For coders - How to make this ea work on ECN brokers?

hi,i would like if some one help me to modify rhis code to be ok on ECN;many thanks

int start()
{
double llots;
double lSL;
if (TakeProfit==0) TakeProfit=StopLoss/2;

if (StopDistance!=TakeProfit)
if (StopDistance!=(TakeProfit/2))
return (-1);
if (TimeFrame!=0)
if ((TimeFrame!=PERIOD_M1) && (TimeFrame!=PERIOD_M5) && (TimeFrame!=PERIOD_M15) && (TimeFrame!=PERIOD_M30) && (TimeFrame!=PERIOD_H1) && (TimeFrame!=PERIOD_H4) && (TimeFrame!=PERIOD_D1) && (TimeFrame!=PERIOD_W1) && (TimeFrame!=PERIOD_MN1))
return (-1);

if(MaxLots==0) llots=LotSize(); else
if(MaxLots==LotSize()) llots=3*LotSize(); else
llots=MaxLots*2;

lSL=StopLoss;

CheckSignal();


if(cur_signal & _BUY !=0)
OpenOrder(OP_BUY, llots, Ask, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Blue);
if(cur_signal & _SELL !=0)
OpenOrder(OP_SELL, llots, Bid, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Red);
if(cur_signal & _CLOSEBUY !=0)
{
CloseLongs(MagicNumber);
}
if(cur_signal & _CLOSESELL !=0)
{
CloseShorts(MagicNumber);
}

if(cur_signal & _DELETEBUYSTOP !=0)
DeleteOpenOrder(OP_BUYSTOP);
if(cur_signal & _DELETESELLSTOP !=0)
DeleteOpenOrder(OP_SELLSTOP);
if(cur_signal & _OPENBUYSTOP !=0)
{
DeleteOpenOrder(OP_BUYSTOP);
if(FirstOrderIsLong) BuyStopPrice=EntryPrice; else BuyStopPrice=EntryPrice+StopDistance*point;
Print ("First Order Is Long = " + FirstOrderIsLong);
OpenOrder(OP_BUYSTOP, llots, BuyStopPrice, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Blue);
}
if(cur_signal & _OPENSELLSTOP !=0)
{
DeleteOpenOrder(OP_SELLSTOP);
Print ("Entry Price = " + NormalizeDouble(EntryPrice,Digits));
if(FirstOrderIsLong) SellStopPrice=EntryPrice-StopDistance*point; else SellStopPrice=EntryPrice;
Print ("First Order Is Long = " + FirstOrderIsLong);
OpenOrder(OP_SELLSTOP, llots, SellStopPrice, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Red);
}

CheckOpenPositions();
HandleOpenPositions();
return(0);
}
//+------------------------------------------------------------------+

void CheckSignal()
{
cur_signal=_NONE;

if(OpenBuy==0 && OpenSell==0)
{
if(OpenBuyStop>0) cur_signal |= _DELETEBUYSTOP;
if(OpenSellStop>0) cur_signal |= _DELETESELLSTOP;

if(cur_signal==_NONE)
{
// to see if it's possible to made a trade
if(BlockTradingFilter1())
return(0);

MA=iMA(NULL,TimeFrame,Period_MA,0,MODE_SMA,PRICE_CLOSE,0);

if (Bid > MA && Fact_Up == true) // Checking if price above
{
Fact_Dn = true; // Report about price above MA
Fact_Up = false; // Don't report about price below MA
//Alert("Price is above MA(",Period_MA,")."); // Alert
FirstOrderIsLong = true;
}
//--------------------------------------------------------------------
if (Bid < MA && Fact_Dn == true) // Checking if price below
{
Fact_Up = true; // Report about price below MA
Fact_Dn = false; // Don't report about price above MA
//Alert("Price is below MA(",Period_MA,").");// Alert
FirstOrderIsLong = false;
}


if(FirstOrderIsLong) cur_signal |= _BUY; else cur_signal |= _SELL;
EntryPrice=0;
}
}

if(OpenBuy!=0 || OpenSell!=0)
{
if(OpenBuy>OpenSell && OpenSellStop==0)
{
cur_signal |= _OPENSELLSTOP;
}
if(OpenBuy<OpenSell && OpenBuyStop==0)
{
cur_signal |= _OPENBUYSTOP;
}
}
}
//+------------------------------------------------------------------+
//| FILTER BLOCK MODULES
//+------------------------------------------------------------------+
bool BlockTradingFilter1()
{ //Original code Contributed by Wackena
bool BlockTrade=false; //trade by default
if (UseHourTrade)
{
if( !(Hour() >= StartHourTrade && Hour() <= EndHourTrade && Minute()<= 3) )
{
// Comment("Non-Trading Hours!");
BlockTrade=true;
}
}
return (BlockTrade);
}
//+------------------------------------------------------------------+
//| Handle Open Positions |
//| Check if any open positions need to be closed or modified |
//+------------------------------------------------------------------+
int HandleOpenPositions()
{
int cnt;
bool YesClose;
double pt;

