นี้ code
extern int magic = 92016;
// Configuration
extern string
www.lifesdream.org = "Fisher M11 EA v1.3";
extern string CommonSettings = "---------------------------------------------";
extern int user_slippage = 2;
extern int user_tp = 50;
extern int user_sl = 50;
extern int use_tp_sl = 1;
extern double profit_lock = 0.90;
extern string MoneyManagementSettings = "---------------------------------------------";
// Money Management
extern int money_management = 1;
extern double min_lots = 0.1;
extern int risk=5;
extern int progression = 0; // 0=none | 1:ascending | 2:martingale
// Indicator
extern string IndicatorSettings = "---------------------------------------------";
extern int RangePeriods=30; // Optimization
extern double PriceSmoothing=0.3; // Optimization
extern double IndexSmoothing=0.3; // Optimization
extern int shift = 1;
// ------------------------------------------------------------------------------------------------
// VARIABLES GLOBALES
// ------------------------------------------------------------------------------------------------
string key = "Fisher M11 EA v1.3";
// Definimos 1 variable para guardar los tickets
int order_tickets;
// Definimos 1 variable para guardar los lotes
double order_lots;
// Definimos 1 variable para guardar las valores de apertura de las ordenes
double order_price;
// Definimos 1 variable para guardar los beneficios
double order_profit;
// Definimos 1 variable para guardar los tiempos
int order_time;
// indicadores
double signal=0;
// Cantidad de ordenes;
int orders = 0;
int direction= 0;
double max_profit=0, close_profit=0;
double last_order_profit=0, last_order_lots=0;
// Colores
color c=Black;
// Cuenta
double balance, equity;
int slippage=0;
// OrderReliable
int retry_attempts = 10;
double sleep_time = 4.0;
double sleep_maximum = 25.0; // in seconds
string OrderReliable_Fname = "OrderReliable fname unset";
static int _OR_err = 0;
string OrderReliableVersion = "V1_1_1";
// ------------------------------------------------------------------------------------------------
// START
// ------------------------------------------------------------------------------------------------
int start()
{
double point = MarketInfo(Symbol(), MODE_POINT);
double dd=0;
int ticket, i, n;
double price;
bool cerrada, encontrada;
balance=AccountBalance();
equity=AccountEquity();
if (MarketInfo(Symbol(),MODE_DIGITS)==4)
{
slippage = user_slippage;
}
else if (MarketInfo(Symbol(),MODE_DIGITS)==5)
{
slippage = 10*user_slippage;
}
if(IsTradeAllowed() == false)
{
Comment("Copyright © 2011,
www.lifesdream.org\nTrade not allowed.");
return;
}
if (use_tp_sl==0)
Comment(StringConcatenate("\nCopyright © 2011,
www.lifesdream.org\nFisher M11 EA v1.3 is running.\nNext order lots: ",CalcularVolumen()));
else if (use_tp_sl==1)
Comment(StringConcatenate("\nCopyright © 2011,
www.lifesdream.org\nFisher M11 EA v1.3 is running.\nNext order lots: ",CalcularVolumen(),"\nTake profit ($): ",CalcularVolumen()*10*user_tp,"\nStop loss ($): ",CalcularVolumen()*10*user_sl));
// Actualizamos el estado actual
InicializarVariables();
ActualizarOrdenes();
encontrada=FALSE;
if (OrdersHistoryTotal()>0)
{
i=1;
while (i<=10 && encontrada==FALSE)
{
n = OrdersHistoryTotal()-i;
if(OrderSelect(n,SELECT_BY_POS,MODE_HISTORY)==TRUE)
{
if (OrderMagicNumber()==magic)
{
encontrada=TRUE;
last_order_profit=OrderProfit();
last_order_lots=OrderLots();
}
}
i++;
}
}
point = MarketInfo(Symbol(), MODE_POINT);
Robot();
return(0);
}
// ------------------------------------------------------------------------------------------------
// INICIALIZAR VARIABLES
// ------------------------------------------------------------------------------------------------
void InicializarVariables()
{
// Reseteamos contadores de ordenes de compa y venta
orders=0;
direction=0;
order_tickets = 0;
order_lots = 0;
order_price = 0;
order_time = 0;
order_profit = 0;
last_order_profit = 0;
last_order_lots = 0;
}
// ------------------------------------------------------------------------------------------------
// ACTUALIZAR ORDENES
// ------------------------------------------------------------------------------------------------
void ActualizarOrdenes()
{
int ordenes=0;
// Lo que hacemos es introducir los tickets, los lotes, y los valores de apertura en las matrices.
// Además guardaremos el número de ordenes en una variables.
