How to simplify the system of buying, buy and sell in bitcoin - Trading stocks, futures, options and other exchange instruments

prostotrader 2017.03.06 05:22 #31

-Aleks-:

I know about the types of orders - we are talking about take profit and stop loss, so the question is whether it is possible to tell the broker what to do when the price is reached - to close to the market or to keep its own, fixed, closing price.

You can't

Yury Kulikov 2017.03.06 06:02 #32

prostotrader:

I read the terminal help :)

I have classified orders according to the stock exchange standard with reference to the terms specified in the terminal and editor manuals.

I was just speaking in terms of MT5/MQL5:

ENUM_ORDER_TYPE.

Identifier	Description
ORDER_TYPE_BUY	Market order to buy
ORDER_TYPE_SELL	Market order to sell
ORDER_TYPE_BUY_LIMIT	Pending Buy Limit order
ORDER_TYPE_SELL_LIMIT	Pending Sell Limit order
ORDER_TYPE_BUY_STOP	Pending Buy Stop order
ORDER_TYPE_SELL_STOP	Pending Sell Stop order
ORDER_TYPE_BUY_STOP_LIMIT	When the order price is reached, a Buy Limit pending order is placed at StopLimit price
ORDER_TYPE_SELL_STOP_LIMIT	When the order price is reached, a pending Sell Limit order is placed at StopLimit price
ORDER_TYPE_CLOSE_BY	Order to close a position with a counter position

Limits/stakes at current price Questions from Beginners MQL5 order type integer?

prostotrader 2017.03.06 06:04 #33

Yury Kulikov:

I was just talking in MT5/MQL5 terms:

ENUM_ORDER_TYPE.

Identifier	Description
ORDER_TYPE_BUY	Market order to buy
ORDER_TYPE_SELL	Market order to sell
ORDER_TYPE_BUY_LIMIT	Pending Buy Limit order
ORDER_TYPE_SELL_LIMIT	Pending Sell Limit order
ORDER_TYPE_BUY_STOP	Pending Buy Stop order
ORDER_TYPE_SELL_STOP	Pending Sell Stop order
ORDER_TYPE_BUY_STOP_LIMIT	When the order price is reached, a Buy Limit pending order is placed at StopLimit price
ORDER_TYPE_SELL_STOP_LIMIT	When the order price is reached, a pending Sell Limit order is placed at StopLimit price
ORDER_TYPE_CLOSE_BY	Order to close a position with a counter position

Yuri, have a look at the attached file from my previous post.

The Exchange does not have the listings you mentioned.

Added

Pending Buy Limit order

The developers have called it this way because this order is stored on the server and is not immediately posted on the exchange.

They should have called it a server order.)

Hence the huge confusion in orders :)

There are only three types on the exchange

Quotation order (remains in the queue after the partial summation)

counter bid (is removed after the auction)

bid Fill-or-Kill

Added

I will now prove to you thata "Pending Buy Limit Order" cannot be a pending order

MqlTradeRequest request = {0};
  MqlTradeResult  result  = {0};
./--- Fill structure
  request.magic = 12345678902;
  request.symbol = Symbol();
  request.volume = 1;
  request.type_filling = ORDER_FILLING_IOC;
  request.type_time = ORDER_TIME_DAY;
  request.action = TRADE_ACTION_PENDING;
  request.price = price;
  request.comment = "Лимитный ордер...";
  if (buy_sell)
  {
    request.type = ORDER_TYPE_BUY_LIMIT;
  }
  else
  {
    request.type = ORDER_TYPE_SELL_LIMIT;
  }

How can it be a Pending order if it is executed immediately?

The ticking history of Stock market. Stocks. Speed what is the problem

Dmitry Fedoseev 2017.03.06 06:27 #34

Also write that there is no bay with the village. See for yourself what you fill in the request.action and request.type fields

Yury Kulikov 2017.03.06 06:37 #35

prostotrader:

What can I say :) read the help carefully.

Excerpt from the help for the terminal:

Выставление торговых заявок

Выставление торговой заявки означает создание отложенного ордера на покупки/продажу какого-либо финансового инструмента по заданной цене,

не присутствующей в данный момент на рынке. В зависимости от того, как заявки обрабатываются на сервере, они могут выводится прямиком в стакан цен

(как правило, напрямую выводятся лимитные заявки) или ожидать исполнения на стороне брокера (как правило, стоп или стоп-лимитные заявки)

с последующим превращением в рыночную заявку.

...
...
...

