Wrong symbol for Pending Order ticket during EA backtesting
Which MT5 build are you using ?
Version 5 .00 build 2007
25 Feb 2019
Version 5 .00 build 2007
25 Feb 2019
The problem is certainly due to your order #11 on GBPUSD triggered at the exact same tick you are trying to modify #10 on EURGBP.
However that seems an MT5 issue. Not sure how you can avoid it.
You can try :
Not sure it will change anything however.
If it doesn't work, can you post a testing EA and conditions (broker, dates, settings...) to reproduce the issue ? I will check and report it to Metaquotes if needed.
No it didn't change anything still the problem persists.
However, I managed to find a solution. Instead of using
trade.OrderModify(tckt, NormalizeDouble(ask+T1,digits), 0, 0, ORDER_TIME_GTC, 0, 0);
I went with MqlTradeRequest and OrderSend() as follows:
void AdjustTrailingPendingStops(int t_pips) { ulong tckt=0; MqlTradeRequest request={0}; MqlTradeResult result={TRADE_RETCODE_DONE}; //Adjust existing trailing pending orders for (int i=0; i<OrdersTotal(); i++) { if((tckt=OrderGetTicket(i))>0) //automatically selects the order { string symbol = OrderGetString(ORDER_SYMBOL); string comment = OrderGetString(ORDER_COMMENT); //setup trade request request.action=TRADE_ACTION_MODIFY; request.order = tckt; request.symbol =symbol; request.deviation=5; request.tp = 0; request.sl = 0; //Only manipulate Price Hunter pending orders if (StringCompare(comment, "Price Hunter") == 0) { int digits=(int)SymbolInfoInteger(symbol,SYMBOL_DIGITS); double points=SymbolInfoDouble(symbol,SYMBOL_POINT); //get the order's opening price and size double price = OrderGetDouble(ORDER_PRICE_OPEN); double order_size = OrderGetDouble(ORDER_VOLUME_CURRENT); //get current symbol ask and bid prices double ask=SymbolInfoDouble(symbol,SYMBOL_ASK); double bid=SymbolInfoDouble(symbol,SYMBOL_BID); double T1=NormalizeDouble(t_pips*points,digits); //get the order type if(OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_BUY_STOP) //It is a Buy stop { if (NormalizeDouble(price-ask, digits) > T1) { request.price =NormalizeDouble(ask+T1,digits); if(!OrderSend(request,result)) PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, output the error code } } else if(OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_STOP) // It is a Sell stop { if (NormalizeDouble(bid-price,digits) > T1) { request.price =NormalizeDouble(bid-T1, digits); if(!OrderSend(request,result)) PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, output the error code } } if (result.retcode!=TRADE_RETCODE_DONE) Alert("Error modifying pending order:",GetLastError(),"!!"); ZeroMemory(request); ZeroMemory(result); } //price hunter comment } //select ticket } //for loop }
This works fine without causing any of the abovementioned errors in the terminal.
Not sure why the CTrade option doesn't work. I was under the impression that both CTrade and OrderSend() use the same calls.
I had the following initialisations for CTrade on OnInit()
trade.SetDeviationInPoints(Slippage); //--- order filling mode, the mode allowed by the server should be used trade.SetTypeFilling(_checked_filling); //--- what function is to be used for trading: true - OrderSendAsync(), false - OrderSend() trade.SetAsyncMode(false);
but I wouldn't imagine those being the problem.
Anyway.
As for debugging this unfortunately I cannot provide my EA but if you really want to spend the time reproducing this using my function I can try to help with information.
Thanks
Show all Tester settings. What is the name of the trading server?
And Tester-screen.
I am actually testing stuff right now so it is greyed out but these are my settings.
BTW it is a multi-currency EA
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Hi everyone,
I am trying to implement a method for modyfing open pending Orders (mainly SELL STOPS and BUY STOPS) similar to modifying an open Position like a trailing stop-loss algorithm would do. The objective is to obtain a better price than the market. Anyway.
The code draft (work under progress) is as follows and it is executed at every tick:
Now it does work as I wanted to and I have been testing it on real-tick historical data. However, sometimes it throws up a weird error and I cannot understand what is going on.
What will happen is that it will get the ticket for the order to modify and try to modify it, but in the terminal (Metatrader 5) it will complain that the price requested for the symbol on the order is invalid. The problem is that although I requested the correct ticket and price for the symbol I want to modify, the terminal seems to mix up the ticket to a symbol of another pending order or sometimes to a position. You can see in the attached images, where the terminal has got the wrong ticket+symbol pair
Ticket for pending order #10 is eurgbp and not gbpusd as the journal says.
I am not sure if this is some synchronisation problem related with the terminal or my code requesting modifications at every tick but I do not know how to solve it and I would appreciate some help.
Thanks