Broker Order filling
I trade with a certain broker using an EA and I never used to have problems.
However recently my orders have been declined because of error 10030. Prior to this I used to input the order filling type as a parameter for the EA and it would work without a problem. But now even when I use
SymbolInfoInteger(Symbol(),SYMBOL_FILLING_MODE)
to get the filling mode from the broker it still brings up this error.
I am having this problem only with this broker, my EA works ok with other brokers. This brokers filling mode is
Immediate Or Cancel.
Has someone resolved a similar issue.
- Order filling type problem. Help?
- Error opening SELL order = 130
- EA Issues with Order Filling Modes for DJ30 Symbol
You need to fix your code. The filling mode can be changed by the broker, or different between brokers, so your EA should deal with all situation.
Post the relevant code if you need help.
Alain Verleyen:
You need to fix your code. The filling mode can be changed by the broker, or different between brokers, so your EA should deal with all situation.
Post the relevant code if you need help.
Here is my code
int Open(ENUM_ORDER_TYPE Type,double Volume,string SymbolTicker=NULL,int MagicNumber=0,ENUM_ORDER_TYPE_FILLING Filling=ORDER_FILLING_FOK)
{
int _open_error = 0;
if(SymbolTicker==NULL){SymbolTicker=Symbol();}
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest __request={0};
MqlTradeResult __result={0};
double _open_volume=Volume;
if(PositionSelect(SymbolTicker)&&SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)!=0.0)
{
_open_volume=MathMin(Volume,SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)-Volume);
}
if(_open_volume==0.0)
{
return(_open_error);
}
int _order_count=0,_orders=(int)MathMax(1.0,MathCeil(_open_volume/MathMax((SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)==0.0?10.0:SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX))));
while(_open_volume>0.0&&_order_count<_orders)
{
//printf(__FUNCSIG__+" min: "+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP))+" step:"+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN)));
double _order_volume=MathMin(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX),MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),(MathRound(_open_volume/MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))*MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))));
ZeroMemory(__request);
ZeroMemory(__result);
//--- parameters of request
__request.type_filling = (ENUM_ORDER_TYPE_FILLING)SymbolInfoInteger(SymbolTicker,SYMBOL_FILLING_MODE);// Filling; //filling mode
__request.action =TRADE_ACTION_DEAL; // type of trade operation
__request.symbol =SymbolTicker; // symbol
__request.volume =_order_volume; // volume of 0.1 lot
__request.type =Type; // order type
__request.price =(Type==ORDER_TYPE_BUY?SymbolInfoDouble(SymbolTicker,SYMBOL_ASK):SymbolInfoDouble(SymbolTicker,SYMBOL_BID)); // price for opening
__request.deviation=5; // allowed deviation from the price
__request.magic =MagicNumber; // MagicNumber of the order
__request.comment =IntegerToString(MagicNumber); // Comment
//--- send the request
if(!OrderSend(__request,__result))
{
_open_error = GetLastError();
PrintFormat("OrderSend error %d",_open_error); // if unable to send the request, output the error code
}
_order_count++;
_open_volume-=_order_volume;
if(_open_volume<=0.0||_order_count>=_orders)
{
break;
}
}
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",__result.retcode,__result.deal,__result.order);
return(_open_error);
}
{
int _open_error = 0;
if(SymbolTicker==NULL){SymbolTicker=Symbol();}
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest __request={0};
MqlTradeResult __result={0};
double _open_volume=Volume;
if(PositionSelect(SymbolTicker)&&SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)!=0.0)
{
_open_volume=MathMin(Volume,SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)-Volume);
}
if(_open_volume==0.0)
{
return(_open_error);
}
int _order_count=0,_orders=(int)MathMax(1.0,MathCeil(_open_volume/MathMax((SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)==0.0?10.0:SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX))));
while(_open_volume>0.0&&_order_count<_orders)
{
//printf(__FUNCSIG__+" min: "+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP))+" step:"+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN)));
double _order_volume=MathMin(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX),MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),(MathRound(_open_volume/MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))*MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))));
ZeroMemory(__request);
ZeroMemory(__result);
//--- parameters of request
__request.type_filling = (ENUM_ORDER_TYPE_FILLING)SymbolInfoInteger(SymbolTicker,SYMBOL_FILLING_MODE);// Filling; //filling mode
__request.action =TRADE_ACTION_DEAL; // type of trade operation
__request.symbol =SymbolTicker; // symbol
__request.volume =_order_volume; // volume of 0.1 lot
__request.type =Type; // order type
__request.price =(Type==ORDER_TYPE_BUY?SymbolInfoDouble(SymbolTicker,SYMBOL_ASK):SymbolInfoDouble(SymbolTicker,SYMBOL_BID)); // price for opening
__request.deviation=5; // allowed deviation from the price
__request.magic =MagicNumber; // MagicNumber of the order
__request.comment =IntegerToString(MagicNumber); // Comment
//--- send the request
if(!OrderSend(__request,__result))
{
_open_error = GetLastError();
PrintFormat("OrderSend error %d",_open_error); // if unable to send the request, output the error code
}
_order_count++;
_open_volume-=_order_volume;
if(_open_volume<=0.0||_order_count>=_orders)
{
break;
}
}
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",__result.retcode,__result.deal,__result.order);
return(_open_error);
}
__request.type_filling = (ENUM_ORDER_TYPE_FILLING)SymbolInfoInteger(SymbolTicker,SYMBOL_FILLING_MODE);// Filling; //filling mode
This is a bug.
SymbolInfoInteger() gives you a flag of possible filling mode, you can't just use it to set your request field.
Alain Verleyen:
Thanks. __request.type_filling = (ENUM_ORDER_TYPE_FILLING)SymbolInfoInteger(SymbolTicker,SYMBOL_FILLING_MODE);// Filling; //filling mode
This is a bug.
SymbolInfoInteger() gives you a flag of possible filling mode, you can't just use it to set your request field.
Let me look at it.
I am having a lot of issues with this broker. I just discovered
SymbolInfoDouble(Symbol(),SYMBOL_BID);
returns
DBL_MAX;
I have to use MqlTick!!
Anyway I am still getting the same error after making adjustments to check for order-filling.
Here is my code:
bool IsFillingTypeAllowed(string symbol,int fill_type)
{
int filling = (int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);
return((filling & fill_type)==fill_type);
}
int Open(ENUM_ORDER_TYPE Type,double Volume,string SymbolTicker=NULL,int MagicNumber=0)
{
int _open_error = 0;
if(SymbolTicker==NULL){SymbolTicker=Symbol();}
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest __request={0};
MqlTradeResult __result={0};
double _open_volume=Volume;
if(PositionSelect(SymbolTicker)&&SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)!=0.0)
{
_open_volume=MathMin(Volume,SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)-Volume);
}
if(_open_volume==0.0)
{
return(_open_error);
}
int _order_count=0,_orders=(int)MathMax(1.0,MathCeil(_open_volume/MathMax((SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)==0.0?10.0:SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX))));
MqlTick _tick;SymbolInfoTick(SymbolTicker,_tick);
double _bid = _tick.bid, _ask = _tick.ask;
if(_bid!=0.0&&_bid!=DBL_MAX&&_bid!=DBL_MIN&&_ask!=0.0&&_ask!=DBL_MAX&&_ask!=DBL_MIN)
{
while(_open_volume>0.0&&_order_count<_orders)
{
//printf(__FUNCSIG__+" min: "+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP))+" step:"+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN)));
double _order_volume=MathMin(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX),MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),(MathRound(_open_volume/MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))*MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))));
ZeroMemory(__request);
ZeroMemory(__result);
//--- parameters of request
//
ENUM_ORDER_TYPE_FILLING _checked_filling = INVALID_HANDLE;
if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_FOK))
{
_checked_filling = ORDER_FILLING_FOK;
}
else if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_IOC))
{
_checked_filling = ORDER_FILLING_IOC;
}
else if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_RETURN))
{
_checked_filling = ORDER_FILLING_RETURN;
}
//
if(_checked_filling!=INVALID_HANDLE)
{
__request.type_filling = _checked_filling; //filling mode
__request.action =TRADE_ACTION_DEAL; // type of trade operation
__request.symbol =SymbolTicker; // symbol
__request.volume =_order_volume; // volume of 0.1 lot
__request.type =Type; // order type
__request.price =(Type==ORDER_TYPE_BUY?_ask:_bid); // price for opening
__request.deviation=5; // allowed deviation from the price
__request.magic =MagicNumber; // MagicNumber of the order
__request.comment =IntegerToString(MagicNumber); // Comment
//--- send the request
if(!OrderSend(__request,__result))
{
_open_error = GetLastError();
PrintFormat("OrderSend error %d",_open_error); // if unable to send the request, output the error code
}
_order_count++;
_open_volume-=_order_volume;
if(_open_volume<=0.0||_order_count>=_orders)
{
break;
}
}
else
{
printf(__FUNCSIG__+" unable to determine order filling!, order OPEN failed");
}
}
}
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",__result.retcode,__result.deal,__result.order);
return(_open_error);
}
{
int filling = (int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);
return((filling & fill_type)==fill_type);
}
int Open(ENUM_ORDER_TYPE Type,double Volume,string SymbolTicker=NULL,int MagicNumber=0)
{
int _open_error = 0;
if(SymbolTicker==NULL){SymbolTicker=Symbol();}
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest __request={0};
MqlTradeResult __result={0};
double _open_volume=Volume;
if(PositionSelect(SymbolTicker)&&SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)!=0.0)
{
_open_volume=MathMin(Volume,SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)-Volume);
}
if(_open_volume==0.0)
{
return(_open_error);
}
int _order_count=0,_orders=(int)MathMax(1.0,MathCeil(_open_volume/MathMax((SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)==0.0?10.0:SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_LIMIT)),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX))));
MqlTick _tick;SymbolInfoTick(SymbolTicker,_tick);
double _bid = _tick.bid, _ask = _tick.ask;
if(_bid!=0.0&&_bid!=DBL_MAX&&_bid!=DBL_MIN&&_ask!=0.0&&_ask!=DBL_MAX&&_ask!=DBL_MIN)
{
while(_open_volume>0.0&&_order_count<_orders)
{
//printf(__FUNCSIG__+" min: "+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP))+" step:"+DoubleToString(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN)));
double _order_volume=MathMin(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MAX),MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),(MathRound(_open_volume/MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))*MathMax(SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_MIN),SymbolInfoDouble(SymbolTicker,SYMBOL_VOLUME_STEP)))));
ZeroMemory(__request);
ZeroMemory(__result);
//--- parameters of request
//
ENUM_ORDER_TYPE_FILLING _checked_filling = INVALID_HANDLE;
if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_FOK))
{
_checked_filling = ORDER_FILLING_FOK;
}
else if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_IOC))
{
_checked_filling = ORDER_FILLING_IOC;
}
else if(IsFillingTypeAllowed(SymbolTicker,ORDER_FILLING_RETURN))
{
_checked_filling = ORDER_FILLING_RETURN;
}
//
if(_checked_filling!=INVALID_HANDLE)
{
__request.type_filling = _checked_filling; //filling mode
__request.action =TRADE_ACTION_DEAL; // type of trade operation
__request.symbol =SymbolTicker; // symbol
__request.volume =_order_volume; // volume of 0.1 lot
__request.type =Type; // order type
__request.price =(Type==ORDER_TYPE_BUY?_ask:_bid); // price for opening
__request.deviation=5; // allowed deviation from the price
__request.magic =MagicNumber; // MagicNumber of the order
__request.comment =IntegerToString(MagicNumber); // Comment
//--- send the request
if(!OrderSend(__request,__result))
{
_open_error = GetLastError();
PrintFormat("OrderSend error %d",_open_error); // if unable to send the request, output the error code
}
_order_count++;
_open_volume-=_order_volume;
if(_open_volume<=0.0||_order_count>=_orders)
{
break;
}
}
else
{
printf(__FUNCSIG__+" unable to determine order filling!, order OPEN failed");
}
}
}
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",__result.retcode,__result.deal,__result.order);
return(_open_error);
}
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