CTrade::FillingCheck - possible bug introduced since Jan 2013

[johhny6]

Hi there,

I have EA's working since Jan 2013, compiled back then OK, and running in market without problem since.

However re-compile same Jan 2013 code with latest MT5 compiler, gives me errors in market.

Code has not changed.

I traced it to maybe the CTrade::FillingCheck.

This EA is using Limit orders successfully, however now it no longer works.

Using IOC and Limit orders - please help!!

If I use the EA compiled in January 2013, on live MT5, it works fine. But I want to change code and recompile!

Debug through the below code:

exec = SYMBOL_TRADE_EXECUTION_MARKET

m_request.action = TRADE_ACTION_PENDING

Meaning it passes if(exec), but then fails m_request, and gives error.

bool CTrade::FillingCheck(const string symbol)

... // lines removed here. code gets to below then jumps to error.

//--- check execution mode again
   if(exec==SYMBOL_TRADE_EXECUTION_MARKET)
     {
      //--- for the MARKET execution mode
      //--- analyze order
      if(m_request.action!=TRADE_ACTION_PENDING)
        {
         //--- in case of instant execution order
         //--- if the required filling policy is supported, add it to the request
         if(m_type_filling==ORDER_FILLING_FOK && (filling & SYMBOL_FILLING_ALL_OR_NONE)!=0)
           {
            m_request.type_filling=m_type_filling;
            return(true);
           }
         if(m_type_filling==ORDER_FILLING_IOC && (filling & SYMBOL_CANCEL_REMAIND)!=0)
           {
            m_request.type_filling=m_type_filling;
            return(true);
           }
        }
      //--- wrong filling policy, set error code
      m_result.retcode=TRADE_RETCODE_INVALID_FILL;

[Simon Gniadkowski]

johhny6:

Hi there,

I have EA's working since Jan 2013, compiled back then OK, and running in market without problem since.

However re-compile same Jan 2013 code with latest MT5 compiler, gives me errors in market.

<CODE DELETED>

When posting code please use the   SRC   button : How to use the   SRC   button. 

1st post edited using SRC 

[Alain Verleyen]

johhny6:

Hi there,

I have EA's working since Jan 2013, compiled back then OK, and running in market without problem since.

However re-compile same Jan 2013 code with latest MT5 compiler, gives me errors in market.

...

Meaning it passes if(exec), but then fails m_request, and gives error.

...

Which error do you get ? INVALID_FILL ?

[johhny6]

angevoyageur:
Which error do you get ? INVALID_FILL ?

Yes, 10030.

[Alain Verleyen]

johhny6:

Yes, 10030.

Then your broker may have change the specifications of the symbol, check it by right clicking on your symbol in Market Watch, then Specification..., on get a window like this :

Is this IOC ?

[johhny6]

angevoyageur:

Then your broker may have change the specifications of the symbol, check it by right clicking on your symbol in Market Watch, then Specification..., on get a window like this :

Is this IOC ?

It says: "Immediate or Cancel"

Expiration is: GTC, Today, Specified

Orders is: All

The old code in .ex5 / binary form from Jan 2013, works fine.

If i take the code, and recompile, it gives me filling error - same broker, same terminal, same code but newer compile date

[Alain Verleyen]

johhny6:

It says: "Immediate or Cancel"

Expiration is: GTC, Today, Specified

Orders is: All

The old code in .ex5 / binary form from Jan 2013, works fine.

If i take the code, and recompile, it gives me filling error - same broker, same terminal, same code but newer compile date

I don't see the problem, you have to write to ServiceDesk and provide them your code and probably the logs.

[johhny6]

angevoyageur:
I don't see the problem, you have to write to ServiceDesk and provide them your code and probably the logs.

Ok, will do.

Maybe it has something with the EXECUTION_MARKET bit, that is new since Jan 2013 yes?

debugger example:

[Alain Verleyen]

johhny6:

Ok, will do.

Maybe it has something with the EXECUTION_MARKET bit, that is new since Jan 2013 yes?

debugger example:

Can you show the code of your EA where you are using IOC ?

[johhny6]

angevoyageur:
Can you show the code of your EA where you are using IOC ?

Sure

in OnInit()

         o_trade.SetTypeFilling(ORDER_FILLING_IOC);

         o_trade.SetDeviationInPoints(Slippage);

- here is call to CTrade object

               tradeOK=o_trade.BuyLimit(TradeSizeOptimized(),ask_price,_Symbol,SL,TP,ORDER_TIME_GTC,0,"my comment");

also debugger shows IOC (below)

[Victor Kirillin]

Please try to re-compile with the changed file and inform us about the result.