for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;

if(OrderType() == OP_BUY)
{
}
if(OrderType() == OP_SELL)
{
}
}
return(0);
}

int OpenOrder(int aCmd, double aLots, double aPrice, int aSlipPage, int aStopLoss, int aTakeProfit, string aComment, int aMagic, datetime aExpiration, color aColor)
{
int order_ticket = 0;
int err = 0;
int l_Try = 0;
int l_MaxTry = 10;
double aPrice2=aPrice;// +Ask-Bid;
double maxLots = MarketInfo(Symbol(),MODE_MAXLOT);
double StopLevel = MarketInfo(Symbol(), MODE_STOPLEVEL);
switch (aCmd) {
case OP_BUY:
case OP_BUYLIMIT:
case OP_BUYSTOP:
for (l_Try = 0; l_Try < l_MaxTry; l_Try++)
{
aPrice2=aPrice;
if(aCmd==OP_BUY) { RefreshRates(); aPrice=Ask; /*aPrice2=Bid;*/ }
if (aLots<=maxLots)
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
else{
while (aLots>0){
double bLots = 0;
string bLotComment = DoubleToStr( aLots,2);
if (aLots>maxLots)
{
aLots = aLots - maxLots;
bLots = maxLots;
}
else{
bLots = aLots;
aLots = 0;
}
order_ticket = OrderSend(Symbol(), aCmd, bLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), bLotComment, aMagic, aExpiration, aColor);
}
}
if (order_ticket > 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
if (aCmd == OP_BUY)
Print ("Buy");
else if (aCmd == OP_BUYSTOP)
Print ("Buy Stop");
else
Print ("Buy Limit");
Print("Buy Error Code= ", err, "Lots = " + DoubleToStr(MathMax(bLots,aLots),2), "SL = " + DoubleToStr(StopLong(aPrice,aStopLoss),Digits), "TP = " + DoubleToStr(TakeLong(aPrice,TakeProfit),Digits), " When Price = " + DoubleToStr(aPrice,Digits), " StopLevel = " + DoubleToStr(StopLevel,2), " Bid = " + DoubleToStr(Bid,Digits), " Ask = " + DoubleToStr(Ask,Digits), " AB = " + DoubleToStr(AccountBalance(),2), " AE = " + DoubleToStr(AccountEquity(),2), " EP = " + DoubleToStr(EntryPrice,Digits));
break;
}
}
break;
case OP_SELL:
case OP_SELLLIMIT:
case OP_SELLSTOP:
for (l_Try = 0; l_Try < l_MaxTry; l_Try++) {
aPrice2=aPrice;
if(aCmd==OP_SELL) { RefreshRates(); aPrice=Bid; aPrice2=Ask; }
if (aLots<=maxLots)
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopShort(aPrice, aStopLoss), TakeShort(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
else{
double sLots = 0;
string slotComment = DoubleToStr( aLots,2);
if (aLots>maxLots)
{
aLots = aLots - maxLots;
sLots = maxLots;
}
else{
sLots = aLots;
aLots = 0;
}
order_ticket = OrderSend(Symbol(), aCmd, sLots, aPrice, aSlipPage, StopShort(aPrice, aStopLoss), TakeShort(aPrice, aTakeProfit), slotComment, aMagic, aExpiration, aColor);
}
if (order_ticket > 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
if (aCmd == OP_SELL)
Print ("Sell");
else if (aCmd == OP_SELLSTOP)
Print ("Sell Stop");
else
Print ("Sell Limit");
Print("Sell Error Code= ", err, "Lots = " + DoubleToStr(MathMax(sLots,aLots),2), "SL = " + DoubleToStr(StopShort(aPrice,aStopLoss),Digits), "TP = " + DoubleToStr(TakeShort(aPrice,TakeProfit),Digits), " When Price = " + DoubleToStr(aPrice,Digits), " StopLevel = " + DoubleToStr(StopLevel,2), " Bid = " + DoubleToStr(Bid,Digits), " Ask = " + DoubleToStr(Ask,Digits), " AB = " + DoubleToStr(AccountBalance(),2), " AE = " + DoubleToStr(AccountEquity(),2), " EP = " + DoubleToStr(EntryPrice,Digits));
break;
}
}
}
CheckStops(order_ticket);
return (order_ticket);
}
double StopLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice - aPips * point,Digits));
}
double StopShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice + aPips * point,Digits));
}
double TakeLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice + aPips * point,Digits));
}
double TakeShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice - aPips * point,Digits));
}
double CheckOpenPositions(bool InclOpenOrder=true)
{
int cnt, total;
double NumPositions;

