who can tell me why?

 
I am a Participants of championship 2011. my EA set all order the S/L value,but it get a order without S/L. details at
https://championship.mql5.com/2011/en/news/101#comments.

thanks.
Interview with Andrei Moraru (enivid) - Automated Trading Championship 2011
  • championship.mql5.com
It is already the third week and we may observe how the Expert Advisor of Andrei Moraru (enivid) actively fights for the right to stay in our TOP-10 chart all this time leaving it the one day and returning later triumphantly. We decided to ask Andrei about his personal ideas on trading and selection of trading strategies and also some useful observations he has already managed to make during the current competition.
 

Firstly, It is good idea to provide code right here

//+------------------------------------------------------------------+
//|                                                          Win.mq5 |
//|                                            Copyright 2011, xywen |
//|                                              https://www.mql5.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, xywen"
#property link      "https://www.mql5.com/"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
#define ArrayCount   50


int begin=6;
int end=17;

int               ExtHandle;
int   ExtHandleQS;
int ExtHandleSlow;

bool bCloseOrder=false;
int nSkip=0;
int nStatus=0;

int   m_magic=970121;
double dOpenPrice;
int nKeepTick=0;


//double        ExtBufferClose[CloseCount];
double        ExtBufferFast[ArrayCount];
double        ExtBufferSlow[ArrayCount];
double        ExtBufferQS[ArrayCount];
double        ExtBufferQS1[ArrayCount];

double ds1=0.0050;
double ds2=0.0090;
double dRisk;
double g_sl=0.0070;
MqlRates rt[ArrayCount];
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
   IndicatorsReady(true);
   return(0);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   if(!IndicatorsReady(false)) return;

//--- go trading only for first ticks of new bar
   int calculated;
   double dLots;
   calculated=BarsCalculated(ExtHandle);
   if(CopyRates(_Symbol,_Period,0,ArrayCount,rt)!=ArrayCount)
     {
      Print("CopyRates of ",_Symbol," failed, no history");
      return;
     }

   if(CopyBuffer(ExtHandle,0,0,ArrayCount,ExtBufferFast)!=ArrayCount)
     {
      Print("CopyBuffer from qs0 failed, no data");
      return;
     }
   if(CopyBuffer(ExtHandleSlow,0,0,ArrayCount,ExtBufferSlow)!=ArrayCount)
     {
      Print("CopyBuffer from qs0 failed, no data");
      return;
     }

   if(CopyBuffer(ExtHandleQS,0,0,ArrayCount,ExtBufferQS)!=ArrayCount)
     {
      Print("CopyBuffer from qs2 failed, no data");
      return;
     }
   if(CopyBuffer(ExtHandleQS,1,0,ArrayCount,ExtBufferQS1)!=ArrayCount)
     {
      Print("CopyBuffer from qs2 failed, no data");
      return;
     }

   double dBanlance=AccountInfoDouble(ACCOUNT_BALANCE);
   if(dBanlance<8000) dRisk=0.2;
   else if(dBanlance<10000) dRisk=0.3;
   else if(dBanlance<20000) dRisk=0.4;
   else dRisk=0.5;

   int k=ArrayCount-2;
   datetime  t1=TimeCurrent();
   MqlDateTime st1;
   TimeToStruct(t1,st1);

   MqlTick MyTick;
   SymbolInfoTick(_Symbol,MyTick);
   double dBid=MyTick.bid;
   double dAsk=MyTick.ask;

   double dsl=0;
   double dtp=0;

   double dOrderCount=GetOrderCount();
   if(dOrderCount!=0)
     {
      if(st1.day_of_week==5 && st1.hour>20)
        {
         CloseAll();
         return;
        }
      if(dOrderCount>0)
        {
         if(rt[k+1].close>dOpenPrice+ds2)
           {
            dsl=rt[k+1].close-0.0030;
            PositionModify(dsl,dtp);
           }
         else if(rt[k+1].close>dOpenPrice+ds1)
           {
            dsl=rt[k+1].close-0.0020;
            PositionModify(dsl,dtp);
           }
        }
      else if(dOrderCount<0)
        {
         if(rt[k+1].close<dOpenPrice-ds2)
           {
            dsl=rt[k+1].close+0.0030;
            PositionModify(dsl,dtp);
           }
         else if(rt[k+1].close<dOpenPrice-ds1)
           {
            dsl=rt[k+1].close+0.0020;
            PositionModify(dsl,dtp);
           }
        }
      if(rt[ArrayCount-1].tick_volume>1) return;
      if(dOrderCount>0)
        {
         if(ExtBufferFast[k]<ExtBufferFast[k-1] && ExtBufferQS[k]<ExtBufferQS[k-1] && rt[k].close<rt[k-1].close)
           {
            CloseAll();
            dLots=GetLots(dRisk);
            dsl=dBid+g_sl;//dOpenPrice+dOpenTickSize;
            dtp=0;
            if(ExtBufferQS1[k]>dBid && (dBanlance>8000 || ExtBufferSlow[k+1]<ExtBufferSlow[k]))
               OpenOrder(false,dLots,dBid,dsl,dtp);
            dOpenPrice=dBid;
            nSkip=-1;
            nStatus=-1;
           }
        }
      else if(dOrderCount<0)
        {
         if(ExtBufferFast[k]>ExtBufferFast[k-1] && ExtBufferQS[k]>ExtBufferQS[k-1] && rt[k].close>rt[k-1].close)
           {
            CloseAll();
            dLots=GetLots(dRisk);
            dsl=dAsk-g_sl;//dOpenPrice+dOpenTickSize;
            dtp=0;
            if(ExtBufferQS1[k]<dAsk && (dBanlance>8000 || ExtBufferSlow[k+1]>ExtBufferSlow[k]))
               OpenOrder(true,dLots,dAsk,dsl,dtp);
            dOpenPrice=dAsk;
            nSkip=1;
            nStatus=1;
           }
        }

     }
   else //dOrderCount==0
     {
      if(rt[ArrayCount-1].tick_volume>1) return;
      if(ExtBufferFast[k]<ExtBufferFast[k-1] && ExtBufferQS[k]<ExtBufferQS[k-1] && rt[k].close<rt[k-1].close)
        {
         if(nStatus==0)
           {
            nStatus=-1;
            return;
           }
         nStatus=-1;
         if(nSkip==-1) return;
         if(st1.day_of_week==1 && st1.hour<4)
           {
            nSkip=nStatus;
            return;
           }
         if(st1.day_of_week==5 && st1.hour>18)
           {
            nSkip=nStatus;
            return;
           }
         dLots=GetLots(dRisk);
         dsl=dBid+g_sl;//dOpenPrice+dOpenTickSize;
         dtp=0;
         if(ExtBufferQS1[k]>dBid && (dBanlance>8000 || ExtBufferSlow[k+1]<ExtBufferSlow[k]))
            OpenOrder(false,dLots,dBid,dsl,dtp);
         dOpenPrice=dBid;
         nSkip=-1;
         nStatus=-1;

        }
      else if(ExtBufferFast[k]>ExtBufferFast[k-1] && ExtBufferQS[k]>ExtBufferQS[k-1] && rt[k].close>rt[k-1].close)
        {
         if(nStatus==0)
           {
            nStatus=1;
            return;
           }
         nStatus=1;
         if(nSkip==1) return;
         if(st1.day_of_week==1 && st1.hour<4)
           {
            nSkip=nStatus;
            return;
           }
         if(st1.day_of_week==5 && st1.hour>18)
           {
            nSkip=nStatus;
            return;
           }
         dLots=GetLots(dRisk);
         dsl=dAsk-g_sl;//dOpenPrice+dOpenTickSize;
         dtp=0;
         if(ExtBufferQS1[k]<dAsk && (dBanlance>8000 || ExtBufferSlow[k+1]>ExtBufferSlow[k]))
            OpenOrder(true,dLots,dAsk,dsl,dtp);
         dOpenPrice=dAsk;
         nSkip=1;
         nStatus=1;

        }

     }

  }
//+------------------------------------------------------------------+

bool CloseAll()
  {
   MqlTradeRequest request;
   MqlTradeCheckResult result;
   MqlTradeResult result1;
   int    retry_count  =10;
   uint   retcode      =TRADE_RETCODE_REJECT;
   bool bBuy;
   double d=GetOrderCount();
   if(d>0)bBuy=true;
   else if(d<0)
      bBuy=false;
   else
      return(false);
//--- check stopped
   for(;;)
     {
      //--- checking
      if(PositionSelect(_Symbol))
        {
         if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
           {
            //--- prepare request for close BUY position
            if(bBuy==false) return false;
            request.type =ORDER_TYPE_SELL;
            request.price=SymbolInfoDouble(_Symbol,SYMBOL_BID);
           }
         else
           {
            //--- prepare request for close SELL position
            if(bBuy) return false;
            request.type =ORDER_TYPE_BUY;
            request.price=SymbolInfoDouble(_Symbol,SYMBOL_ASK);
           }
        }
      else
         return(false);
      double dVolume;
      dVolume=PositionGetDouble(POSITION_VOLUME);
      if(dVolume<=0) break;

      if(dVolume>5)
         dVolume=5;

      //--- setting request
      request.action      =TRADE_ACTION_DEAL;
      request.symbol      =_Symbol;
      request.deviation   =3;
      request.type_filling=ORDER_FILLING_AON;
      request.volume      =dVolume;
      //--- check volume
      double max_volume=5;
      if(request.volume>max_volume)
        {
         request.volume=max_volume;
        }

      //--- order check
      if(!OrderCheck(request,result))
        {
         Print(result.retcode);
         return(false);
        }
      //--- order send
      if(!OrderSend(request,result1))
        {
         if(--retry_count>=0) continue;
         Print(result1.retcode);
         return(false);
        }
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetOrderCount()
  {
   double dCount=0;
   if(PositionSelect(_Symbol))
     {
      dCount=PositionGetDouble(POSITION_VOLUME);
      if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
        {

        }
      else
         dCount=-dCount;
     }
   return dCount;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool OpenOrder(bool bBuy,double dLots,double dPrice,double dSL,double dTP)
  {

   MqlTradeRequest request;
   MqlTradeCheckResult result;
   MqlTradeResult result1;
   request.magic=m_magic;
   request.deviation=0;
   request.price=dPrice;
   request.sl=dSL;
   request.tp=dTP;
   request.action=TRADE_ACTION_DEAL;
   request.symbol=_Symbol;
   request.type_filling=ORDER_FILLING_AON;
   request.type_time=ORDER_TIME_GTC;

   if(bBuy) request.type=ORDER_TYPE_BUY;
   else request.type=ORDER_TYPE_SELL;



   int nOrder=0;
   double lot;
// Print("lot",dLots);
   for(;;)
     {
      lot=dLots;
      if(lot>5) lot=5;
      //Print(request.price);
      request.volume=lot;
      if(!OrderCheck(request,result))
        {
         // Print(result.retcode);
         break;
        }
      //--- order send
      if(!OrderSend(request,result1))
        {
         Print(result1.retcode);
         break;
        }
      dLots-=lot;
      if(dLots<0.02) break;

     }

   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetLots(double Risk)
  {
   double price=0.0;
   double margin=0.0;

   if(!SymbolInfoDouble(_Symbol,SYMBOL_ASK,price))               return(0.0);
   if(!OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,1.0,price,margin)) return(0.0);
   if(margin<=0.0)                                               return(0.0);

   double lot=NormalizeDouble(AccountInfoDouble(ACCOUNT_FREEMARGIN)*Risk/margin,2);
   int k=int(lot);
// if(k<1) k=1;
   lot=k;
   if(lot>15)
      lot=15;
   if(lot==0) lot=0.5;
   return lot;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool IndicatorsReady(bool bFirst)
  {
   if(bFirst)
     {
      ExtHandle=INVALID_HANDLE;
      ExtHandleQS=INVALID_HANDLE;
      ExtHandleSlow=INVALID_HANDLE;
      // ExtHandleQS1=INVALID_HANDLE;
     }
//--- check handles and retry to create the indicators
   if(ExtHandle==INVALID_HANDLE) { ExtHandle=iCustom(_Symbol,_Period,"wen_log"); }
   if(ExtHandleQS==INVALID_HANDLE) { ExtHandleQS=iCustom(_Symbol,_Period,"wen_qs"); }
   if(ExtHandleSlow==INVALID_HANDLE) { ExtHandleSlow=iCustom(_Symbol,PERIOD_H4,"wen_qs"); }
// if(ExtHandleQS1==INVALID_HANDLE)  { ExtHandleQS1=iCustom(_Symbol,PERIOD_H1,"wen_qs"); }

//--- check indicator handles
   if(ExtHandle==INVALID_HANDLE || ExtHandleQS==INVALID_HANDLE || ExtHandleSlow==INVALID_HANDLE) { return(false); }

   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool PositionModify(double sl,double tp)
  {
   MqlTradeRequest request;
   MqlTradeCheckResult result;
   MqlTradeResult result1;

   if(PositionSelect(_Symbol))
     {
      double dsl=PositionGetDouble(POSITION_SL);
      if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
        {
         if(sl<dsl) return false;
        }
      else
         if(sl>dsl) return false;

      request.action=TRADE_ACTION_SLTP;
      request.symbol=_Symbol;
      request.sl    =sl;
      request.tp    =tp;
      //--- order check
      if(!OrderCheck(request,result))
        {
         return(false);
        }
      //--- order send
      if(!OrderSend(request,result1))
        {
         return(false);
        }
     }
//--- ok
   return(true);
  }
//+------------------------------------------------------------------+
MQL5.community - User Memo
  • 2010.02.25
  • MetaQuotes Software Corp.
  • www.mql5.com
You have just registered and most likely you have questions such as, "How do I insert a picture to my a message?" "How do I format my MQL5 source code?" "Where are my personal messages kept?" You may have many other questions. In this article, we have prepared some hands-on tips that will help you get accustomed in MQL5.community and take full advantage of its available features.
 

Well, nobody answered, so I do. Let's look at the CloseAll() function

bool CloseAll()
  {
   MqlTradeRequest request;
   MqlTradeCheckResult result;
   MqlTradeResult result1;
   int    retry_count  =10;
   uint   retcode      =TRADE_RETCODE_REJECT;
   bool bBuy;
   double d=GetOrderCount();
   if(d>0)bBuy=true;
   else if(d<0)
      bBuy=false;
   else
      return(false);
//--- check stopped
   for(;;)
     {
      //--- checking
      if(PositionSelect(_Symbol))
        {
         if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
           {
            //--- prepare request for close BUY position
            if(bBuy==false) return false;
            request.type =ORDER_TYPE_SELL;
            request.price=SymbolInfoDouble(_Symbol,SYMBOL_BID);
           }
         else
           {
            //--- prepare request for close SELL position
            if(bBuy) return false;
            request.type =ORDER_TYPE_BUY;
            request.price=SymbolInfoDouble(_Symbol,SYMBOL_ASK);
           }
        }
      else
         return(false);
      double dVolume;
      dVolume=PositionGetDouble(POSITION_VOLUME);
      if(dVolume<=0) break;

      if(dVolume>5)
         dVolume=5;

      //--- setting request
      request.action      =TRADE_ACTION_DEAL;
      request.symbol      =_Symbol;
      request.deviation   =3;
      request.type_filling=ORDER_FILLING_AON;
      request.volume      =dVolume;
      //--- check volume
      double max_volume=5;
      if(request.volume>max_volume)
        {
         request.volume=max_volume;
        }

      //--- order check
      if(!OrderCheck(request,result))
        {
         Print(result.retcode);
         return(false);
        }
      //--- order send
      if(!OrderSend(request,result1))
        {
         if(--retry_count>=0) continue;
         Print(result1.retcode);
         return(false);
        }
     }
   return true;
  }

1. Why is there for() without any parameter? Actually it means endless loop.

2. What does the OrderSend() function return in fact? See documentation - https://www.mql5.com/en/docs/trading/ordersend

Documentation on MQL5: Trade Functions / OrderSend
  • www.mql5.com
Trade Functions / OrderSend - Documentation on MQL5
 
Rosh:

Well, nobody answered, so I do. Let's look at the CloseAll() function

1. Why is there for() without any parameter? Actually it means endless loop.

2. What does the OrderSend() function return in fact? See documentation - https://www.mql5.com/en/docs/trading/ordersend

Thanks for your answer.

