Ask! - page 34
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Ok it worked, but now the problem is performance. Checking the whole history takes time. I did a backtest for a year and a half period and I noticed that it is slow. The reason is that I am checking all orders in history and compare thier close price and close time. So, is there anyway to limit the history search to make it search only the recent orders? Can I increase the performance anyhow?
you may try
OrderSelect(HistoryTotal(),SELECT_BY_POS,MODE_HISTORY);
but i'm not sure for this one , i think it will pick up the last order in whole history
cheers
hallo folk...
can anybody help me..
i have some indicator to create EA....
you may try
OrderSelect(HistoryTotal(),SELECT_BY_POS,MODE_HISTORY);
but i'm not sure for this one , i think it will pick up the last order in whole history
cheersedited of mine fault..it has to be
OrderSelect(HistoryTotal()-1,SELECT_BY_POS,MODE_HISTORY);
Sorry for double posting but I really need help...
I'm desperate here. I've been trying all night to get my array to work but nothing happens. I've realy tried to be self-sufficient and to try to learn but I still can't get to where I need to go. If someone could please have mercy upon me and lend me some assistance....PLEASE!!!!!
I'm running a grid script but would like to track how many lots I'm running by Symbol. I want to be able to add up what my total position is by lotsize. Let's say I have 0.10, 0.10, 0.10, 0.10, 0.20, 0.30, I want to be able know that I have the equivalent to 0.90 lots. I would also like to know the minimum and maximum lot sizes....0.10 and 0.30
ArrayResize(OrderArray, i);
ArrayInitialize(OrderArray,0);
cnt = 0;
for (i = 0; i < OrdersTotal(); i++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES) && OrderSymbol() == Symbol() )
{
OrderArray[cnt][PROFIT] = OrderProfit() + OrderSwap();
OrderArray[cnt][OPEN] = OrderOpenPrice();
OrderArray[cnt][LOTS] = OrderLots();
if(OrderType() == OP_BUY)
{
////// I can't get anything to work!!!!!!!
BuyLots += OrderArray[cnt][LOTS];
////// This returns Zero when I place BuyLots in my Comments
////// This returns error messages
MaxBuyLots =ArrayMaximum(OrderArray[LOTS],WHOLE_ARRAY,0);
}
Sorry for double posting but I really need help...
I'm desperate here. I've been trying all night to get my array to work but nothing happens. I've realy tried to be self-sufficient and to try to learn but I still can't get to where I need to go. If someone could please have mercy upon me and lend me some assistance....PLEASE!!!!!
I'm running a grid script but would like to track how many lots I'm running by Symbol. I want to be able to add up what my total position is by lotsize. Let's say I have 0.10, 0.10, 0.10, 0.10, 0.20, 0.30, I want to be able know that I have the equivalent to 0.90 lots. I would also like to know the minimum and maximum lot sizes....0.10 and 0.30
The problem is that the arrayresize() only resizes the first element, not the second. Obviously your LOTS,PROFIT,and OPEN macros must be 0,1,2 respectively. Also the count object in the for loop is (i) however the block code is refering to (cnt). try this and see if this works.
double OrderArray[][3];
ArrayResize( OrderArray, OrdersTotal() );
cnt = 0;
for (cnt = 0; cnt< OrdersTotal(); cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES) && OrderSymbol() == Symbol() )
{
OrderArray[cnt][PROFIT] = OrderProfit() + OrderSwap();
OrderArray[cnt][OPEN] = OrderOpenPrice();
OrderArray[cnt][LOTS] = OrderLots();
if(OrderType() == OP_BUY)
{
double BuyLots;
BuyLots += OrderArray[cnt][LOTS];
MaxBuyLots =ArrayMaximum(OrderArray);
}
Thanks Nicholishen,
I'm getting a bit closer. BuyLots is returning what is I want but ArrayMaximum is giving me a strange number that I can't quite figure out. It's not returning the largest LotSize.
I really appreciate the help.
dee
Thanks Nicholishen,
I'm getting a bit closer. BuyLots is returning what is I want but ArrayMaximum is giving me a strange number that I can't quite figure out. It's not returning the largest LotSize.
I really appreciate the help.
deeyou will need to split the array into different arrays or write a loop to extract the array max. such as:
ArrayResize( OrderArray, OrdersTotal() );
cnt = 0;
for (cnt = 0; cnt< OrdersTotal(); cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES) && OrderSymbol() == Symbol() )
{
OrderArrayProfit[cnt] = OrderProfit() + OrderSwap();
OrderArrayOpen[cnt] = OrderOpenPrice();
OrderArrayLots[cnt] = OrderLots();
if(OrderType() == OP_BUY)
{
double BuyLots;
BuyLots += OrderArrayLots[cnt];
MaxBuyLots =ArrayMaximum(OrderArrayLots);
}
[/CODE]
or
[CODE]double OrderArray[][3];
ArrayResize( OrderArray, OrdersTotal() );
cnt = 0;
for (cnt = 0; cnt< OrdersTotal(); cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES) && OrderSymbol() == Symbol() )
{
OrderArray[cnt][PROFIT] = OrderProfit() + OrderSwap();
OrderArray[cnt][OPEN] = OrderOpenPrice();
OrderArray[cnt][LOTS] = OrderLots();
if(OrderType() == OP_BUY)
{
double BuyLots;
BuyLots += OrderArray[cnt][LOTS];
}
double MBL;
for(int i=0;i<OrdersTotal();i++){
if(OrderArrayLots[LOTS]>MBL)MBL=OrderArrayLots[LOTS];
}
MaxBuyLots =MBL;
Here's another example of a function that tracks tight trailing stops across multiple trades on the same currency by pairing trailing data with the corresponding trade's ticket number - using arrays. Maybe this will help give you some ideas as well.
