When performing some definite actions on a trade account, its state changes. Such actions include:
- Sending a trade request from any MQL5 application in the client terminal using OrderSend and OrderSendAsync functions and its further execution;
- Sending a trade request via the terminal graphical interface and its further execution;
- activation of pending and stop orders on the server;
- performing operations on the trade server side.
Special OnTradeTransaction() handler is provided in MQL5 to get trade transactions applied to an account.
void OnTradeTransaction() const MqlTradeTransaction& trans, // trade transaction structure const MqlTradeRequest& request, // request structure const MqlTradeResult& result // response structure );
OnTradeTransaction() function can be used for:
- Getting real-time notifications about trade transactions as they occur.
- Copying trades from one terminal to another.
- Monitor trade transactions made by other ready-made expert advisors on different charts.
- Having data on a trading operation type, you can decide on further analysis of the current state of orders, positions and deals on a trading account. (for example, update your calculations when the the list of open positions is changed).
- Tracking the result of executing the trade request on a server sent by OrderSendAsync() function for conducting asynchronous trade operations without waiting for the trade server's response to a sent request.
The OrderSendAsync() function is designed for high-frequency trading, when under the terms of the trading algorithm it is unacceptable to waste time waiting for a response from the server.
However, analysis of trade transations using the default OnTradeTransaction() handler provided in MQL5 seems complicated.
TradeTransaction class will map the underlying low-level trade transactions to a custom handler corresponding to the trade operation type.
The class has the following methods:
//+------------------------------------------------------------------+ //| Class CTradeTransaction. | //| Purpose: Base class for trade transactions. | //+------------------------------------------------------------------+ class CTradeTransaction { public: CTradeTransaction(void) { } ~CTradeTransaction(void) { } //--- event handler void OnTradeTransaction(const MqlTradeTransaction &trans, const MqlTradeRequest &request, const MqlTradeResult &result); protected: //--- trade transactions //--- these methods should be overridden in the derived class virtual void TradeTransactionOrderPlaced(ulong order) { } virtual void TradeTransactionOrderModified(ulong order) { } virtual void TradeTransactionOrderDeleted(ulong order) { } virtual void TradeTransactionOrderExpired(ulong order) { } virtual void TradeTransactionOrderTriggered(ulong order) { } virtual void TradeTransactionPositionOpened(ulong position, ulong deal) { } virtual void TradeTransactionPositionStopTake(ulong position, ulong deal) { } virtual void TradeTransactionPositionClosed(ulong position, ulong deal) { } virtual void TradeTransactionPositionCloseBy(ulong position, ulong deal) { } virtual void TradeTransactionPositionModified(ulong position) { } }; //+------------------------------------------------------------------+ //| TradeTransaction function | //+------------------------------------------------------------------+ void OnTradeTransaction(const MqlTradeTransaction &trans, const MqlTradeRequest &request, const MqlTradeResult &result) { //--- CTradeTransaction ExtTransaction; //--- ExtTransaction.OnTradeTransaction(trans,request,result); } //+----
Finally this article makes an in-depth discussion about trade transactions in mql5 MQL5 Cookbook: Processing of the TradeTransaction Event
https://www.mql5.com/en/articles/1111
Updates:
2019.03.06 - v.1.00 : Initial release.
2025.03.05 - v.1.10 : Fixed issue with STOP LIMIT orders not being captured. Added 'SetLogging' public method to control printing verbose information to 'Experts' logs.