// Ordenes de compra
for(int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == true)
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == magic)
{
order_tickets = OrderTicket();
order_lots = OrderLots();
order_price = OrderOpenPrice();
order_time = OrderOpenTime();
order_profit = OrderProfit();
ordenes++;
if (OrderType()==OP_BUY) direction=1;
if (OrderType()==OP_SELL) direction=2;
}
}
}
// Actualizamos variables globales
orders = ordenes;
}
// ------------------------------------------------------------------------------------------------
// ESCRIBE
// ------------------------------------------------------------------------------------------------
void Escribe(string nombre, string s, int x, int y, string font, int size, color c)
{
if (ObjectFind(nombre)!=-1)
{
ObjectSetText(nombre,s,size,font,c);
}
else
{
ObjectCreate(nombre,OBJ_LABEL,0,0,0);
ObjectSetText(nombre,s,size,font,c);
ObjectSet(nombre,OBJPROP_XDISTANCE, x);
ObjectSet(nombre,OBJPROP_YDISTANCE, y);
}
}
// ------------------------------------------------------------------------------------------------
// CALCULAR VOLUMEN
// ------------------------------------------------------------------------------------------------
double CalcularVolumen()
{
double aux;
int n;
if (money_management==0)
{
aux=min_lots;
}
else
{
if (progression==0)
{
aux = risk*AccountFreeMargin();
aux= aux/100000;
n = MathFloor(aux/min_lots);
aux = n*min_lots;
}
if (progression==1)
{
if (last_order_profit<0)
{
aux = last_order_lots+min_lots;
}
else
{
aux = last_order_lots-min_lots;
}
}
if (progression==2)
{
if (last_order_profit<0)
{
aux = last_order_lots*2;
}
else
{
aux = risk*AccountFreeMargin();
aux= aux/100000;
n = MathFloor(aux/min_lots);
aux = n*min_lots;
}
}
if (aux<min_lots)
aux=min_lots;
if (aux>MarketInfo(Symbol(),MODE_MAXLOT))
aux=MarketInfo(Symbol(),MODE_MAXLOT);
if (aux<MarketInfo(Symbol(),MODE_MINLOT))
aux=MarketInfo(Symbol(),MODE_MINLOT);
}
return(aux);
}
// ------------------------------------------------------------------------------------------------
// CALCULA VALOR PIP
// ------------------------------------------------------------------------------------------------
double CalculaValorPip(double lotes)
{
double aux_mm_valor=0;
double aux_mm_tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);
double aux_mm_tick_size = MarketInfo(Symbol(), MODE_TICKSIZE);
int aux_mm_digits = MarketInfo(Symbol(),MODE_DIGITS);
double aux_mm_veces_lots = 1/lotes;
if (aux_mm_digits==5)
{
aux_mm_valor=aux_mm_tick_value*10;
}
else if (aux_mm_digits==4)
{
aux_mm_valor = aux_mm_tick_value;
}
if (aux_mm_digits==3)
{
aux_mm_valor=aux_mm_tick_value*10;
}
else if (aux_mm_digits==2)
{
aux_mm_valor = aux_mm_tick_value;
}
aux_mm_valor = aux_mm_valor/aux_mm_veces_lots;
return(aux_mm_valor);
}
// ------------------------------------------------------------------------------------------------
// CALCULA TAKE PROFIT
// ------------------------------------------------------------------------------------------------
int CalculaTakeProfit()
{
int aux_take_profit;
aux_take_profit=MathRound(CalculaValorPip(order_lots)*user_tp);
return(aux_take_profit);
}
// ------------------------------------------------------------------------------------------------
// CALCULA STOP LOSS
// ------------------------------------------------------------------------------------------------
int CalculaStopLoss()
{
int aux_stop_loss;
aux_stop_loss=-1*MathRound(CalculaValorPip(order_lots)*user_sl);
return(aux_stop_loss);
}
// ------------------------------------------------------------------------------------------------
// CALCULA SIGNAL
// ------------------------------------------------------------------------------------------------
int CalculaSignal(int aux_range, double aux_price, double aux_index, int aux_shift)
{
int aux=0;
double f1=iCustom(Symbol(),0,"Fisher M11",aux_range,aux_price,aux_index,0,aux_shift);
double f2=iCustom(Symbol(),0,"Fisher M11",aux_range,aux_price,aux_index,0,aux_shift+1);
// Valores de retorno
// 1. Compra
// 2. Compra Señal
// 3. Venta
// 4. Venta Señal
if (f1>0 && f2<0) aux=1;
if (f1<0 && f2>0) aux=2;
return(aux);
}
// ------------------------------------------------------------------------------------------------
// ROBOT
// ------------------------------------------------------------------------------------------------
void Robot()
{
int ticket=-1, i;
bool cerrada=FALSE;
if (orders==0 && direction==0)
{
signal = CalculaSignal(RangePeriods,PriceSmoothing,IndexSmoothing,shift);
// ----------
// COMPRA
// ----------
if (signal==1)
ticket = OrderSendReliable(Symbol(),OP_BUY,CalcularVolumen(),MarketInfo(Symbol(),MODE_ASK),slippage,0,0,key,magic,0,Blue);
// En este punto hemos ejecutado correctamente la orden de compra
// Los arrays se actualizarán en la siguiente ejecución de start() con ActualizarOrdenes()
// ----------
// VENTA
// ----------
if (signal==2)
ticket = OrderSendReliable(Symbol(),OP_SELL,CalcularVolumen(),MarketInfo(Symbol(),MODE_BID),slippage,0,0,key,magic,0,Red);
// En este punto hemos ejecutado correctamente la orden de venta
// Los arrays se actualizarán en la siguiente ejecución de start() con ActualizarOrdenes()
}
// **************************************************
// ORDERS>0 AND DIRECTION=1 AND USE_TP_SL=1
// **************************************************
if (orders>0 && direction==1 && use_tp_sl==1)
{
// CASO 1.1 >>> Tenemos el beneficio y activamos el profit lock
if (order_profit > CalculaTakeProfit() && max_profit==0)
{
max_profit = order_profit;
close_profit = profit_lock*order_profit;
}