NumPositions = 0;
total=OrdersTotal();
OpenBuy=0;
OpenSell=0;
OpenBuyLimit=0;
OpenSellLimit=0;
OpenBuyStop=0;
OpenSellStop=0;
MaxLots=0;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;

if ( OrderMagicNumber() != MagicNumber) continue;


if (OrderComment()==WindowExpertName())
{
if(MaxLots<OrderLots()) MaxLots=OrderLots();
}
else
{
if(MaxLots<StrToDouble(OrderComment())) MaxLots=StrToDouble(OrderComment());
}

//Print ("MaxLots = " + MaxLots + " Comment = " + OrderComment() + " Expert Name = " + WindowExpertName());

if(OrderType() == OP_BUY )
{
OpenBuy=OpenBuy+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}
if(OrderType() == OP_SELL )
{
OpenSell=OpenSell+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}

if(OrderType() == OP_BUYLIMIT ) OpenBuyLimit=OpenBuyLimit+OrderLots();
if(OrderType() == OP_SELLLIMIT ) OpenSellLimit=OpenSellLimit+OrderLots();
if(OrderType() == OP_BUYSTOP ) {OpenBuyStop=OpenBuyStop+OrderLots(); LastBuyStopPrice=OrderOpenPrice();}
if(OrderType() == OP_SELLSTOP ) {OpenSellStop=OpenSellStop+OrderLots(); LastSellStopPrice=OrderOpenPrice();}
}
NumPositions = OpenBuy-OpenSell;
if(InclOpenOrder) NumPositions += OpenBuyLimit+OpenBuyStop-OpenSellLimit-OpenSellStop;
return (NumPositions);
}

Why does it not work on ECN?
What error(s) do you get when compiling in MetaEditor?

Hi Now,thank you for your answer.this code is challenge for coder.
it is ok with broker who accept market order with tp sl;but not work with ecn who does not accept market order with tp sl.
we need to modify this code to send order without tp sl then add it later.
some coder in mq4 forum advice me the follwing:
In pseudocode, you'll need to (at the very least):
- Open the order with SL and TP = 0.
- Check that the order has opened.
- Select the order in question.
- Modify the order.
- Check that the modify was done successfully.
#define NO_EXPIRATION 0
order.ticket = OrderSend(Symbol(), order.type, order.lots,
now.open, SlippagePips * pips2points,
0, 0, // order.SL, TP.dscPrt,
reason, myMagic+ot,
NO_EXPIRATION, clr );
if (order.ticket < 0) {
Alert( "OrderSend(type=", order.type, " (", order.type.text,
"), lots=", order.lots,
", price=", DoubleToStr( now.open, Digits ),
" (", DoubleToStr((now.open-Bid)/pips2dbl,Digits.pips),
"), SL=0, TP=0, '", reason, "', ...) failed: ", GetLastError());
RelTradeContext(); // set the trade context free
return(-1);
}
if (!OrderSelect( order.ticket, SELECT_BY_TICKET )) { Alert(
"OrderSelect(",order.ticket, " by ticket) failed: ", GetLastError());
RelTradeContext(); // set the trade context free
return(-1);
}

// IBFX has variable spreads and too much time can pass between
// OrderSend and a following OrderModify without refresh and recomputing
refresh(); // SL.
order.price = OrderOpenPrice(); // Adjust in case of slippage
order.TP = MathMaxDIR( order.TP
, order.price +DIR* minGap.stops
);
order.SL = MathMinDIR( order.SL
, order.price -DIR*(minGap.stops + spread.close)
);
if (!OrderModify( order.ticket, order.price, order.SL,
TP.dscPrt, NO_EXPIRATION, clr )) { Alert(
"OrderModify(ticket=", order.ticket,
", price=", DoubleToStr(order.price, Digits),
" (", DoubleToStr((order.price-Bid)/pips2dbl, Digits.pips),
"), SL=", DoubleToStr(order.SL, Digits),
" (", DoubleToStr((Bid-order.SL)/pips2dbl, Digits.pips),
"), TP=" , DoubleToStr(TP.dscPrt, Digits),
" (", DoubleToStr((TP.dscPrt-Bid)/pips2dbl, Digits.pips),
"), '", reason, "', ...) failed: ", GetLastError(),
", bid=", DoubleToStr(Bid, Digits) );
RelTradeContext(); // set the trade context free
return(-1);
}

to be hotest i am not coder for that i did not understund what does this code mean,i tried to modify but the ea still not work .perhaps i made mistake.when compling this ea on ecn no error acure.


