Old and defunct Holy Graily Bob

[4xtn]

How about pending orders, but with user defined distance from PA?

[BobbyT]

I haven't looked at the code at all (so not sure if this is incorporated already) but maybe try using

Code: Select all

 MarketInfo(NULL,MODE_STOPLEVEL) 

in the calculations for where to place the first pending positions.
This way, broker specific stop levels can be autodetected and be dynamic within the code. It is also a one solution fits all brokers type situation once implemented.
I have a snippet at home that I used some time ago to ensure trades were beyond the stop level, but I'm at work at the moment. If your interested I can find it later though I'm sure you've either already thought of this or could conjure your own snippet anyway.

Cheers,
BobbyT

[oliverjp]

Hi

I've had problems like this in the past when coding a news trader that tried to slip in orders just before news time when the prices and spreads went crazy and pending trades wouldn't take. I made my order placement code cycle through increasing stop loss values until it managed to place the order or it reached my maximum. I found half a pip extra each time and a maximum of 5 extra pips (so max 10 iterations) worked OK for that application.

Best regards

Jeff

Ok, unlocking this thread.

Please do not post about failed trade sends. We know about them.

Trust me, I do not mean 'please'. You will not enjoy the result of posting another failed trade send.

Anybody here go any solutions?

[oliverjp]

Here you go, found an early variant of the code I wrote that did it. Sorry, can't find the later more polished version:

Code: Select all

//+------------------------------------------------------------------+
//| Initisl StopLoss                                             |
//+------------------------------------------------------------------+
void InitialStopLoss()
{
   int    Total, Ticket, retry;
   int    SLretries = 20;  
   double StopLoss;

   Total = OrdersTotal();

   for(int i = 0; i < Total; i++)
     {
     if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))  
       {
       if (OrderSymbol() == ThisSymbol && OrderMagicNumber() == MagicNumber && TP1_Closed == FALSE && OrderStopLoss() == 0)
         {         
         if (OrderType() == OP_BUY)            //  Buy side processing
           {
           RefreshRates();
           StopLoss = NormalizeDouble(OrderOpenPrice() - (EntryToTP1_StopLossPips * Point * 10),Digits);                        
           if (OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,0,0,Red))
             { 
             Ticket = OrderSelect(i,SELECT_BY_POS,MODE_TRADES);  
             Print("StopLoss set by InitialStopLoss to: ",OrderStopLoss());
             InitialSLSet = TRUE;
             }
           else  // Attempt to set SL failed - try harder half a pip further out each attempt
             {
             for (retry=1; retry<SLretries; retry++)
               {
               RefreshRates();
               StopLoss = NormalizeDouble(OrderOpenPrice() - ((EntryToTP1_StopLossPips + (0.5 * retry)) * Point * 10),Digits);                        
               if (OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,0,0,Red))
                 {
                 Ticket = OrderSelect(i,SELECT_BY_POS,MODE_TRADES);  
                 Print("StopLoss set by InitialStopLoss DYNAMIC to: ",OrderStopLoss(), "   Needed ",retry/2," extra pips.");
                 InitialSLSet = TRUE;
                 break;
                 }
               }
             }
           
           if (InitialSLSet == FALSE)
             {           
             if (OrderClose(OrderTicket(),OrderLots(),Bid,500,Red))  Print("InitialStopLoss KILLED Buy order as Initial SL could not be set!");
             else Print(strModifyError,GetLastError(),"   WARNING! - InitialStopLoss FAILED TO KILL Buy order when SL could not be set!");
             }
           }             
                   
         else if  (OrderType() == OP_SELL)           // Sell side processing
           {
           RefreshRates();
           StopLoss = NormalizeDouble(OrderOpenPrice() + (EntryToTP1_StopLossPips * Point * 10),Digits);                        
           if (OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,0,0,Red))
             {
             Ticket = OrderSelect(i,SELECT_BY_POS,MODE_TRADES);  
             Print("StopLoss set by InitialStopLoss to: ",OrderStopLoss());
             InitialSLSet = TRUE;
             }
           else  // Attempt to set SL failed - try harder half a pip further out each attempt
             {
             for (retry=1; retry<SLretries; retry++)
               {
               RefreshRates();
               StopLoss = NormalizeDouble(OrderOpenPrice() + ((EntryToTP1_StopLossPips + (0.5 * retry)) * Point * 10),Digits);                        
               if (OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,0,0,Red))
                 {
                 Ticket = OrderSelect(i,SELECT_BY_POS,MODE_TRADES);  
                 Print("StopLoss set by InitialStopLoss DYNAMIC to: ",OrderStopLoss(), "   Needed ",retry/2," extra pips.");
                 InitialSLSet = TRUE;
                 break;
                 }
               }
             }
           if (InitialSLSet == FALSE)
             {           
             if (OrderClose(OrderTicket(),OrderLots(),Bid,500,Red))  Print("InitialStopLoss KILLED Sell order as Initial SL could not be set!");
             else Print(strModifyError,GetLastError(),"   WARNING! - InitialStopLoss FAILED TO KILL Sell order when SL could not be set!");
             }
           }
         }  
       }
     }
                  
return;
}

Hi

I've had problems like this in the past when coding a news trader that tried to slip in orders just before news time when the prices and spreads went crazy and pending trades wouldn't take. I made my order placement code cycle through increasing stop loss values until it managed to place the order or it reached my maximum. I found half a pip extra each time and a maximum of 5 extra pips (so max 10 iterations) worked OK for that application.

Best regards

Jeff

Ok, unlocking this thread.

Please do not post about failed trade sends. We know about them.

Trust me, I do not mean 'please'. You will not enjoy the result of posting another failed trade send.

Anybody here go any solutions?

[BritShrtHair]

Ok, unlocking this thread.
Anybody here go any solutions?

in HGB, when replacing line 1878 (void LookForTradingOpportunities())

Code: Select all

double SendLots = 0;

with

Code: Select all

double SendLots = MarketInfo(Symbol(),MODE_MINLOT);

HGB seems to start taking trades again.
Thats seems to be (one of the?) culprits.

[SteveHopwood]

V 1l is in post 1.

Thanks guys. You put me on the right track.

You know how these problems are usually copy/paste/fail-to-edit bloops? This time they were copy-but-didn't-quite-copy-enough/paste/edit bloops.

HGB is taking the pending trades now.

[SteveHopwood]

Don't bother downloading 1L folks. Still isn't right.

[BobbyT]

Lucky I decided to have dinner before upating

[SteveHopwood]

V 1m is in post 1. We appear to be fully functional now, but take nothing for granted.

[Lee]

V 1m is in post 1. We appear to be fully functional now, but take nothing for granted.

Steve,

Thanks for your brilliant work. The highlighted line I believe should read 'RAD trade multiple positions' instead of 'Trend'? Just to avoid confusion.

Lee