// CASO 1.2 >>> Segun va aumentando el beneficio actualizamos el profit lock
if (max_profit>0)
{
if (order_profit>max_profit)
{
max_profit = order_profit;
close_profit = profit_lock*order_profit;
}
}
// CASO 1.3 >>> Cuando el beneficio caiga por debajo de profit lock cerramos las ordenes
if (max_profit>0 && close_profit>0 && max_profit>close_profit && order_profit<close_profit)
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_BID),slippage,Blue);
max_profit=0;
close_profit=0;
}
// CASO 2 >>> Tenemos "size" pips de perdida
if (order_profit <= CalculaStopLoss())
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_BID),slippage,Blue);
max_profit=0;
close_profit=0;
}
}
// **************************************************
// ORDERS>0 AND DIRECTION=2 AND USE_TP_SL=1
// **************************************************
if (orders>0 && direction==2 && use_tp_sl==1)
{
// CASO 1.1 >>> Tenemos el beneficio y activamos el profit lock
if (order_profit > CalculaTakeProfit() && max_profit==0)
{
max_profit = order_profit;
close_profit = profit_lock*order_profit;
}
// CASO 1.2 >>> Segun va aumentando el beneficio actualizamos el profit lock
if (max_profit>0)
{
if (order_profit>max_profit)
{
max_profit = order_profit;
close_profit = profit_lock*order_profit;
}
}
// CASO 1.3 >>> Cuando el beneficio caiga por debajo de profit lock cerramos las ordenes
if (max_profit>0 && close_profit>0 && max_profit>close_profit && order_profit<close_profit)
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_ASK),slippage,Red);
max_profit=0;
close_profit=0;
}
// CASO 2 >>> Tenemos "size" pips de perdida
if (order_profit <= CalculaStopLoss())
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_ASK),slippage,Red);
max_profit=0;
close_profit=0;
}
}
// **************************************************
// ORDERS>0 AND DIRECTION=1 AND USE_TP_SL=0
// **************************************************
if (orders>0 && direction==1 && use_tp_sl==0)
{
signal = CalculaSignal(RangePeriods,PriceSmoothing,IndexSmoothing,shift);
if (signal==2)
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_BID),slippage,Blue);
max_profit=0;
close_profit=0;
}
}
// **************************************************
// ORDERS>0 AND DIRECTION=2 AND USE_TP_SL=0
// **************************************************
if (orders>0 && direction==2 && use_tp_sl==0)
{
signal = CalculaSignal(RangePeriods,PriceSmoothing,IndexSmoothing,shift);
if (signal==1)
{
cerrada=OrderCloseReliable(order_tickets,order_lots,MarketInfo(Symbol(),MODE_ASK),slippage,Red);
max_profit=0;
close_profit=0;
}
}
}
//=============================================================================
// OrderSendReliable()
//
// This is intended to be a drop-in replacement for OrderSend() which,
// one hopes, is more resistant to various forms of errors prevalent
// with MetaTrader.
//
// RETURN VALUE:
//
// Ticket number or -1 under some error conditions. Check
// final error returned by Metatrader with OrderReliableLastErr().
// This will reset the value from GetLastError(), so in that sense it cannot
// be a total drop-in replacement due to Metatrader flaw.
//
// FEATURES:
//
// * Re-trying under some error conditions, sleeping a random
// time defined by an exponential probability distribution.
//
// * Automatic normalization of Digits
//
// * Automatically makes sure that stop levels are more than
// the minimum stop distance, as given by the server. If they
// are too close, they are adjusted.
//
// * Automatically converts stop orders to market orders
// when the stop orders are rejected by the server for
// being to close to market. NOTE: This intentionally
// applies only to OP_BUYSTOP and OP_SELLSTOP,
// OP_BUYLIMIT and OP_SELLLIMIT are not converted to market
// orders and so for prices which are too close to current
// this function is likely to loop a few times and return
// with the "invalid stops" error message.
// Note, the commentary in previous versions erroneously said
// that limit orders would be converted. Note also
// that entering a BUYSTOP or SELLSTOP new order is distinct
// from setting a stoploss on an outstanding order; use
// OrderModifyReliable() for that.
//
// * Displays various error messages on the log for debugging.
//
//
// Matt Kennel, 2006-05-28 and following
//
//=============================================================================
int OrderSendReliable(string symbol, int cmd, double volume, double price,
int slippage, double stoploss, double takeprofit,
string comment, int magic, datetime expiration = 0,
color arrow_color = CLR_NONE)
{
// ------------------------------------------------
// Check basic conditions see if trade is possible.
// ------------------------------------------------
OrderReliable_Fname = "OrderSendReliable";
OrderReliablePrint(" attempted " + OrderReliable_CommandString(cmd) + " " + volume +
" lots @" + price + " sl:" + stoploss + " tp:" + takeprofit);
//if (!IsConnected())
//{
// OrderReliablePrint("error: IsConnected() == false");
// _OR_err = ERR_NO_CONNECTION;
// return(-1);
//}
if (IsStopped())
{
OrderReliablePrint("error: IsStopped() == true");
_OR_err = ERR_COMMON_ERROR;
return(-1);
}
int cnt = 0;
while(!IsTradeAllowed() && cnt < retry_attempts)
{
OrderReliable_SleepRandomTime(sleep_time, sleep_maximum);
cnt++;
}
if (!IsTradeAllowed())
{
OrderReliablePrint("error: no operation possible because IsTradeAllowed()==false, even after retries.");
_OR_err = ERR_TRADE_CONTEXT_BUSY;
return(-1);
}
// Normalize all price / stoploss / takeprofit to the proper # of digits.
int digits = MarketInfo(symbol, MODE_DIGITS);
if (digits > 0)
{
price = NormalizeDouble(price, digits);
stoploss = NormalizeDouble(stoploss, digits);
takeprofit = NormalizeDouble(takeprofit, digits);
}
if (stoploss != 0)
OrderReliable_EnsureValidStop(symbol, price, stoploss);
int err = GetLastError(); // clear the global variable.
err = 0;
_OR_err = 0;
bool exit_loop = false;
bool limit_to_market = false;
// limit/stop order.
int ticket=-1;
if ((cmd == OP_BUYSTOP) || (cmd == OP_SELLSTOP) || (cmd == OP_BUYLIMIT) || (cmd == OP_SELLLIMIT))
{
cnt = 0;
while (!exit_loop)
{
if (IsTradeAllowed())
{
ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss,
takeprofit, comment, magic, expiration, arrow_color);
err = GetLastError();
_OR_err = err;
}
else
{
cnt++;
}
switch (err)
{
case ERR_NO_ERROR:
exit_loop = true;
break;
// retryable errors
case ERR_SERVER_BUSY:
case ERR_NO_CONNECTION:
case ERR_INVALID_PRICE:
case ERR_OFF_QUOTES:
case ERR_BROKER_BUSY:
case ERR_TRADE_CONTEXT_BUSY:
cnt++;
break;
case ERR_PRICE_CHANGED:
case ERR_REQUOTE:
RefreshRates();
continue; // we can apparently retry immediately according to MT docs.
case ERR_INVALID_STOPS:
double servers_min_stop = MarketInfo(symbol, MODE_STOPLEVEL) * MarketInfo(symbol, MODE_POINT);
if (cmd == OP_BUYSTOP)
{
// If we are too close to put in a limit/stop order so go to market.
if (MathAbs(MarketInfo(symbol,MODE_ASK) - price) <= servers_min_stop)
limit_to_market = true;
}
else if (cmd == OP_SELLSTOP)
{
// If we are too close to put in a limit/stop order so go to market.
if (MathAbs(MarketInfo(symbol,MODE_BID) - price) <= servers_min_stop)
limit_to_market = true;
}
exit_loop = true;
break;
default:
// an apparently serious error.
exit_loop = true;
break;
} // end switch
if (cnt > retry_attempts)
exit_loop = true;
if (exit_loop)
{
if (err != ERR_NO_ERROR)
{
OrderReliablePrint("non-retryable error: " + OrderReliableErrTxt(err));
}
if (cnt > retry_attempts)
{
OrderReliablePrint("retry attempts maxed at " + retry_attempts);
}
}
if (!exit_loop)
{
OrderReliablePrint("retryable error (" + cnt + "/" + retry_attempts +
"): " + OrderReliableErrTxt(err));
OrderReliable_SleepRandomTime(sleep_time, sleep_maximum);
RefreshRates();
}
}
// We have now exited from loop.
if (err == ERR_NO_ERROR)
{
OrderReliablePrint("apparently successful OP_BUYSTOP or OP_SELLSTOP order placed, details follow.");
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
OrderPrint();
return(ticket); // SUCCESS!
}
if (!limit_to_market)
{
OrderReliablePrint("failed to execute stop or limit order after " + cnt + " retries");
OrderReliablePrint("failed trade: " + OrderReliable_CommandString(cmd) + " " + symbol +
"@" + price + " tp@" + takeprofit + " sl@" + stoploss);
OrderReliablePrint("last error: " + OrderReliableErrTxt(err));
return(-1);
}
} // end
if (limit_to_market)
{
OrderReliablePrint("going from limit order to market order because market is too close.");
if ((cmd == OP_BUYSTOP) || (cmd == OP_BUYLIMIT))
{
cmd = OP_BUY;
price = MarketInfo(symbol,MODE_ASK);
}
else if ((cmd == OP_SELLSTOP) || (cmd == OP_SELLLIMIT))
{
cmd = OP_SELL;
price = MarketInfo(symbol,MODE_BID);
}
}
// we now have a market order.
err = GetLastError(); // so we clear the global variable.
err = 0;
_OR_err = 0;
ticket = -1;
if ((cmd == OP_BUY) || (cmd == OP_SELL))
{
cnt = 0;
while (!exit_loop)
{
if (IsTradeAllowed())
{
ticket = OrderSend(symbol, cmd, volume, price, slippage,
stoploss, takeprofit, comment, magic,
expiration, arrow_color);
err = GetLastError();
_OR_err = err;
}
else
{
cnt++;
}
switch (err)
{
case ERR_NO_ERROR:
exit_loop = true;
break;
case ERR_SERVER_BUSY:
case ERR_NO_CONNECTION:
case ERR_INVALID_PRICE:
case ERR_OFF_QUOTES:
case ERR_BROKER_BUSY:
case ERR_TRADE_CONTEXT_BUSY:
cnt++; // a retryable error
break;
case ERR_PRICE_CHANGED:
case ERR_REQUOTE:
RefreshRates();
continue; // we can apparently retry immediately according to MT docs.
default:
// an apparently serious, unretryable error.
exit_loop = true;
break;
} // end switch
if (cnt > retry_attempts)
exit_loop = true;
if (!exit_loop)
{
OrderReliablePrint("retryable error (" + cnt + "/" +
retry_attempts + "): " + OrderReliableErrTxt(err));
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
RefreshRates();
}
if (exit_loop)
{
if (err != ERR_NO_ERROR)
{
OrderReliablePrint("non-retryable error: " + OrderReliableErrTxt(err));
}
if (cnt > retry_attempts)
{
OrderReliablePrint("retry attempts maxed at " + retry_attempts);
}
}
}
// we have now exited from loop.
if (err == ERR_NO_ERROR)
{
OrderReliablePrint("apparently successful OP_BUY or OP_SELL order placed, details follow.");
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
OrderPrint();
return(ticket); // SUCCESS!
}
OrderReliablePrint("failed to execute OP_BUY/OP_SELL, after " + cnt + " retries");
OrderReliablePrint("failed trade: " + OrderReliable_CommandString(cmd) + " " + symbol +
"@" + price + " tp@" + takeprofit + " sl@" + stoploss);
OrderReliablePrint("last error: " + OrderReliableErrTxt(err));
return(-1);
}
}
//=============================================================================
// OrderSendReliableMKT()
//
// This is intended to be an alternative for OrderSendReliable() which
// will update market-orders in the retry loop with the current Bid or Ask.
// Hence with market orders there is a greater likelihood that the trade will
// be executed versus OrderSendReliable(), and a greater likelihood it will
// be executed at a price worse than the entry price due to price movement.
//
// RETURN VALUE:
//
// Ticket number or -1 under some error conditions. Check
// final error returned by Metatrader with OrderReliableLastErr().
// This will reset the value from GetLastError(), so in that sense it cannot
// be a total drop-in replacement due to Metatrader flaw.
//
// FEATURES:
//
// * Most features of OrderSendReliable() but for market orders only.
// Command must be OP_BUY or OP_SELL, and specify Bid or Ask at
// the time of the call.
//
// * If price moves in an unfavorable direction during the loop,
// e.g. from requotes, then the slippage variable it uses in
// the real attempt to the server will be decremented from the passed
// value by that amount, down to a minimum of zero. If the current
// price is too far from the entry value minus slippage then it
// will not attempt an order, and it will signal, manually,
// an ERR_INVALID_PRICE (displayed to log as usual) and will continue
// to loop the usual number of times.
//
// * Displays various error messages on the log for debugging.
//
//
// Matt Kennel, 2006-08-16
//
//=============================================================================
int OrderSendReliableMKT(string symbol, int cmd, double volume, double price,
int slippage, double stoploss, double takeprofit,
string comment, int magic, datetime expiration = 0,
color arrow_color = CLR_NONE)
{
// ------------------------------------------------
// Check basic conditions see if trade is possible.
// ------------------------------------------------
OrderReliable_Fname = "OrderSendReliableMKT";
OrderReliablePrint(" attempted " + OrderReliable_CommandString(cmd) + " " + volume +
" lots @" + price + " sl:" + stoploss + " tp:" + takeprofit);
if ((cmd != OP_BUY) && (cmd != OP_SELL)) {
OrderReliablePrint("Improper non market-order command passed. Nothing done.");
_OR_err = ERR_MALFUNCTIONAL_TRADE;
return(-1);
}
//if (!IsConnected())
//{
// OrderReliablePrint("error: IsConnected() == false");
// _OR_err = ERR_NO_CONNECTION;
// return(-1);
//}
if (IsStopped())
{
OrderReliablePrint("error: IsStopped() == true");
_OR_err = ERR_COMMON_ERROR;
return(-1);
}
int cnt = 0;
while(!IsTradeAllowed() && cnt < retry_attempts)
{
OrderReliable_SleepRandomTime(sleep_time, sleep_maximum);
cnt++;
}
if (!IsTradeAllowed())
{
OrderReliablePrint("error: no operation possible because IsTradeAllowed()==false, even after retries.");
_OR_err = ERR_TRADE_CONTEXT_BUSY;
return(-1);
}
// Normalize all price / stoploss / takeprofit to the proper # of digits.
int digits = MarketInfo(symbol, MODE_DIGITS);
if (digits > 0)
{
price = NormalizeDouble(price, digits);
stoploss = NormalizeDouble(stoploss, digits);
takeprofit = NormalizeDouble(takeprofit, digits);
}
if (stoploss != 0)
OrderReliable_EnsureValidStop(symbol, price, stoploss);
int err = GetLastError(); // clear the global variable.
err = 0;
_OR_err = 0;
bool exit_loop = false;
// limit/stop order.
int ticket=-1;
// we now have a market order.
err = GetLastError(); // so we clear the global variable.
err = 0;
_OR_err = 0;
ticket = -1;
if ((cmd == OP_BUY) || (cmd == OP_SELL))
{
cnt = 0;
while (!exit_loop)
{
if (IsTradeAllowed())
{
double pnow = price;
int slippagenow = slippage;
if (cmd == OP_BUY) {
// modification by Paul Hampton-Smith to replace RefreshRates()
pnow = NormalizeDouble(MarketInfo(symbol,MODE_ASK),MarketInfo(symbol,MODE_DIGITS)); // we are buying at Ask
if (pnow > price) {
slippagenow = slippage - (pnow-price)/MarketInfo(symbol,MODE_POINT);
}
} else if (cmd == OP_SELL) {
// modification by Paul Hampton-Smith to replace RefreshRates()
pnow = NormalizeDouble(MarketInfo(symbol,MODE_BID),MarketInfo(symbol,MODE_DIGITS)); // we are buying at Ask
if (pnow < price) {
// moved in an unfavorable direction
slippagenow = slippage - (price-pnow)/MarketInfo(symbol,MODE_POINT);
}
}
if (slippagenow > slippage) slippagenow = slippage;
if (slippagenow >= 0) {
ticket = OrderSend(symbol, cmd, volume, pnow, slippagenow,
stoploss, takeprofit, comment, magic,
expiration, arrow_color);
err = GetLastError();
_OR_err = err;
} else {
// too far away, manually signal ERR_INVALID_PRICE, which
// will result in a sleep and a retry.
