How to filter traded symbols in Metatrader 4 / MQL4

Question

I am searching for a solution to just and only consider real forex pairs in my loop. I don't want CFDs, commodities, silver, gold, etc. to be included because they have a complete different logic when it comes to calculating pips etc. etc. (I want to use the data for a FX dashboard).

How can I implement a filter to do so without building if-statements for every FX pair existing? If possible, the solution should be independent of the broker used (since the offered FX pairs might be different from broker to broker, so a common approach would be the all-in solution).

This is my current code that doesn't seperate between fx and non fx:

   /*
      2.) Create a string format for each pending and running trade
   */

      int live_orders = OrdersTotal();
      string live_trades = "";

      for(int i=live_orders; i >= 0; i--)
      {
         if(OrderSelect(i,SELECT_BY_POS)==false) continue;

           live_trades = live_trades +

           "live_trades|" +
           version + "|" +
           DID + "|" +
           AccountNumber() + "|" +   
           IntegerToString(OrderTicket()) + "|" +
           TimeToString(OrderOpenTime(), TIME_DATE|TIME_SECONDS) + "|" +
           TimeToString(OrderCloseTime(), TIME_DATE|TIME_SECONDS) + "|" +
           IntegerToString(OrderType()) + "|" +
           DoubleToString(OrderLots(),2) + "|" +
           OrderSymbol() + "|" +
           DoubleToString(OrderOpenPrice(),5) + "|" +
           DoubleToString(OrderClosePrice(),5) + "|" +
           DoubleToString(OrderStopLoss(),5) + "|" +
           DoubleToString(OrderTakeProfit(),5) + "|" +
           DoubleToString(OrderCommission(),2) + "|" + 
           DoubleToString(OrderSwap(),2) + "|" +
           DoubleToString(OrderProfit(),2) + "|" +
           "<" + OrderComment() + ">|"; 
      }

Daniel Kniaz Daniel Kniaz · Accepted Answer · 2019-12-21T14:20:14

This is probably the easiest way. Prefix symbols might be a problem (e.g. mEURUSD) but easily solved by shifting the StringSubstr values by the prefix size. Suffix is not a problem as we take the first 6 chars of the symbol string.

const string FX_CURRENCIES[]={"EUR","GBP","USD","NZD","AUD","CHF","CAD","JPY"};//add other currencies if needed
bool isFxPair(const string symbol){
    return StringLen(symbol)>=6 && getCurrencyIdx(StringSubStr(symbol,0,3))>=0 &&
           getCurrencyIdx(StringSubStr(symbol,3,3))>=0;
}
int getCurrencyIdx(const string smb){
    for(int i=ArraySize(FX_CURRENCIES)-1;i>=0;i--){
        if(FX_CURRENCIES[i]==smb)
        return i;
    }
    return -1;
}

Use of CStringArray and caching FX symbols might be another good idea that may potentially work faster, but it seems to use the similar logic as above(but you'll have to sort the cache every time you add something in order to have CStringArray collection to work fast).

There is no direct method to ask whether a symbol is FX, CFD, Stock, Crypto or anything else.

How to filter traded symbols in Metatrader 4 / MQL4

1 Answers