HELP, failed cancel order [Invalid stops] problem! - page 2

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Edison Chen #: thx, I've done all the validation in my code, including the Freeze Levels, Stop levels, etc.But the check is still wrong, I feel very confused!

Sorry, but I have difficulty believing that you are checking the Freeze Level and Stops Levels properly, because from your original post it was clear you were not aware of them, and simply stating "etc."  shows that you don't even know what other checks you need to do, or else you would have referenced them.

If you want us to help check your code then you are going to have to show your code. Just because you "say" you are doing it does not mean you are doing it correctly. If you don't want to show your code, then you will have to debug it and figure it yourself and try to find what it is doing wrong.

 
Fernando Carreiro #:

抱歉，但我很难相信您正在正确检查冻结级别和停止级别，因为从您的原始帖子中可以清楚地看出您不知道它们，并且只是说“等”。表明您甚至不知道您需要执行哪些其他检查，否则您会引用它们。

如果您希望我们帮助检查您的代码，那么您将不得不展示您的代码。仅仅因为你“说”你在做这件事并不意味着你做对了。如果您不想显示您的代码，那么您将不得不调试它并自己弄清楚它并尝试找出它做错了什么。


TradeClass::TradeClass(const string _symbol,
                       OrderInfo *OInfoObj,
                       const int Magic = DEFULT_TRADE_MAGIC,
                       const int _Slippage = DEFULT_TRADE_SLIPPAGE,
                       const int _MaxSpread = DEFULT_TRADE_SPREAD,
                       const string comment = DEFULT_TRADE_COMMENT) {
   symbol = _symbol;
   MaxLot = SymbolInfoDouble(_symbol,SYMBOL_VOLUME_MAX);
   MinLot = SymbolInfoDouble(_symbol,SYMBOL_VOLUME_MIN);
   point = SymbolInfoDouble(_symbol,SYMBOL_POINT);
   //FreezeLevel = SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL)*point;
   //StopLevel = SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL)*point;
   StopLevel = (MathMax(SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL),SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL)))*point+50*point;
   //StopLevel = SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL)*point+SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL)*point;
   SymbolStartTime = SymbolInfoInteger(_symbol,SYMBOL_START_TIME);
   SymbolExpirationTime = SymbolInfoInteger(_symbol,SYMBOL_EXPIRATION_TIME);
   Slippage = _Slippage;
   MaxSpread = _MaxSpread*point;
   MagicNumber = Magic;
   Comment = comment;
   OrderObj = OInfoObj;
   t.SetAsyncMode(false);
}

