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How to index the Open Trades symbols (in a Buffer)

  • #1
  • First Post: Edited Apr 1, 2024 3:04am Mar 31, 2024 7:41pm | Edited Apr 1, 2024 3:04am
Hi coders, I'm learning coding now.

Pertaining to this post : https://www.mql5.com/en/forum/305424#comment_10829666

Inserted Code
for (int i=0; i<symbols.Total(); i++)
Print(symbols[i]);

From my understanding, the "symbols" is a buffer to store all the open trades symbols. Let's say there are 5 symbols that with open orders, is there a way to index the open trades symbols and to avoid using the [i] so that if I want to get the iHigh price for all the open trades symbols, such as :-

Inserted Code
Print(DoubleToStr(iHigh(symbols,1440,1),5));
// expected output would be the High price of the 5 symbols

How to "convert" the symbols[i] into oSym and sort the 5 oSym according to MODE_ASCEND ? What are the coding steps to do so ? Thanks

FYI, I tried to firstly to "convert" as follows :-

Inserted Code
   string oSym="";
   for(int i=0; i<symbols.Total(); i++) oSym=symbols[i];
 
   Print(oSym+" High "+DoubleToStr(iHigh(oSym,1440,1),5));

but the output only has 1 symbol (the first symbol), the other 4 symbols are not shown, why ?
Attached Image (click to enlarge)
Click to Enlarge Name: symbols.png Size: 7 KB
  • #2
  • Apr 5, 2024 11:01pm Apr 5, 2024 11:01pm
Quoting chimoong
Hi shown, why ? {image}
I think you don't have clear understanding of CArrayString class.
CArrayString - Data Collections - Standard Library - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5

Advantage of CArrayString over String array is that is has already a lot of built in functions and it has .Sort() method, and also has .InsertSort()
Basically, you have to call .Sort() to sort items in this CArrayString object if you wanted to have it sorted.

Symbols.Sort(); //if you want to have it sorted after all items added

or
Symbols.InsertSort("symbolname"); // if you want to have it sorted while adding


Also, this is incorrect loop. your loop is only doing assignments.
So, you will print only last itmes.

for(int i=0; i<symbols.Total(); i++) oSym=symbols[i]; Print(oSym+" High "+DoubleToStr(iHigh(oSym,1440,1),5));

it should have been like below if you want to print all.

for(int i=0; i<symbols.Total(); i++)
{
oSym=symbols[i];
Print(oSym+" High "+DoubleToStr(iHigh(oSym,1440,1),5));
}
  • #3
  • Apr 8, 2024 7:42am Apr 8, 2024 7:42am
Quoting BlueRain
{quote} I think you don't have clear understanding of CArrayString class. CArrayString - Data Collections - Standard Library - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5 Advantage of CArrayString over String array is that is has already a lot of built in functions and it has .Sort() method, and also has .InsertSort() Basically, you have to call .Sort() to sort items in this CArrayString object if you wanted to have it...
Hi BlueRain, noted with thanks.

Yes, you're correct, due to my limited knowledge of programming, I don't understand the CArrayString.

I checked the ArrayString.mqh codes, if I write symbols.Sort(), it prompts an error. The following is it correct ?

Inserted Code
for(int i=0; i<symbols.SortMode(); i++) Print(symbols[i]);
// from my understanding, the symbols[i] should be the sorted symbols

Thanks
  • #4
  • Apr 8, 2024 5:38pm Apr 8, 2024 5:38pm
[quote=chimoong;14822858]{quote}

I have attached full - which is a script so you can take a look.

CArrayString symbols; //symbols is CArrayString object variables


//here, it checks all open orders and check if there is already existing symbol in symbols array object.
//if not, it add to symbol name to symbols object.
//I have modified so that it is easier to understand

int orders = OrdersTotal();
for (int i=0; i < orders; i++)
{
if(OrderSelect(i,SELECT_BY_POS)==false) continue;

if (symbols.SearchLinear(OrderSymbol()) < 0)
symbols.Add(OrderSymbol());
}

// At this time, this symbols object should have list of symbols which has orders.
//check this documentation: https://www.mql5.com/en/docs/standar...s/carraystring
//
//CArrayClass Methods inherited from class CArray
//Step, Step, Total, Available, Max, IsSorted, SortMode, Clear, Sort

//Basically, any class inherited from CArray will have Sort() method.
//this has sample
//https://www.mql5.com/en/docs/standardlibrary/datastructures/carray/carraysort
//Sort(0) -> Sorting an array is always ascending.

