theforexedge » Thu Oct 20, 2016 8:08 am wrote:Hi

After the GBP flash crash earlier this month i've been looking at strategies to limit currency pairs when markets are extended and have revisited UseZeljko in Steves shellcode EA..

As my coding is quite limited i'm hoping someone could let me know if i would need to add
type ==OP_BUYSTOP && type == OP_BUYLIMIT if i want to check to see if pending orders are currently open in other pairs as I noticed the Current call is:

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if (UseZeljko && !BalancedPair(OP_BUY))
  return; 

Change to:

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if (UseZeljko && (!BalancedPair(OP_BUY)||!BalancedPair(OP_BUYSTOP)))                   return;

balanced pair code:

Do I need to add to check for open Limit Orders?

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 if (type == OP_BUY || type == OP_BUYSTOP ||  type == OP_BUYLIMIT)

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bool BalancedPair(int type)
{
   string BuyCcy1, SellCcy1, BuyCcy2, SellCcy2;

   if (type == OP_BUY || type == OP_BUYSTOP)
   {
      BuyCcy1 = StringSubstrOld(Symbol(), 0, 3);
      SellCcy1 = StringSubstrOld(Symbol(), 3, 3);
   }//if (type == OP_BUY || type == OP_BUYSTOP)
   else
   {
      BuyCcy1 = StringSubstrOld(Symbol(), 3, 3);
      SellCcy1 = StringSubstrOld(Symbol(), 0, 3);
   }//else

   for (int cc = OrdersTotal() - 1; cc >= 0; cc--)
   {
      if (!OrderSelect(cc, SELECT_BY_POS)) continue;
      if (OrderSymbol() == Symbol()) continue;
      if (OrderMagicNumber() != MagicNumber) continue;      
      if (OrderType() == OP_BUY || OrderType() == OP_BUYSTOP)
      {
         BuyCcy2 = StringSubstrOld(OrderSymbol(), 0, 3);
         SellCcy2 = StringSubstrOld(OrderSymbol(), 3, 3);
      }//if (OrderType() == OP_BUY || OrderType() == OP_BUYSTOP)
      else
      {
         BuyCcy2 = StringSubstrOld(OrderSymbol(), 3, 3);
         SellCcy2 = StringSubstrOld(OrderSymbol(), 0, 3);
      }//else
      if (BuyCcy1 == BuyCcy2 || SellCcy1 == SellCcy2) return(false);
   }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--)

   //Got this far, so it is ok to send the trade
   return(true);

}//End bool BalancedPair(int type)

Thanks, Jason

theforexedge » Sun Oct 23, 2016 1:00 pm wrote:Steve

Thank you very much for replying and its always good to get some clarification when changing / adding stuff as the shell code is such a great way for novice coders to start to understand mql4..

Anyway the other issue I've been having is using

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if (DeletePendingsDuringWideSpread) 

to close pending trades:

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CloseAllTrades(OP_BUYSTOP);
CloseAllTrades(OP_BUYLIMIT);

I was finding that when crapperquotes Empty4 was freezing up it occasionally was also closing the open OP_SELL or OP_BUY trades, so i could only assume this was being executed by ForceTradeClosure but only a guess!

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 if (!result) ForceTradeClosure= true;

Anyway I've cut and pasted the existing CloseAllTrades code so it now only looks to close the pending orders and again just wanted to ask if my logic is OK...

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void CloseAllPendingTrades(int type)
{
      if (OrdersTotal() == 0) return;
      
      bool result = false;
      
      for (int cc = ArraySize(FifoTicket) - 1; cc >= 0; cc--)
      {
         if (!OrderSelect(FifoTicket[cc], SELECT_BY_TICKET, MODE_TRADES) ) continue;
         if (OrderMagicNumber() != MagicNumber) continue;
         if (OrderSymbol() != Symbol() ) continue;
         if (OrderType() != type) 
            if (type != AllTrades)
               continue;
         
         while(IsTradeContextBusy()) Sleep(500);
        
            if (OrderType() > 1) 
            {
               result = OrderDelete(OrderTicket(), clrNONE);
               if (result) 
               {
                  cc++;
                  OpenTrades--;
                  DeletePendingPriceLines();
               }//(result) 
            
            if (!result) break;
            }
      }//End void CloseAllPendingTrades()
}            

Thanks, Jason