Any questions from newcomers on MQL4 and MQL5, help and discussion on algorithms and codes - page 485
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Isn't there going to be a requote? I think the first answer to the question about requotes in the tester (!!!) is that the opening prices are mixed up.
Or have I already forgotten everything?
There will be requotes in the tester too.
Run it in the tester
And see the result.
I agree with you.
This topic is very hackneyed and there is still no 100% solution to the problem of wrong stops.
all of these options have a place.
If you can pull a floating spread in the symbol information, why you can't pull a floating stop level is unclear to me.
So, this is the idea. After all, the stop level is regulated by the broker.
They may change it as they wish, even 10 times more during news releases.
Why not? A zero SYMBOL_TRADE_STOPS_LEVEL indicates a floating (not equal to zero, but floating) stop. And then you have to guess - once or twice you can catch a 130 error, gradually increasing the size of the stop in accordance with the spread.
Run it in the tester
And see the results.
That's because the slippage is setto 50
Why is it impossible? The zero SYMBOL_TRADE_STOPS_LEVEL indicates a floating (not equal to zero, but floating) stop-loss. And then you have to guess - once or twice you can catch a 130 error, gradually increasing the stop size in accordance with the spread.
Exactly, that's guessing. :-)
The stop-loss ratio can also change from broker to broker, from news release, the dealing director's birthday and so on.
Even the brokerage company regulations say about it.
Run it in the tester
And see the results.
Strange. Maybe these builds of the terminal have already been corrected for a long time...
I made these "childish" errors a long time ago (about 10 years ago) - and then there were requotes in the tester. I could not understand why. But then I realized I was buying with Bid :) Since then I remember that behavior, but I have never caught it myself again - once is usually enough not to continue writing codes that way.
Are you 100% sure about this statement?
Vlad, further discussion on this issue is getting bogged down with discussion of the broker. So you better print out the prices, spreads, compare and analyse them yourself.
As for exactly two spreads, this goes back to the very introduction of floating spreads. That's when I read about it, use it and don't want to remember where I read it, who wrote it and other details.
Exactly, that's guessing. :-)
The stop-loss ratio can also change from broker to broker, from news release, the dealing director's birthday and so on.
We may use the Stop-Loss factor as an indicator and we will see what happens when we do this.
Well, this is water.
I wrote what to do. Unfortunately, there is no other way.
This way has been used for a long time and by everyone.
There are dozens of threads on the forum.
But no one has ever proved that it should be multiplied by 2 (and not by 3).
Vlad, further discussion of this issue descends into a discussion of the broker. So you better print out the prices, spreads, compare and analyse them yourself.
As for exactly two spreads, that stretches back to the very introduction of floating spreads. That's when I read about it, use it and don't want to remember where I read it, who wrote it and other details.
I don't need it. I asked you if you were sure about it or if you think so because it works. (But you haven't tested this theory on 100+ brokers)
Does it work for you? fine. I was only hinting - that you don't have to be so sure about it.
You can get caught...
If the stops are too small - it's easier to close virtually.
So you can get out of this situation - if there is an error, then each time you try to modify the order, the stop will have to be increased by 1 pip. Until the order is modified normally.
It turns out like this.
This way has been used for a long time and by everyone.
There are dozens of threads on the forum.
But no one has ever proved that it should be multiplied by 2 (and not by 3).
I don't need it. I asked you if you are sure or if you think so because it works. (But you have not tested this theory on 100+ brokers)