Стоп и Стоп-Лимитные ордера

Как правило, Стоп и Стоп-Лимитные ордера (Buy Stop, Sell Stop, Buy Stop Limit и Sell Stop Limit) в отличие от лимитных ордеров не выводятся

во внешнюю торговую систему (биржу) напрямую. До достижения стоп-цены данные типы ордеров обрабатываются внутри платформы MetaTrader 5.

•При достижении стоп-цены, указанной в Buy Stop или Sell Stop ордере, выполняется соответствующая рыночная операция.
•При достижении стоп-цены, указанной в Buy Stop Limit или Sell Stop Limit ордере, выставляется соответствующая лимитная заявка, которая будет видна остальным участникам рынка.

Whats the difference between Indicators: Madlen_5_0 Trade system 2 minutes

prostotrader 2017.03.06 06:43 #36

Yury Kulikov:

What can I say :) read the help carefully.

Excerpt from the help to the terminal:

Выставление торговых заявок

Выставление торговой заявки означает создание отложенного ордера на покупки/продажу какого-либо финансового инструмента по заданной цене,

не присутствующей в данный момент на рынке. В зависимости от того, как заявки обрабатываются на сервере, они могут выводится прямиком в стакан цен

(как правило, напрямую выводятся лимитные заявки) или ожидать исполнения на стороне брокера (как правило, стоп или стоп-лимитные заявки)

с последующим превращением в рыночную заявку.

...
...
...

Стоп и Стоп-Лимитные ордера

Как правило, Стоп и Стоп-Лимитные ордера (Buy Stop, Sell Stop, Buy Stop Limit и Sell Stop Limit) в отличие от лимитных ордеров не выводятся

во внешнюю торговую систему (биржу) напрямую. До достижения стоп-цены данные типы ордеров обрабатываются внутри платформы MetaTrader 5.

•При достижении стоп-цены, указанной в Buy Stop или Sell Stop ордере, выполняется соответствующая рыночная операция.
•При достижении стоп-цены, указанной в Buy Stop Limit или Sell Stop Limit ордере, выставляется соответствующая лимитная заявка, которая будет видна остальным участникам рынка.

Run the attached advisor on demo (FORTS)

and see where it is "deposited" and at what price it is executed :)

2017.03.06 09:48:39.411 Test_sync_order (RTS-3.17,M1) SetSyncOrder: Order price = 104200.00000000

2017.03.06 09:48:37.955 Experts expert Test_sync_order (RTS-3.17,M1) loaded successfully
2017.03.06 09:48:39.411 Trades  '1007932': sell limit 1.00 RTS-3.17 at 104200
2017.03.06 09:48:39.420 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 104200
2017.03.06 09:48:39.420 Trades  '1007932': sell limit 1.00 RTS-3.17 at 104200 placed for execution
2017.03.06 09:48:39.428 Trades  '1007932': order #55062748 sell limit 1.00 / 1.00 RTS-3.17 at 104200 done in 17.010 ms
2017.03.06 09:48:39.428 Trades  '1007932': deal #8957618 sell 1.00 RTS-3.17 at 111390 done (based on order #55062748)
2017.03.06 09:48:44.233 Experts expert Test_sync_order (RTS-3.17,M1) removed

Files:

Test_sync_order.mq5 11 kb

Errors, bugs, questions Synchronise Windows local time Metatrader 5 coding questions

ottenand 2017.03.06 06:52 #37

Stops should be triggered by the market if the price of the last trade touched the level specified. Otherwise - all other orders in the book. Accordingly, you can check it on illiquid trades. Open an illiquid futures or share, set a buy limit and look how it must stand in the stack. And the stop-loss for it will not stand there, because all of the stop-loss orders are on the broker's server and will go to the market only under condition. The limit order is in the cup, as there are no other orders on the exchange except for these ones.

Some help needed ECN, order execution, aggregators, Any questions from newcomers

ottenand 2017.03.06 06:56 #38

Are you putting the sell limit below the market?

prostotrader 2017.03.06 06:56 #39

ottenand:
Stops should be triggered by the market if the price of the last trade touched the level specified. Otherwise - all other orders in the book. Accordingly, you can check it on illiquid trades. Open an illiquid futures or share, set a buy limit and look how it must stand in the stack. And the stop-loss for it will not stand there, because all of the stop-loss orders are on the broker's server and will go to the market only under condition. The limit order is in the market, as there are no other orders in the market except for these ones.

Now we are not talking about stops, but about types of orders.

ottenand 2017.03.06 06:59 #40

prostotrader:

We are not talking about stops now, we are talking about order types.

I am talking about order types. They can only be in the stock market. How will a Sell Limit be below the market?

FORTS SL and TP - page 4