Stop loss invalid

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Silverveins
217
Silverveins  

Hi,

I recived the message  Stop Loss invalid:

2020.09.14 22:47:26.559 2020.09.01 09:04:04   failed modify #306 buy 5 WINV20 sl: 100470, tp: 100490 -> sl: 100472, tp: 100490 [Invalid stops]

2020.09.14 22:47:26.559 2020.09.01 09:04:04   CTrade::OrderSend: modify WINV20 (sl: 100472, tp: 100490) [invalid stops]

2020.09.14 22:47:26.559 2020.09.01 09:04:04   TrailingStop - com falha. ResultRetcode: 10016, RetcodeDescription: invalid stops



In market of my country the price is mutliple 5, and  sl: 100472 is wrong , the correct is 100470

What do I need to change in this code:

//---
void TrailingStop(double preco)
   {
      for(int i = PositionsTotal()-1; i>=0; i--)
         {
            string symbol = PositionGetSymbol(i);
            ulong magic = PositionGetInteger(POSITION_MAGIC);
            if(symbol == _Symbol && magic==magicNum)
               {
                  ulong PositionTicket = PositionGetInteger(POSITION_TICKET);
                  double StopLossCorrente = PositionGetDouble(POSITION_SL);
                  double TakeProfitCorrente = PositionGetDouble(POSITION_TP);
                  if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
                     {
                        if(preco >= (StopLossCorrente + gatilhoTS) )
                           {
                              double novoSL = NormalizeDouble(StopLossCorrente + stepTS, _Digits);
                              if(trade.PositionModify(PositionTicket, novoSL, TakeProfitCorrente))
                                 {
                                    Print("TrailingStop - sem falha. ResultRetcode: ", trade.ResultRetcode(), ", RetcodeDescription: ", trade.ResultRetcodeDescription());
                                 }
                              else
                                 {
                                    Print("TrailingStop - com falha. ResultRetcode: ", trade.ResultRetcode(), ", RetcodeDescription: ", trade.ResultRetcodeDescription());
                                 }
                           }
                     }
                  else if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
                     {
                        if(preco <= (StopLossCorrente - gatilhoTS) )
                           {
                              double novoSL = NormalizeDouble(StopLossCorrente - stepTS, _Digits);
                              if(trade.PositionModify(PositionTicket, novoSL, TakeProfitCorrente))
                                 {
                                    Print("TrailingStop - sem falha. ResultRetcode: ", trade.ResultRetcode(), ", RetcodeDescription: ", trade.ResultRetcodeDescription());
                                 }
                              else
                                 {
                                    Print("TrailingStop - com falha. ResultRetcode: ", trade.ResultRetcode(), ", RetcodeDescription: ", trade.ResultRetcodeDescription());
                                 }
                           }
Rene Fernando Tovar Macchi
165
Rene Fernando Tovar Macchi  
Silverveins:

Hi,

I recived the message  Stop Loss invalid:

2020.09.14 22:47:26.559 2020.09.01 09:04:04   failed modify #306 buy 5 WINV20 sl: 100470, tp: 100490 -> sl: 100472, tp: 100490 [Invalid stops]

2020.09.14 22:47:26.559 2020.09.01 09:04:04   CTrade::OrderSend: modify WINV20 (sl: 100472, tp: 100490) [invalid stops]

2020.09.14 22:47:26.559 2020.09.01 09:04:04   TrailingStop - com falha. ResultRetcode: 10016, RetcodeDescription: invalid stops



In market of my country the price is mutliple 5, and  sl: 100472 is wrong , the correct is 100470

What do I need to change in this code:

Hi Silverveins, perhaps variable "stepTS" is not multiple of 5.  You may "Print" that variable or debug it before executing "positionModify" to confirm my suggestion.  I can't see in your source code how did you setup "stepTS".  If it was a constant, then it's easy, just make it a multiple of 5.  If you calculate or obtain "stepTS" otherwise, you may need to "round it" to the nearest multiple of 5.  In MT4 I would suggest recalculating stepTS at the begining of your TrailingStop routine as follows: 

stepTS = MathRound(stepTS / 5.0) * 5.0;

William Roeder
23266
William Roeder  
You used NormalizeDouble, It's use is usually wrong, as it is in your case.
  1. Floating point has infinite number of decimals, it's your not understanding floating point and that some numbers can't be represented exactly. (like 1/10.)
              Double-precision floating-point format - Wikipedia, the free encyclopedia

    See also The == operand. - MQL4 programming forum

  2. Print out your values to the precision you want with DoubleToString - Conversion Functions - MQL4 Reference.

  3. SL/TP (stops) need to be normalized to tick size (not Point) — code fails on metals. (On 5Digit Broker Stops are only allowed to be placed on full pip values. How to find out in mql? - MQL4 programming forum) and abide by the limits Requirements and Limitations in Making Trades - Appendixes - MQL4 Tutorial and that requires understanding floating point equality Can price != price ? - MQL4 programming forum

  4. Open price for pending orders need to be adjusted. On Currencies, Point == TickSize, so you will get the same answer, but it won't work on Metals. So do it right: Trailing Bar Entry EA - MQL4 programming forum or Bid/Ask: (No Need) to use NormalizeDouble in OrderSend - MQL4 programming forum

  5. Lot size must also be adjusted to a multiple of LotStep and check against min and max. If that is not a power of 1/10 then NormalizeDouble is wrong. Do it right.

  6. MathRound() and NormalizeDouble() are rounding in a different way. Make it explicit.
              MT4:NormalizeDouble - MQL5 programming forum
              How to Normalize - Expert Advisors and Automated Trading - MQL5 programming forum

  7. Prices you get from the terminal are already normalized.

  8. PIP, Point, or Tick are all different in general.
              What is a TICK? - MQL4 programming forum 2014.08.03

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