First step, read the docs for OrderSend(), OrderSelect(), OrderModify() and GetLastError().

other one to change it like this :

http://www.forexfactory.com/showthread.php?p=3325424


check my reply above link....

you must first send the orders without a profittarget and stoploss..... then modify the orders if need be....

you can code that in the typical ordermodify fashion.... it's almost instantaneous.....

many people prefer to use orderreliables 2step function..... as seen in my reply.....h

The easiest way would be to write a function

OrderSendEx()

that will accept the same parameters as OrderSend() and will internally call OrderSend() without SL and TP and then in the next step add them with OrderModify() if they are non zero.

After you have that function you can simply replace all occurrences of OrderSend() with OrderSendEx() in your EA without the need for changing anything else in the code.

Hi aaabid2002,

is it normal that you did not put the variables ?

it's just a question.

What is the platform of your ECN (MT4 or a java platform) ?

good day

Hi Dears Sirs coder,i think this ea is the fist challenge in this forum.
i tried to change the code as you advised but no luck.
i changed the function:
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
by this function:
order.ticket = OrderSend(Symbol(), order.type, order.lots,now.open, SlippagePips * pips2points,0, 0, // order.SL, TP.dscPrt,reason, myMagic+ot,NO_EXPIRATION, clr );
if (order.ticket < 0) {
Alert( "OrderSend(type=", order.type, " (", order.type.text,"),
lots=", order.lots,",
price=",DoubleToStr( now.open, Digits )," (", DoubleToStr((now.open-Bid)/pips2dbl,Digits.pips),"), SL=0, TP=0, '", reason, "', ...) failed: ", GetLastError());
RelTradeContext(); // set the trade context free
return(-1);
}
if (!OrderSelect( order.ticket, SELECT_BY_TICKET )) {
Alert("OrderSelect(",order.ticket, " by ticket) failed: ", GetLastError());
RelTradeContext(); // set the trade context free
return(-1);
}
refresh(); // SL.
order.price = OrderOpenPrice(); // Adjust in case of slippage
order.TP = MathMaxDIR( order.TP, order.price +DIR* minGap.stops);
order.SL = MathMinDIR( order.SL, order.price -DIR*(minGap.stops + spread.close));
if (!OrderModify( order.ticket, order.price, order.SL,TP.dscPrt, NO_EXPIRATION, clr ))
{
Alert("OrderModify(ticket=", order.ticket,", price=", DoubleToStr(order.price, Digits)," (", DoubleToStr((order.price-Bid)/pips2dbl, Digits.pips),"), SL=", DoubleToStr(order.SL, Digits)," (", DoubleToStr((Bid-order.SL)/pips2dbl, Digits.pips),"), TP=" , DoubleToStr(TP.dscPrt, Digits)," (", DoubleToStr((TP.dscPrt-Bid)/pips2dbl, Digits.pips),"), '", reason, "', ...) failed: ", GetLastError(),", bid=", DoubleToStr(Bid, Digits) );
RelTradeContext(); // set the trade context free
return(-1);
}

get 3 error
'), ' - double quotes needed
'", reason, "' - more than 1 symbol
', GetLastError());' - double quotes needed

could you please tell me what is to be done with this code to be compatible with ecn.
if it is possible to copy the code poste#01 and poste it with the new changed line;cause i am confused.thanks

hey 2002.... you have posted bits and pieces of code on half a dozen forums.... with the same question....

did you read my reply above.....

look at this ea..... ordersend was replaced in 4 places with ordersendreliable2step......

the example ea is included here........ to avoid confusion there will be 2 more posts..... h

put this in your include folder..... the include folder is in the experts folder.....h

put this in the libraries folder..... the libraries folder is in the experts folder.....h

Hayseed,

Why would I get the following error when trying to compile?

'LibOrderReliable.mqh' - cannot open the program file

hey rc..... most often it is because the 'LibOrderReliable' files were not stored in the proper locations.....

one must go in the libraries folder and the other must go in the include folder.....

that is why i kept those 2 posts separate..... it can be confusing if not done in 2 steps.....h

hi hayseed ,thank you for your help,i tried this solution befor OrderReliableVersion = "V0_2_3" in include folder but no result.
i will test your solution once the market open.many thanks

hi hayseed,it is ok ,you are right your solution is the best.but i have small problem some time the ea sl tp is wrong for example:buy at 1.44444 tp1.44740 ,it should 1.44744. i say some times.
this ea not work with duckascopy get off quote.

hey 2002..... that's most likely going to be a digits issue..... you never did post the complete ea so i just combined bits and pieces of what you did post..... and had to best guess at the missing parts.... so i'm guessing again.....

