EA fails to open trades in Strategy Tester - CTrade::PositionOpen: [invalid fill]

[johhny6]

None of the EA's (or my custom EA's) orders seem to be filled during strategy testing, returning this error every time:

2011.06.10 14:07:48 Core 1 2011.06.08 11:04:35 CTrade::PositionOpen: market buy 0.10 EURUSD tp: 1.47127 [invalid fill]

Has anyone seen this? Is it a broker-data problem?

The history is there (as it can see), but no orders are filled...

Is it a volume/slippage issue?

its similar to another persons experience, as linked below.

http://forums.babypips.com/newbie-island/39316-strategy-tester.html

thanks

[Jimmy]

johhny6:

None of the EA's (or my custom EA's) orders seem to be filled during strategy testing, returning this error every time:

2011.06.10 14:07:48 Core 1 2011.06.08 11:04:35 CTrade::PositionOpen: market buy 0.10 EURUSD tp: 1.47127 [invalid fill]

Has anyone seen this? Is it a broker-data problem?

The history is there (as it can see), but no orders are filled...

Is it a volume/slippage issue?

its similar to another persons experience, as linked below.

http://forums.babypips.com/newbie-island/39316-strategy-tester.html

thanks

Did you use SetTypeFilling method? Proabably better leave it w/ the default value.

[johhny6]

fireflies:
Did you use SetTypeFilling method? Proabably better leave it w/ the default value.

thanks for that!

i'm now setting the type and a slippage .. which is working, cheers

            trade.SetTypeFilling(ORDER_FILLING_CANCEL); // AON
            trade.SetDeviationInPoints(Slippage);

[Vos77]

Hey,

 none of my EAs work, all say Invalid fill in the journal,

 I don't understand the solution above, could someone please explain in simple terms?

Cheers. 

[Jimmy]

Vos77:

Hey,

 none of my EAs work, all say Invalid fill in the journal,

 I don't understand the solution above, could someone please explain in simple terms?

Cheers. 

Do you use OrderSend command in your EA to send the order? If you check the documentation, it uses MqlTradeRequest structure as input parameter to accept the order information.

One field in the structure, type_filling, determines how the order will be filled: all or nothing (ORDER_FILLING_AON), fill as many as allowed and cancel the rest (ORDER_FILLING_CANCEL), or fill as many as allowed and create a new order for the rest (ORDER_FILLING_RETURN).

The default value for this field is ORDER_FILLING_AON. Changing this default value may or may not create the invalid fill error (probably depends on the broker's setting).

[johhny6]

Vos77:

Hey,

 none of my EAs work, all say Invalid fill in the journal,

 I don't understand the solution above, could someone please explain in simple terms?

Cheers. 

you need to adjust your EA to have a filling type, and set a slippage or deviation value.

i dont know what your EA is using for the trade class, but in the below example its just "trade".

   trade.SetTypeFilling(ORDER_FILLING_CANCEL);
   trade.SetDeviationInPoints(8);