//Here you sort the array Ascending by default.
symbols.Sort(0);

//Testing out how many are there.
Print("Total Number of Symbols " + IntegerToString(symbols.Total()) );

//here, you print out symbols array one by one which is already sorted.

for (int i=0; i<symbols.Total(); i++)
Print(symbols[i]);
}
Attached File(s)
File Type: mq4 Sample_ArrayString_Sort.mq4   4 KB | 273 downloads
  • #5
  • Apr 9, 2024 11:40am Apr 9, 2024 11:40am
Quoting BlueRain
Quoting chimoong
{quote} I have attached full - which is a script so you can take a look. CArrayString symbols; //symbols is CArrayString object variables //here, it checks all open orders and check if there is already existing symbol in symbols array object. //if not, it add to symbol name to symbols object. //I have modified so that it is easier to understand int orders = OrdersTotal(); for (int i=0; i < orders; i++) { if(OrderSelect(i,SELECT_BY_POS)==false) continue; if (symbols.SearchLinear(OrderSymbol()) < 0) symbols.Add(OrderSymbol());
...
Thanks BlueRain, you're so kind.

Would you be able to help me this : https://www.forexfactory.com/thread/post/14822808
  • #6
  • Apr 9, 2024 11:42pm Apr 9, 2024 11:42pm
Quoting chimoong
{quote}{quote} Thanks BlueRain, you're so kind. Would you be able to help me this : https://www.forexfactory.com/thread/post/14822808
Without full context, I have no clear idea what you are trying to do. However, I think you want to close some order if it is below or above BE. For that purpose, you can copy BreakEven price to a temp variable and use it for "Close " orders conditions. Once you close any orders that meet conditions, you can recalculate BreakEven price of remaining orders and store again as BE price for that symbol.
  • #7
  • Edited 12:47am Apr 10, 2024 12:09am | Edited 12:47am
Quoting BlueRain
{quote} Without full context, I have no clear idea what you are trying to do. However, I think you want to close some order if it is below or above BE. For that purpose, you can copy BreakEven price to a temp variable and use it for "Close " orders conditions. Once you close any orders that meet conditions, you can recalculate BreakEven price of remaining orders and store again as BE price for that symbol.
FYI, my EA is a multiple-symbols EA. I don't have the codes as I have no idea how to write down a set of codes to deal with bundle close when BEPx is met.

For the 4 arrays :-

Inserted Code
   string bSym[];
   double bSymBEPx[];
 
   string sSym[];
   double sSymBEPx[];

The symbols with open trades (bSym[] and sSym[]) are straigntforward and the BE Prices (bSymBEPx[] and sSymBEPx[]) for each symbol, I think I can work on it, shouldn't be a problem for me.

My purpose is to bundle close the open orders until zero trade for a symbol, don't allowthe EA to recalculate BreakEven price again. For example, if CADJPY has both 5 BUY and 2 SELL open orders, and if there is an exit signal (BID >= bSymBEPx) for BUY, the codes should close the 5 BUY open trades simultaneously and completely, and should not touch the 2 SELL open trades.
  • #8
  • Apr 10, 2024 8:28pm Apr 10, 2024 8:28pm
Quoting chimoong
{quote} FYI, my EA is a multiple-symbols EA. I don't have the codes as I have no idea how to write down a set of codes to deal with bundle close when BEPx is met. For the 4 arrays :- string bSym[]; double bSymBEPx[]; string sSym[]; double sSymBEPx[]; The symbols with open trades (bSym[] and sSym[]) are straigntforward and the BE Prices (bSymBEPx[] and sSymBEPx[]) for each symbol, I think I can work on it, shouldn't be a problem for me. My purpose is to bundle close the open orders until zero trade for a symbol, don't allowthe EA to recalculate BreakEven...
All you have to do is to get all orders in a loop, go over one by one , filter by symbol and ordertype and if condition met, close.

you can use below as reference

void CloseOrders(string symbolname, int ordertype)
{


int total = OrdersTotal();
for (int cnt = total-1; cnt >=0 ; cnt--)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
{
if (OrderSymbol() != symbolname) ) continue; // Skipping positions in other currency pairs

if ( ordertype == OP_BUY && OrderType() == OP_BUY)
{
OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,Violet);break;
}

if ( ordertype == OP_SELL && OrderType() == OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),3,Violet); break;
}

}

}
  • #9
  • Edited 5:40am Apr 11, 2024 4:14am | Edited 5:40am
Quoting BlueRain
{quote} All you have to do is to get all orders in a loop, go over one by one , filter by symbol and ordertype and if condition met, close. you can use below as reference void CloseOrders(string symbolname, int ordertype) { int total = OrdersTotal(); for (int cnt = total-1; cnt >=0 ; cnt--) { if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)) { if (OrderSymbol() != symbolname) ) continue; // Skipping positions in other currency pairs if ( ordertype == OP_BUY && OrderType() == OP_BUY) { OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,Violet);break;...
Hi BlueRain, thanks.