check your ea for anything that might normalize a value to 4...... if found, change 4 to Digits.....h

hi hayseed;i found lot of bug wrong tp sl . ea stoped,invalid volume,off quote.here is full ea.
//+------------------------------------------------------------------+
//| Paulo_Costa_Hedge.mq4 |
//| Copyright 2008, Paulo Costa Gestão de Patrimonio |
//| http://www.pcosta.e-prof.org |
//+------------------------------------------------------------------+
#property copyright "Copyright 2008, Paulo Costa Gestão de Patrimonio"
#property link ""
#include <stdlib.mqh>
#include <stderror.mqh>
//---- input parameters
extern double Lots=0.01;
extern int LotDigits=2;
extern double StopDistance =120;
extern double TakeProfit =120; //0 Means auto calculate profit from StopLoss
extern double StopLoss=240;
//extern bool FirstOrderIsLong = true;
bool FirstOrderIsLong = true;
extern int Period_MA = 20;
extern int MagicNumber=999;
extern bool UseHourTrade = false;
extern int StartHourTrade = 6; // start trading on this hour
extern int EndHourTrade = 18; // end trading on this hour
extern bool FiveDigitBroker = true;
extern int TimeFrame = 0;
extern double InitialRisk=4;
//extern int StartHour=0;
//extern int EndHour=24;
int Slippage = 3;
double OpenBuy=0;
double OpenSell=0;
double OpenBuyLimit=0;
double OpenSellLimit=0;
double OpenBuyStop=0;
double OpenSellStop=0;
double EntryPrice=0;
double LastBuyStopPrice=0;
double LastSellStopPrice=0;
double BuyStopPrice=0;
double SellStopPrice=0;
//double aLots[]={1,3,6,12,24,48,96,192,384,768};
//double aLots[]=(0.1, 0.3, 0.9, 2.7, 8.1, 24.3, 72.9, 218.7, 656.1, 1968.3);
double MaxLots=0;
double MA; // MA value on 0 bar
bool Fact_Up = true; // Fact of report that price..
bool Fact_Dn = true; //..is above or below MA
//Trade Signal
#define _NONE 0
#define _BUY 1
#define _SELL 2
#define _CLOSEBUY 4
#define _CLOSESELL 8
#define _OPENBUYSTOP 16
#define _OPENSELLSTOP 32
#define _DELETEBUYSTOP 64
#define _DELETESELLSTOP 128
int cur_signal=_NONE;
static double point;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- TODO: add your code here
point = Point;
if (FiveDigitBroker)
point = Point * 10;
CheckOpenPositions();
return(0);
}

//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
double llots;
double lSL;
if (TakeProfit==0) TakeProfit=StopLoss/2;

if (StopDistance!=TakeProfit)
if (StopDistance!=(TakeProfit/2))
return (-1);
if (TimeFrame!=0)
if ((TimeFrame!=PERIOD_M1) && (TimeFrame!=PERIOD_M5) && (TimeFrame!=PERIOD_M15) && (TimeFrame!=PERIOD_M30) && (TimeFrame!=PERIOD_H1) && (TimeFrame!=PERIOD_H4) && (TimeFrame!=PERIOD_D1) && (TimeFrame!=PERIOD_W1) && (TimeFrame!=PERIOD_MN1))
return (-1);

if(MaxLots==0) llots=LotSize(); else
if(MaxLots==LotSize()) llots=3*LotSize(); else
llots=MaxLots*2;

lSL=StopLoss;

CheckSignal();


if(cur_signal & _BUY !=0)
OpenOrder(OP_BUY, llots, Ask, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Blue);
if(cur_signal & _SELL !=0)
OpenOrder(OP_SELL, llots, Bid, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Red);
if(cur_signal & _CLOSEBUY !=0)
{
CloseLongs(MagicNumber);
}
if(cur_signal & _CLOSESELL !=0)
{
CloseShorts(MagicNumber);
}

if(cur_signal & _DELETEBUYSTOP !=0)
DeleteOpenOrder(OP_BUYSTOP);
if(cur_signal & _DELETESELLSTOP !=0)
DeleteOpenOrder(OP_SELLSTOP);
if(cur_signal & _OPENBUYSTOP !=0)
{
DeleteOpenOrder(OP_BUYSTOP);
if(FirstOrderIsLong) BuyStopPrice=EntryPrice; else BuyStopPrice=EntryPrice+StopDistance*point;
Print ("First Order Is Long = " + FirstOrderIsLong);
OpenOrder(OP_BUYSTOP, llots, BuyStopPrice, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Blue);
}
if(cur_signal & _OPENSELLSTOP !=0)
{
DeleteOpenOrder(OP_SELLSTOP);
Print ("Entry Price = " + NormalizeDouble(EntryPrice,Digits));
if(FirstOrderIsLong) SellStopPrice=EntryPrice-StopDistance*point; else SellStopPrice=EntryPrice;
Print ("First Order Is Long = " + FirstOrderIsLong);
OpenOrder(OP_SELLSTOP, llots, SellStopPrice, Slippage, lSL, TakeProfit, WindowExpertName(), MagicNumber, 0, Red);
}

