Invalid Limit Order executing at Market

BrunoFerreira86
14

Hello guys!

If anyone has the time to help me I will be very grateful.


I have the following problem:

When I send a limit order below market price (which I understand should be rejected) it is being executed at market price.


This happens even with a long distance, in the example I'm using 20pts (40 pips I think, because the step of this asset is 0.5pts).


I've tried several deviation values in CTrade, but without success, the problem persists.

BrunoFerreira86
14
BrunoFerreira86  

Order print

Files:
mt5.png  54 kb
BrunoFerreira86
14
BrunoFerreira86  

Base code:


From EA:

int OnInit(){

   // some more code
   
   ea.tradeManager.SetDeviationInPoints(2);
   
   return(INIT_SUCCEEDED);
}

void OnTick(){

  // some more code  

  ea.manualLot = 1;
  ea.manualSLValue = 0;
  ea.manualTPValue = 0;
  ea.OpenPosition(ORDER_TYPE_SELL_LIMIT, SymbolInfoDouble(_Symbol,SYMBOL_BID) - 20);

}


From my EAManager:

bool CEAManager::OpenPosition(ENUM_ORDER_TYPE signal, double priceIn = 0.0, string comment = ""){
  bool returnValue = false;
  
  // some more code

  if(signal == ORDER_TYPE_SELL_LIMIT){         
    if(tradeManager.SellLimit(lot,price,_Symbol,sl,tp,ORDER_TIME_DAY,timelimit,inBotID+"_"+comment)){
      parcialRealizada = false;   
      breakeavenRealizado = false;                        
      onTickSellCount++;
      returnValue = true;
    } 
  }

  // some more code

  return returnValue;
}


From CTrade

CTrade::CTrade(void) : m_async_mode(false),
                       m_magic(0),
                       m_deviation(2),
                       m_type_filling(ORDER_FILLING_FOK),
                       m_log_level(LOG_LEVEL_ERRORS)
  {
   SetMarginMode();
//--- initialize protected data
   ClearStructures();
//--- check programm mode
   if(MQL5InfoInteger(MQL5_TESTING))
      m_log_level=LOG_LEVEL_NO;
   if(MQL5InfoInteger(MQL5_OPTIMIZATION))
      m_log_level=LOG_LEVEL_NO;
  }
Vladimir Karputov
Moderator
270369
Contact your broker - this is normal.