double tsPrice[21];
bool tsok[21];
int tkt3[20];
int SuperClose(){// superclose by nicholishen
int cnp=ordercnt();
for(int i=0;i<cnp;i++){
if(OrderMatch(i)){
if(0==0){//Pulls in order that meets the criteria for processing
int num=0;int pos=0;
for(int b=0;b<21;b++){// this (loopB) compares the ticket# of the selected order against the number stored in the ticket array
if(tsTicket==OrderTicket() ){
num++; pos=b;// if ticket numbers match, pos is the position in the array where the trailing data is stored
break;
}
}
if(num==0){ // if the loopB did not find a matching ticket number it is time to initialize the data
for(int j=0;j<21;j++){
if(tsTicket[j]==0){// this is looking for the earliest instance within the array to store the data
pos=j;
break;
}
}
tsTicket[pos]=OrderTicket();// setting the ticket number
tsok[pos]=false;// this is to determine when trailing kicks in
// Print("(",pos,") New ticket initialized = ",tsTicket[pos]);
}
if (OrderType()==OP_SELL) {
if (!tsok[pos] && (OrderOpenPrice()-Ask>=TSactivation*Point || TSactivation==0 ) ) {// if the trailing factor is false, but it has hit the activation point continue
tsPrice[pos]=Ask+TrailPips*Point;// this is the new trailinf stop price
tsok[pos]=true;// it's ok to proceed with trailing stop
if(TrailPips>8){// if this distance from the current price to the new stop, then modify the order.
ModifyStopLoss(Ask+TrailPips*Point,OrderTakeProfit());//modifies order
}
}
if (tsok[pos] && Ask+TrailPips*Point < tsPrice[pos] ){//if the position is gaining in profit
tsPrice[pos]=Ask+TrailPips*Point;
if(TrailPips>8){
ModifyStopLoss(Ask+TrailPips*Point,OrderTakeProfit());
}
}
if (tsok[pos] && Ask >= tsPrice[pos] ){// if the postion hits the stop price
if(CloseOrder(Ask)==STOP)return(STOP);
Print("Short Order ",tsTicket[pos]," Closed from TS");
}
}
else if (OrderType()==OP_BUY) {// reverse of SELL
if(!tsok[pos] && (Bid-OrderOpenPrice() >= TSactivation*Point || TSactivation==0 ) ) {
tsPrice[pos]=Bid-TrailPips*Point;
tsok[pos]=true;
if(TrailPips>8){
ModifyStopLoss(Bid-TrailPips*Point,OrderTakeProfit());
}
}
if (tsok[pos] && Bid-TrailPips*Point > tsPrice[pos] ){
tsPrice[pos]=Bid-TrailPips*Point;
if(TrailPips > 8){
ModifyStopLoss(Bid-TrailPips*Point,OrderTakeProfit());
}
}
if (tsok[pos] && Bid <= tsPrice[pos] ){
if(CloseOrder(Bid)==STOP)return(STOP);
Print("Long Order ",tsTicket[pos]," Closed from TS");
}
}
}
}
if(RefreshRates())return(STOP);
}
for(i=0;i<21;i++){// this searches the array for ticket numbers that are now obsolete due to an order that has closed
if(tsTicket>0){
bool found=false;
for(b=0;b<OrdersTotal();b++){
OrderSelect(b,SELECT_BY_POS);
if(tsTicket==OrderTicket()){
found=true;
break;
}
}
if(!found){// if there are matching ticket numbers in the trade pool and the array then nothing happens
tsTicket=0;tsPrice=0;tsok=false;// if there is an obolete ticket the the data is reset. And the next new ticket data can occupy this space
// Print("Array pos ",i," Cleaned");
}
}
}
return(0);
}
int ordercnt(){
int c;
for(int i=0;i<OrdersTotal();i++){
if(OrderSelect(i,SELECT_BY_POS)){
if(OrderMagicNumber()==ID && OrderSymbol()==Symbol()){
tkt3[c]=OrderTicket();
c++;
}
}
}
return(c);
}
//+------------------------------------------------------------------+
int curcnt(){
int c;
for(int i=0;i<OrdersTotal();i++){
if(OrderSelect(i,SELECT_BY_POS)){
if(OrderSymbol()==Symbol()){
c++;
return(c);
}
}
}
return(c);
}
//+------------------------------------------------------------------+
bool OrderMatch(int i){
if(OrderSelect(tkt3,SELECT_BY_TICKET)){
if(OrderMagicNumber()==ID && OrderSymbol()==Symbol()){
return(true);
}
}
return(false);
}Thanks again!
I changed the 3rd from the last line to this
and got it to work. It's way past my bedtime. Tomorrow when I wake I will study the logic of your code. But because I am stubborn I am going to figure out how to use the darn ArrayMaximum function!! I will also have to read more about indexing to see how my old ways were sooooo wrong.
Thanks Again!!!!
dee
Thanks again!
I changed the 3rd from the last line to this
and got it to work. It's way past my bedtime. Tomorrow when I wake I will study the logic of your code. But because I am stubborn I am going to figure out how to use the darn ArrayMaximum function!! I will also have to read more about indexing to see how my old ways were sooooo wrong.
Thanks Again!!!!
deejust to save you some time the reason the max function was not working for what you wanted is because you are using a multi dimensional array and you are storing different kinds of data. It will return the max of that data, so it is likely that you were returning a profit number or anything higher than your REAL max lot size