Splitting up lot position evenly

#1
First Post: Jun 22, 2011 12:15am Jun 22, 2011 12:15am

pipmyride
| Joined Jan 2009 | Status: Trader | 1,067 Posts

Another request before i go hacking away at code - hoping someone has done something similar.

I am giving the option of a "splitPosition" on X number of requested lots.

Ie, the user might have requested 1 standard lot, or a risk calculation that equates to 1 standard lot, and to split that position into 3 multiple trades.

So i just need the code to split that 1 lot into 3 even sizes, and obviously take care of the correct rounding of numbers and possibility that it will not be even numbers.

So i would assume in this case it would come back with 3 different positions of something like:

Position 1: 0.35
Position 2: 0.35
Position 3: 0.3

Oh and if it takes into account the brokers minimum position etc that would be nice.

Much appreciate your time.

#2
Jun 23, 2011 11:21am Jun 23, 2011 11:21am

pipmyride
| Joined Jan 2009 | Status: Trader | 1,067 Posts

Bumping in case its been overlooked

#3
Jun 23, 2011 8:47pm Jun 23, 2011 8:47pm

Ronald Raygun
Joined Jul 2007 | Status: 33 y/o Investor/Trader/Programmer | 5,016 Posts

Something along the lines of...

Inserted Code

double Lots = 9.7

int NumTrades = 3;

double MinLot = MarketInfo(Symbol(), MODE_MINLOT);

double MinTotal = NumTrades * MinLot;

//Determine the multiplier
double MinlotTest = MinLot;
int TenPower = 0;
while(MinlotTest < 1.0)
   {
   MinLotTest *= 10.0;
   TenPower++;
   }

if(Lots >= MinTotal)
   {
   Remainder = MathMod(MathPow(10.0, TenPower * 1.0), NumTrades) / MathPow(10.0, TenPower * 1.0);
   PerTrade = NormalizeDouble(MathPow(10.0, TenPower * 1.0) / NumTrades, 0) / MathPow(10.0, TenPower * 1.0);
   FirstTrade = PerTrade + Remainder;
   }
   else
   {
   FirstTrade = Lots;
   }

OrderSend(FirstTrade);
if(FirstTrade != Lots)
   {
   for(int Trades = NumTrades; Trades > 1; Trades--)
      {
      OrderSend(PerTrade);
      }
   }

Something like that.

#4
Jun 24, 2011 7:20am Jun 24, 2011 7:20am

hanover
Joined Sep 2006 | Status: ... | 8,112 Posts

Quoting pipmyride

Disliked

Another request before i go hacking away at code - hoping someone has done something similar. ........

Ignored

pipmyride,

Assuming that I understand you correctly, the following code should split the value in lots into lots1, lots2, lots3, as evenly as possible, in the manner that you described, given that the br0ker's minimum allowed lot size/step size is minlot:

Inserted Code

    double minlot = MarketInfo(Symbol(),MODE_MINLOT);
    double lots  = [lots to be divided];
    double lots1 = minlot*MathFloor(lots/3/minlot);
    double lots2 = minlot*MathFloor((lots-lots1)/2/minlot);
    double lots3 = lots-lots1-lots2;

Try it and see. If it doesn't work, please post again and I'll investigate further.

Cheers,
David

[EDIT]
Note: minimum allowed lot size is given by:
double minlot = MarketInfo(Symbol(),MODE_MINLOT);

Step size is given by:
double lotstep = MarketInfo(Symbol(),MODE_LOTSTEP);

#5
Jul 11, 2011 9:37am Jul 11, 2011 9:37am

pipmyride
| Joined Jan 2009 | Status: Trader | 1,067 Posts

hey been meaning to thank you for this - but im just testing it and have got a funny result from splitting "0.3" into "3" positions - its coming back with
1st pos= 0.09000000
2nd pos= 0.10500000
3rd pos= 0.10500000

odd ? i would obviously expect all 3 positions to be 0.1

#6
Edited 5:24pm Jul 11, 2011 5:14pm | Edited 5:24pm

hanover
Joined Sep 2006 | Status: ... | 8,112 Posts

Quoting pipmyride

Disliked

hey been meaning to thank you for this - but im just testing it and have got a funny result from splitting "0.3" into "3" positions - its coming back with
1st pos= 0.09000000
2nd pos= 0.10500000
3rd pos= 0.10500000

odd ? i would obviously expect all 3 positions to be 0.1

Ignored

Hey man, this is WEIRD.

When I use the equivalent formula in Excel (i.e. substitute MathFloor() with INT()), it works exactly as expected, i.e.
lots1 = 0.1
lots2 = 0.1
lots3 = 0.1

But when I try it in Go Markets MT4, I get
lots1 = 0.09
lots2 = 0.10
lots3 = 0.11

Hence I think there's a rounding bug in MT4's MathFloor() function. I have written a MathInt() function that gets around this bug. It rounds the number 'n' DOWN to 'd' decimal places. If you omit the second parameter, it's assumed to be 0:

e.g.
MathInt(5.33,0) will return 5
MathInt(5.99) will return 5 (second parameter assumed to be 0)
MathInt(5.66,1) will return 5.6 (rounded DOWN to 1 decimal place)

Try the following (include the MathInt() function at the end of your EA):

Inserted Code

  double minlot = MarketInfo(Symbol(),MODE_MINLOT);
  double lots  = [lots to be divided];
  double lots1 = minlot*[b][color="red"]MathInt[/color][/b](lots/3/minlot);
  double lots2 = minlot*[b][color="Red"]MathInt[/color][/b]((lots-lots1)/2/minlot);
  double lots3 = lots-lots1-lots2;  





[b][color="Red"]//+------------------------------------------------------------------+
double MathInt(double n, int d=0)
//+------------------------------------------------------------------+
 {
   return(MathFloor(n*MathPow(10,d)+0.000000000001)/MathPow(10,d));
 }  [/color][/b]

It gives the expected result on GoMarkets MT4:
lots1 = 0.1
lots2 = 0.1
lots3 = 0.1

David

________________________________

[EDIT]

Here's a companion function, MathFix(), just in case you ever need it.
This works exactly the same as MathInt(), except that it rounds the number on a 5/4 basis, instead of rounding DOWN,

e.g.

MathFix(5.33,0) will return 5 (rounds down because 5.33 is less than 5.5)
MathFix(5.99) will return 6 (rounds up because 5.99 > 5.5; second parameter is assumed to be 0)
MathFix(5.66,1) will return 5.7 (rounds up to 1 decimal place; 5.66 > 5.65)

Inserted Code

//+------------------------------------------------------------------+
double MathFix(double n, int d=0)
//+------------------------------------------------------------------+
// Returns N rounded to D decimals - works around a precision bug in MQL4
{
  return(MathRound(n*MathPow(10,d)+0.000000000001*MathSign(n))/MathPow(10,d));
}

In other words,
use MathInt(n) instead of MathFloor(n)
use MathFix(n) instead of MathRound(n)

#7
Last Post: Jul 12, 2011 3:34am Jul 12, 2011 3:34am

pipmyride
| Joined Jan 2009 | Status: Trader | 1,067 Posts

You're the BOSS hanover .. very much appreciated as usual - will test it shortly

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Splitting up lot position evenly
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