Check for closed orders (and some .csv-stuff) | Forex Factory

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Check for closed orders (and some .csv-stuff)

  • #1
  • First Post: May 22, 2007 12:13pm May 22, 2007 12:13pm
I'm trying to write a snippet that checks if a new trade just closed, and if that's true it will export some values to an csv.

My code looks like this:

Inserted Code
datetime current=0;
Inserted Code
[left]total = OrdersTotal(); 
 
[left]if(total > 0) current = CurTime(); 
if(current != CurTime())
{
  int f = FileOpen(Symbol()+ATRthreshold+".csv", FILE_CSV | FILE_WRITE | FILE_READ,','); 
  string sDate = TimeToStr(iTime(NULL,0,0),TIME_DATE);
  sDate = StringSetChar(sDate,4,'/'); sDate = StringSetChar(sDate,7,'/');   
  FileSeek(f, 0, SEEK_END); FileWrite(f,sDate, TimeToStr(iTime(NULL,0,0),TIME_MINUTES), iClose(NULL,0,0), iVolume(NULL,0,0)); FileClose(f);

}[/left]
[/left]




I tried some different sulotions, both found here on the forum and at Meataqoutes homepage, but i can't get anyone to work properly. My own idea is the set a variabel with the date if a position is open (orderstotal > 0 ) and compare that to the current time ( if a position isn't open, the variabel will have an old value an thereby is not equal to CurrentTime() ).

Instead, i get the ea to write to the file every volume-change when an position is open.

What have i missed out?


And, another question - is it possible to change "," in a csv export to ";"?

  • #2
  • May 22, 2007 4:10pm May 22, 2007 4:10pm
use this...

for(int i=0;i<OrdersHistoryTotal();i++){
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)){

to select the order;

then write the file like this

int History, i;
History=FileOpen("History.txt", FILE_CSV|FILE_WRITE, '|');
for( i=0; i<OrdersHistoryTotal(); i++)
FileWrite(History,i,TimeToStr(OrderOpenTime()[i]),OrderTicket()[i],ECT.....);
FileClose(History);
Keep it simple stoopid....
  • #3
  • May 22, 2007 4:18pm May 22, 2007 4:18pm
or OrderPrint() should work too.
Keep it simple stoopid....
  • #4
  • May 23, 2007 1:53am May 23, 2007 1:53am
Thank you for your answer Kurka Fund.

The thing is just that I want to write to the file every time an order is closed. The reason is that I have some values I need to write out, such as low and high of the trade for further MFE/MAE-analysis. As far as I'm concerned theres no special command for high or low during the trade, similar to OrderClose()?

Therefore I need to check if the order is closed. The logic I think is to compare TotalTrades with the value before, but I can''t get this to work :-(

Any other solution?
  • #5
  • May 23, 2007 9:57am May 23, 2007 9:57am
Ok ..... I think this is what you are talking about.

first select the order...
PHP Code
 for(int i=0;i<OrdersHistoryTotal();i++){
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)){
Then During the time the order was open determine the high and Low values...

PHP Code
  int OrderOpenbar = iBarShift(Symbol(),0,OrderOpenTime());
int OrderClosebar = iBarShift(Symbol(),0,OrderCloseTime());

double HighPoint=High[iHighest(Symbol(),0,MODE_HIGH,OrderOpenbar,OrderClosebar)];
double LowPoint=Low[iLowest(Symbol(),0,MODE_LOW,OrderOpenbar,OrderClosebar)];
Then yuo just write the values to the file like you were.. hope this helps
Or you can just add it to your order exit function... but i think it would work best as a seperate function.
Keep it simple stoopid....
  • #6
  • Last Post: Edited 11:44am May 23, 2007 10:23am | Edited 11:44am
Here is a completed function ....

Let me know if it works right

PHP Code
// ===================================================================
 void WriteOrderHistory(){
         double OrderTick[9999];
         int OrderTyp[9999];
         datetime OrderOT[9999];
         double OrderOP[9999];
         datetime OrderCT[9999]; 
         double OrderCP[9999];
         int OrderClosebar[9999];
         int OrderOpenbar[9999];
         double HighPoint[9999];
         double LowPoint[9999];
         double OrderProf[9999]; 
         double OrderSw[9999];
         int History=FileOpen("HistoryLog.csv", FILE_CSV|FILE_WRITE, ',');
    
   //for (int HistoryCount = OrdersHistoryTotal(); HistoryCount >= 0; HistoryCount--) {     
   for(int HistoryCount=0;HistoryCount<OrdersHistoryTotal();HistoryCount++){
      OrderSelect(HistoryCount,SELECT_BY_POS,MODE_HISTORY);
         OrderTick[HistoryCount]     = OrderTicket();
         OrderTyp[HistoryCount]      = OrderType();
         OrderOT[HistoryCount]       = OrderOpenTime();
         OrderOP[HistoryCount]       = OrderOpenPrice();
         OrderCT[HistoryCount]       = OrderCloseTime(); 
         OrderCP[HistoryCount]       = OrderClosePrice();
         OrderClosebar[HistoryCount] = iBarShift(Symbol(),0,OrderCT[HistoryCount]);
         OrderOpenbar[HistoryCount]  = iBarShift(Symbol(),0,OrderOT[HistoryCount]);
         HighPoint[HistoryCount]     =High[iHighest(Symbol(),0,MODE_HIGH,OrderOpenbar[HistoryCount],OrderClosebar[HistoryCount])];
         LowPoint[HistoryCount]      =Low[iLowest(Symbol(),0,MODE_LOW,OrderOpenbar[HistoryCount],OrderClosebar[HistoryCount])];
         OrderProf[HistoryCount]     = OrderProfit(); 
         OrderSw[HistoryCount]       = OrderSwap();         
         }
     
     for( int i=0; i<eCount; i++){
         FileWrite(History,i,
                  "Ticket:",OrderTick[i],
                  "_OrderType:", OrderTyp[i],
                  "_OpenTime:",TimeToStr(OrderOT[i]),
                  "_OpenPrice:",OrderOP[i],
                  "_CloseTime:",TimeToStr(OrderCT[i]),
                  "_ClosePrice:",OrderCP[i],
                  "_CloseBar:",OrderClosebar[i],
                  "_OpenBar:",OrderOpenbar[i],
                  "_HighPoint:",HighPoint[i],
                  "_LowPoint:",LowPoint[i],
                  "_Profit:$",OrderProf[i],
                  "_Swap:$",OrderSw[i]
                  );
                  }
         FileClose(History);
      
}
Keep it simple stoopid....
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