我在使用 MQL5 修改正在运行的交易的止损时遇到了问题。选择订单对我来说很合适。但是如果我尝试访问变量(例如 OrderTicket() & OrderOpenPrice() )，它总是返回 0.00000:
2017.06.01 00:06:32.114 2016.04.08 00:00:00 failed modify buy 0.00 sl: 0.00000, tp: 0.00000 -> sl: 1.41594, tp: 0.00000 [Invalid request]
这是我的止损 modyfing void:
void modifyStops() {
int total = OrdersTotal(); // total number of placed pending orders
Print( total + " Orders on the line!!!" );
//--- Over all placed pending orders
for ( int i = 0; i < total; i++ )
{ bool isOrderSelected = OrderSelect( i, SELECT_BY_POS, MODE_TRADES );
if ( isOrderSelected )
{ // TODO: Check the Trades to contain the correct Order Number
Print( "Symbol & Magicnumber matching" );
double newStopLoss;
// Update the stop loss
if ( OrderType() == OP_BUY )
{
newStopLoss = addTolerance( SL );
}
else if ( OrderType() == OP_SELL )
{
newStopLoss = minusTolerance( SL );
}
newStopLoss = NormalizeDouble( newStopLoss, Digits );
Print( "NEW STOP LOSS::::=====> ", Symbol(), " at ", newStopLoss );
if ( !OrderModify( OrderTicket(), OrderOpenPrice(), newStopLoss, OrderTakeProfit(), 0, Green ) )
{
Print( "OrderModify returned the error of ", GetLastError() );
}
}
}
CTrade 类对我来说工作不正常。我尝试实现您发布的代码 - 但是:它似乎仍然没有成功。
不幸的是，我在我的 EA 中实现了它，当交易有效时，OrderGetTicket(i) 返回零。所以我的虚空看起来像这样:
void modifyStops() {
for(int i=0; i<PositionsTotal();i++)
{
ulong ticket;
if((ticket=PositionGetTicket(i))>0)
{
//--- return order properties
double open_price =PositionGetDouble(POSITION_PRICE_OPEN);
datetime time_open =(datetime)PositionGetInteger(POSITION_TIME);
string symbol =PositionGetString(POSITION_SYMBOL);
int order_magic =PositionGetInteger(POSITION_MAGIC);
double volume =PositionGetDouble(POSITION_VOLUME);
double stoploss =PositionGetDouble(POSITION_SL);
double takeprofit =PositionGetDouble(POSITION_TP);
ENUM_ORDER_TYPE type =EnumToString(ENUM_ORDER_TYPE(PositionGetInteger(POSITION_TYPE)));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G, with sl: %G tp: %G was set up at %s",
ticket, // order ticket
type, // type
volume, // placed volume
symbol, // symbol
open_price, // specified open price
stoploss, //
takeprofit, //
TimeToString(time_open) // time of order placing
);
}
}
}
并且 printf 函数不返回任何内容:
2017.06.02 01:42:26.910 2016.04.07 00:00:00 #ticket 1 (non-string passed) 0 at 0, with sl: 0 tp: 0 was set up at 1970.01.01 00:00
我无法相信在 MQL5 中简单地修改 SL 会这么难。那太可怕了。但是我需要通过它来测试我在几对上的策略......
你有别的想法吗？我使用以下代码设置交易:
void createPendingOrder(ENUM_ORDER_TYPE orderType, double lots, double stopLoss) {
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters to place a pending order
request.action =TRADE_ACTION_PENDING; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =lots; // volume of 0.1 lot
//request.deviation=2; // allowed deviation from the price
request.magic =224466 ; // MagicNumber of the order
//int offset = 3; // offset from the current price to place the order, in points
double price; // order triggering price
double point=SymbolInfoDouble(_Symbol,SYMBOL_POINT); // value of point
int digits=SymbolInfoInteger(_Symbol,SYMBOL_DIGITS); // number of decimal places (precision)
//--- checking the type of operation
if(orderType==ORDER_TYPE_BUY_STOP)
{
request.type =ORDER_TYPE_BUY_STOP; // order type
price =entryPrice;
request.price =NormalizeDouble(price,digits); // normalized opening price
request.sl =stopLoss;
}
else if(orderType==ORDER_TYPE_SELL_STOP)
{
request.type =ORDER_TYPE_SELL_STOP; // order type
price =entryPrice;
request.price =NormalizeDouble(price,digits); // normalized opening price
request.sl =stopLoss;
}
else Alert("This example is only for placing pending orders"); // if not pending order is selected
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, output the error code
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
例如，是否可以将结果对象保存在一个数组中，然后通过该对象访问正在运行的交易？
最佳答案
您的问题是您正试图在 MQL5 中运行 MQL4 代码。
MQL5 中没有OrderModify()、OrderOpenPrice()、OrderTicket()!!!
参见文档 here关于如何选择、查询值和修改交易。
您需要使用 OrderGetDouble()、OrderGetInteger() 和 OrderGetString() 来查询开盘价、止损等。
例如
if((ticket=OrderGetTicket(i))>0)
{
//--- return order properties
open_price =OrderGetDouble(ORDER_PRICE_OPEN);
time_setup =(datetime)OrderGetInteger(ORDER_TIME_SETUP);
symbol =OrderGetString(ORDER_SYMBOL);
order_magic =OrderGetInteger(ORDER_MAGIC);
positionID =OrderGetInteger(ORDER_POSITION_ID);
initial_volume=OrderGetDouble(ORDER_VOLUME_INITIAL);
type =EnumToString(ENUM_ORDER_TYPE(OrderGetInteger(ORDER_TYPE)));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G was set up at %s",
ticket, // order ticket
type, // type
initial_volume, // placed volume
symbol, // symbol
open_price, // specified open price
TimeToString(time_setup)// time of order placing
);
}
使用 OrderSend() 函数修改订单 https://www.mql5.com/en/docs/trading/ordersend
更新
MQL5 使用一个复杂得多的订单、头寸、交易和历史订单系统。一个MQL5 community article试图解释它们是如何相互关联的。
- 订单 = 待定交易(Buy Stop、Buy Limit、Sell Stop、Sell Limit)
- 头寸 = 未平仓交易(买入、卖出)
- HistoryOrders = 关闭/删除的交易
- Deals = 构成订单/头寸的交易
循环查看挂单:
for(int i=0; i<OrdersTotal();i++)
{
if((ticket=OrderGetTicket(i))>0)
{
//--- return order properties
open_price =OrderGetDouble(ORDER_PRICE_OPEN);
time_setup =(datetime)OrderGetInteger(ORDER_TIME_SETUP);
symbol =OrderGetString(ORDER_SYMBOL);
order_magic =OrderGetInteger(ORDER_MAGIC);
positionID =OrderGetInteger(ORDER_POSITION_ID);
initial_volume=OrderGetDouble(ORDER_VOLUME_INITIAL);
type =EnumToString(ENUM_ORDER_TYPE(OrderGetInteger(ORDER_TYPE)));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G was set up at %s",
ticket, // order ticket
type, // type
initial_volume, // placed volume
symbol, // symbol
open_price, // specified open price
TimeToString(time_setup)// time of order placing
);
}
}
遍历并查看未平仓交易:
for(int i=0; i<PositionsTotal();i++)
{
if((ticket= PositionGetTicket(i))>0)
{
//--- return order properties
open_price =PositionGetDouble(POSITION_PRICE_OPEN);
time_open =(datetime)PositionGetInteger(POSITION_TIME);
symbol =PositionGetString(POSITION_SYMBOL);
order_magic =PositionGetInteger(POSITION_MAGIC);
volume =PositionGetDouble(POSITION_VOLUME);
stoploss =PositionGetDouble(POSITION_SL);
takeprofit =PositionGetDouble(POSITION_TP);
type =EnumToString(ENUM_ORDER_TYPE(PositionGetInteger(POSITION_TYPE)));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G, with sl: %G tp: %G was set up at %s",
ticket, // order ticket
type, // type
volume, // placed volume
symbol, // symbol
open_price, // specified open price
stoploss, //
takeprofit, //
TimeToString(time_open) // time of order placing
);
}
}
希望其他人能够更好地解释订单、头寸、交易、历史订单，因为它们仍然让我头疼。
为了简单起见，我通常只创建一个 CTrade Class 的实例。
更新2
使用标准交易函数和 Ctrade 类的 trailSL 买入头寸的最小示例
初始化
Ctrade *m_trade;
CSymbolInfo *m_symbol;
Void OnInit()
{
m_trade = new Ctrade();
m_trade.SetExpertMagicNumber(100);
m_symbol = new CSymbolInfo();
m_symbol.Name(Symbol());
}
void OnTick()
{
m_symbol.RefreshRates();
}
使用标准函数的买入交易跟踪止损
void modifysl()
{
ulong ticket;
MqlTradeRequest request = {0};
MqlTradeResult result = {0};
double newsl;
for(int i=0; i<PositionsTotal();i++)
{
ticket=PositionGetTicket(i);
if(ticket>0)
{
request.action = TRADE_ACTION_SLTP; // type of trade operation
request.position = ticket; // ticket of the position
request.symbol = PositionGetString(POSITION_SYMBOL); // symbol
request.sl = PositionGetDouble(POSITION_SL); // Stop Loss of the position
request.tp = PositionGetDouble(POSITION_TP); // Take Profit of the position
request.magic = 100; // MagicNumber of the position
newsl = NormalizeDouble(m_symbol.Bid()-100*m_symbol.Point(),
m_symbol.Digits());
if(newsl>request.sl)
{
request.sl = newsl;
if(!OrderSend(request,result))
{
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, output the error code
}
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
}
}
}
使用 CTrade 跟踪买入头寸止损
void modifyslCtrade()
{
ulong ticket;
MqlTradeRequest request= {0};
MqlTradeResult response ={0};
double newsl;
for(int i=0; i<PositionsTotal();i++)
{
ticket=PositionGetTicket(i);
if(ticket>0)
{
newsl = NormalizeDouble(m_symbol.Bid()-100*m_symbol.Point(),
m_symbol.Digits());
if(newsl>PositionGetDouble(POSITION_SL))
{
m_trade.PositionModify(ticket,
newsl,
PositionGetDouble(POSITION_TP));
}
}
}
}
关于algorithmic-trading - 如何修改活跃交易的止损？，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/44295495/