Loops and Closing or Deleting Orders

Simon Gniadkowski 2012.05.24 08:48

This is one of the most common errors I see, probably due in part to the likes of garbage such as Expert Advisor Builder. So I thought it was time for a thread dedicated to the subject so that it can be linked to for future reference.

The Problem

Let's take a simple example; we want a function to close all open orders for our EA, there are plenty of examples but let's create one from scratch.

We need a loop because we want to close all our orders for a specific EA, within this loop we will have code to select the order, code to check it is the correct symbol and magic number and finally code to close the order:

int PositionIndex;    //  <-- this variable is the index used for the loop

int TotalNumberOfOrders;   //  <-- this variable will hold the number of orders currently in the Trade pool

TotalNumberOfOrders = OrdersTotal();    // <-- we store the number of Orders in the variable

for(PositionIndex = 0; PositionIndex < TotalNumberOfOrders; PositionIndex++)  //  <-- for loop to loop through all Orders
   {
   if( ! OrderSelect(PositionIndex, SELECT_BY_POS, MODE_TRADES) ) continue;   // <-- if the OrderSelect fails advance the loop to the next PositionIndex
   
   if( OrderMagicNumber() == MagicNo       // <-- does the Order's Magic Number match our EA's magic number ? 
      && OrderSymbol() == Symbol()         // <-- does the Order's Symbol match the Symbol our EA is working on ? 
      && ( OrderType() == OP_BUY           // <-- is the Order a Buy Order ? 
      ||   OrderType() == OP_SELL ) )      // <-- or is it a Sell Order ?

      if ( ! OrderClose( OrderTicket(), OrderLots(), OrderClosePrice(), Slippage ) )               // <-- try to close the order
         Print("Order Close failed, order number: ", OrderTicket(), " Error: ", GetLastError() );  // <-- if the Order Close failed print some helpful information 
      
   } //  end of For loop

This code is bad . . . DO NOT USE IT . . . I will explain why in the next section . . .

The Explanation

Let's work through the code above . . . line by line, Order by Order . . .

Let's assume we have the following Orders that we want to close, they all have the same magic number and Symbol as our EA so we want our code to close them all:

Position	Ticket Number
0	111
1	222
2	333
3	444
4	555

1st run through the loop:

the initial value of PositionIndex is 0 so the order at position 0 is selected, ticket number 111, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	222
1	333
2	444
3	555

2nd run through the loop:

now the value of PositionIndex is 1 so the order at position 1 is selected, ticket number 333, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	222
1	444
2	555

3rd run through the loop:

now the value of PositionIndex is 2 so the order at position 2 is selected, ticket number 555, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	222
1	444

4th run through the loop:

now the value of PositionIndex is 3 OrderSelect() tries to select the Order at position 3 and fails, the continue takes execution of the code to the next value in the loop . .

5th and last run through the loop:

now the value of PositionIndex is 4 OrderSelect() tries to select the Order at position 4 and fails, the continue takes execution of the code to the next value in the loop . . . the loop has finished.

We are now left with 2 Orders, tickets 222 and 444 which should have been closed but were not . . . next, how to resolve this issue.

The Solution

The following code is the correct approach when closing open orders or deleting pending orders . . .

The key difference is that the loop decrements from ( TotalNumberOfOrders - 1 ) to 0

int PositionIndex;    //  <-- this variable is the index used for the loop

int TotalNumberOfOrders;   //  <-- this variable will hold the number of orders currently in the Trade pool

TotalNumberOfOrders = OrdersTotal();    // <-- we store the number of Orders in the variable

for(PositionIndex = TotalNumberOfOrders - 1; PositionIndex >= 0 ; PositionIndex --)  //  <-- for loop to loop through all Orders . .   COUNT DOWN TO ZERO !
   {
   if( ! OrderSelect(PositionIndex, SELECT_BY_POS, MODE_TRADES) ) continue;   // <-- if the OrderSelect fails advance the loop to the next PositionIndex
   
   if( OrderMagicNumber() == MagicNo       // <-- does the Order's Magic Number match our EA's magic number ? 
      && OrderSymbol() == Symbol()         // <-- does the Order's Symbol match the Symbol our EA is working on ? 
      && ( OrderType() == OP_BUY           // <-- is the Order a Buy Order ? 
      ||   OrderType() == OP_SELL ) )      // <-- or is it a Sell Order ?
   
      if ( ! OrderClose( OrderTicket(), OrderLots(), OrderClosePrice(), Slippage ) )               // <-- try to close the order
         Print("Order Close failed, order number: ", OrderTicket(), " Error: ", GetLastError() );  // <-- if the Order Close failed print some helpful information 
      
   } //  end of For loop

Once again let's work through the code above . . . line by line, Order by Order . . .

We have the same orders as before:

Position	Ticket Number
0	111
1	222
2	333
3	444
4	555

1st run through the loop:

the initial value of PositionIndex is TotalNumberOfOrders - 1 which is equal to 5 - 1 = 4, so the order at position 4 is selected, ticket number 555, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	111
1	222
2	333
3	444

2nd run through the loop:

now the value of PositionIndex is 3 so the order at position 3 is selected, ticket number 444, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	111
1	222
2	333

3rd run through the loop:

now the value of PositionIndex is 2 so the order at position 2 is selected, ticket number 333, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	111
1	222

4th run through the loop:

now the value of PositionIndex is 1 so the order at position 1 is selected, ticket number 222, this order is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number
0	111

5th and last run through the loop:

now the value of PositionIndex is 0 so the order at position 0 is selected, ticket number 111, this order is successfully deleted, value 0 is the last valid value for the loop . . . the loop has finished.

