RSI-Trading (Nasdaq)

Quoting lrweinan

Disliked

{quote} Great news! I seem to have resolved the issues of being unable to close positions and the latency problem. Currently, I am using v95 combined with version 16, which perfectly solves the closing issue—and version 16 executes closures the fastest. You can try checking whether the closing code in version 16 is the same as in v95 or v94.{image} {image}

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Quoting Macd-rsi

Disliked

{quote} i was thinking to cancel this "supression" on 70/30 orders! and leave it for the trader . . (the block is: no sells below 30, no buys above 70) raegrding "expert more complicated" ,,,,complicated expert mean "more useful/smart expert" so appreciate complcating things

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Quoting JacksonB

Disliked

{quote} Great. I experienced it in v94 MT5.

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Quoting lrweinan

Disliked

{quote} Removing the 70/30 limit is the right move. When a major trend begins, it's often impossible to buy in, and you might even buy into a reverse order, significantly increasing risk. Could we remove it first, and then gradually optimize the smart order book (O/D)? {image} The only way to solve this problem now is through the "v" and "u" scripts. Or consider 80/20

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Quoting Macd-rsi

Disliked

{image}

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Quoting JacksonB

Disliked

{quote} Great. I experienced it in v94 MT5.

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Quoting JacksonB

Disliked

{quote} NO - SORRY - NOT for me . There is a certain neutral warmth to the default colour display (pro/reliable), & I like to change to one of the grays if have multiple on same symbol. But what ever you decide, as long as there are options to have the interface be as it is now then that's cool.

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Quoting Macd-rsi

Disliked

{quote} for all: if possible, and you have some background, could you please decide which codes deserve to stop sending messages . . to serve (as if there is no expert at that time) . {image}

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void HEDGE_ON_PENDING()
{
   trade.SetAsyncMode(trade_async_mode);
   if(!boolean) return;
   double net =  check_Lot_NET_TO_HEDGE();
   if(MathAbs(net) < 0.0001) return;  // Skip if already zero
   double stepVol = vStep;
   double VOLUME_MAX = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
   if(stepVol<=0)stepVol=1;
   int s=int(-MathLog10(stepVol));
   
   
   double volume = NormalizeDouble(MathAbs(net), NSTEP);
   double v=volume;
   if (volume>VOLUME_MAX) v=VOLUME_MAX;
   
      trade.SetAsyncMode(trade_async_mode);
      MqlTick tick;
      SymbolInfoTick(_Symbol, tick);
   
   while(volume>0.000001)
   {
      ENUM_ORDER_TYPE type = (net > 0) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
      double price = (type == ORDER_TYPE_BUY) ? (tick.ask - TP_PIPS_SETs*digo) : (tick.bid + TP_PIPS_SETs*digo);

      if(!Is_Trading_Condition_Ready(_Symbol)) return;

      
      
      if(type==ORDER_TYPE_SELL)
{
               if(trade.SellLimit(v, price, _Symbol, 0, 0, ORDER_TIME_GTC, 0, "rPENDING HEDGE sell/"+string(tick.bid)))
               {
         volume=volume-v;
         v=volume;
         if (volume>VOLUME_MAX) v=VOLUME_MAX;
         Print("Hedged: ", _Symbol, " | ", volume, " ", (type==ORDER_TYPE_BUY?"BUY":"SELL"));
      }
      else
         Print("Hedge failed: ", _Symbol, " | Error: ", trade.ResultRetcode());
}
      else if(type==ORDER_TYPE_BUY)
{
               if(trade.BuyLimit(v, price, _Symbol, 0, 0, ORDER_TIME_GTC, 0, "rPENDING HEDGE sell/"+string(tick.ask)))
               {
         volume=volume-v;
         v=volume;
         if (volume>VOLUME_MAX) v=VOLUME_MAX;
         Print("Hedged: ", _Symbol, " | ", volume, " ", (type==ORDER_TYPE_BUY?"BUY":"SELL"));
      }
      else
         Print("Hedge failed: ", _Symbol, " | Error: ", trade.ResultRetcode());
}
}
}

double check_Lot_NET_TO_HEDGE()
{
   LotBL=0;
   LotSL=0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
      {
      if(!PositionSelectByTicket(PositionGetTicket(i))) continue;
      if(PositionGetString(POSITION_SYMBOL)!=_Symbol) continue;
      ulong   ticket = PositionGetTicket(i);
      int     type   = (int)PositionGetInteger(POSITION_TYPE); 
      if(type>1) continue;         
      double  volume = PositionGetDouble(POSITION_VOLUME);        
      if(type==0)          LotBL=LotBL+volume;
      else if(type==1)     LotSL=LotSL+volume;
   }
   return (LotBL-LotSL);
}
void HEDGE_ON_MARKET()
{
   trade.SetAsyncMode(trade_async_mode);
   if(!boolean) return;
   double net =  check_Lot_NET_TO_HEDGE();
   if(MathAbs(net) < 0.0001) return;  // Skip if already zero
   double stepVol = vStep;
   double volume2 = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
   if(stepVol<=0)stepVol=1;
   int s=int(-MathLog10(stepVol));
   
   
   double volume = NormalizeDouble(MathAbs(net), NSTEP);
   double v=volume;
   if (volume>volume2) v=volume2;
   
      trade.SetAsyncMode(trade_async_mode);
   
   while(volume>0.0001)
   {
      if(!Is_Trading_Condition_Ready(_Symbol)) return;
   
   
   
      ENUM_ORDER_TYPE type = (net > 0) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
      MqlTick tick;
      SymbolInfoTick(_Symbol, tick);
      double price = (type == ORDER_TYPE_BUY) ? tick.ask : tick.bid;
      if(trade.PositionOpen(_Symbol, type, v, price, 0, 0, "rHEDGE"))
      {
         volume=volume-v;
         v=volume;
         if (volume>volume2) v=volume2;
         Print("Hedged: ", _Symbol, " | ", volume, " ", (type==ORDER_TYPE_BUY?"BUY":"SELL"));
      }
      else
         Print("Hedge failed: ", _Symbol, " | Error: ", trade.ResultRetcode());
   }
}