bool TradeClass::MoveOrder(const ENUM_ORDER_TYPE _OP,
                           const int Ticket,
                           const double _Price,
                           const double _SL=0,
                           const double _TP=0) {
   if(!OrderSelect(Ticket)) return false;
   if(MathAbs(_Price - OrderGetDouble(ORDER_PRICE_OPEN)) < point || MathAbs(_Price - OrderGetDouble(ORDER_PRICE_OPEN)) < SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE)) return false;
   if(!CheckPrice(_OP,_Price)) return false;
   static double SL,TP;
   SL = _SL != 0 ? SLTransfer(symbol,_OP,_SL,_Price) : _SL;
   TP = _TP != 0 ? TPTransfer(symbol,_OP,_TP,_Price) : _TP;
   if(!CheckTP(_OP,TP,SL)) return false;
   if(!CheckSL(_OP,SL,TP)) return false;
   //if(!OrderValid(_OP,_Price,SL,TP)) return false;
   ExeState = t.OrderModify(Ticket,_Price,SL,TP,0,0,0);
   if(ExeState) {
      PendingMoveTime[PositionGetInteger(POSITION_TYPE)] = TimeCurrent();
      OrderObj.RefreshOrderInfo();
   } else printf(__FUNCTION__+" Failed to move order price : "+GetLastError());
   return ExeState;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool TradeClass::PositionMoveTP(const int Ticket,const double TP) {
   if(!PositionSelectByTicket(Ticket)) return false;
   if(MathAbs(TP - PositionGetDouble(POSITION_TP)) < point) {
      return false;
   }
   if(PositionGetInteger(POSITION_TYPE) == ORDER_TYPE_SELL) {
      if(!CheckTP(ORDER_TYPE_SELL,TP,PositionGetDouble(POSITION_PRICE_OPEN))) return false;
      if(!CheckSL(ORDER_TYPE_SELL,PositionGetDouble(POSITION_SL),PositionGetDouble(POSITION_PRICE_OPEN))) return false;
   } else if(PositionGetInteger(POSITION_TYPE) == ORDER_TYPE_BUY) {
      if(!CheckTP(ORDER_TYPE_BUY,TP,PositionGetDouble(POSITION_PRICE_OPEN))) return false;
      if(!CheckSL(ORDER_TYPE_BUY,PositionGetDouble(POSITION_SL),PositionGetDouble(POSITION_PRICE_OPEN))) return false;
   }
   //if(!PositionValid(PositionGetInteger(POSITION_TYPE),PositionGetDouble(POSITION_SL),TP)) return false;
   ExeState = t.PositionModify(Ticket,PositionGetDouble(POSITION_SL),TP);
   if(ExeState) {
      TPMoveTime[PositionGetInteger(POSITION_TYPE)] = TimeCurrent();
      OrderObj.RefreshOrderInfo();
   } else printf(__FUNCTION__+" Failed to move takeprofit : "+GetLastError());
   return ExeState;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool TradeClass::PositionMoveSL(const int Ticket,const double SL) {
   if(!PositionSelectByTicket(Ticket)) return false;
   if(MathAbs(SL - PositionGetDouble(POSITION_SL)) < point) return false;
   if(PositionGetInteger(POSITION_TYPE) == ORDER_TYPE_SELL) {
      if(!CheckSL(ORDER_TYPE_SELL,SL,PositionGetDouble(POSITION_PRICE_OPEN))) return false;
      if(!CheckTP(ORDER_TYPE_SELL,PositionGetDouble(POSITION_TP),PositionGetDouble(POSITION_PRICE_OPEN))) return false;
   }
   if(PositionGetInteger(POSITION_TYPE) == ORDER_TYPE_BUY) {
      if(!CheckSL(ORDER_TYPE_BUY,SL,PositionGetDouble(POSITION_PRICE_OPEN))) return false;
      if(!CheckTP(ORDER_TYPE_BUY,PositionGetDouble(POSITION_TP),PositionGetDouble(POSITION_PRICE_OPEN))) return false;
   }
   //if(!PositionValid(PositionGetInteger(POSITION_TYPE),SL,PositionGetDouble(POSITION_TP))) return false;
   ExeState = t.PositionModify(Ticket,SL,PositionGetDouble(POSITION_TP));
   if(ExeState) OrderObj.RefreshOrderInfo();
   else printf(__FUNCTION__+" Failed to move stoploss : "+GetLastError());
   return ExeState;
}


bool TradeClass::CheckPrice(const ENUM_ORDER_TYPE OP,const double _Price) {
   if(OP == ORDER_TYPE_BUY_LIMIT) {
      if(_Price < BID(symbol) - StopLevel-1*point) {
         return true;
      }
   } else if(OP == ORDER_TYPE_SELL_LIMIT) {
      if(_Price > ASK(symbol) + StopLevel+1*point) {
         return true;
      }
   } else if(OP == ORDER_TYPE_SELL_STOP) {
      if(_Price < BID(symbol) - StopLevel-1*point) {
         return true;
      }
   } else if(OP == ORDER_TYPE_BUY_STOP) {
      if(_Price > ASK(symbol) + StopLevel+1*point) {
         return true;
      }
   }
   return false;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double TradeClass::SLTransfer(const string s,const int OP,const double Sl,const double price=0) {
   if(OP == ORDER_TYPE_BUY) {
      return (ASK(symbol) - Sl*point);
   }
   if(OP == ORDER_TYPE_BUY_LIMIT || OP == ORDER_TYPE_BUY_STOP) {
      return (price - Sl*point);
   }
   if(OP == ORDER_TYPE_SELL) {
      return (BID(symbol) + Sl*point);
   }
   if(OP == ORDER_TYPE_SELL_LIMIT || OP == ORDER_TYPE_SELL_STOP) {
      return (price + Sl*point);
   }
   return 0;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double TradeClass::TPTransfer(const string s,const int OP,const double Tp,const double price=0) {
   if(OP == ORDER_TYPE_BUY)
      return (ASK(symbol) + Tp*point);
   if(OP == ORDER_TYPE_BUY_LIMIT || OP == ORDER_TYPE_BUY_STOP)
      return (price + Tp*point);
   if(OP == ORDER_TYPE_SELL)
      return (BID(symbol) - Tp*point);
   if(OP == ORDER_TYPE_SELL_LIMIT || OP == ORDER_TYPE_SELL_STOP)
      return (price - Tp*point);
   return 0;
}

