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Max Spread Code for EA - Is this correct?

  • Post #1
  • Quote
  • First Post: Jan 22, 2019 6:37pm Jan 22, 2019 6:37pm
Hello,

Could someone please tell me if this code I have added to an EA to prevent orders being taken if the spread exceeds 2 pips is correct?

All help greatly appreciated

extern double MaxSpread = 2.0;
double spread = MarketInfo(Symbol(), MODE_SPREAD);

then I added this code to the existing Buy/Sell enter orders ( && spread <= MaxSpread )

if (isBuy && !isSell && !(lastType == 1 && spread <= MaxSpread && lastDay == Today())){
if (BuyNow()>0) {

else if(isSell && !isBuy && !(lastType == 2 && spread <= MaxSpread && lastDay == Today())){
if (SellNow()>0) {
Quoting Burton
if (isBuy && !isSell && !(lastType == 1 && spread <= M axSpread&& lastDay == Today())){ if (BuyNow()>0)
//-----

hey burton..... having the spread <= MaxSpread inside the ! statement looks incorrect.....

if spread is a major concern, you can put it first then encapsulate everything inside it..... but at least move it outside the not statement......h

//------ not sure what the lastday is about



Inserted Code
if(isBuy  && !isSell && spread <= MaxSpread && !(lastType == 1 && lastDay == Today()))
    
if(isSell && !isBuy  && spread <= MaxSpread && !(lastType == 2 && lastDay == Today()))
to trade and code, keep both simple... no call to impress....h
extern double MaxSpread = 2.0;

if(Digits==3||Digits==5) MaxSpread = MaxSpread *10;

double spread = MarketInfo(Symbol(), MODE_SPREAD);

if(isBuy && !isSell && spread <= MaxSpread && !(lastType == 1 && lastDay == Today()))
if(isSell && !isBuy && spread <= MaxSpread && !(lastType == 2 && lastDay == Today()))
Quoting hayseed
{quote} //----- hey burton..... having the spread <= MaxSpread inside the ! statement looks incorrect..... if spread is a major concern, you can put it first then encapsulate everything inside it..... but at least move it outside the not statement......h //------ not sure what the lastday is about if(isBuy && !isSell && spread <= MaxSpread && !(lastType == 1 && lastDay == Today())) if(isSell && !isBuy && spread <= MaxSpread && !(lastType == 2 && lastDay == Today()))
Thank you hayseed for your quick reply, yes understood, will implement
Quoting arby1108
extern double MaxSpread = 2.0; if(Digits==3||Digits==5) MaxSpread = MaxSpread *10; double spread = MarketInfo(Symbol(), MODE_SPREAD); if(isBuy && !isSell && spread <= MaxSpread && !(lastType == 1 && lastDay == Today())) if(isSell && !isBuy && spread <= MaxSpread && !(lastType == 2 && lastDay == Today()))
Hi arby1108, great, yes 3 & 5 digit code, ok added, thank you for your quick reply, much appreciated
Quoting Burton
Hello,
//-----

hey burton..... just noticed i left off the ( ) surrounding the spread part...... that would be better form......h

Inserted Code
if(isBuy && !isSell && (spread <= MaxSpread) && !(lastType == 1 && lastDay == Today()))
to trade and code, keep both simple... no call to impress....h
Quoting hayseed
{quote} //----- hey burton..... just noticed i left off the ( ) surrounding the spread part...... that would be better form......h if(isBuy && !isSell && (spread <= MaxSpread) && !(lastType == 1 && lastDay == Today()))
Great, thank you hayseed, added
int spread = (Ask-Bid)/Point
  • Post #9
  • Quote
  • Edited Jan 26, 2019 11:55am Jan 25, 2019 2:35pm | Edited Jan 26, 2019 11:55am
Quoting ionone
int spread = (Ask-Bid)/Point
Generically speaking this is the right answer, but it needs to be rounded before it's cast to int. Because of the way doubles are stored in memory, the result of (Ask-Bid) /point could result in something like 1.9999999999 and after the implicit cast to int - the result is 1 instead of 2. So this should really be...

