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Selecting Orders

  • #1
  • First Post: Dec 30, 2008 1:23pm Dec 30, 2008 1:23pm
anyone here know how to select all open orders with the same magic number ?

for example if I have 3 open orders with magic number = 123234 .

How would I select these three orders and ignore the rest ?
Keep it simple stoopid....
  • #2
  • Dec 30, 2008 2:50pm Dec 30, 2008 2:50pm
anybody???
Keep it simple stoopid....
  • #3
  • Dec 30, 2008 3:07pm Dec 30, 2008 3:07pm
theres no way to query orders per se, you have to scroll through the orders and find the ones with that magic number
  • #4
  • Dec 30, 2008 3:32pm Dec 30, 2008 3:32pm
Yeah. More explicitly, loop through them... changing the ??? to a test for your magic number, your currency pair and your long or short positions:

Inserted Code
   orderqty=OrdersTotal();
   for(order=0; order<orderqty ;order++)
   {
      OrderSelect(order, SELECT_BY_POS, MODE_TRADES);
      if ( ??? )
      {
         ... // do something here
      }
   }
nav++
  • #5
  • Dec 30, 2008 3:50pm Dec 30, 2008 3:50pm
Thanks but ... the problem is you can only select one order at a time... i need to select 3 orders with the same magic number. any suggestions on that one?
Keep it simple stoopid....
  • #6
  • Dec 30, 2008 3:54pm Dec 30, 2008 3:54pm
Kurka, why do you need to select all three at once?

You can identify them, you can gather up their order numbers into a list, and you can pass that list around to have them acted on in some way. At some point a program is going to act on them one at a time...
nav++
  • #7
  • Dec 30, 2008 4:08pm Dec 30, 2008 4:08pm
Quoting gvroom
Kurka, why do you need to select all three at once?

You can identify them, you can gather up their order numbers into a list, and you can pass that list around to have them acted on in some way. At some point a program is going to act on them one at a time...

Thats kinda what I have been trying to do ... Now im considering punching my computer. Could you post an example ?
Keep it simple stoopid....
  • #8
  • Dec 30, 2008 4:40pm Dec 30, 2008 4:40pm
Can I change my mind and suggest an "easier" alternative...

How about making functions to do whatever actions you want. Then simply pass the magic number to whatever function you want to call?
nav++
  • #9
  • Dec 30, 2008 4:56pm Dec 30, 2008 4:56pm
Ok so here are the steps of what I want to do ...

1. check to see if all 3 orders with the same magic number are opened. ( triangular positions. EURUSD, USDJPY,EURJPY)
2a. if there not all opened call function ... look for order oppourtunities...
2b. if they are all opened I need to a) calculate the net swap of all 3 b) Change the magic numbers to something else to free up the magic numbers that are being used so that I can start to build the triangle again with new positions.
Keep it simple stoopid....
  • #10
  • Dec 30, 2008 5:03pm Dec 30, 2008 5:03pm
Quoting Kurka Fund
Ok so here are the steps of what I want to do ...

1. check to see if all 3 orders with the same magic number are opened. ( triangular positions. EURUSD, USDJPY,EURJPY)
2a. if there not all opened call function ... look for order oppourtunities...
2b. if they are all opened I need to a) calculate the net swap of all 3 b) Change the magic numbers to something else to free up the magic numbers that are being used so that I can start to build the triangle again with new positions.
Scroll through the orders and put them in an array. The size of the array will tell you if all three exist, if they dont, run through your functions to open them.
  • #11
  • Dec 30, 2008 5:47pm Dec 30, 2008 5:47pm
Quoting LongToBeFree
Scroll through the orders and put them in an array. The size of the array will tell you if all three exist, if they dont, run through your functions to open them.

I need to be able to select and manage 3 orders together out of ~ 200 open positions.
Keep it simple stoopid....
  • #12
  • Edited 8:33pm Dec 30, 2008 8:18pm | Edited 8:33pm
here's the logic - Use magic numbers like 101, 102, 103.....

read the magicnumber and stuff into array:

Zero all 200 Array Values in a loop: TripleArray[xxx]=0;

Loop through Magic numbers of all order - Read the Magic Number and if you find 101, Subtract 100 so it goes into [101-100] - Array Value [1]:
---------------------------------
TripleArray[MagicNumber()-100]=TripleArray[MagicNumber()-100]+1;
or
TripleArray[MagicNumber()-100]++;

Then check the Array for a values of 3 - if you find 3 execute your function.

There may be a way to zero all array values at once -
1) if not just loop thru and zero.
2) Stuff the created index value in an array
3) read the array and execute functions as needed

The slow way if you cant easily index if a loop within a loop:
1) go thru list from 1 to 200 - read the magicnumber
2) count=0; loop thru list again and compare that magic number to every order and count++; everytime you find the magic number in the list.
3) at end of inner 2nd loop - if number=3 then execute your function.

Loop 1 - count 0 to 199
{
//order select and get the magic number...
seekmagic=MagicNumber();
findmagic=0;

Loop2
{
//orderselect again
if(seekmagic==MagicNumber()){findmagic++;}
}

if(findmagic==3){do what you want...}

} //End of Loop1
  • #13
  • Last Post: Dec 31, 2008 3:13pm Dec 31, 2008 3:13pm
Quoting Kurka Fund
I need to be able to select and manage 3 orders together out of ~ 200 open positions.
My apologies if I'm misunderstanding what you're trying to do, but I'll try to provide a concrete example to laugh at.

Assumptions:
1. Large portfolio of orders
2. Interested in a set of 3 coordinated orders representing a particular trade, identified by a shared magic number
3. Orders have all been placed, but may not have executed (Limit or Stop orders could still be pending)

Inserted Code
int magic_number = 12345;
int tickets[3] = {0,0,0};
int ticket_status[3] = {0,0,0);
int this_ticket = 0;

//Collect order data for a specific set of orders
for(order=0; order<OrdersTotal() ;order++)
{
   OrderSelect(order, SELECT_BY_POS, MODE_TRADES);
   if ( OrderMagicNumber() == magic_number )
   {
      tickets[this_ticket] = OrderTicket();
      ticket_status[this_ticket] = OrderType();
      // repeat as needed for other data
      this_ticket++;
   }
}

The logic is to store in 3-element arrays the data necessary to make decisions to act on the orders, so we make a single pass through the full suite. There is a general approach as well if you wish to build a full index of all groups of orders in a single pass, but it seemed overkill for this problem.

In your requirements, you say you need to then act on this identified set of orders:

Quote
1. check to see if all 3 orders with the same magic number are opened. ( triangular positions. EURUSD, USDJPY,EURJPY)
2a. if there not all opened call function ... look for order oppourtunities...
2b. if they are all opened I need to a) calculate the net swap of all 3 b) Change the magic numbers to something else to free up the magic numbers that are being used so that I can start to build the triangle again with new positions.
Item 1 is accomplished by a for loop over the ticket_status array, to see if all orders are of type OP_BUY or OP_SELL. Any pending orders would be visible here, and so you can act on them in the loop to satisfy 2a.

Inserted Code
for(order=0; order<3; order++)
{
   if(ticket_status[order] == OP_BUYLIMIT ||
      ticket_status[order] == OP_BUYSTOP ||
      ticket_status[order] == OP_SELLLIMIT ||
      ticket_status[order] == OP_SELLSTOP)
   {
      //Order still pending, can act on it here
   }
}
Item 2b represents a further set of tasks to apply, likely accomplished in yet another for loop over the tickets[] array.

Again, my apologies if I'm misunderstanding the problem.
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