I did try everything and had no problems running EA on MT5. The code is posted, please help me to have a look, thank you!

 

No! You can't just interchange Stops Levels and Freeze Levels. They are completely different concepts and limits.

StopLevel Minimum Distance Limitation.

A trade operation will not be performed if any of the following conditions is disrupted.

Order Type
 Open Price StopLoss (SL) TakeProfit (TP)
Buy
Modification is prohibited
 Bid-SL ≥ StopLevel TP-Bid ≥ StopLevel
Sell
Modification is prohibited SL-Ask ≥ StopLevel Ask-TP ≥ StopLevel
BuyLimit
Ask-OpenPrice ≥ StopLevel OpenPrice-SL ≥ StopLevel TP-OpenPrice ≥ StopLevel
SellLimit
OpenPrice-Bid ≥ StopLevel SL-OpenPrice ≥StopLevel OpenPrice-TP ≥ StopLevel
BuyStop
OpenPrice-Ask ≥ StopLevel OpenPrice-SL ≥ StopLevel TP-OpenPrice ≥ StopLevel
SellStop
Bid-OpenPrice ≥ StopLevel SL-OpenPrice ≥ StopLevel OpenPrice-TP ≥ StopLevel

FreezeLevel Limitation (Freezing Distance).

Market orders can not be closed if the StopLoss and TakeProfit values violate the FreezLevel parameter requirements.
StopLoss or TakeProfit orders can not be modified if StopLoss or TakeProfit values violate the StopLevel parameter requirements.
Pending orders can not be deleted or modified if the declared open price violates the FreezeLevel parameter requirements.

Order Type
 Open Price StopLoss (SL) TakeProfit (TP)
Buy
Modification is prohibited Bid-SL > FreezeLevel TP-Bid > FreezeLevel
Sell
Modification is prohibited SL-Ask > FreezeLevel Ask-TP > FreezeLevel
BuyLimit
Ask-OpenPrice > FreezeLevel Regulated by the StopLevel parameter
 Regulated by the StopLevel parameter
SellLimit
OpenPrice-Bid > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter
BuyStop
OpenPrice-Ask > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter
SellStop
Bid-OpenPrice > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter
 

Also read the following in detail ... The checks a trading robot must pass before publication in the Market

Especially these points:

  • Setting the TakeProfit and StopLoss levels within the SYMBOL_TRADE_STOPS_LEVEL minimum level
  • Attempt to modify order or position within the SYMBOL_TRADE_FREEZE_LEVEL freeze level
    • The checks a trading robot must pass before publication in the Market
    The checks a trading robot must pass before publication in the Market
    • www.mql5.com
    Before any product is published in the Market, it must undergo compulsory preliminary checks in order to ensure a uniform quality standard. This article considers the most frequent errors made by developers in their technical indicators and trading robots. An also shows how to self-test a product before sending it to the Market.
     
    Fernando Carreiro #:

    另请详细阅读以下内容...交易机器人在市场上发布之前必须通过的检查

    尤其是这几点：

  • 在 SYMBOL_TRADE_STOPS_LEVEL 最低水平内设置止盈和止损水平
  • 尝试在 SYMBOL_TRADE_FREEZE_LEVEL 冻结级别内修改订单或头寸

    • You are very detailed, it is very useful indeed, thank you very much!

     
    Edison Chen:


    Do not double post!

    I have deleted your duplicated topic.

      
    TradeClass::TradeClass(const string _symbol,
                       OrderInfo *OInfoObj,
                       const int Magic = DEFULT_TRADE_MAGIC,
                       const int _Slippage = DEFULT_TRADE_SLIPPAGE,
                       const int _MaxSpread = DEFULT_TRADE_SPREAD,
                       const string comment = DEFULT_TRADE_COMMENT) {
   symbol = _symbol;
   MaxLot = SymbolInfoDouble(_symbol,SYMBOL_VOLUME_MAX);
   MinLot = SymbolInfoDouble(_symbol,SYMBOL_VOLUME_MIN);
   point = SymbolInfoDouble(_symbol,SYMBOL_POINT);
   FreezeLevel = SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL)*point+50*point;
   StopLevel = SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL)*point+50*point;
   SymbolStartTime = SymbolInfoInteger(_symbol,SYMBOL_START_TIME);
   SymbolExpirationTime = SymbolInfoInteger(_symbol,SYMBOL_EXPIRATION_TIME);
   Slippage = _Slippage;
   MaxSpread = _MaxSpread*point;
   MagicNumber = Magic;
   Comment = comment;
   OrderObj = OInfoObj;
   t.SetAsyncMode(false);
}


    //+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool TradeClass::CheckTP(const ENUM_ORDER_TYPE _OP,const double _TP,const double _Price) {
   switch(_OP) {
   case ORDER_TYPE_BUY: {
      if(_TP - BID(symbol) > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL: {
      if(ASK(symbol) - _TP > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_BUY_LIMIT: {
      if(_TP - _Price > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_BUY_STOP: {
      if(_TP - _Price > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_LIMIT: {
      if(_Price - _TP > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_STOP: {
      if(_Price - _TP > StopLevel) {
         return true;
      }
   }
   break;
   }
   return false;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool TradeClass::CheckSL(const ENUM_ORDER_TYPE _OP,const double _SL,const double _Price) {
   switch(_OP) {
   case ORDER_TYPE_BUY: {
      if(BID(symbol) - _SL > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL: {
      if(_SL-ASK(symbol) > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_BUY_LIMIT: {
      if(_Price - _SL > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_BUY_STOP: {
      if(_Price - _SL > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_LIMIT: {
      if(_SL - _Price > StopLevel) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_STOP: {
      if(_SL - _Price > StopLevel) {
         return true;
      }
   }
   break;
   }
   return false;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool TradeClass::CheckPrice(const int _OP,const double _Price) {
   switch(_OP) {
   case ORDER_TYPE_BUY_LIMIT: {
      if(ASK(symbol) - _Price > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_BUY_STOP: {
      if(_Price-ASK(symbol) > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_LIMIT: {
      if(_Price-BID(symbol) > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   case ORDER_TYPE_SELL_STOP: {
      if(BID(symbol) - _Price > MathMax(StopLevel,FreezeLevel)) {
         return true;
      }
   }
   break;
   }
   return false;
}

    I recalculated STOPLEVEL and FREEZELEVEL according to the method provided in the article, but it still couldn't pass directly. I had to add some extra points. At present, I added 50 points to pass the verification, but it was wrong for my trading system. Who can help me to see if there is a problem with the code? Thanks very much!

     
    Fernando Carreiro #:

    StopLevel Minimum Distance Limitation.

    A trade operation will not be performed if any of the following conditions is disrupted.

    Order Type
    		 Open Price StopLoss (SL) TakeProfit (TP)
    Buy
    		Modification is prohibited
    		 Bid-SL ≥ StopLevel TP-Bid ≥ StopLevel
    Sell
    		Modification is prohibited SL-Ask ≥ StopLevel Ask-TP ≥ StopLevel
    BuyLimit
    		Ask-OpenPrice ≥ StopLevel OpenPrice-SL ≥ StopLevel TP-OpenPrice ≥ StopLevel
    SellLimit
    		OpenPrice-Bid ≥ StopLevel SL-OpenPrice ≥StopLevel OpenPrice-TP ≥ StopLevel
    BuyStop
    		OpenPrice-Ask ≥ StopLevel OpenPrice-SL ≥ StopLevel TP-OpenPrice ≥ StopLevel
    SellStop
    		Bid-OpenPrice ≥ StopLevel SL-OpenPrice ≥ StopLevel OpenPrice-TP ≥ StopLevel

    FreezeLevel Limitation (Freezing Distance).

    Market orders can not be closed if the StopLoss and TakeProfit values violate the FreezLevel parameter requirements.
    StopLoss or TakeProfit orders can not be modified if StopLoss or TakeProfit values violate the StopLevel parameter requirements.
    Pending orders can not be deleted or modified if the declared open price violates the FreezeLevel parameter requirements.

    Order Type
    		 Open Price StopLoss (SL) TakeProfit (TP)
    Buy
    		Modification is prohibited Bid-SL > FreezeLevel TP-Bid > FreezeLevel
    Sell
    		Modification is prohibited SL-Ask > FreezeLevel Ask-TP > FreezeLevel
    BuyLimit
    		Ask-OpenPrice > FreezeLevel Regulated by the StopLevel parameter
    		 Regulated by the StopLevel parameter
    SellLimit
    		OpenPrice-Bid > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter
    BuyStop
    		OpenPrice-Ask > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter
    SellStop
    		Bid-OpenPrice > FreezeLevel Regulated by the StopLevel parameter Regulated by the StopLevel parameter

    Hi Fernando, I think this is a great (concise but clear) description of stops level and freeze level.

    I just have one question:

    If the stops level would be zero but the freeze level would be non-zero, is it possible to modify SL/TP of position if the price is too close (inside the freeze zone of SL/TP) to the SL/TP?

    I don't think it is possible to modify SL/TP in such a case, but I could be wrong and I am not able to verify this because my broker has both stops level and freeze level equal to zero. Unless I am wrong, it would probably be better to complete the sentence as follows:

    Market orders can not be closed or modified if the StopLoss and TakeProfit values violate the FreezLevel parameter requirements.

    Thanks in advance (to whomever) for clarification.

     

    @Petr Nosek #: Hi Fernando, I think this is a great (concise but clear) description of stops level and freeze level. I just have one question:

    If the stops level would be zero but the freeze level would be non-zero, is it possible to modify SL/TP of position if the price is too close (inside the freeze zone of SL/TP) to the SL/TP?

    I don't think it is possible to modify SL/TP in such a case, but I could be wrong and I am not able to verify this because my broker has both stops level and freeze level equal to zero. Unless I am wrong, it would probably be better to complete the sentence as follows:

    Market orders can not be closed or modified if the StopLoss and TakeProfit values violate the FreezLevel parameter requirements.

    Thanks in advance (to whomever) for clarification.

    That text was not my own. It was quoted from the old MQL4 book appendix ... Requirements and Limitations in Making Trades - Appendixes - MQL4 Tutorial

    Unfortunately, the MQL5 documentation has no such information in an updated and concise format, at least of which I know.

     
    Fernando Carreiro #:

    That text was not my own. It was quoted from the old MQL4 book appendix ... Requirements and Limitations in Making Trades - Appendixes - MQL4 Tutorial

    Unfortunately, the MQL5 documentation has no such information in an updated and concise format, at least of which I know.

    Thanks for the answer.

    My understanding is that when opening an order we have to watch the distance (Stops Level) of the opening price from the Bid/Ask and when opening an order/position we have to watch the distance (Stops Level) of the SL and TP from the opening price or position. There is no need to watch the Freeze Level when opening an order/position.

    When closing/deleting/modifying an order/position, we need to watch the Freeze Level and do not need to watch the Stops Level.


    By the way, what about STOP_LIMIT orders? I assume that when placing such an order we need to watch the stop level from the stoplimit price to the opening price.

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