitingPositionModified

........................................................................................................... 2468IsWaitingPositionClosed

........................................................................................................... 2469IsWaitingPositionStopTake

........................................................................................................... 2470IsWaitingOrderPlaced

........................................................................................................... 2471IsWaitingOrderModified

........................................................................................................... 2472IsWaitingOrderDeleted

........................................................................................................... 2473IsWaitingOrderTriggered

........................................................................................................... 2474TradeEventPositionStopTake

........................................................................................................... 2475TradeEventOrderTriggered

........................................................................................................... 2476TradeEventPositionOpened

........................................................................................................... 2477TradeEventPositionVolumeChanged

........................................................................................................... 2478TradeEventPositionModified

........................................................................................................... 2479TradeEventPositionClosed

........................................................................................................... 2480TradeEventOrderPlaced

........................................................................................................... 2481TradeEventOrderModified

........................................................................................................... 2482TradeEventOrderDeleted

........................................................................................................... 2483TradeEventNotIdentified

........................................................................................................... 2484TimeframeAdd

........................................................................................................... 2485TimeframesFlags

................................................................................................................ 2486CExpertSignal

........................................................................................................... 2488Init

........................................................................................................... 2489InitIndicators

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........................................................................................................... 2490ValidationSettings

........................................................................................................... 2491CheckOpenLong

........................................................................................................... 2492CheckCloseLong

........................................................................................................... 2493CheckOpenShort

........................................................................................................... 2494CheckCloseShort

........................................................................................................... 2495CheckReverseLong

........................................................................................................... 2496CheckReverseShort

........................................................................................................... 2497CheckTrailingOrderLong

........................................................................................................... 2498CheckTrailingOrderShort

................................................................................................................ 2499CExpertTrailing

........................................................................................................... 2500Init

........................................................................................................... 2501InitIndicators

........................................................................................................... 2502ValidationSettings

........................................................................................................... 2503CheckTrailingStopLong

........................................................................................................... 2504CheckTrailingStopShort

................................................................................................................ 2505CExpertMoney

........................................................................................................... 2506Percent

........................................................................................................... 2507Init

........................................................................................................... 2508InitIndicators

........................................................................................................... 2509ValidationSettings

........................................................................................................... 2510CheckOpenLong

........................................................................................................... 2511CheckOpenShort

........................................................................................................... 2512CheckReverse

........................................................................................................... 2513CheckClose

......................................................................................................................... 2514Модули торговых сигналов

................................................................................................................ 2517Сигналы индикатора Accelerator Oscillator

................................................................................................................ 2520Сигналы индикатора Adaptive Moving Average

................................................................................................................ 2522Сигналы индикатора Awesome Oscillator

................................................................................................................ 2526Сигналы осциллятора Bears Power

................................................................................................................ 2528Сигналы осциллятора Bulls Power

................................................................................................................ 2530Сигналы осциллятора Commodity Channel Index

................................................................................................................ 2534Сигналы осциллятора DeMarker

................................................................................................................ 2538Сигналы индикатора Double Exponential Moving Average

................................................................................................................ 2540Сигналы индикатора Envelopes

................................................................................................................ 2543Сигналы индикатора Fractal Adaptive Moving Average

................................................................................................................ 2545Сигналы внутридневного временного фильтра

................................................................................................................ 2547Сигналы осциллятора MACD

................................................................................................................ 2553Сигналы индикатора Moving Average

................................................................................................................ 2555Сигналы индикатора Parabolic SAR

................................................................................................................ 2557Сигналы осциллятора Relative Strength Index

................................................................................................................ 2563Сигналы осциллятора Relative Vigor Index

................................................................................................................ 2565Сигналы осциллятора Stochastic

................................................................................................................ 2570Сигналы осциллятора Triple Exponential Average

................................................................................................................ 2574Сигналы индикатора Triple Exponential Moving Average

................................................................................................................ 2576Сигналы осциллятора Williams Percent Range

......................................................................................................................... 2579Модули Trailing Stop

................................................................................................................ 2580CTrailingFixedPips

........................................................................................................... 2582StopLevel

........................................................................................................... 2583ProfitLevel

........................................................................................................... 2584ValidationSettings

........................................................................................................... 2585CheckTrailingStopLong

........................................................................................................... 2586CheckTrailingStopShort

................................................................................................................ 2587CTrailingMA

........................................................................................................... 2588Period

........................................................................................................... 2589Shift

........................................................................................................... 2590Method

........................................................................................................... 2591Applied

........................................................................................................... 2592InitIndicators

Содержание37

........................................................................................................... 2593ValidationSettings

........................................................................................................... 2594CheckTrailingStopLong

........................................................................................................... 2595CheckTrailingStopShort

................................................................................................................ 2596CTrailingNone

........................................................................................................... 2597CheckTrailingStopLong

........................................................................................................... 2598CheckTrailingStopShort

................................................................................................................ 2599CTrailingPSAR

........................................................................................................... 2600Step

........................................................................................................... 2601Maximum

........................................................................................................... 2602InitIndicators

........................................................................................................... 2603CheckTrailingStopLong

........................................................................................................... 2604CheckTrailingStopShort

......................................................................................................................... 2605Модули Money Management

................................................................................................................ 2606CMoneyFixedLot

........................................................................................................... 2607Lots

........................................................................................................... 2608ValidationSettings

........................................................................................................... 2609CheckOpenLong

........................................................................................................... 2610CheckOpenShort

................................................................................................................ 2611CMoneyFixedMargin

........................................................................................................... 2612CheckOpenLong

........................................................................................................... 2613CheckOpenShort

................................................................................................................ 2614CMoneyFixedRisk

........................................................................................................... 2615CheckOpenLong

........................................................................................................... 2616CheckOpenShort

................................................................................................................ 2617CMoneyNone

........................................................................................................... 2618ValidationSettings

........................................................................................................... 2619CheckOpenLong

........................................................................................................... 2620CheckOpenShort

................................................................................................................ 2621CMoneySizeOptimized

........................................................................................................... 2622DecreaseFactor

........................................................................................................... 2623ValidationSettings

........................................................................................................... 2624CheckOpenLong

........................................................................................................... 2625CheckOpenShort

................................................................................................. 2626

Переход с MQL4

Справочник MQL5

MetaQuotes Language 5 (MQL5) - встроенный язык программирования торговых стратегий,

разработанный компанией MetaQuotes Software Corp. на основе своего многолетнего опыта в

создании торгово-информационных платформ. Этот язык позволяет писать собственные

программы-эксперты (Expert Advisors), автоматизирующие управление торговыми процессами и

идеально подходящие для реализации собственных торговых стратегий. Кроме того, на MQL5

можно создавать собственные технические индикаторы (Custom Indicators), скрипты (Scripts) и

библиотеки функций (Libraries).

В состав MQL5 включено большое количество функций, необходимых для анализа текущих и

пришедших ранее котировок, встроены основные индикаторы и функции по управлению

торговыми позициями и контролю над ними.

Для написания кода программы используется текстовый редактор экспертов MetaEditor 5,

выделяющий цветом различные конструкции языка MQL5, что позволяет пользователю лучше

ориентироваться в тексте экспертной системы. В качестве справочной системы по языку MQL5

используется словарь - MetaQuotes Language Dictionary.

Краткий справочник содержит разбитые на категории функции, операции, зарезервированные

слова, другие конструкции языка и позволяет узнать описание каждого используемого элемента,

входящего в язык.

Программы, написанные на MetaQuotes Language 5, имеют различные свойства и предназначение:

Советник — это механическая торговая система (МТС), имеющая привязку к определенному

графику. Советник запускается на выполнение при возникновении события, которое он может

обработать: события инициализации и деинициализации, событие прихода нового тика, событие

от таймера, событие от изменения стакана цен, события от графика и пользовательские

события.

Советник может не только работать в режиме информирования о возможности совершить

сделку, но и автоматически совершать сделки на торговом счете, направляя их прямо на

торговый сервер. Советники хранятся в директории каталог_терминала\MQL5\Experts.

Пользовательский индикатор — технический индикатор, самостоятельно написанный

пользователем в дополнение к индикаторам, уже интегрированным в клиентский терминал.

Пользовательские индикаторы, также как и встроенные, не могут автоматически торговать и

предназначены только для реализации аналитических функций.

Пользовательские индикаторы хранятся в директории каталог_терминала\MQL5\Indicators

Скрипт — программа, предназначенная для одноразового выполнения каких-либо действий. В

отличие от экспертов, скрипты не обрабатывают никаких событий, кроме события запуска (для

этого в скрипте должна быть функция-обработчик OnStart). Скрипты хранятся в директории

каталог_терминала\MQL5\Scripts

Библиотека — библиотека пользовательских функций, предназначенная для хранения и

распространения часто используемых блоков пользовательских программ. Библиотеки не могут

самостоятельно запускаться на выполнение.

Библиотеки хранятся в директории каталог_терминала\MQL5\Libraries

Включаемый файл — исходный текст часто используемых блоков пользовательских программ.

Такие файлы могут включаться в исходные тексты экспертов, скриптов, пользовательских

индикаторов и библиотек на этапе компиляции. Использование включаемых файлов более

предпочтительно, чем использование библиотек, из-за дополнительных накладных расходов

при вызове библиотечных функций.

Включаемые файлы могут находиться в той же директории, что и исходный файл, в этом случае

используется директива #include с двойными кавычками. Другое место хранения включаемых

файлов – в директории каталог_терминала\MQL5\Include, в этом случае используется

директива #include с угловыми скобками.

Основы языка

Язык MetaQuotes Language 5 (MQL5) является объектно-ориентированным языком

программирования высокого уровня и предназначен для написания автоматических торговых

стратегий, пользовательских технических индикаторов для анализа разнообразных финансовых

рынков. Он позволяет не только писать разнообразные экспертные системы, предназначенные

для работы в режиме реального времени, но и создавать собственные графические инструменты,

помогающие принимать торговые решения.

MQL5 основан на концепции широко распространенного языка программирования С++, по

сравнению с MQL4 в нем добавлены перечисления, структуры, классы и обработкасобытий.

Благодаря расширению числа встроенных основных типов, взаимодействие исполняемых

программ на MQL5 с другими приложениями посредством dll максимально облегчено. Синтаксис

языка MQL5 подобен синтаксису С++, и это позволяет легко переносить на него программы из

современных языков программирования.

Для целей изучения языка MQL5 все темы сгруппированы по следующим разделам:

Синтаксис

Типыданных

Операцииивыражения

Операторы

Функции

Переменные

Препроцессор

Объектно-ориентированноепрограммирование