Latest version of the core library is in post 1.dclayw » Thu Apr 07, 2022 7:21 am wrote:@Steve thanks for taking a look, hopefully I'm not barking up the wrong tree again. I did do a quick test on M5 to generate some quick fire recoveries and it did leave the pendings in place after recovery had finished. Some traders may actually want it that way but once I bail out I usually want to get out completely and wait for next signal.
Pendings are also left in place when using what I call an SS stop. As a specific buy trade example with SsSlopeBuyAbove=2 and CloseBuysBelow=-1,When SS hits -1 market buy trades will close but the actual SS signal has not changed and the pendings will be left in place. The option to DeletePendingTradesOnOppositeSignal will have no affect in this situation. Again some traders may want to keep the pendings in this situation but when I get out via an SS stop I want to get completely out and wait for next signal. So maybe a setting to remove pendings in this case would also be useful.
I'm using v2t which I have stuck with because I know it to be very stable.
For the DIYers, here is the cause of the problem. Go to:
void closeAllTrades(string symbol, int type)
You will see this block of code:
Code: Select all
if (OrderType() != type)
if (type != AllTrades)
continue;
Towards the end of the function is the block that starts with: if (pass == 1). This looks for pending orders. The code immediately underneath is: if (deletePendings)
This only allows deletion if the boolean deletePendings is set to 'true'.
Then go to:
void doRecoveryClosure(string symbol, int pairIndex)
Here I see two problems:
1) deletePendings is not set to 'true', so closeAllTrades() would ignore them, even if it got that far which it would not because:
2) The calls to closeAllTrades() will only close market buy and sell orders.
The solutions are:
Scroll down to the Alert that begins with:
Alert(symbol, " ", TradeComment, " buy trades Recovery
Insert this immediately above:
deletePendings = true;
Then scroll down to the Alert that begins with:
Alert(symbol, " ", TradeComment, " sell trades Recovery
Insert this immediately above:
deletePendings = true;
The calls to the closeAllTrades() are either:
closeAllTrades(symbol, OP_BUY);
or
closeAllTrades(symbol, OP_SELL);
These need changing to:
closeAllTrades(symbol, AllTrades);
Then load SPB Latest Version into the editor and recompile.
There may be other places where calls to closeAllTrades() need editing. These will emerge with use.
In case you find this confusing, here is the edited function:
Code: Select all
void doRecoveryClosure(string symbol, int pairIndex)
{
if (buysInRecovery)
if (haveWeHitRecoveryTarget(symbol, OP_BUY, pairIndex) )
{
deletePendings = true;
Alert(symbol, " ", TradeComment, " buy trades Recovery target reached. All ", symbol, " ",
TradeComment, " buy trades should have closed.");
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)//In case a trade close/delete failed
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
Alert(symbol, " Magic number ", IntegerToString(MagicNumber), " Order comment ",
TradeComment, " buy trades Recovery profit target hit but trades failed to close.");
}//if (forceTradeClosure)
}//if (forceTradeClosure)
}//if (forceTradeClosure)
}//if (forceTradeClosure)
//Re-build a picture of the trade position.
countOpenTrades(symbol, pairIndex);
}//if (HaveWeHitRecoveryTarget() )
if (sellsInRecovery)
if (haveWeHitRecoveryTarget(symbol, OP_SELL, pairIndex) )
{
deletePendings = true;
Alert(symbol, " ", TradeComment, " sell trades Recovery target reached. All ", symbol, " ",
TradeComment, " sell trades should have closed.");
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)//In case a trade close/delete failed
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
closeAllTrades(symbol, AllTrades);
if (forceTradeClosure)
{
Alert(symbol, " Magic number ", IntegerToString(MagicNumber), " Order comment ",
TradeComment, " sell trades Recovery profit target hit but trades failed to close.");
}//if (forceTradeClosure)
}//if (forceTradeClosure)
}//if (forceTradeClosure)
}//if (forceTradeClosure)
//Re-build a picture of the trade position.
countOpenTrades(symbol, pairIndex);
}//if (HaveWeHitRecoveryTarget() )
}//End void doRecoveryClosure(string symbol, int pairIndex)
. How I missed this I'm not sure and if I'd had no trades or pendings open I would have noticed a lot sooner. 
