Help with coding this problem - sort buy orders | Forex Factory

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Help with coding this problem - sort buy orders

  • #1
  • First Post: Mar 17, 2015 3:45am Mar 17, 2015 3:45am
Hello All,

I'm trying to write some code that will enable my EA to cycle through my open buy orders, sort them by their open price from highest price to lowest price and then output the ticket number for the order which is located at a certain position which I nominate in the new ordered list.

As an example if I provide to this new code / function the number 3, I would want the new code to sort the buy orders into descending order based on their open price and in this example then provide back the ticket number for the order which is the 3rd one on the list. eg. 3rd highest.

Open Buy Orders example (before the new ordering)

Trade 1 taken : open price= 1.336
Trade 2 taken : open price=1.343
Trade 3 taken : open price= 1.375
Trade 4 taken : open price= 1.339

New List after re-ordering:

Trade 3 taken : open price= 1.375
Trade 2 taken : open price=1.343
Trade 4 taken : open price= 1.339
Trade 1 taken : open price= 1.336

ticket number result @ position 3 = 4

Does anyone know how I can do this?
  • #2
  • Mar 17, 2015 4:47am Mar 17, 2015 4:47am
There are several methods.
I will describe a simple (non OOP) method:
1. cycle through the order queue and put the ticket numbers (of open buy orders) into one array and the corresponding open prices into another;
2. do a bubble sort (look it up on wiki) on the open prices array while at the same time you do the same flip operation on the tickets array (that is if you flip values in the prices array, you also flip the tickets);
3. the arrays are sorted: pick your position in the tickets array.
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  • #3
  • Mar 17, 2015 5:28am Mar 17, 2015 5:28am
Quoting rockit
There are several methods. I will describe a simple (non OOP) method: 1. cycle through the order queue and put the ticket numbers (of open buy orders) into one array and the corresponding open prices into another; 2. do a bubble sort (look it up on wiki) on the open prices array while at the same time you do the same flip operation on the tickets array (that is if you flip values in the prices array, you also flip the tickets); 3. the arrays are sorted: pick your position in the tickets array.
Hi rockit and thanks for the input.

I'm fairly new to MQL4 programming so to date have had no experience with arrays or how to get data into them. Would you be able to offer any additional help in this regard? I've gone through the MQL4 documentation and have googled them but without examples I find it a bit hard to grasp.

So far my code just loops through the buy orders and compares the open price to a variable. If the open price is higher than the variable the price is passed to the variable. This continues for all my buy orders and at the end of the for loop I have my order which is the highest or lowest in the list. Thats as far as I have got so far.
  • #4
  • Mar 17, 2015 6:43am Mar 17, 2015 6:43am
I see.
Here's a code sample, I hope it works:
Inserted Code
{
    int tickets[100];
    double openprices[100];
    int k = 0;
    
    // collect
    for(int i = 0; i < OrdersTotal(); i++) {
        if(OrderSelect(i, SELECT_BY_TICKET)) {
            if(OrderType() == OP_BUY) {
                tickets[k] = OrderTicket();
                openprices[k] = OrderOpenPrice();
                k++;
            }
        }
    }
    // sort
    for(int i = 0; i < k-1; i++) {
        for(int j = 0; j < k-1; j++) {
            if(openprices[j] < openprices[j+1]) {
                double tmp = openprices[j];
                openprices[j] = openprices[j+1];
                openprices[j+1] = tmp;
                tmp = tickets[j];
                tickets[j] = tickets[j+1];
                tickets[j+1] = tmp;
            }
        }
    }
    for(int i = 0; i < k; i++)
      Print(tickets[i]);
}
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  • #5
  • Mar 17, 2015 7:52am Mar 17, 2015 7:52am
Try this
Inserted Code
   int Position_to_search_for=3;
   
   
   double BuyOrderArray[][2];
   int    BuyArraySize=0;
   double SellOrderArray[][2];
   int    SellArraySize=0;
   
   for(int x=OrdersTotal()-1;x>=0;x--)
      {
      if(OrderSelect(x,SELECT_BY_POS,MODE_TRADES))
         if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
            {
            ArrayResize(BuyOrderArray,BuyArraySize+1);
            BuyOrderArray[BuyArraySize][0]=OrderOpenPrice();
            BuyOrderArray[BuyArraySize][1]=OrderTicket();
            BuyArraySize++;
            }
         else
         if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
            {
            ArrayResize(SellOrderArray,SellArraySize+1);
            SellOrderArray[SellArraySize][0]=OrderOpenPrice();
            SellOrderArray[SellArraySize][1]=OrderTicket();
            SellArraySize++;
            }
      }
      
   ArraySort(BuyOrderArray,WHOLE_ARRAY,0,MODE_DESCEND);
   //Sort SellOrderArray however you want
   
   if(Position_to_search_for>BuyArraySize)
      Alert("Less than "+(string)Position_to_search_for+" Buy orders open");
   else
      Alert("Number "+(string)Position_to_search_for+" in the Buy orders list is #"+
            DoubleToStr(BuyOrderArray[Position_to_search_for-1][1],0)+
            " Open Price is "+DoubleToStr(BuyOrderArray[Position_to_search_for-1][0],Digits));
Please Do Not PM Me With Coding Enquiries
  • #6
  • Mar 21, 2015 2:08am Mar 21, 2015 2:08am
Quoting rockit
I see. Here's a code sample, I hope it works: { int tickets[100]; double openprices[100]; int k = 0; // collect for(int i = 0; i < OrdersTotal(); i++) { if(OrderSelect(i, SELECT_BY_TICKET)) { if(OrderType() == OP_BUY) { tickets[k] = OrderTicket(); openprices[k] = OrderOpenPrice(); k++; } } } // sort for(int i = 0; i < k-1; i++) { for(int j = 0; j < k-1; j++) { if(openprices[j] < openprices[j+1]) { double tmp = openprices[j]; openprices[j] = openprices[j+1]; openprices[j+1] = tmp; tmp = tickets[j]; tickets[j] = tickets[j+1]; tickets[j+1] = tmp; }...
Thank you rockit for your help here. I now have both your code and Gumrai's to look at and hopefully learn from.
  • #7
  • Last Post: Mar 21, 2015 2:15am Mar 21, 2015 2:15am
Quoting Gumrai
Try this int Position_to_search_for=3; double BuyOrderArray[][2]; int BuyArraySize=0; double SellOrderArray[][2]; int SellArraySize=0; for(int x=OrdersTotal()-1;x>=0;x--) { if(OrderSelect(x,SELECT_BY_POS,MODE_TRADES)) if(OrderType()==OP_BUY && OrderSymbol()==Symbol()) { ArrayResize(BuyOrderArray,BuyArraySize+1); BuyOrderArray[BuyArraySize][0]=OrderOpenPrice(); BuyOrderArray[BuyArraySize][1]=OrderTicket(); BuyArraySize++; } else if(OrderType()==OP_SELL && OrderSymbol()==Symbol()) { ArrayResize(SellOrderArray,SellArraySize+1); SellOrderArray[SellArraySize][0]=OrderOpenPrice();...
Hi Gumrai,

Thank you for your input. I appreciate your help here and will try and go through and understand your code.
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