CheckOpenPositions();
HandleOpenPositions();
return(0);
}
//+------------------------------------------------------------------+

void CheckSignal()
{
cur_signal=_NONE;

if(OpenBuy==0 && OpenSell==0)
{
if(OpenBuyStop>0) cur_signal |= _DELETEBUYSTOP;
if(OpenSellStop>0) cur_signal |= _DELETESELLSTOP;

if(cur_signal==_NONE)
{
// to see if it's possible to made a trade
if(BlockTradingFilter1())
return(0);

MA=iMA(NULL,TimeFrame,Period_MA,0,MODE_SMA,PRICE_CLOSE,0);

if (Bid > MA && Fact_Up == true) // Checking if price above
{
Fact_Dn = true; // Report about price above MA
Fact_Up = false; // Don't report about price below MA
//Alert("Price is above MA(",Period_MA,")."); // Alert
FirstOrderIsLong = true;
}
//--------------------------------------------------------------------
if (Bid < MA && Fact_Dn == true) // Checking if price below
{
Fact_Up = true; // Report about price below MA
Fact_Dn = false; // Don't report about price above MA
//Alert("Price is below MA(",Period_MA,").");// Alert
FirstOrderIsLong = false;
}


if(FirstOrderIsLong) cur_signal |= _BUY; else cur_signal |= _SELL;
EntryPrice=0;
}
}

if(OpenBuy!=0 || OpenSell!=0)
{
if(OpenBuy>OpenSell && OpenSellStop==0)
{
cur_signal |= _OPENSELLSTOP;
}
if(OpenBuy<OpenSell && OpenBuyStop==0)
{
cur_signal |= _OPENBUYSTOP;
}
}
}
//+------------------------------------------------------------------+
//| FILTER BLOCK MODULES
//+------------------------------------------------------------------+
bool BlockTradingFilter1()
{ //Original code Contributed by Wackena
bool BlockTrade=false; //trade by default
if (UseHourTrade)
{
if( !(Hour() >= StartHourTrade && Hour() <= EndHourTrade && Minute()<= 3) )
{
// Comment("Non-Trading Hours!");
BlockTrade=true;
}
}
return (BlockTrade);
}
//+------------------------------------------------------------------+
//| Handle Open Positions |
//| Check if any open positions need to be closed or modified |
//+------------------------------------------------------------------+
int HandleOpenPositions()
{
int cnt;
bool YesClose;
double pt;

for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;

if(OrderType() == OP_BUY)
{
}
if(OrderType() == OP_SELL)
{
}
}
return(0);
}

int OpenOrder(int aCmd, double aLots, double aPrice, int aSlipPage, int aStopLoss, int aTakeProfit, string aComment, int aMagic, datetime aExpiration, color aColor)
{
int order_ticket = 0;
int err = 0;
int l_Try = 0;
int l_MaxTry = 10;
double aPrice2=aPrice;// +Ask-Bid;
double maxLots = MarketInfo(Symbol(),MODE_MAXLOT);
double StopLevel = MarketInfo(Symbol(), MODE_STOPLEVEL);
switch (aCmd) {
case OP_BUY:
case OP_BUYLIMIT:
case OP_BUYSTOP:
for (l_Try = 0; l_Try < l_MaxTry; l_Try++)
{
aPrice2=aPrice;
if(aCmd==OP_BUY) { RefreshRates(); aPrice=Ask; /*aPrice2=Bid;*/ }
if (aLots<=maxLots)
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
else{
while (aLots>0){
double bLots = 0;
string bLotComment = DoubleToStr( aLots,2);
if (aLots>maxLots)
{
aLots = aLots - maxLots;
bLots = maxLots;
}
else{
bLots = aLots;
aLots = 0;
}
order_ticket = OrderSend(Symbol(), aCmd, bLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), bLotComment, aMagic, aExpiration, aColor);
}
}
if (order_ticket > 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
if (aCmd == OP_BUY)
Print ("Buy");
else if (aCmd == OP_BUYSTOP)
Print ("Buy Stop");
else
Print ("Buy Limit");
Print("Buy Error Code= ", err, "Lots = " + DoubleToStr(MathMax(bLots,aLots),2), "SL = " + DoubleToStr(StopLong(aPrice,aStopLoss),Digits), "TP = " + DoubleToStr(TakeLong(aPrice,TakeProfit),Digits), " When Price = " + DoubleToStr(aPrice,Digits), " StopLevel = " + DoubleToStr(StopLevel,2), " Bid = " + DoubleToStr(Bid,Digits), " Ask = " + DoubleToStr(Ask,Digits), " AB = " + DoubleToStr(AccountBalance(),2), " AE = " + DoubleToStr(AccountEquity(),2), " EP = " + DoubleToStr(EntryPrice,Digits));
break;
}
}
break;
case OP_SELL:
case OP_SELLLIMIT:
case OP_SELLSTOP:
for (l_Try = 0; l_Try < l_MaxTry; l_Try++) {
aPrice2=aPrice;
if(aCmd==OP_SELL) { RefreshRates(); aPrice=Bid; aPrice2=Ask; }
if (aLots<=maxLots)
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopShort(aPrice, aStopLoss), TakeShort(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
else{
double sLots = 0;
string slotComment = DoubleToStr( aLots,2);
if (aLots>maxLots)
{
aLots = aLots - maxLots;
sLots = maxLots;
}
else{
sLots = aLots;
aLots = 0;
}
order_ticket = OrderSend(Symbol(), aCmd, sLots, aPrice, aSlipPage, StopShort(aPrice, aStopLoss), TakeShort(aPrice, aTakeProfit), slotComment, aMagic, aExpiration, aColor);
}
if (order_ticket > 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
if (aCmd == OP_SELL)
Print ("Sell");
else if (aCmd == OP_SELLSTOP)
Print ("Sell Stop");
else
Print ("Sell Limit");
Print("Sell Error Code= ", err, "Lots = " + DoubleToStr(MathMax(sLots,aLots),2), "SL = " + DoubleToStr(StopShort(aPrice,aStopLoss),Digits), "TP = " + DoubleToStr(TakeShort(aPrice,TakeProfit),Digits), " When Price = " + DoubleToStr(aPrice,Digits), " StopLevel = " + DoubleToStr(StopLevel,2), " Bid = " + DoubleToStr(Bid,Digits), " Ask = " + DoubleToStr(Ask,Digits), " AB = " + DoubleToStr(AccountBalance(),2), " AE = " + DoubleToStr(AccountEquity(),2), " EP = " + DoubleToStr(EntryPrice,Digits));
break;
}
}
}
CheckStops(order_ticket);
return (order_ticket);
}
double StopLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice - aPips * point,Digits));
}
double StopShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice + aPips * point,Digits));
}
double TakeLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice + aPips * point,Digits));
}
double TakeShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (NormalizeDouble(aPrice - aPips * point,Digits));
}
double CheckOpenPositions(bool InclOpenOrder=true)
{
int cnt, total;
double NumPositions;