Your exit codes are applicable to 1 single or individual order, i.e. exit condition is triggered >> close, very simple and straightforward. However for my case, it is talking about bundle close (but not the Basket Close for the whole account) for the same type of a symbol if the BEPx level is met.

Let's come back to my picture in the thread ( https://www.forexfactory.com/thread/post/14822808 ), the CADJPY has both 5 BUY and 2 SELL open orders. If there is an exit signal (BID >= bSymBEPx) for BUY, the codes should only close all the 5 BUY open trades simultaneously and completely, and should not touch the 2 SELL open trades.

Another "USDCHF" picture for 4 SELL open trades, when the ASK price is <= 0.91156 (sBEPx level), most likely my EA will only close the Order4 first, at the moment Order4 is closed by my EA, the sBEPx level will be changed and move up/down immediately (depending on the lotsize), resulting the Order3, Order2 and Order1 left opened.

The problems that I'm facing now is if the symbol (BUY and/or SELL) has > 1 open trades, the EA cannot always bundle close the symbol’s open trades concurrently and completely because the moment EA closes the first open trade, the BEPx level will change immediately, always resulting most of the bundle open trades are yet open.

My mission is to close a bundle of open trades completely (BUY group of trades or SELL group of trades) for a symbol at BEPx level if the BEPx level condition is met. Hope you can help, thanks
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Close at BEPx.png Size: 16 KB
Click to Enlarge Name: USDCHF.png Size: 35 KB
  • #10
  • Edited 10:21am Apr 11, 2024 10:02am | Edited 10:21am
Quoting chimoong
{quote} thanks {image} {image}
Before you do close those symbol of interest, just copy symbol that meets your exit criteria into a temporary array first, then go over the array, and close those symbols in the copied array. You can use CArrayString here.

Step 1: iterate all arrays first and select symbols of interest that to be closed -> store to array like CArrayString.
symbols.add(symbolname)
Step 2: iterate symbols array and close all of those in the array.
Step 3: confirm there is no open orders for the symbol in the array. otherwise, repeat close.

Since you have already copy of symbol names already, it won't impact original array.
  • #11
  • Apr 11, 2024 10:47am Apr 11, 2024 10:47am
Quoting BlueRain
{quote} Before you do close those symbol of interest, just copy symbol that meets your exit criteria into a temporary array first, then go over the array, and close those symbols in the copied array. You can use CArrayString here. Step 1: iterate all arrays first and select symbols of interest that to be closed -> store to array like CArrayString. symbols.add(symbolname) Step 2: iterate symbols array and close all of those in the array. Step 3: confirm there is no open orders for the symbol in the array. otherwise, repeat close. Since you have already...
Yes, I agree that CArrayString should be used. Do you mind do write down some codes to explain how your idea works ? Explanation by text is a little bit for beginner, appreciated.
  • #12
  • Edited 11:55am Apr 11, 2024 11:41am | Edited 11:55am
Quoting chimoong
{quote} Yes, I agree that CArrayString should be used. Do you mind do write down some codes to explain how your idea works ? Explanation by text is a little bit for beginner, appreciated.
Step 1: iterate original array and filter out those to be close.

CArrayString symbols;

for ( int x = 0; x < ArraySize(bsym); x++)
{
string symbolname = bsym[x];
double BEPrice = bsymBEX[x];
double pBid = MarketInfo(symbolname,MODE_BID);
double pAsk = MarketInfo(symbolname,MODE_ASK);
if ( pBid > BEPrice ) symbols.add(symbolname);
}

Step 2:
go over the array symbols and close each symbol stored in symbols array.

for ( int x = 0; x < symbols.Total(); x++)
{
CloseOrders(symbols[x], OP_BUY);
}

you can add some validations on above code. those are not tested, just written on the screen.
Above is for buy orders, you can repeat for sell orders in same steps.

FYI, most of program runs in Synchronous mode - means one action has to be completed before your next operation.
In my opinion, not that many EA runs as Asynchronous mode - means it has many thread and runs as independent operation.
Only few - like open many orders at once - runs in that mode and you have to specify before you send order.

Even if you close some positions, your stored values in bsymBEX array won't be updated until you complete "Order Delete" operation.
those updating array values will happen at the end of delete operation so I think it shouldn't have impact. Above operation is not really needed in that purpose.
But this is my opinion without looking at your EA code.
  • #13
  • Apr 12, 2024 10:10am Apr 12, 2024 10:10am
Quoting BlueRain
{quote} Step 1: iterate original array and filter out those to be close. CArrayString symbols; for ( int x = 0; x < ArraySize(bsym); x++) { string symbolname = bsym[x]; double BEPrice = bsymBEX[x]; double pBid = MarketInfo(symbolname,MODE_BID); double pAsk = MarketInfo(symbolname,MODE_ASK); if ( pBid > BEPrice ) symbols.add(symbolname); } Step 2: go over the array symbols and close each symbol stored in symbols array. for ( int x = 0; x < symbols.Total(); x++) { CloseOrders(symbols[x], OP_BUY); } you can add some validations on above code. those...
Thanks so much BlueRain for your input, let me think further about it as I'm learning coding now.
  • #14
  • Apr 12, 2024 11:59pm Apr 12, 2024 11:59pm
Quoting BlueRain
{quote} Step 1: iterate original array and filter out those to be close. CArrayString symbols; for ( int x = 0; x < ArraySize(bsym); x++) { string symbolname = bsym[x]; double BEPrice = bsymBEX[x]; double pBid = MarketInfo(symbolname,MODE_BID); double pAsk = MarketInfo(symbolname,MODE_ASK); if ( pBid > BEPrice ) symbols.add(symbolname); } Step 2: go over the array symbols and close each symbol stored in symbols array. for ( int x = 0; x < symbols.Total(); x++) { CloseOrders(symbols[x], OP_BUY); } you can add some validations on above code. those...
Hi BlueRain, good day to you.

I have another questions pertaining to the symbols with open trades again by using the CArrayString. Let's say :-

I've 4 Symbols with Open Trades now :-
Inserted Code
   string opSym[]={"AUDCHF","CADCHF","EURUSD","GBPJPY"};

My EA has a total of 12 trading symbols readily for trading (set up in user input variable) :-
Inserted Code
   string trSym[]={"AUDCAD","AUDCHF","AUDJPY","CADCHF","CADJPY","EURCAD","EURGBP","EURUSD","GBPAUD","GBPJPY","USDCAD","USDJPY"};

I created a new array :-

Inserted Code
   string nonOpSym[];
   ArrayResize(nonOpSym,0);

The purpose of the nonOpSym[] is to store the symbols without any open trades. Therefore, the expected output should be balance of 8 symbols as follows :-

Inserted Code
   string nonOpSym[]={"AUDCAD","AUDJPY","CADCHF","EURCAD","EURGBP","GBPAUD","USDCAD","USDJPY"};

Now, how am I going to filter out the symbols of opSym[] from trSym[] in order to get the nonOpSym[] ?

I tried the following way but failed :-

Inserted Code
   for(int h=0; h<ArraySize(opSym); h++) {
      for(int i=0; i<ArraySize(trSym); i++) {
      if(opSym[h]!=trSym[i])  continue;
                              {ArrayResize(nonOpSym,ArraySize(nonOpSym)+1);
                              nonOpSym[ArraySize(nonOpSym)-1]=trSym[i];}
      }
   }

Could you please help to correct my loop ? Thanks
  • #15
  • Apr 13, 2024 11:39am Apr 13, 2024 11:39am
Quoting chimoong
{quote} Could you please help to correct my loop ? Thanks
There are many way of doing this and much simpler way also.
Also, you can google and there are many articles about this.
Just did a quick search and this comes at top.
How to find the difference between two arrays in C? - Stack Overflow

Basically, you search 2nd array with flag off and if found, set flag as true. Then, if false, store to 3rd array.

for(i=0; i<s1; i++)
{ e = arr1[i];
found = 0;
for(j=0; j<s2; j++)
{ if(e == arr2[j])
{ found = 1; break; }
}

if(found == 0)
{ arr3[k] = e;
k++;
}
}
  • #16
  • Last Post: Edited Apr 14, 2024 9:54am Apr 13, 2024 12:29pm | Edited Apr 14, 2024 9:54am
Quoting BlueRain
{quote} There are many way of doing this and much simpler way also. Also, you can google and there are many articles about this. Just did a quick search and this comes at top. How to find the difference between two arrays in C? - Stack Overflow Basically, you search 2nd array with flag off and if found, set flag as true. Then, if false, store to 3rd array. for(i=0; i<s1; i++) { e = arr1; found = 0; for(j=0; j<s2; j++) { if(e == arr2[j])...
Thanks BlueRain for your good resources to use the flag. I was trying my very best of coding knowledge to write below codes :-

Inserted Code
   string nonOpSym[];
   ArrayResize(nonOpSym,0);
 
   bool symFlag=false;
 
   for(int i=0; i<ArraySize(trSym); i++) {
   string temSym=trSym[i];
   symFlag=false;
      for(int j=0; j<ArraySize(opSym); j++) {
      if(temSym==opSym[j]) {
      symFlag=true;
      break;}}
         if(symFlag==false) {
         ArrayResize(nonOpSym,ArraySize(nonOpSym)+1);
         nonOpSym[ArraySize(nonOpSym)-1]=temSym;}
   }

I think my codes are correct, thank you so much
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