如何在MT5中正确使用OrderSend? - 页 5

 
Andrey Khatimlianskii:

我已经看到了这幅画。对于证券交易所来说,一切都很清楚(有限价单)。

对于外汇和市场订单,你错过了重点。一切都很清楚。

这与市场订单是一样的(在交易所)。

由以下人员添加

如果我们发送一个市场订单,那么当我们收到票据时,我们带着它去看历史,然后

我们去看历史,看看它发生了什么。你也可以看一下OnTradeTransaction

TRADE_TRANSACTION_HISTORY_ADD
 
Andrey Khatimlianskii:

那么 "如果OrderSend返回了票据,它就被执行 "呢?

我们终究是应该奔向历史,还是等待事件的发生?嗯,这就是这个主题的意义所在!!。

正确。我在 "票房 "中没有说什么?

我甚至发布了一个EA(针对交易所)作为例子

 
Andrey Khatimlianskii:

是的,总而言之,这不是很符合主题 )但感谢你的意见。

这是关于 "同步 "OrderSend在EA看到它对账户的影响之前就结束了(历史上没有交易,也没有头寸变化)。

而为了正常工作,我们不得不拿出拐杖,其形式是等待事件(这是一个非常方便的功能!但在这种情况下不是)或搜索历史(也有等待)。

的确,外汇有一个问题(我在外汇上运行了同一个专家顾问)。

2016.10.14 02:18:20.229 Trades  '3941932': buy limit 1.00 GBPUSD at 1.22374
2016.10.14 02:18:20.276 Trades  '3941932': accepted buy limit 1.00 GBPUSD at 1.22374
2016.10.14 02:18:20.292 Trades  '3941932': order #102956267 buy limit 1.00 / 1.00 GBPUSD at market done in 62.769 ms
2016.10.14 02:18:20.292 Trades  '3941932': failed cancel order #102956267 buy limit 1.00 GBPUSD at 1.22374 [Invalid request]
2016.10.14 02:18:20.292 Trades  '3941932': cancel order #102956267 buy limit 1.00 GBPUSD at 1.22374
2016.10.14 02:18:20.354 Trades  '3941932': accepted cancel order #102956267 buy limit 1.00 GBPUSD at 1.22374
2016.10.14 02:18:20.354 Trades  '3941932': cancel #102956267 buy limit 1.00 GBPUSD at market done in 66.823 ms

2016.10.14 02:18:20.229 TestOrders (GBPUSD,H1)  OnChartEvent Send Order Sync mode
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  SendOrderSyncMode Order sent in sync mode
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  RemoveOrderSyncMode Order not sent (remove) in sync mode.
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_ADD
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  OnTradeTransaction Order update state = ORDER_STATE_PLACED
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  OnTradeTransaction Order plased done. Ticket = 102956267
2016.10.14 02:18:20.292 TestOrders (GBPUSD,H1)  RemoveOrderAsyncMode Order sent (remove) in async mode
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Order update state = ORDER_STATE_REQUEST_CANCEL
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_DELETE
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_HISTORY_ADD
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Order remove done. Ticket = 102956267
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.14 02:18:20.354 TestOrders (GBPUSD,H1)  OnTradeTransaction Order get ticket done. Ticket = 102956267
 

但在异步模式(FOREX)下,它工作正常。

2016.10.14 02:31:26.145 Trades  '3941932': sell limit 1.00 GBPUSD at 1.22604
2016.10.14 02:31:26.206 Trades  '3941932': accepted sell limit 1.00 GBPUSD at 1.22604
2016.10.14 02:31:26.208 Trades  '3941932': order #102958649 sell limit 1.00 / 1.00 GBPUSD at market done in 63.027 ms
2016.10.14 02:31:26.208 Trades  '3941932': cancel order #102958649 sell limit 1.00 GBPUSD at 1.22604
2016.10.14 02:31:26.271 Trades  '3941932': accepted cancel order #102958649 sell limit 1.00 GBPUSD at 1.22604
2016.10.14 02:31:26.273 Trades  '3941932': cancel #102958649 sell limit 1.00 GBPUSD at market done in 64.700 ms