err = ERR_INVALID_PRICE;
_OR_err = err;
}
}
else
{
cnt++;
}
switch (err)
{
case ERR_NO_ERROR:
exit_loop = true;
break;
case ERR_SERVER_BUSY:
case ERR_NO_CONNECTION:
case ERR_INVALID_PRICE:
case ERR_OFF_QUOTES:
case ERR_BROKER_BUSY:
case ERR_TRADE_CONTEXT_BUSY:
cnt++; // a retryable error
break;
case ERR_PRICE_CHANGED:
case ERR_REQUOTE:
// Paul Hampton-Smith removed RefreshRates() here and used MarketInfo() above instead
continue; // we can apparently retry immediately according to MT docs.
default:
// an apparently serious, unretryable error.
exit_loop = true;
break;
} // end switch
if (cnt > retry_attempts)
exit_loop = true;
if (!exit_loop)
{
OrderReliablePrint("retryable error (" + cnt + "/" +
retry_attempts + "): " + OrderReliableErrTxt(err));
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
}
if (exit_loop)
{
if (err != ERR_NO_ERROR)
{
OrderReliablePrint("non-retryable error: " + OrderReliableErrTxt(err));
}
if (cnt > retry_attempts)
{
OrderReliablePrint("retry attempts maxed at " + retry_attempts);
}
}
}
// we have now exited from loop.
if (err == ERR_NO_ERROR)
{
OrderReliablePrint("apparently successful OP_BUY or OP_SELL order placed, details follow.");
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
OrderPrint();
return(ticket); // SUCCESS!
}
OrderReliablePrint("failed to execute OP_BUY/OP_SELL, after " + cnt + " retries");
OrderReliablePrint("failed trade: " + OrderReliable_CommandString(cmd) + " " + symbol +
"@" + price + " tp@" + takeprofit + " sl@" + stoploss);
OrderReliablePrint("last error: " + OrderReliableErrTxt(err));
return(-1);
}
}
//=============================================================================
// OrderModifyReliable()
//
// This is intended to be a drop-in replacement for OrderModify() which,
// one hopes, is more resistant to various forms of errors prevalent
// with MetaTrader.
//
// RETURN VALUE:
//
// TRUE if successful, FALSE otherwise
//
//
// FEATURES:
//
// * Re-trying under some error conditions, sleeping a random
// time defined by an exponential probability distribution.
//
// * Displays various error messages on the log for debugging.
//
//
// Matt Kennel, 2006-05-28
//
//=============================================================================
bool OrderModifyReliable(int ticket, double price, double stoploss,
double takeprofit, datetime expiration,
color arrow_color = CLR_NONE)
{
OrderReliable_Fname = "OrderModifyReliable";
OrderReliablePrint(" attempted modify of #" + ticket + " price:" + price +
" sl:" + stoploss + " tp:" + takeprofit);
//if (!IsConnected())
//{
// OrderReliablePrint("error: IsConnected() == false");
// _OR_err = ERR_NO_CONNECTION;
// return(false);
//}
if (IsStopped())
{
OrderReliablePrint("error: IsStopped() == true");
return(false);
}
int cnt = 0;
while(!IsTradeAllowed() && cnt < retry_attempts)
{
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
cnt++;
}
if (!IsTradeAllowed())
{
OrderReliablePrint("error: no operation possible because IsTradeAllowed()==false, even after retries.");
_OR_err = ERR_TRADE_CONTEXT_BUSY;
return(false);
}
if (false) {
// This section is 'nulled out', because
// it would have to involve an 'OrderSelect()' to obtain
// the symbol string, and that would change the global context of the
// existing OrderSelect, and hence would not be a drop-in replacement
// for OrderModify().
//
// See OrderModifyReliableSymbol() where the user passes in the Symbol
// manually.
OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES);
string symbol = OrderSymbol();
int digits = MarketInfo(symbol,MODE_DIGITS);
if (digits > 0) {
price = NormalizeDouble(price,digits);
stoploss = NormalizeDouble(stoploss,digits);
takeprofit = NormalizeDouble(takeprofit,digits);
}
if (stoploss != 0) OrderReliable_EnsureValidStop(symbol,price,stoploss);
}
int err = GetLastError(); // so we clear the global variable.
err = 0;
_OR_err = 0;
bool exit_loop = false;
cnt = 0;
bool result = false;
while (!exit_loop)
{
if (IsTradeAllowed())
{
result = OrderModify(ticket, price, stoploss,
takeprofit, expiration, arrow_color);
err = GetLastError();
_OR_err = err;
}
else
cnt++;
if (result == true)
exit_loop = true;
switch (err)
{
case ERR_NO_ERROR:
exit_loop = true;
break;
case ERR_NO_RESULT:
// modification without changing a parameter.
// if you get this then you may want to change the code.
exit_loop = true;
break;
case ERR_SERVER_BUSY:
case ERR_NO_CONNECTION:
case ERR_INVALID_PRICE:
case ERR_OFF_QUOTES:
case ERR_BROKER_BUSY:
case ERR_TRADE_CONTEXT_BUSY:
case ERR_TRADE_TIMEOUT: // for modify this is a retryable error, I hope.
cnt++; // a retryable error
break;
case ERR_PRICE_CHANGED:
case ERR_REQUOTE:
RefreshRates();
continue; // we can apparently retry immediately according to MT docs.
default:
// an apparently serious, unretryable error.
exit_loop = true;
break;
} // end switch
if (cnt > retry_attempts)
exit_loop = true;
if (!exit_loop)
{
OrderReliablePrint("retryable error (" + cnt + "/" + retry_attempts +
"): " + OrderReliableErrTxt(err));
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
RefreshRates();
}
if (exit_loop)
{
if ((err != ERR_NO_ERROR) && (err != ERR_NO_RESULT))
OrderReliablePrint("non-retryable error: " + OrderReliableErrTxt(err));
if (cnt > retry_attempts)
OrderReliablePrint("retry attempts maxed at " + retry_attempts);
}
}
// we have now exited from loop.
if ((result == true) || (err == ERR_NO_ERROR))
{
OrderReliablePrint("apparently successful modification order, updated trade details follow.");
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
OrderPrint();
return(true); // SUCCESS!
}
if (err == ERR_NO_RESULT)
{
OrderReliablePrint("Server reported modify order did not actually change parameters.");
OrderReliablePrint("redundant modification: " + ticket + " " + symbol +
"@" + price + " tp@" + takeprofit + " sl@" + stoploss);
OrderReliablePrint("Suggest modifying code logic to avoid.");
return(true);
}
OrderReliablePrint("failed to execute modify after " + cnt + " retries");
OrderReliablePrint("failed modification: " + ticket + " " + symbol +
"@" + price + " tp@" + takeprofit + " sl@" + stoploss);
OrderReliablePrint("last error: " + OrderReliableErrTxt(err));
return(false);
}
//=============================================================================
//
// OrderModifyReliableSymbol()
//
// This has the same calling sequence as OrderModify() except that the
// user must provide the symbol.
//
// This function will then be able to ensure proper normalization and
// stop levels.
//
//=============================================================================
bool OrderModifyReliableSymbol(string symbol, int ticket, double price,
double stoploss, double takeprofit,
datetime expiration, color arrow_color = CLR_NONE)
{
int digits = MarketInfo(symbol, MODE_DIGITS);
if (digits > 0)
{
price = NormalizeDouble(price, digits);
stoploss = NormalizeDouble(stoploss, digits);
takeprofit = NormalizeDouble(takeprofit, digits);
}
if (stoploss != 0)
OrderReliable_EnsureValidStop(symbol, price, stoploss);
return(OrderModifyReliable(ticket, price, stoploss,
takeprofit, expiration, arrow_color));
}
//=============================================================================
// OrderCloseReliable()
//
// This is intended to be a drop-in replacement for OrderClose() which,
// one hopes, is more resistant to various forms of errors prevalent
// with MetaTrader.
//
// RETURN VALUE:
//
// TRUE if successful, FALSE otherwise
//
//
// FEATURES:
//
// * Re-trying under some error conditions, sleeping a random
// time defined by an exponential probability distribution.
//
// * Displays various error messages on the log for debugging.
//
//
// Derk Wehler, ashwoods155@yahoo.com 2006-07-19
//
//=============================================================================
bool OrderCloseReliable(int ticket, double lots, double price,
int slippage, color arrow_color = CLR_NONE)
{
int nOrderType;
string strSymbol;
OrderReliable_Fname = "OrderCloseReliable";
OrderReliablePrint(" attempted close of #" + ticket + " price:" + price +
" lots:" + lots + " slippage:" + slippage);
// collect details of order so that we can use GetMarketInfo later if needed
if (!OrderSelect(ticket,SELECT_BY_TICKET))
{
_OR_err = GetLastError();
OrderReliablePrint("error: " + ErrorDescription(_OR_err));
return(false);
}
else
{
nOrderType = OrderType();
strSymbol = OrderSymbol();
}
if (nOrderType != OP_BUY && nOrderType != OP_SELL)
{
_OR_err = ERR_INVALID_TICKET;
OrderReliablePrint("error: trying to close ticket #" + ticket + ", which is " + OrderReliable_CommandString(nOrderType) + ", not OP_BUY or OP_SELL");
return(false);
}
//if (!IsConnected())
//{
// OrderReliablePrint("error: IsConnected() == false");
// _OR_err = ERR_NO_CONNECTION;
// return(false);
//}
if (IsStopped())
{
OrderReliablePrint("error: IsStopped() == true");
return(false);
}
int cnt = 0;
/*
Commented out by Paul Hampton-Smith due to a bug in MT4 that sometimes incorrectly returns IsTradeAllowed() = false
while(!IsTradeAllowed() && cnt < retry_attempts)
{
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
cnt++;
}
if (!IsTradeAllowed())
{
OrderReliablePrint("error: no operation possible because IsTradeAllowed()==false, even after retries.");
_OR_err = ERR_TRADE_CONTEXT_BUSY;
return(false);
}
*/
int err = GetLastError(); // so we clear the global variable.
err = 0;
_OR_err = 0;
bool exit_loop = false;
cnt = 0;
bool result = false;
while (!exit_loop)
{
if (IsTradeAllowed())
{
result = OrderClose(ticket, lots, price, slippage, arrow_color);
err = GetLastError();
_OR_err = err;
}
else
cnt++;
if (result == true)
exit_loop = true;
switch (err)
{
case ERR_NO_ERROR:
exit_loop = true;
break;
case ERR_SERVER_BUSY:
case ERR_NO_CONNECTION:
case ERR_INVALID_PRICE:
case ERR_OFF_QUOTES:
case ERR_BROKER_BUSY:
case ERR_TRADE_CONTEXT_BUSY:
case ERR_TRADE_TIMEOUT: // for modify this is a retryable error, I hope.
cnt++; // a retryable error
break;
case ERR_PRICE_CHANGED:
case ERR_REQUOTE:
continue; // we can apparently retry immediately according to MT docs.
default:
// an apparently serious, unretryable error.
exit_loop = true;
break;
} // end switch
if (cnt > retry_attempts)
exit_loop = true;
if (!exit_loop)
{
OrderReliablePrint("retryable error (" + cnt + "/" + retry_attempts +
"): " + OrderReliableErrTxt(err));
OrderReliable_SleepRandomTime(sleep_time,sleep_maximum);
// Added by Paul Hampton-Smith to ensure that price is updated for each retry
if (nOrderType == OP_BUY) price = NormalizeDouble(MarketInfo(strSymbol,MODE_BID),MarketInfo(strSymbol,MODE_DIGITS));
if (nOrderType == OP_SELL) price = NormalizeDouble(MarketInfo(strSymbol,MODE_ASK),MarketInfo(strSymbol,MODE_DIGITS));
}
if (exit_loop)
{
if ((err != ERR_NO_ERROR) && (err != ERR_NO_RESULT))
OrderReliablePrint("non-retryable error: " + OrderReliableErrTxt(err));
if (cnt > retry_attempts)
OrderReliablePrint("retry attempts maxed at " + retry_attempts);
}
}
// we have now exited from loop.
if ((result == true) || (err == ERR_NO_ERROR))
{
OrderReliablePrint("apparently successful close order, updated trade details follow.");
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
OrderPrint();
return(true); // SUCCESS!
}
OrderReliablePrint("failed to execute close after " + cnt + " retries");
OrderReliablePrint("failed close: Ticket #" + ticket + ", Price: " +
price + ", Slippage: " + slippage);
OrderReliablePrint("last error: " + OrderReliableErrTxt(err));
return(false);
}
//=============================================================================
//=============================================================================
// Utility Functions
//=============================================================================
//=============================================================================
int OrderReliableLastErr()
{
return (_OR_err);
}
string OrderReliableErrTxt(int err)
{
return ("" + err + ":" + ErrorDescription(err));
}
void OrderReliablePrint(string s)
{
// Print to log prepended with stuff;
if (!(IsTesting() || IsOptimization())) Print(OrderReliable_Fname + " " + OrderReliableVersion + ":" + s);
}
string OrderReliable_CommandString(int cmd)
{
if (cmd == OP_BUY)
return("OP_BUY");
if (cmd == OP_SELL)
return("OP_SELL");
if (cmd == OP_BUYSTOP)
return("OP_BUYSTOP");
if (cmd == OP_SELLSTOP)
return("OP_SELLSTOP");
if (cmd == OP_BUYLIMIT)
return("OP_BUYLIMIT");
if (cmd == OP_SELLLIMIT)
return("OP_SELLLIMIT");
return("(CMD==" + cmd + ")");
}
//=============================================================================
//
// OrderReliable_EnsureValidStop()
//
// Adjust stop loss so that it is legal.
//
// Matt Kennel
//
//=============================================================================
void OrderReliable_EnsureValidStop(string symbol, double price, double& sl)
{
// Return if no S/L
if (sl == 0)
return;
double servers_min_stop = MarketInfo(symbol, MODE_STOPLEVEL) * MarketInfo(symbol, MODE_POINT);
if (MathAbs(price - sl) <= servers_min_stop)
{
// we have to adjust the stop.
if (price > sl)
sl = price - servers_min_stop; // we are long
else if (price < sl)
sl = price + servers_min_stop; // we are short
else
OrderReliablePrint("EnsureValidStop: error, passed in price == sl, cannot adjust");
sl = NormalizeDouble(sl, MarketInfo(symbol, MODE_DIGITS));
}
}
//=============================================================================
//
// OrderReliable_SleepRandomTime()
//
// This sleeps a random amount of time defined by an exponential
// probability distribution. The mean time, in Seconds is given
// in 'mean_time'.
//
// This is the back-off strategy used by Ethernet. This will
// quantize in tenths of seconds, so don't call this with a too
// small a number. This returns immediately if we are backtesting
// and does not sleep.
//
// Matt Kennel mbkennelfx@gmail.com.
//
//=============================================================================
void OrderReliable_SleepRandomTime(double mean_time, double max_time)
{
if (IsTesting())
return; // return immediately if backtesting.
double tenths = MathCeil(mean_time / 0.1);
if (tenths <= 0)
return;
int maxtenths = MathRound(max_time/0.1);
double p = 1.0 - 1.0 / tenths;
Sleep(100); // one tenth of a second PREVIOUS VERSIONS WERE STUPID HERE.
for(int i=0; i < maxtenths; i++)
{
if (MathRand() > p*32768)
break;
// MathRand() returns in 0..32767
Sleep(100);
}
}