Inserted Code
int spread = int(round((Ask - Bid) / _Point));

Note: this is the point-spread not pips.
Quoting Nicholishen
{quote} Generically speaking this is the right answer, but it needs to be rounded before it's cast to int. Because of the way double are stored in memory, the result of (Ask-Bid) /point could result in something like 1.9999999999 and after the implied cast to int the result is 1 instead of 2. So this should really be... int spread = int(round((Ask - Bid) / _Point)); Note this is the point spread not pips.
Hello ionone, and Nicholishen for your replies

But now I am confused on what/which code I should be using?

extern double MaxSpread = 2.0;

if(Digits==3||Digits==5) MaxSpread = MaxSpread *10;
double spread = MarketInfo(Symbol(), MODE_SPREAD);

or

int spread = int(round((Ask - Bid) / _Point));

As someone with basic coding abilities could you please give me the total correct code to use?

All help greatly appreciated
Quoting Burton
{quote} Hello ionone, and Nicholishen for your replies But now I am confused on what/which code I should be using? extern double MaxSpread = 2.0; if(Digits==3||Digits==5) MaxSpread = MaxSpread *10; double spread = MarketInfo(Symbol(), MODE_SPREAD); or int spread = int(round((Ask - Bid) / _Point)); As someone with basic coding abilities could you please give me the total correct code to use? All help greatly appreciated
The MarketInfo function has been deprecated and new MQL programs should use SymbolInfoInteger instead. That being said you could use SYMBOL_SPREAD if you absolutely trust MetaQuotes to release their new terminal upgrades without bugs (LOL). Since you are working with PIPS and not POINTS you need to convert all of your math in your program to account for such. Since spread is the integer value of the number of points you will need to divide by the pip-modifier (instead of multiply). If you want an absolute fail-safe function for getting the spread in pips then you can use the following.

Inserted Code
void OnStart()
{
   double spread;
   if (spread_pips(spread))
      Print(spread);
}
//+------------------------------------------------------------------+
bool spread_pips(double &spread, string symbol=NULL)
{
   if (symbol == NULL)
      symbol = Symbol();
   MqlTick tick;
   if (!SymbolInfoTick(symbol, tick))
      return false;
   int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
   double pip_mod = SymbolInfoDouble(symbol, SYMBOL_POINT);
   if (digits == 3 || digits == 5)
      pip_mod *= 10;
   spread = NormalizeDouble((tick.ask - tick.bid) / pip_mod, 1);
   return spread >= 0.0;
}
Quoting Nicholishen
{quote} The MarketInfo function has been deprecated and new MQL programs should use SymbolInfoInteger instead. That being said you could use SYMBOL_SPREAD if you absolutely trust MetaQuotes to release their new terminal upgrades without bugs (LOL). Since you are working with PIPS and not POINTS you need to convert all of your math in your program to account for such. Since spread is the integer value of the number of points you will need to divide by the pip-modifier (instead of multiply). If you want an absolute fail-safe function for getting the...
yeah i don't liek too much relying on data from the broker either, so i try to keep things as sturdy pas possible using only sure functions

Jeff
  • Post #13
  • Quote
  • Last Post: Edited Jan 27, 2019 1:56am Jan 26, 2019 2:24pm | Edited Jan 27, 2019 1:56am
Quoting Nicholishen
{quote} The MarketInfo function has been deprecated and new MQL programs should use SymbolInfoInteger instead. That being said you could use SYMBOL_SPREAD if you absolutely trust MetaQuotes to release their new terminal upgrades without bugs (LOL). Since you are working with PIPS and not POINTS you need to convert all of your math in your program to account for such. Since spread is the integer value of the number of points you will need to divide by the pip-modifier (instead of multiply). If you want an absolute fail-safe function for getting the...
Thank you, thank you Nicholishen for that solid correct code

POINTS code use: int spread = int(round((Ask - Bid) / _Point));

PIPS code use: void OnStart() ........................... posted above

Your help greatly appreciated
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