We have successfully deleted all our matching orders . . .

Link to this thread: Loops and Closing or Deleting Orders

Simon Gniadkowski 2012.05.24 08:49 #1

Lets take a more complex example . . .

Lets assume we have the following Orders that we want to close, they all have the same magic number but some have a different Symbol as our EA, we want our code to close the orders for the same symbol as our EA, EURUSD:

Position	Ticket Number	Symbol
0	111	EURUSD
1	222	EURUSD
2	333	GBPUSD
3	444	EURUSD
4	555	EURUSD

1st run through the loop:

the initial value of PositionIndex is TotalNumberOfOrders - 1 which is equal to 5 - 1 = 4, so the order at position 4 is selected, ticket number 555, this order matches magic number and Symbol so is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number	Symbol
0	111	EURUSD
1	222	EURUSD
2	333	GBPUSD
3	444	EURUSD

2nd run through the loop:

now the value of PositionIndex is 3 so the order at position 3 is selected, ticket number 444, this order matches magic number and Symbol so is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number	Symbol
0	111	EURUSD
1	222	EURUSD
2	333	GBPUSD

3rd run through the loop:

now the value of PositionIndex is 2 so the order at position 2 is selected, ticket number 333, this order matches magic number but NOT Symbol so it is not deleted, the remaining Orders do not change:

Position	Ticket Number	Symbol
0	111	EURUSD
1	222	EURUSD
2	333	GBPUSD

4th run through the loop:

now the value of PositionIndex is 1 so the order at position 1 is selected, ticket number 222, this order matches magic number and Symbol so is successfully deleted and the remaining Orders change position as follows:

Position	Ticket Number	Symbol
0	111	EURUSD
1	333	GBPUSD

5th and last run through the loop:

We have successfully deleted all our matching orders leaving the one order that did not match our symbol, ticket number 333 now at position 0 . . .

Position	Ticket Number	Symbol
0	333	GBPUSD

Link to this thread: Loops and Closing or Deleting Orders

MQL5: Run Multiple Expert index in the order Any rookie question, so

William Roeder 2012.05.24 11:22 #2

See also why you must count down AND test the OrderSelect status

Yochanan Gerbi 2012.05.29 07:42 #3

Thank you Raptor for this important explanation.

Ryan L Johnson 2012.06.05 18:21 #4

This is extremely helpful to me, King of the garbage expert advisor builder! Oh, how I do enjoy hacking away at the resulting code. Many thanks.

[Deleted] 2012.06.05 18:29 #5

Wow. All that information for closing an order.

I wonder how much information it would take to net 50+ pips a day, consistently, everyday (on average) - without fail, through the last 137 trades.

Show me how to do something like that, and I would consider it extremely helpful information and Guru, shall be your title, forever and ever, Amen.

Sleep() on Loss How to code? [WARNING CLOSED!] Any newbie

Simon Gniadkowski 2012.06.15 05:51 #6

CFx:

Wow. All that information for closing an order.

I wonder how much information it would take to net 50+ pips a day, consistently, everyday (on average) - without fail, through the last 137 trades.

I have no interest in pips . . . what can I do with them ? I can't spend them, what is the GBPPIPS rate ? you show your ignorance by counting success in pips . . .

William Roeder 2012.06.15 10:29 #7

CFx:

I wonder how much information it would take to net 50+ pips a day, consistently, everyday (on average) - without fail, through the last 137 trades.

Show me how to do something like that, and I would consider it extremely helpful information and Guru, shall be your title, forever and ever, Amen.

Don't Hijack thread with off topic information
We are NOT going to show you that because you didn't read the rules Any discussions except of concerning MetaQuotes Language 4 and auto trading are forbidden

Simple new Robot code Buy Gold MT4 - trading functions

[Deleted] 2013.01.14 17:02 #8

Raptor,i do know at 1st glance of ur post that u r quite n expert in mql4.this thread again helps clear my doubts!keep up the good works.tnx

Joao Rosas 2013.01.14 17:23 #9

Just another idea:

for(PositionIndex = 0; PositionIndex < OrdersTotal() ; PositionIndex ++)  //  <-- for loop to loop through all Orders . .   COUNT DOWN TO ZERO !
   {
   if( ! OrderSelect(PositionIndex, SELECT_BY_POS, MODE_TRADES) ) continue;   // <-- if the OrderSelect fails advance the loop to the next PositionIndex
   
   if( OrderMagicNumber() == MagicNo       // <-- does the Order's Magic Number match our EA's magic number ? 
      && OrderSymbol() == Symbol()         // <-- does the Order's Symbol match the Symbol our EA is working on ? 
      && ( OrderType() == OP_BUY           // <-- is the Order a Buy Order ? 
      ||   OrderType() == OP_SELL ) )      // <-- or is it a Sell Order ?
   
         add_trade_to_close_queue( OrderTicket());  // <--  You need to model the queue mechanism ...
      
   } //  end of For loop

Regards.

shonick 2013.02.10 17:01 #10

abstract_mind:

Just another idea:

Regards.

yes, understand the logic behind of MT4, it is up to you to code increase or decrease counter.

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