     1.for() will end  when PositionSelect(_Symbol) return false, or OrderCheck(request,result) return false ,or OrderSend(request,result1). If for() loops endless, The EA will run in the for(),and can not do other works, in fact , the EA works normally.

     2 . The return value ofOrderSend() function indicate if the order is successfully accepted by the trade server. If it returns true or false, will not get a order without SL.

 

   The key is the EA order set every ordert SL,but it get a no SL order. Your answer does not resolve the problem.



 

 
xywen:

Thanks for your answer.

     1.for() will end  when PositionSelect(_Symbol) return false, or OrderCheck(request,result) return false ,or OrderSend(request,result1). If for() loops endless, The EA will run in the for(),and can not do other works, in fact , the EA works normally.

     2 . The return value ofOrderSend() function indicate if the order is successfully accepted by the trade server. If it returns true or false, will not get a order without SL.

 

   The key is the EA order set every ordert SL,but it get a no SL order. Your answer does not resolve the problem.



 

 

who can give me a answer?
 
xywen:

Thanks for your answer.

     1.for() will end  when PositionSelect(_Symbol) return false, or OrderCheck(request,result) return false ,or OrderSend(request,result1). If for() loops endless, The EA will run in the for(),and can not do other works, in fact , the EA works normally.

It is mistake. PositionSelect can return true if the client terminal didn't get yet information from trade server. In this case your EA will send new trade request to trade and open a new position without SL and TP because I see this in your code:



Read the article Trade Events in MetaTrader 5.

 

Advise: try to backtest your EA in with "Random Delay" Execution - https://www.metatrader5.com/en/terminal/help/algotrading/testing.

Even though I don't think it will help to make your mistake obvious.

 
Rosh:

Advise: try to backtest your EA in with "Random Delay" Execution - https://www.metatrader5.com/en/terminal/help/algotrading/testing.

Even though I don't think it will help to make your mistake obvious.

Thanks again for your answer.

   The EA use ordersend() in two place . one is to close order(in this case, not set SL),another is to create new order(in this case ,set SL). The function you mentioned is  to close   the opened order ,not create new order , I think it is not necessary to set SL in this case. 

 
xywen:

Thanks again for your answer.

   The EA use ordersend() in two place . one is to close order(in this case, not set SL),another is to create new order(in this case ,set SL). The function you mentioned is  to close   the opened order ,not create new order , I think it is not necessary to set SL in this case. 

Thanks to incorrect approach your EA can open new position immediately after closing other one. In both matters you send request by OrderSend(). There is no special function to close open position in MQL5, just OrdersSend() to buy or to Sell. Is it clear?
 
Rosh:
Thanks to incorrect approach your EA can open new position immediately after closing other one. In both matters you send request by OrderSend(). There is no special function to close open position in MQL5, just OrdersSend() to buy or to Sell. Is it clear?

    I know there is no special function to close open position in MQL5.

   My EA  has two function: OpenOrder() and CloseAll(). 

  If there are no order,I call OpenOrder() (has SL) to create new orders

  If there are order, first I call CloseAll() (no SL) to close orders ,then call OpenOrder() (has SL) to create new orders. 

 for example, 

     if i want to buy order ,if there are buy orders, I will do nothing. if there are  sell orders ,first I call CloseAll() (buy orders no SL) to close the sell orders, then call OpenOrder() ( buy orders with SL ) to create new orders. 

 Is it incorrect? 

Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Trade Orders in DOM
  • www.mql5.com
Standard Constants, Enumerations and Structures / Trade Constants / Trade Orders in DOM - Documentation on MQL5
 
xywen:

     if i want to buy order ,if there are buy orders, I will do nothing. if there are  sell orders ,first I call CloseAll() (buy orders no SL) to close the sell orders, then call OpenOrder() ( buy orders with SL ) to create new orders. 

 Is it incorrect? 

I repeat you again: you open new position when you call CloseAll(). It is your error in your code.
Reason: