OnTradeTransaction processing - page 7

 
fxsaber:

The presence of positions and DEAL_ENTRY flags should not be involved in the logic in any way.

Yes, they should...

Here is the situation: We have a 1 lot position and a 0.1 lot stop order.

A stop order is activated and we obtain a TRADE_TRANSACTION_DEAL_ADD and DEAL_ENTRY_IN transaction.

As a result of this event, part of the position is closed and a new transaction TRADE_TRANSACTION_DEAL_ADD but with DEAL_ENTRY_OUT is received

Hence, there is the double transaction type and necessity of controlling the transaction direction.

 
Alexey Viktorov:

You should be involved...

Situation: We have a 1 lot position and a 0.1 lot stop order.

A stop order is activated and a TRADE_TRANSACTION_DEAL_ADD and DEAL_ENTRY_IN transaction is received

As a result of this event, part of the position is closed and a new transaction TRADE_TRANSACTION_DEAL_ADD but with DEAL_ENTRY_OUT is received

Hence the double transaction type and the need to control the direction of the trade.

To disprove this statement, just run the Expert Advisor I cited. Unfortunately, it is the weekend, so it will not work.

Forum on trading, automated trading systems and strategy testing

OnTradeTransaction processing

fxsaber, 2019.02.08 17:41

It is quite possible to have a netting position of zero, but there are two SLs and two TPs.

 
fxsaber:

To disprove this assertion, all you have to do is run the advisor that I cited. Unfortunately, it's the weekend, so it won't work.

And who forbids to check if(!PositionSelectByTicket(trans.position)) and delete those pending orders???
 
Alexey Viktorov:
And who forbids checking if(!PositionSelectByTicket(trans.position)) and removing those pending positions???

Situation step by step

  1. Initial BuyLimit and SellLimit for 1 lot, no open positions.
  2. BuyLimit triggers - its SL/TP-trends appear. An open Buy position is 1 lot.
  3. SellLimit triggers - its SL/TP-positions appear. There is no position opened.
For hedges this situation is identical to the one when there are two oppositely directed positions and SL/TP-positions are set for each of them. It is exactly the same in this case, only in Netting the oppositely directed positions are not visible.

 
fxsaber:

Situation step by step

  1. Initial BuyLimit and SellLimit for 1 lot, no open positions.
  2. BuyLimit triggers - its SL/TP-trends appear. An open Buy position is 1 lot.
  3. SellLimit triggers - its SL/TP-positions appear. There is no position opened.
For hedges this situation is identical to the one when there are two oppositely directed positions and SL/TP-positions are set for each of them. It is exactly the same in this case except that oppositely directed positions are not visible on the Netting.

Forum on trading, automated trading systems and strategy testing

OnTradeTransaction Processing

Alexey Viktorov, 2019.02.09 12:10

And who forbids to check if(!PositionSelectByTicket(trans.position)) and remove those pending orders???

 
Alexey Viktorov:

Why remove something that should remain? It is a perfectly normal situation when there are two differently directed "positions" with their SL/TP.

You don't seem to understand the task at all or you present it as primitive. Expert Advisor must always trade, even if the user has started to trade with his hands in parallel.


Article on the subject.

Разнонаправленная торговля и хеджирование позиций в MetaTrader 5 с помощью панели HedgeTerminal, часть 1
Разнонаправленная торговля и хеджирование позиций в MetaTrader 5 с помощью панели HedgeTerminal, часть 1
  • www.mql5.com
В последние полтора года компанией MetaQuotes была проведена масштабная работа по объединению торговых платформ MetaTrader 4 и MetaTrader 5 в единую трейдерскую экосистему. Теперь для обеих платформ существует общий рынок программных решений - Маркет, предлагающий различные программные решения от сторонних разработчиков. Компиляторы для обеих...
 

Forum on trading, automated trading systems and strategy testing

OnTradeTransaction processing

fxsaber, 2019.02.09 12:14

Situation step by step.

  1. Initial BuyLimit and SellLimit for 1 lot are standing, no open positions.
  2. BuyLimit triggers - its SL/TP puts appear. An open Buy position is 1 lot.
  3. SellLimit triggers - its SL/TP-positions appear. There is no position opened.
For hedges this situation is identical to the one when there are two oppositely directed positions and SL/TP-positions are set for each of them. It is exactly the same in this case, only in Netting the oppositely directed positions are not visible.

fxsaber:

Why remove something that should stay? It's perfectly normal to have two differently directed "positions" with their SL/TPs.

You don't seem to understand the problem at all or present it as primitive. Expert Advisor must always trade, even if the user starts to trade with hands in parallel.
Don't you see any contradictions here?
 
Alexey Viktorov:
Do you see any contradictions here?

I don't see it. The inverted commas are there for a reason.

 
fxsaber:

I don't see it. The inverted commas are there for a reason.

So there are no positions, or are they in inverted commas?

 
Alexey Viktorov:

So are there no positions, or are they in inverted commas?

Watch this video from 01:35 and 03:35.


Reason: