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Fix invalid price errors - add stop level validation

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This commit is contained in:
Garfield Heron
2026-03-24 15:35:12 -04:00
parent 2bdaee0fe5
commit b5df20d054
1 changed files with 121 additions and 48 deletions
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169
OrdersEA_Smart_Grid.mq5
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@@ -353,8 +353,23 @@ bool PlaceBuyStop(double priceLevel, int level)
double lots = CalcLots(); double lots = CalcLots();
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT); double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
double sl = (StopLoss > 0) ? priceLevel - (StopLoss * point) : 0; double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
double tp = priceLevel + (TP * point); double stopLevel = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * point;
// Ensure price is above current Ask + stop level
double minDistance = currentAsk + stopLevel + (Entry * point);
if(priceLevel < minDistance)
{
Print("Buy Stop too close to price. Adjusting from ", priceLevel, " to ", minDistance);
priceLevel = minDistance;
}
double sl = (StopLoss > 0) ? NormalizeDouble(priceLevel - (StopLoss * point), _Digits) : 0;
double tp = NormalizeDouble(priceLevel + (TP * point), _Digits);
// Ensure TP is valid distance from price
if(tp <= priceLevel + stopLevel)
tp = NormalizeDouble(priceLevel + stopLevel + (TP * point), _Digits);
MqlTradeRequest request = {}; MqlTradeRequest request = {};
MqlTradeResult result = {}; MqlTradeResult result = {};
@@ -362,7 +377,7 @@ bool PlaceBuyStop(double priceLevel, int level)
request.action = TRADE_ACTION_PENDING; request.action = TRADE_ACTION_PENDING;
request.symbol = _Symbol; request.symbol = _Symbol;
request.volume = lots; request.volume = lots;
request.price = priceLevel; request.price = NormalizeDouble(priceLevel, _Digits);
request.sl = sl; request.sl = sl;
request.tp = tp; request.tp = tp;
request.deviation = 10; request.deviation = 10;
@@ -371,16 +386,18 @@ bool PlaceBuyStop(double priceLevel, int level)
request.type = ORDER_TYPE_BUY_STOP; request.type = ORDER_TYPE_BUY_STOP;
request.type_filling = ORDER_FILLING_IOC; request.type_filling = ORDER_FILLING_IOC;
if(trade.OrderSend(request, result)) if(!trade.OrderSend(request, result))
{ {
if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED) Print("Error placing buy stop: ", trade.ResultRetcodeDescription(), " (", result.retcode, ")");
{ return false;
Print("Buy Stop Level ", level, " placed at ", priceLevel, " Ticket: ", result.order); }
return true;
} if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED)
{
Print("Buy Stop Level ", level, " placed at ", request.price, " TP: ", tp, " Ticket: ", result.order);
return true;
} }
Print("Error placing buy stop: ", trade.ResultRetcodeDescription());
return false; return false;
} }
@@ -393,8 +410,23 @@ bool PlaceSellStop(double priceLevel, int level)
double lots = CalcLots(); double lots = CalcLots();
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT); double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
double sl = (StopLoss > 0) ? priceLevel + (StopLoss * point) : 0; double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double tp = priceLevel - (TP * point); double stopLevel = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * point;
// Ensure price is below current Bid - stop level
double minDistance = currentBid - stopLevel - (Entry * point);
if(priceLevel > minDistance)
{
Print("Sell Stop too close to price. Adjusting from ", priceLevel, " to ", minDistance);
priceLevel = minDistance;
}
double sl = (StopLoss > 0) ? NormalizeDouble(priceLevel + (StopLoss * point), _Digits) : 0;
double tp = NormalizeDouble(priceLevel - (TP * point), _Digits);
// Ensure TP is valid distance from price
if(tp >= priceLevel - stopLevel)
tp = NormalizeDouble(priceLevel - stopLevel - (TP * point), _Digits);
MqlTradeRequest request = {}; MqlTradeRequest request = {};
MqlTradeResult result = {}; MqlTradeResult result = {};
@@ -402,7 +434,7 @@ bool PlaceSellStop(double priceLevel, int level)
request.action = TRADE_ACTION_PENDING; request.action = TRADE_ACTION_PENDING;
request.symbol = _Symbol; request.symbol = _Symbol;
request.volume = lots; request.volume = lots;
request.price = priceLevel; request.price = NormalizeDouble(priceLevel, _Digits);
request.sl = sl; request.sl = sl;
request.tp = tp; request.tp = tp;
request.deviation = 10; request.deviation = 10;
@@ -411,68 +443,109 @@ bool PlaceSellStop(double priceLevel, int level)
request.type = ORDER_TYPE_SELL_STOP; request.type = ORDER_TYPE_SELL_STOP;
request.type_filling = ORDER_FILLING_IOC; request.type_filling = ORDER_FILLING_IOC;
if(trade.OrderSend(request, result)) if(!trade.OrderSend(request, result))
{ {
if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED) Print("Error placing sell stop: ", trade.ResultRetcodeDescription(), " (", result.retcode, ")");
{ return false;
Print("Sell Stop Level ", level, " placed at ", priceLevel, " Ticket: ", result.order); }
return true;
} if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED)
{
Print("Sell Stop Level ", level, " placed at ", request.price, " TP: ", tp, " Ticket: ", result.order);
return true;
} }
Print("Error placing sell stop: ", trade.ResultRetcodeDescription());
return false; return false;
} }
//+------------------------------------------------------------------+
//| Count pending orders |
//+------------------------------------------------------------------+
int CountPendingOrders(int type)
{
int count = 0;
for(int i = OrdersTotal() - 1; i >= 0; i--)
{
ulong ticket = OrderGetTicket(i);
if(ticket <= 0) continue;
if(OrderGetString(ORDER_SYMBOL) != _Symbol) continue;
if(OrderGetInteger(ORDER_MAGIC) != MagicNum) continue;
if(OrderGetInteger(ORDER_TYPE) == type) count++;
}
return count;
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Expert tick function | //| Expert tick function |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnTick() void OnTick()
{ {
static datetime lastBarTime = 0; static datetime lastBarTime = 0;
static bool gridPlaced = false;
datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0); datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
MqlDateTime dt; MqlDateTime dt;
TimeToStruct(TimeCurrent(), dt); TimeToStruct(TimeCurrent(), dt);
// Recalculate pivots at new day (hour 0, first 5 minutes) // Recalculate pivots at new day (hour 0, first 5 minutes)
if(dt.hour == 0 && dt.min < 5 && currentBarTime != lastBarTime) if(dt.hour == 0 && dt.min < 5)
{ {
CalculatePivotPoints(); CalculatePivotPoints();
gridPlaced = false; // Reset grid for new day
} }
if(currentBarTime != lastBarTime) if(currentBarTime == lastBarTime) return;
lastBarTime = currentBarTime;
// Check if we should trade
if(!IsRangingMarket())
{ {
lastBarTime = currentBarTime; Print("Market not suitable for grid trading");
return;
}
// Only place grid once, then monitor
if(gridPlaced)
{
// Check if grid needs replenishing (orders filled)
int buyStops = CountPendingOrders(ORDER_TYPE_BUY_STOP);
int sellStops = CountPendingOrders(ORDER_TYPE_SELL_STOP);
// Check if we should trade if(buyStops == 0 && sellStops == 0)
if(!IsRangingMarket())
{ {
Print("Market not suitable for grid trading"); Print("All grid orders filled or cancelled. Resetting grid.");
return; gridPlaced = false;
} }
return;
}
// Get grid boundaries
double actualHigh = (HIGH > 0) ? HIGH : PivotR1;
double actualLow = (LOW > 0) ? LOW : PivotS1;
double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
double entryPips = Entry * point;
// Log status
Print("Smart Grid: Placing grid. Price=", currentPrice, " Range: ", actualLow, " - ", actualHigh);
// Place grid orders
int buyCount = 0, sellCount = 0;
for(int i = 0; i < MaxLevels; i++)
{
double buyLevel = actualLow + (i * entryPips);
double sellLevel = actualHigh - (i * entryPips);
// Get grid boundaries // Only place if valid distance from current price
double actualHigh = (HIGH > 0) ? HIGH : PivotR1; if(buyLevel < currentPrice - (Entry * 2 * point))
double actualLow = (LOW > 0) ? LOW : PivotS1;
double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
double entryPips = Entry * point;
// Log status
Print("Smart Grid: Price=", currentPrice, " Range: ", actualLow, " - ", actualHigh);
Print("RSI/ADX filters passed - Grid active");
// Example: Place grid orders (simplified)
// In full implementation, check existing orders first
for(int i = 0; i < MaxLevels; i++)
{ {
double buyLevel = actualLow + (i * entryPips); if(PlaceBuyStop(buyLevel, i)) buyCount++;
double sellLevel = actualHigh - (i * entryPips); }
if(sellLevel > currentPrice + (Entry * 2 * point))
if(buyLevel < currentPrice) {
PlaceBuyStop(buyLevel, i); if(PlaceSellStop(sellLevel, i)) sellCount++;
if(sellLevel > currentPrice)
PlaceSellStop(sellLevel, i);
} }
} }
Print("Grid placed: ", buyCount, " buy stops, ", sellCount, " sell stops");
if(buyCount > 0 || sellCount > 0) gridPlaced = true;
} }