NumPositions = 0;
total=OrdersTotal();
OpenBuy=0;
OpenSell=0;
OpenBuyLimit=0;
OpenSellLimit=0;
OpenBuyStop=0;
OpenSellStop=0;
MaxLots=0;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;

if ( OrderMagicNumber() != MagicNumber) continue;


if (OrderComment()==WindowExpertName())
{
if(MaxLots<OrderLots()) MaxLots=OrderLots();
}
else
{
if(MaxLots<StrToDouble(OrderComment())) MaxLots=StrToDouble(OrderComment());
}

//Print ("MaxLots = " + MaxLots + " Comment = " + OrderComment() + " Expert Name = " + WindowExpertName());

if(OrderType() == OP_BUY )
{
OpenBuy=OpenBuy+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}
if(OrderType() == OP_SELL )
{
OpenSell=OpenSell+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}

if(OrderType() == OP_BUYLIMIT ) OpenBuyLimit=OpenBuyLimit+OrderLots();
if(OrderType() == OP_SELLLIMIT ) OpenSellLimit=OpenSellLimit+OrderLots();
if(OrderType() == OP_BUYSTOP ) {OpenBuyStop=OpenBuyStop+OrderLots(); LastBuyStopPrice=OrderOpenPrice();}
if(OrderType() == OP_SELLSTOP ) {OpenSellStop=OpenSellStop+OrderLots(); LastSellStopPrice=OrderOpenPrice();}
}
NumPositions = OpenBuy-OpenSell;
if(InclOpenOrder) NumPositions += OpenBuyLimit+OpenBuyStop-OpenSellLimit-OpenSellStop;
return (NumPositions);
}

void CloseLongs(int MagicNumber, double clots=0)
{
int trade, err;
double llots;

//Print("Close Longs:",MagicNumber,", Lots:",clots);
for(trade=OrdersTotal()-1;trade>=0;trade--)
{
if(!OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()!=OP_BUY) continue;

if (clots==0) llots=OrderLots(); else llots=clots;
//Print("Ticket:",OrderTicket(),", MagicNumber:",OrderMagicNumber(),", Lots:",llots);
OrderClose(OrderTicket(),llots,Bid,Slippage,Blue);
err=GetLastError();
if(err!=0) Print("Error = ", err," - ",ErrorDescription(err));
}//for
}
void CloseShorts(int MagicNumber, double clots=0)
{
int trade, err;
double olots;
for(trade=OrdersTotal()-1;trade>=0;trade--)
{
if(OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)==false) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()!=OP_SELL) continue;

olots=OrderLots();
if (clots==0) clots=olots;
OrderClose(OrderTicket(),clots,Ask,Slippage,Red);
err=GetLastError();
if(err!=0) Print("Error = ", err," - ",ErrorDescription(err));
}//for
}

int DeleteOpenOrder(int aOrderType=-1)
{
int cnt;

for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() != Symbol()) continue;
if(OrderMagicNumber() != MagicNumber) continue;

if(aOrderType==OrderType()) OrderDelete(OrderTicket());
else if(aOrderType==-1)
switch(OrderType())
{
case OP_BUYLIMIT:
case OP_SELLLIMIT:
case OP_BUYSTOP:
case OP_SELLSTOP: OrderDelete(OrderTicket()); break;
}
}
return(0);
}
void CheckStops(int tkt){
if (OrderSelect(tkt,SELECT_BY_TICKET,MODE_TRADES)){
double tp = NormalizeDouble(TakeProfit * point,5);
double sl = NormalizeDouble(StopLoss * point,5);
double otp = NormalizeDouble(MathAbs(OrderTakeProfit() - OrderOpenPrice()),5);
double osl = NormalizeDouble(MathAbs(OrderStopLoss() - OrderOpenPrice()),5);
if (otp!=tp)
Print ("TakeProfit not Equal tp=" + tp + " otp=" + otp + " tkt = " + tkt);
if (osl!=sl)
Print ("StopLoss not Equal sl=" + sl + " osl=" + osl + " tkt = " + tkt);
}
}
double LotSize(){
if (InitialRisk ==0) return (Lots);
double lot;
if (FiveDigitBroker)
lot=NormalizeDouble(AccountBalance( )*(InitialRisk/100)/StopLoss/((MarketInfo(Symbol(), MODE_TICKVALUE)*10)),LotDigits);
else
lot=NormalizeDouble(AccountBalance( )*(InitialRisk/100)/StopLoss/(MarketInfo(Symbol(), MODE_TICKVALUE)),LotDigits);
if (lot<Lots) lot = Lots;
return (lot);
}

1. Hi i have included the LibOrderReliable4.mqh and LibOrderReliable4.mq4

2. What else do i need to do to the code for the EA to work properly?

3. At the moment i works with ECN (Fair Trading Technology (Dukascopy) but every now and then:

i.e. two step order process...
I have managed to change mine however..sometimes i still get the error message

:of invalid ticket for odermodify function
:invalid function parameter value


Do you know why i still get the error??... is it because it need to retry ordermodify function until it manages to execute on the right price or something? ( do i need some sort of refresh function?)

does anyone have some sort of working code for this problem ??

Barauskas

This is my code:

Ticket = OrderSendReliable(Symbol(), OP_BUY, Lots, Ask, Slippage*Pip,0,0, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);

if (Ticket>-1) {
OrderSelect(Ticket,SELECT_BY_TICKET);

OrderModifyReliable(OrderTicket(),OrderOpenPrice(),Ask - StopLossLong * Pip,Ask + TakeProfitLong * Pip,0,DodgerBlue);
}

if(Ticket<=0) {
Write("Error Occured : "+ErrorDescription(GetLastErrorReliable()));

if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {

Print("BUY order opened : ", OrderOpenPrice());

Use this code instead :

If you still get errors, post them here.
Maybe you don´t calculate the SL and TP correctly.
I cannot know this because you did not post how you calculate "Pip" and what values you have in the StopLossLong and TakeProfitLong fields.

#include <LibOrderReliable4.mqh>
extern int Slippage = 3;
extern int TakeProfitLong = 50;
extern int StopLossLong = 60;
extern int TakeProfitShort = 120;
extern int StopLossShort = 40;

if(Digits==2 || Digits==4) Pip = Point;
else if(Digits==3 || Digits==5) Pip = 10*Point;
else if(Digits==6) Pip = 100*Point;

..............

then the execution much later in the code


Ticket = OrderSendReliable(Symbol(), OP_BUY, Lots, Ask, Slippage*Pip,0,0, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);

if (Ticket>-1) {
OrderSelect(Ticket,SELECT_BY_TICKET);

OrderModifyReliable(OrderTicket(),OrderOpenPrice(),Ask - StopLossLong * Pip,Ask + TakeProfitLong * Pip,0,DodgerBlue);
}

if(Ticket<=0) {
Write("Error Occured : "+ErrorDescription(GetLastErrorReliable()));


if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("BUY order opened : ", OrderOpenPrice());

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
} else {
Print("Error opening BUY order : ", GetLastErrorReliable());

Ok,
have you taken the code I posted ?
And what happens ?
It should work.

Please note that I added the NormalizeDouble function for SL and TP.

Ticket = OrderSendReliable2Step(Symbol(), OP_BUY, Lots, Ask, Slippage*Pip,NormalizeDouble(Ask - StopLossLong * Pip,Digits),NormalizeDouble(Ask + TakeProfitLong * Pip,Digits), "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);