pah wrote:The freeze on opening a trade appears to be fixed by adding a return value to the following two lines in LookForTradeClosure()

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if (HtfSlopeTrend == buyhold) return(false);

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if (HtfSlopeTrend == sellhold) return(false);

Regards, Paul.

pah wrote:And now it only trades once which is caused by the check in TooClose()

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if (TimeHour(TimeCurrent()) - TimeHour(OrderCloseTime()) < (MinMinutesBetweenTrades * 60) )

This is checking the hour but could be checking a trade from yesterday for example, which happened to have occurred at an earlier hour.

if (OrderCloseTime() - TimeCurrent() < (MinMinutesBetweenTrades * 60))

Also, I'm a bit puzzled by it only checking history here, should it not also be looking at open trades that were taken recently and ensuring it doesn't open another too soon after?

Since it only opens market orders direct (no stop or limit orders) might it not be easier to set a datetime variable called e.g. NextTradeAllowed which you can set when you open a trade ( TimeCurrent() + (MinMinutesBetweenTrades * 60) ) and then disallow any subsequent trades that fire before this time has passed?

SteveHopwood wrote: Nope. The order opened before it closed, so I need to know how soon after its open that it closed.

SteveHopwood wrote:Can you do me a favour, please, and resend me this, or post it here? I don't remember this and it would be most helpful.

bool IsLastTradeClosedRogue()
{
  // look for trades that closed within the last 5 minutes
  // otherwise we will always find the last rogue trade
  // even when that happened some time ago and can be ignored
  
  datetime latest.time = TimeCurrent() - ( 5 * 60 );
  
  datetime duration = -1; //impossible value
  
  for ( int i = OrdersHistoryTotal()-1; i >= 0; i-- )
  {
    if ( ! OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) ) continue;
    
    if ( OrderMagicNumber() != MagicNumber || OrderSymbol() != Symbol() ) continue;
     
    if ( OrderCloseTime() >= latest.time )
    {
      latest.time = OrderCloseTime();
      duration    = OrderCloseTime() - OrderOpenTime();
    }  
  }
  
  bool rogue = ( duration >= 0 ) && ( duration < ( MinMinutesBetweenTradeOpenClose * 60) );
  
  if ( rogue )
  {
    //do your rouge stuff here
  }
 
  return(rogue);
   
}

SteveHopwood wrote: Rogue trade behaviour will only become apparent when a trade closes, so we are only concerned with the history of closed trades. The stacking function does not work, so there can only be one open trade at a time. We need to prevent it being sent at all if the previous one was a rogue.

pah wrote:

SteveHopwood wrote: Nope. The order opened before it closed, so I need to know how soon after its open that it closed.

I'm still pretty sure you want to check OrderCloseTime() - OrderOpenTime(). The close will always occur later than the open and so, open - close will always return a negative value. Do you need a bath?

SteveHopwood wrote:Can you do me a favour, please, and resend me this, or post it here? I don't remember this and it would be most helpful.

I can't find the original but I think this should do what you want - note: I've not tested it in anger...

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bool IsLastTradeClosedRogue()
{
  // look for trades that closed within the last 5 minutes
  // otherwise we will always find the last rogue trade
  // even when that happened some time ago and can be ignored
  
  datetime latest.time = TimeCurrent() - ( 5 * 60 );
  
  datetime duration = -1; //impossible value
  
  for ( int i = OrdersHistoryTotal()-1; i >= 0; i-- )
  {
    if ( ! OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) ) continue;
    
    if ( OrderMagicNumber() != MagicNumber || OrderSymbol() != Symbol() ) continue;
     
    if ( OrderCloseTime() >= latest.time )
    {
      latest.time = OrderCloseTime();
      duration    = OrderCloseTime() - OrderOpenTime();
    }  
  }
  
  bool rogue = ( duration >= 0 ) && ( duration < ( MinMinutesBetweenTradeOpenClose * 60) );
  
  if ( rogue )
  {
    //do your rouge stuff here
  }
 
  return(rogue);
   
}

jiaxingx wrote:I run version 1l on demo for one week,
but no trade happen,anyone have trade?

SteveHopwood wrote:Version 1l is in post 1, incorporating Paul's improvements. Also, if suspended because of possible rogue trading, FS will continue to manage open trades.

// holds the result of GetTickCount(), set after every call to a OrderClose(), OrderOpen() or
// OrderModify()
int LastTradingDecision = 0;

// number of times we called OrderClose(), OrderOpen(), or OrderModify() when 
// GetTickCount() - LastTradingDecision < HighFrequencyTradeThresholdMilliseconds
int HighFreqCount  = 0;