Either download V 1a from post 1, or make the edit yourself - I describe how in post 2. Go on, have a play folks. You can always re-download tomorrow if you muck things up. You really, really, really will benefit from learning a bit of basic code editing.SteveHopwood wrote:Nice one Jason, thanks.theforexedge wrote:Steve
Can you post the code for adding the HedgeLotSize as I can only see it at line 2942 in the excluded code. Not sure if this should be included or not? Just slowly trying to understand the code as you suggested
Anyway thanks for coding such a great EA..and enjoying the ride
Jason
I added the hedge lot size code to CountOpenTrades() and then thought that it would be a good idea to add all the position picture code from my existing shells, so I commented out the original void CountOpenTrades() so I would not lose anything, and imported the function from my shell ea's forgetting to add back in the HedgeLotSize stuff.
I am about to upload a fixed version, but here is the new function. Do a search for HedgeLotSize and you will see where it is initialised to zero and then set to the lot size of the trade furthest back in time. I coded it that way on the assumption that the trade furthest back would be the original trade, or close to it, and so would have the correct lot size.
Cheers
Code: Select all
void CountOpenTrades() { //Not all these will be needed. Which ones are depends on the individual EA. //Market Buy trades BuyOpen=false; MarketBuysCount=0; LatestBuyPrice=0; EarliestBuyPrice=0; HighestBuyPrice=0; LowestBuyPrice=million; BuyTicketNo=-1; HighestBuyTicketNo=-1; LowestBuyTicketNo=-1; LatestBuyTicketNo=-1; EarliestBuyTicketNo=-1; BuyPipsUpl=0; BuyCashUpl=0; LatestBuyTradeTime=0; EarliestBuyTradeTime=TimeCurrent(); //Market Sell trades SellOpen=false; MarketSellsCount=0; LatestSellPrice=0; EarliestSellPrice=0; HighestSellPrice=0; LowestSellPrice=million; SellTicketNo=-1; HighestSellTicketNo=-1; LowestSellTicketNo=-1; LatestSellTicketNo=-1; EarliestSellTicketNo=-1;; SellPipsUpl=0; SellCashUpl=0; LatestSellTradeTime=0; EarliestSellTradeTime=TimeCurrent(); //BuyStop trades BuyStopOpen=false; BuyStopsCount=0; LatestBuyStopPrice=0; EarliestBuyStopPrice=0; HighestBuyStopPrice=0; LowestBuyStopPrice=million; BuyStopTicketNo=-1; HighestBuyStopTicketNo=-1; LowestBuyStopTicketNo=-1; LatestBuyStopTicketNo=-1; EarliestBuyStopTicketNo=-1;; LatestBuyStopTradeTime=0; EarliestBuyStopTradeTime=TimeCurrent(); //BuyLimit trades BuyLimitOpen=false; BuyLimitsCount=0; LatestBuyLimitPrice=0; EarliestBuyLimitPrice=0; HighestBuyLimitPrice=0; LowestBuyLimitPrice=million; BuyLimitTicketNo=-1; HighestBuyLimitTicketNo=-1; LowestBuyLimitTicketNo=-1; LatestBuyLimitTicketNo=-1; EarliestBuyLimitTicketNo=-1;; LatestBuyLimitTradeTime=0; EarliestBuyLimitTradeTime=TimeCurrent(); /////SellStop trades SellStopOpen=false; SellStopsCount=0; LatestSellStopPrice=0; EarliestSellStopPrice=0; HighestSellStopPrice=0; LowestSellStopPrice=million; SellStopTicketNo=-1; HighestSellStopTicketNo=-1; LowestSellStopTicketNo=-1; LatestSellStopTicketNo=-1; EarliestSellStopTicketNo=-1;; LatestSellStopTradeTime=0; EarliestSellStopTradeTime=TimeCurrent(); //SellLimit trades SellLimitOpen=false; SellLimitsCount=0; LatestSellLimitPrice=0; EarliestSellLimitPrice=0; HighestSellLimitPrice=0; LowestSellLimitPrice=million; SellLimitTicketNo=-1; HighestSellLimitTicketNo=-1; LowestSellLimitTicketNo=-1; LatestSellLimitTicketNo=-1; EarliestSellLimitTicketNo=-1;; LatestSellLimitTradeTime=0; EarliestSellLimitTradeTime=TimeCurrent(); //Not related to specific order types TicketNo=-1;OpenTrades=0; LatestTradeTime=0; EarliestTradeTime=million;//More specific times are in each individual section LatestTradeTicketNo=-1; EarliestTradeTicketNo=-1; PipsUpl=0;//For keeping track of the pips PipsUpl of multi-trade/hedged positions CashUpl=0;//For keeping track of the cash PipsUpl of multi-trade/hedged positions TradeComment = " "; //For hedging, so ea knows whether tp/sl need removing TpSet = false; SlSet = false; HedgeLotSize=0; //FIFO ticket resize ArrayResize(FifoTicket, 0); int type;//Saves the OrderType() for consulatation later in the function if (OrdersTotal() == 0) return; //Iterating backwards through the orders list caters more easily for closed trades than iterating forwards for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { bool TradeWasClosed = false;//See 'check for possible trade closure' //Ensure the trade is still open if (!OrderSelect(cc, SELECT_BY_POS, MODE_TRADES) ) continue; //Ensure the EA 'owns' this trade if (OrderSymbol() != Symbol() ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderCloseTime() > 0) continue; //All conditions passed, so carry on //The time of the most recent pending order if (OrderType() > 1) if (OrderOpenTime() > LatestTradeTime) LatestTradeTime = OrderOpenTime(); //Time of the furthest back in time trade if (OrderOpenTime() < EarliestTradeTime) EarliestTradeTime = OrderOpenTime(); HedgeLotSize = OrderLots(); type = OrderType();//Store the order type if (!CloseEnough(OrderTakeProfit(), 0) ) TpSet = true; if (!CloseEnough(OrderStopLoss(), 0) ) SlSet = true; TradeComment = OrderComment();//For sending with grid trades OpenTrades++; //Store the latest trade sent. Most of my EA's only need this final ticket number as either they are single trade //bots or the last trade in the sequence is the important one. Adapt this code for your own use. if (TicketNo == -1) TicketNo = OrderTicket(); //Store ticket numbers for FIFO ArrayResize(FifoTicket, OpenTrades + 1); FifoTicket[OpenTrades] = OrderTicket(); //The next line of code calculates the pips upl of an open trade. As yet, I have done nothing with it. //something = CalculateTradeProfitInPips() double pips = 0; //Buile up the position picture of market trades if (OrderType() < 2) { CashUpl+= (OrderProfit() + OrderSwap() + OrderCommission()); MarketTradesTotal++; pips = CalculateTradeProfitInPips(OrderType()); PipsUpl+= pips; //Buys if (OrderType() == OP_BUY) { BuyOpen = true; BuyTicketNo = OrderTicket(); MarketBuysCount++; BuyPipsUpl+= pips; BuyCashUpl+= (OrderProfit() + OrderSwap() + OrderCommission()); //Latest trade if (OrderOpenTime() > LatestBuyTradeTime) { LatestBuyTradeTime = OrderOpenTime(); LatestBuyPrice = OrderOpenPrice(); LatestBuyTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestBuyTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestBuyTradeTime) { EarliestBuyTradeTime = OrderOpenTime(); EarliestBuyPrice = OrderOpenPrice(); EarliestBuyTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestBuyTradeTime) //Highest trade price if (OrderOpenPrice() > HighestBuyPrice) { HighestBuyPrice = OrderOpenPrice(); HighestBuyTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestBuyPrice) //Lowest trade price if (OrderOpenPrice() > LowestBuyPrice) { LowestBuyPrice = OrderOpenPrice(); LowestBuyTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestBuyPrice) }//if (OrderType() == OP_BUY) //Sells if (OrderType() == OP_SELL) { SellOpen = true; SellTicketNo = OrderTicket(); MarketSellsCount++; SellPipsUpl+= pips; SellCashUpl+= (OrderProfit() + OrderSwap() + OrderCommission()); //Latest trade if (OrderOpenTime() > LatestSellTradeTime) { LatestSellTradeTime = OrderOpenTime(); LatestSellPrice = OrderOpenPrice(); LatestSellTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestSellTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestSellTradeTime) { EarliestSellTradeTime = OrderOpenTime(); EarliestSellPrice = OrderOpenPrice(); EarliestSellTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestSellTradeTime) //Highest trade price if (OrderOpenPrice() > HighestSellPrice) { HighestSellPrice = OrderOpenPrice(); HighestSellTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestSellPrice) //Lowest trade price if (OrderOpenPrice() > LowestSellPrice) { LowestSellPrice = OrderOpenPrice(); LowestSellTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestSellPrice) }//if (OrderType() == OP_SELL) }//if (OrderType() < 2) //Build up the position details of stop/limit orders if (OrderType() > 1) { //Buystops if (OrderType() == OP_BUYSTOP) { BuyStopOpen = true; BuyStopTicketNo = OrderTicket(); BuyStopsCount++; //Latest trade if (OrderOpenTime() > LatestBuyStopTradeTime) { LatestBuyStopTradeTime = OrderOpenTime(); LatestBuyStopPrice = OrderOpenPrice(); LatestBuyStopTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestBuyStopTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestBuyStopTradeTime) { EarliestBuyStopTradeTime = OrderOpenTime(); EarliestBuyStopPrice = OrderOpenPrice(); EarliestBuyStopTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestBuyStopTradeTime) //Highest trade price if (OrderOpenPrice() > HighestBuyStopPrice) { HighestBuyStopPrice = OrderOpenPrice(); HighestBuyStopTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestBuyStopPrice) //Lowest trade price if (OrderOpenPrice() > LowestBuyStopPrice) { LowestBuyStopPrice = OrderOpenPrice(); LowestBuyStopTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestBuyStopPrice) }//if (OrderType() == OP_BUYSTOP) //Sellstops if (OrderType() == OP_SELLSTOP) { SellStopOpen = true; SellStopTicketNo = OrderTicket(); SellStopsCount++; //Latest trade if (OrderOpenTime() > LatestSellStopTradeTime) { LatestSellStopTradeTime = OrderOpenTime(); LatestSellStopPrice = OrderOpenPrice(); LatestSellStopTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestSellStopTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestSellStopTradeTime) { EarliestSellStopTradeTime = OrderOpenTime(); EarliestSellStopPrice = OrderOpenPrice(); EarliestSellStopTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestSellStopTradeTime) //Highest trade price if (OrderOpenPrice() > HighestSellStopPrice) { HighestSellStopPrice = OrderOpenPrice(); HighestSellStopTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestSellStopPrice) //Lowest trade price if (OrderOpenPrice() > LowestSellStopPrice) { LowestSellStopPrice = OrderOpenPrice(); LowestSellStopTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestSellStopPrice) }//if (OrderType() == OP_SELLSTOP) //Buy limits if (OrderType() == OP_BUYLIMIT) { BuyLimitOpen = true; BuyLimitTicketNo = OrderTicket(); BuyLimitsCount++; //Latest trade if (OrderOpenTime() > LatestBuyLimitTradeTime) { LatestBuyLimitTradeTime = OrderOpenTime(); LatestBuyLimitPrice = OrderOpenPrice(); LatestBuyLimitTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestBuyLimitTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestBuyLimitTradeTime) { EarliestBuyLimitTradeTime = OrderOpenTime(); EarliestBuyLimitPrice = OrderOpenPrice(); EarliestBuyLimitTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestBuyLimitTradeTime) //Highest trade price if (OrderOpenPrice() > HighestBuyLimitPrice) { HighestBuyLimitPrice = OrderOpenPrice(); HighestBuyLimitTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestBuyLimitPrice) //Lowest trade price if (OrderOpenPrice() > LowestBuyLimitPrice) { LowestBuyLimitPrice = OrderOpenPrice(); LowestBuyLimitTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestBuyLimitPrice) }//if (OrderType() == OP_BUYLIMIT) //Sell limits if (OrderType() == OP_SELLLIMIT) { SellLimitOpen = true; SellLimitTicketNo = OrderTicket(); SellLimitsCount++; //Latest trade if (OrderOpenTime() > LatestSellLimitTradeTime) { LatestSellLimitTradeTime = OrderOpenTime(); LatestSellLimitPrice = OrderOpenPrice(); LatestSellLimitTicketNo = OrderTicket(); }//if (OrderOpenTime() > LatestSellLimitTradeTime) //Furthest back in time if (OrderOpenTime() < EarliestSellLimitTradeTime) { EarliestSellLimitTradeTime = OrderOpenTime(); EarliestSellLimitPrice = OrderOpenPrice(); EarliestSellLimitTicketNo = OrderTicket(); }//if (OrderOpenTime() < EarliestSellLimitTradeTime) //Highest trade price if (OrderOpenPrice() > HighestSellLimitPrice) { HighestSellLimitPrice = OrderOpenPrice(); HighestSellLimitTicketNo = OrderTicket(); }//if (OrderOpenPrice() > HighestSellLimitPrice) //Lowest trade price if (OrderOpenPrice() > LowestSellLimitPrice) { LowestSellLimitPrice = OrderOpenPrice(); LowestSellLimitTicketNo = OrderTicket(); }//if (OrderOpenPrice() > LowestSellLimitPrice) }//if (OrderType() == OP_SELLLIMIT) }//if (OrderType() > 1) //Add missing tp/sl in case rapidly moving markets prevent their addition - ECN if (!Hedged) { if (CloseEnough(OrderStopLoss(), 0) && !CloseEnough(StopLoss, 0)) InsertStopLoss(OrderTicket()); if (CloseEnough(OrderTakeProfit(), 0) && !CloseEnough(TakeProfit, 0)) InsertTakeProfit(OrderTicket() ); }//if (!Hedged) //Replace missing tp and sl lines if (HiddenPips > 0) ReplaceMissingSlTpLines(); if (!Hedged) { TradeWasClosed = LookForTradeClosure(OrderTicket() ); if (TradeWasClosed) { if (type == OP_BUY) BuyOpen = false;//Will be reset if subsequent trades are buys that are not closed if (type == OP_SELL) SellOpen = false;//Will be reset if subsequent trades are sells that are not closed cc++; continue; }//if (TradeWasClosed) //Profitable trade management if (OrderProfit() > 0) { TradeManagementModule(OrderTicket() ); }//if (OrderProfit() > 0) }//if (!Hedged) }//for (int cc = OrdersTotal() - 1; cc <= 0; c`c--) //Sort ticket numbers for FIFO if (ArraySize(FifoTicket) > 0) ArraySort(FifoTicket, WHOLE_ARRAY, 0, MODE_DESCEND); //Is the position hedged? Hedged = false; if (BuyOpen) if (SellOpen) Hedged=true; //Remove stop losses and take profits if (Hedged) { if (TpSet) RemoveTakeProfits(); if (SlSet) RemoveStopLosses(); }//if (Hegded) }//End void CountOpenTrades();