2016.10.14 02:31:26.145 TestOrders (GBPUSD,H1)  OnChartEvent Send Order Acync mode
2016.10.14 02:31:26.145 TestOrders (GBPUSD,H1)  SendOrderAsyncMode Order sent in async mode
2016.10.14 02:31:26.207 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_ADD
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  OnTradeTransaction Order get ticket done. Ticket = 102958649
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  OnTradeTransaction Order update state = ORDER_STATE_PLACED
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  OnTradeTransaction Order plased done. Ticket = 102958649
2016.10.14 02:31:26.208 TestOrders (GBPUSD,H1)  RemoveOrderAsyncMode Order sent (remove) in async mode
2016.10.14 02:31:26.272 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.14 02:31:26.272 TestOrders (GBPUSD,H1)  OnTradeTransaction Order update state = ORDER_STATE_REQUEST_CANCEL
2016.10.14 02:31:26.272 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_DELETE
2016.10.14 02:31:26.273 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.14 02:31:26.273 TestOrders (GBPUSD,H1)  OnTradeTransaction Order get ticket done. Ticket = 102958649
2016.10.14 02:31:26.273 TestOrders (GBPUSD,H1)  OnTradeTransaction Transaction type: TRADE_TRANSACTION_HISTORY_ADD
2016.10.14 02:31:26.273 TestOrders (GBPUSD,H1)  OnTradeTransaction Order remove done. Ticket = 102958649
 
Andrey Khatimlianskii:
当然,每个人都会得到这个消息。但他们不会知道有人在一拍之前还没有收到同样的信息,也没有触发新的订单发送。

新的想法。

编写一个EA同步器。一旦作出OrderSend,数据就会被发送到这个EA,并等待它的回应。

虽然,与滑动变体的区别是相同的鸡蛋。总而言之,你的变体是最佳的,不幸的是。

 
prostotrader:

与市场订单相同(在交易所)。

添加

如果发送的是市场订单,一旦我们收到票据,我们就会随着它进入历史,并

看看它发生了什么。

理论上,当CTrade::ResultDeal()返回0,而CTrade::ResultOrder()返回0时是可能的 ? 例如,在TRADE_RETCODE_TIMEOUT下。
 
prostotrader:

OrderSend()是一个绝对同步的函数--如果收到票据,一切都会执行。

下面是一个例子

已添加,这里是日志

https://www.mql5.com/ru/forum/38456/page85#comment_2888263

谢谢,谢谢你的链接。但这个问题有点不同。相反,这不是一个问题,而是一个赞成当场检查订单状态的论点,不需要等待OnTrade()事件被触发。
 
Oleg Shenker:
我感谢你提供的链接。但我的问题有点不同。相反,这不是一个问题,而是一个赞成当场检查订单状态而不等待OnTrade()事件处理的论点。

你一定没有看过这个例子的代码。

if(SendOrderSyncMode())
           {
            if(order_ticket>0)
              {
               if(OrderSelect(order_ticket))
                 {
                  RemoveOrderSyncMode(order_ticket);
                 }
               else
                 {
                  Print(__FUNCTION__," Order not select! Ticket = ",order_ticket);
                 }
              }
           }

在同步模式(OrderSend())下,订单的删除应该是在来自于 "S "的响应之后。

SendOrserSyncMode函数,但它没有发生。

2016.10.14 02:18:20.292 交易'3941932': 取消订单失败 #102956267 买入限额 1.00 GBPUSD at 1.22374 [无效请求]

这里是错误所在。根据文件,如果我们收到了票据,那么订单就已经放在交易系统中了。

但它(在FOREX)没有做到,删除发生在RemoveOrderAsyncMode 函数的主体中

在OnTradeTransaction中收到信息后

添加

为了回答最高领导人的问题,在使用OrderSend()发送订单后。

该订单可以在OntradeTransaction(OnTrade)中收到事件后被处理。

看来,开发商会解决这个问题。

添加

现在我看了FORTS - 这个问题也在那里

2016.10.17 18:45:19.074 Trades  '1007932': buy limit 1.00 GAZR-12.16 at 12847
2016.10.17 18:45:19.081 Trades  '1007932': accepted buy limit 1.00 GAZR-12.16 at 12847
2016.10.17 18:45:19.081 Trades  '1007932': buy limit 1.00 GAZR-12.16 at 12847 placed for execution
2016.10.17 18:45:19.091 Trades  '1007932': order #52178167 buy limit 1.00 / 1.00 GAZR-12.16 at 12847 done in 17.440 ms
2016.10.17 18:45:19.091 Trades  '1007932': failed cancel order #52178167 buy limit 1.00 GAZR-12.16 at 12847.00000 [Invalid request]
2016.10.17 18:45:19.091 Trades  '1007932': cancel order #52178167 buy limit 1.00 GAZR-12.16 at 12847
2016.10.17 18:45:19.098 Trades  '1007932': accepted cancel order #52178167 buy limit 1.00 GAZR-12.16 at 12847
2016.10.17 18:45:19.099 Trades  '1007932': cancel order #52178167 buy limit 1.00 GAZR-12.16 at 12847 placed for execution in 7.215 ms

2016.10.17 18:45:19.074 TestOrders (GAZR-12.16,M1)      OnChartEvent Send Order Sync mode
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      SendOrderSyncMode Order sent in sync mode
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      RemoveOrderSyncMode Order not sent (remove) in sync mode.
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_ADD
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order update state = ORDER_STATE_REQUEST_ADD
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order update state = ORDER_STATE_PLACED
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order plased done. Ticket = 52178167
2016.10.17 18:45:19.091 TestOrders (GAZR-12.16,M1)      RemoveOrderAsyncMode Order sent (remove) in async mode
2016.10.17 18:45:19.098 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.17 18:45:19.098 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order update state = ORDER_STATE_REQUEST_CANCEL
2016.10.17 18:45:19.099 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.17 18:45:19.099 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order get ticket done. Ticket = 52178167
2016.10.17 18:45:19.099 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_UPDATE
2016.10.17 18:45:19.099 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order update state = ORDER_STATE_REQUEST_CANCEL
2016.10.17 18:45:19.108 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_REQUEST
2016.10.17 18:45:19.108 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_ORDER_DELETE
2016.10.17 18:45:19.108 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Transaction type: TRADE_TRANSACTION_HISTORY_ADD
2016.10.17 18:45:19.108 TestOrders (GAZR-12.16,M1)      OnTradeTransaction Order remove done. Ticket = 52178167
 
prostotrader:

为了回答顶级交易者的问题,在使用OrderSend()发送一个订单后。

你可以在OntradeTransaction(OnTrade)中收到事件后对订单进行操作。

在同一符号上有两个EA的情况下?
 
fxsaber:
在同一符号上有两个EA的情况下?

是的,同一个符号上的两个EA。

struct MqlTradeRequest
  {
   ENUM_TRADE_REQUEST_ACTIONS    action;           // Тип выполняемого действия
   ulong                         magic;            // Штамп эксперта (идентификатор magic number)
   ulong                         order;            // Тикет ордера
   string                        symbol;           // Имя торгового инструмента
   double                        volume;           // Запрашиваемый объем сделки в лотах
   double                        price;            // Цена  
   double                        stoplimit;        // Уровень StopLimit ордера
   double                        sl;               // Уровень Stop Loss ордера
   double                        tp;               // Уровень Take Profit ордера
   ulong                         deviation;        // Максимально приемлемое отклонение от запрашиваемой цены
   ENUM_ORDER_TYPE               type;             // Тип ордера
   ENUM_ORDER_TYPE_FILLING       type_filling;     // Тип ордера по исполнению
   ENUM_ORDER_TYPE_TIME          type_time;        // Тип ордера по времени действия
   datetime                      expiration;       // Срок истечения ордера (для ордеров типа ORDER_TIME_SPECIFIED)
   string                        comment;          // Комментарий к ордеру
   ulong                         position;         // Тикет позиции
   ulong                         position_by;      // Тикет встречной позиции
  };

剔除 "错误 "的头寸、订单和交易。

原因: