Forum

Superion 2007.09.27 08:50 

Looking for code to count market orders without counting pending orders. OrdersTotal() - well does what its suppose to do and counts Market + Pending orders then outputs ithe total, not what I'm after.

Also I'm looking for two close functions that closes only market orders and the second only pending orders. This is what I have but executes quite slow. ..

//Market Orders Close if (CloseAllTrades == TRUE) {
for (g_pos_128 = 0; g_pos_128 < OrdersTotal(); g_pos_128++) {
if (OrderSelect(g_pos_128, SELECT_BY_POS, MODE_TRADES) == FALSE) Print("OrderSelect failed:", GetLastError());
else {
if (OrderType() == OP_BUY) OrderClose(OrderTicket(), OrderLots(), Bid, 3, Blue);
if (OrderType() == OP_SELL) OrderClose(OrderTicket(), OrderLots(), Ask, 3, Red);
}
}
}

//Pending Orders Close
if (CloseAllOrders == TRUE) {
for (g_pos_128 = 0; g_pos_128 < OrdersTotal(); g_pos_128++) {
if (OrderSelect(g_pos_128, SELECT_BY_POS, MODE_TRADES) == FALSE) Print("OrderSelect failed:", GetLastError());
else OrderDelete(OrderTicket());
}
}

Thanks,

-S

phy 2007.09.27 09:22 

"Looking for code to count market orders without counting pending orders. OrdersTotal() - well does what its suppose to do and counts Market + Pending orders then outputs ithe total, not what I'm after."

Loop through the Open and Pending orders and count the ones that are open and pending.

OP_BUY - buying position,
OP_SELL - selling position,
OP_BUYLIMIT - buy limit pending position,
OP_BUYSTOP - buy stop pending position,
OP_SELLLIMIT - sell limit pending position,
OP_SELLSTOP - sell stop pending position

"Also I'm looking for two close functions that closes only market orders and the second only pending orders. "

Again, you have to distingusigh between order types. Add more code.

"but executes quite slow..."

It takes time to close orders, mostly transit time to the server, server processing, then transi time to return the result.

I believe the code sends one close order, then waits for response. Synchronous operation.

Put some debugging code in to see where the tme lag is. GetTickCount() will give you access to a millisecond counter.

Find out how long it takes to close each order:

int startCount;

if(OrderType() == OPBUY){

startCount = GetTickCount();

OrderClose(OrderTicket(), OrderLots(), Bid, 3, Blue);

Print("Time to close = "+GetTickCount() - startCount+" milliseconds");

}

Also, you should loop like this:

for(i = OrdersTotal()-1; i>= 0; i--)

NOT like this:

for(i = 0; i < OrdersTotal(); i++)

If you loop up from 0 to OrdersTotal() when an order is closed the list of orders changes

A B C D Four Orders in OrdersTotal()

0 1 2 3

Order a,b,c, and d

if you close A you then have

B C D Now three orders in the list

0 1 2

Your loop will be at 1, looking at order C ( B gets skipped).

You Close C

B D

0 1

Your Loop is at 2, the loop completes, but two orders remeain.

The correct way picks orders to close off the end of the list.

Alternatively, loop through the list, pick an order to close, then loop through the changed list again, and pick another to close

phy 2007.09.27 09:37 

See reply above... fat fingered the entry earlier.

phy 2007.09.27 17:12 

Come down to the bar, surely you'll recognize my grumpy face.

phy 2007.09.28 15:24 

Did that take care of the "speed" problem?

Before, you may have been waiting several ticks (executions of the loop) to get multiple closes executed, in addition to the normal wait on the server to respond.

phy 2007.09.28 17:57 

Do you zero the OpenBuyOrders/OpenSellOrders counters before looping?